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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 145 records · Page 8

Computing the Lyapunov spectrum of a dynamical system from an observed time series

The paper examines the problem of accurately determining, from an observed time series, the Liapunov exponents for the dynamical system generating the data. It is shown that, even with very large data sets, it is clearly advantageous to utilize local neighborhood-to-neighborhood mappings with higher-order Taylor series rather than just local linear maps. This procedure is demonstrated on the Henon and Ikeda maps of the plane itself, the Lorenz system of three ordinary differential equations, and the Mackey-Glass delay differential equation.

Brown, Reggie↗

Inverse sequential procedures for the monitoring of time series

When one or more new values are added to a developing time series, they change its descriptive parameters (mean, variance, trend, coherence). A 'change index (CI)' is developed as a quantitative indicator that the changed parameters remain compatible with the existing 'base' data. CI formulate are derived, in terms of normalized likelihood ratios, for small samples from Poisson, Gaussian, and Chi-Square distributions, and for regression coefficients measuring linear or exponential trends. A substantial parameter change creates a rapid or abrupt CI decrease which persists when the length of the bases is changed. Except for a special Gaussian case, the CI has no simple explicit regions for tests of hypotheses. However, its design ensures that the series sampled need not conform strictly to the distribution form assumed for the parameter estimates. The use of the CI is illustrated with both constructed and observed data samples, processed with a Fortran code 'Sequitor'.

Radok, Uwe↗

Using image area to control CCD systematic errors in spaceborne photometric and astrometric time-series measurements

The effect of some systematic errors for high-precision time-series spaceborne photometry and astrometry has been investigated with a CCD as the detector. The 'pixelization' of the images causes systematic error in astrometric measurements. It is shown that this pixelization noise scales as image radius r exp -3/2. Subpixel response gradients, not correctable by the 'flat field', and in conjunction with telescope pointing jitter, introduce further photometric and astrometric errors. Subpixel gradients are modeled using observed properties of real flat fields. These errors can be controlled by having an image span enough pixels. Large images are also favored by CCD dynamic range considerations. However, magnified stellar images can overlap, thus introducing another source of systematic error. An optimum image size is therefore a compromise between these competing factors.

Buffington, Andrew↗

Absolute value optimization to estimate phase properties of stochastic time series

Most existing deconvolution techniques are incapable of determining phase properties of wavelets from time series data; to assure a unique solution, minimum phase is usually assumed. It is demonstrated, for moving average processes of order one, that deconvolution filtering using the absolute value norm provides an estimate of the wavelet shape that has the correct phase character when the random driving process is nonnormal. Numerical tests show that this result probably applies to more general processes.

Scargle, J. D.↗

Examination of time series through randomly broken windows

The study of many astronomical problems involves a consideration of time series. The present investigation was prompted by a problem related to the determination of normal modes of oscillation of the sun. It is desirable to have an approach for obtaining an estimate of the accuracy with which oscillation modes may be determined when it appears possible to observe the sun over a long interval of time losing some blocks of time because of cloud cover. The present investigation has the objective to develop a model for addressing problems of this type. After presentation of a few general formulae, the problem is considerably simplified by supposing that observations are made over a large number N of equal time intervals, each of length t, so that the total time interval T is given by T = Nt. With certain additional simplifying assumptions, attention is given to the statistical properties of two functions which are representative of 'randomly broken' window functions.

Sturrock, P. A.↗

Low-dimensional chaos in magnetospheric activity from AE time series

The magnetospheric response to the solar-wind input, as represented by the time-series measurements of the auroral electrojet (AE) index, has been examined using phase-space reconstruction techniques. The system was found to behave as a low-dimensional chaotic system with a fractal dimension of 3.6 and has Kolmogorov entropy less than 0.2/min. These indicate that the dynamics of the system can be adequately described by four independent variables, and that the corresponding intrinsic time scale is of the order of 5 min. The relevance of the results to magnetospheric modeling is discussed.

Vassiliadis, D. V.↗

Nonlinear techniques for forecasting solar activity directly from its time series

Numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series are presented. This approach makes it possible to extract dynamical invariants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), given a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.

Ashrafi, S.↗

Predominant periods in the time series of drought area index for the Western High Plains AD 1700 to 1962

The detection of the combined presence of the Hale magnetic sunspot cycle (22.28 years) and the lunar nodal tidal cycle (18.61 years) in both the Eastern North American January air temperatures and the Western U.S. High Plains drought series led to an extended analysis of the Drought Area Index time series. This analysis indicated that the mean dominant period of the drought series should be 20.0 to 20.5 years and that the principal period should be resolvable into two components of about 22.28 and 18.61 years. This note details the successful accomplishment of this task.

Bell, P. R.↗

GPS Time Series Analysis of Southern California Associated with the 2010 M7.2 El Mayor/Cucapah Earthquake

The Magnitude 7.2 El-Mayor/Cucapah earthquake the occurred in Mexico on April 4, 2012 was well instrumented with continuous GPS stations in California. Large Offsets were observed at the GPS stations as a result of deformation from the earthquake providing information about the co-seismic fault slip as well as fault slip from large aftershocks. Information can also be obtained from the position time series at each station.

earthquake↗

Variability of African Farming Systems from Phenological Analysis of NDVI Time Series

Food security exists when people have access to sufficient, safe and nutritious food at all times to meet their dietary needs. The natural resource base is one of the many factors affecting food security. Its variability and decline creates problems for local food production. In this study we characterize for sub-Saharan Africa vegetation phenology and assess variability and trends of phenological indicators based on NDVI time series from 1982 to 2006. We focus on cumulated NDVI over the season (cumNDVI) which is a proxy for net primary productivity. Results are aggregated at the level of major farming systems, while determining also spatial variability within farming systems. High temporal variability of cumNDVI occurs in semiarid and subhumid regions. The results show a large area of positive cumNDVI trends between Senegal and South Sudan. These correspond to positive CRU rainfall trends found and relate to recovery after the 1980's droughts. We find significant negative cumNDVI trends near the south-coast of West Africa (Guinea coast) and in Tanzania. For each farming system, causes of change and variability are discussed based on available literature (Appendix A). Although food security comprises more than the local natural resource base, our results can perform an input for food security analysis by identifying zones of high variability or downward trends. Farming systems are found to be a useful level of analysis. Diversity and trends found within farming system boundaries underline that farming systems are dynamic.

Vrieling, Anton↗

Monitoring Springs in the Mojave Desert Using Landsat Time Series Analysis

The purpose of this study, based on Landsat satellite data was to characterize variations and trends over 30 consecutive years (1985-2016) in perennial vegetation green cover at over 400 confirmed Mojave Desert spring locations. These springs were surveyed between in 2015 and 2016 on lands managed in California by the U.S. Bureau of Land Management (BLM) and on several land trusts within the Barstow, Needles, and Ridgecrest BLM Field Offices. The normalized difference vegetation index (NDVI) from July Landsat images was computed at each spring location and a trend model was first fit to the multi-year NDVI time series using least squares linear regression.Â

Time Series↗

Time Series of Magnetic Field Parameters Extracted from Merged Space-Weather MDI/HMI Active Region Patches as Potential Tool for Solar Flare Forecasting

Space-Weather MDI Active Region Patches (SMARPs) and Space-Weather HMI Active Region Patches (SHARPs) are two recently developed data products, which have been used for solar flare prediction studies. The present work is an effort to expand the application of SMARP and SHARP summary heliomagnetic parameters to the forecasting of solar flares. A new data product was derived by filtering, rescaling, and merging the SMARP and SHARP summary parameter data series, which were further converted into two-dimensional arrays by selecting time slices corresponding to R-value maxima, where R-value is a measure of the unsigned magnetic flux near polarity inversion lines. The resulting combined MDI-HMI time series currently span the period between April 4, 1996 and December 13, 2022, and can be extended to a more recent date, providing an opportunity to correlate and compare them with other solar activity parameters, such as the daily solar flare index, which is computed as a sum of the product of GOES X-ray flare magnitude and flare duration, for all M- and X-class flares during a day. Preliminary results demonstrate a significant overall correlation, with Pearson coefficients between 0.339 and 0.627. In addition, an oscillating pattern is seen in the daily-averaged sliding-window correlation coefficient. Time-lagged cross-correlation indicates that a leader-follower dynamic exists in some parameters, especially R-value, where they lead the flare index by at least several days, which may have potential for further application in space weather forecasting.

Heliophysics↗

Identification of human operator performance models utilizing time series analysis

The results of an effort performed by Sperry Systems Management Division for AMRL in applying time series analysis as a tool for modeling the human operator are presented. This technique is utilized for determining the variation of the human transfer function under various levels of stress. The human operator's model is determined based on actual input and output data from a tracking experiment.

Holden, F. M.↗

Mapping agroecological zones and time lag in vegetation growth by means of Fourier analysis of time series of NDVI images

Examples are presented of applications of a fast Fourier transform algorithm to analyze time series of images of Normalized Difference Vegetation Index values. The results obtained for a case study on Zambia indicated that differences in vegetation development among map units of an existing agroclimatic map were not significant, while reliable differences were observed among the map units obtained using the Fourier analysis.

Menenti, M.↗

Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

Scargle, Jeffrey D.↗

Prediction of Adverse Events in Time Series Data Using ACCEPT (Adverse Condition and Critical Event Prediction Toolbox)

Abstract:An open-source toolbox called ACCEPT (Adverse Condition and Critical Event Prediction Toolbox) that operates from within the Matlab programming environment is introduced. The toolbox provides an open source, special-purpose functionality that can be used specifically for the prediction or forecasting of adverse events in time series data. It also provides a single, unifying framework in which to compare a variety of combinations of algorithmic approaches addressing this problem. The architectural framework also offers the flexibility for expansion to accommodate the newest, latest popular regression and detection methods for this particular problem, enabling the development of an infrastructure that can act as a proving ground platform for comparing new techniques to the state of the art. As such, its intention is to act as a catalyst in advancing the state of the art in technologies related to this problem. There are a variety of other toolboxes that offer similar capabilities and features, however they are either more suitable as general purpose machine learning toolboxes or are only available commercially or through agreements. ACCEPT fills that niche by offering visibility into a specific approach for addressing the adverse event prediction problem.

programming environments↗

Detecting Risk and Anomalies in Airplane Dynamics Through Entropic Analysis of Time Series Data

Despite recent efforts to move away from traditional threshold exceedance detection methods for aircraft state monitoring, modern aircraft still rely on safety thresholds to communicate to pilots the identification of an anomaly in the aircraft when a threshold is surpassed. Current anomaly detection methods mainly depend on uninterpretable machine learning models to learn complex patterns and relationships contained in the time series data of aircraft. Although these methods are capable of identifying known anomalies, their deficiency in interpretability presents a challenge when translating them to different aircraft. To overcome this deficiency, entropic analysis of aircraft dynamics seeks to characterize the complexity, or lack thereof, of the aircraft dynamics prior to the development of a risk scenario. This complexity characterization provides a more straightforward summary of state changes in the dynamics of flight variables. To build a foundation for entropic analysis, we analyzed the complexity of unstable approaches, an anomalous event present in many of today’s aviation accidents. The analysis revealed a statistically significant difference in the complexity distribution of flight variables under a stable approach versus an unstable approach. These differences in complexity were especially notable minutes before an approach was identified as unstable. Moreover, the multiscale entropic analysis revealed the presence of signal complexity at multiple time scales across multiple time windows before landing. By capturing state changes and corrections in the aircraft dynamics using entropy, advanced, yet still interpretable, sensor systems based on entropic frameworks from this study can be constructed in the future using classical machine learning approaches.

Risk detection↗