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At least 19 records

Detection of "noisy" chaos in a time series

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center

Impact of Sensor Degradation on the MODIS NDVI Time Series

Time series of satellite data provide unparalleled information on the response of vegetation to climate variability. Detecting subtle changes in vegetation over time requires consistent satellite-based measurements. Here, we evaluated the impact of sensor degradation on trend detection using Collection 5 data from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensors on the Terra and Aqua platforms. For Terra MODIS, the impact of blue band (Band 3, 470nm) degradation on simulated surface reflectance was most pronounced at near-nadir view angles, leading to a 0.001-0.004/yr decline in Normalized Difference Vegetation Index (NDVI) under a range of simulated aerosol conditions and surface types. Observed trends MODIS NDVI over North America were consistent with simulated results, with nearly a threefold difference in negative NDVI trends derived from Terra (17.4%) and Aqua (6.7%) MODIS sensors during 2002-2010. Planned adjustments to Terra MODIS calibration for Collection 6 data reprocessing will largely eliminate this negative bias in NDVI trends over vegetation.

Wang, Dongdong

Impact of Sensor Degradation on the MODIS NDVI Time Series

Time series of satellite data provide unparalleled information on the response of vegetation to climate variability. Detecting subtle changes in vegetation over time requires consistent satellite-based measurements. Here, the impact of sensor degradation on trend detection was evaluated using Collection 5 data from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensors on the Terra and Aqua platforms. For Terra MODIS, the impact of blue band (Band 3, 470 nm) degradation on simulated surface reflectance was most pronounced at near-nadir view angles, leading to a 0.001-0.004 yr−1 decline in Normalized Difference Vegetation Index (NDVI) under a range of simulated aerosol conditions and surface types. Observed trends in MODIS NDVI over North America were consistentwith simulated results,with nearly a threefold difference in negative NDVI trends derived from Terra (17.4%) and Aqua (6.7%) MODIS sensors during 2002-2010. Planned adjustments to Terra MODIS calibration for Collection 6 data reprocessing will largely eliminate this negative bias in detection of NDVI trends.

NDVI

Intercomparison of Satellite Derived Gravity Time Series with Inferred Gravity Time Series from TOPEX/POSEIDON Sea Surface Heights and Climatological Model Output

The upcoming GRACE mission promises to open a window on details of the global mass budget that will have remarkable clarity, but it will not directly answer the question of what the state of the Earth's mass budget is over the critical last quarter of the 20th century. To address that problem we must draw upon existing technologies such as SLR, DORIS, and GPS, and climate modeling runs in order to improve our understanding. Analysis of long-period geopotential changes based on SLR and DORIS tracking has shown that addition of post 1996 satellite tracking data has a significant impact on the recovered zonal rates and long-period tides. Interannual effects such as those causing the post 1996 anomalies must be better characterized before refined estimates of the decadal period changes in the geopotential can be derived from the historical database of satellite tracking. A possible cause of this anomaly is variations in ocean mass distribution, perhaps associated with the recent large El Nino/La Nina. In this study, a low-degree spherical harmonic gravity time series derived from satellite tracking is compared with a TOPEX/POSEIDON-derived sea surface height time series. Corrections for atmospheric mass effects, continental hydrology, snowfall accumulation, and ocean steric model predictions will be considered.

Cox, C.

Ocean time-series near Bermuda: Hydrostation S and the US JGOFS Bermuda Atlantic time-series study

Bermuda is the site of two ocean time-series programs. At Hydrostation S, the ongoing biweekly profiles of temperature, salinity and oxygen now span 37 years. This is one of the longest open-ocean time-series data sets and provides a view of decadal scale variability in ocean processes. In 1988, the U.S. JGOFS Bermuda Atlantic Time-series Study began a wide range of measurements at a frequency of 14-18 cruises each year to understand temporal variability in ocean biogeochemistry. On each cruise, the data range from chemical analyses of discrete water samples to data from electronic packages of hydrographic and optics sensors. In addition, a range of biological and geochemical rate measurements are conducted that integrate over time-periods of minutes to days. This sampling strategy yields a reasonable resolution of the major seasonal patterns and of decadal scale variability. The Sargasso Sea also has a variety of episodic production events on scales of days to weeks and these are only poorly resolved. In addition, there is a substantial amount of mesoscale variability in this region and some of the perceived temporal patterns are caused by the intersection of the biweekly sampling with the natural spatial variability. In the Bermuda time-series programs, we have added a series of additional cruises to begin to assess these other sources of variation and their impacts on the interpretation of the main time-series record. However, the adequate resolution of higher frequency temporal patterns will probably require the introduction of new sampling strategies and some emerging technologies such as biogeochemical moorings and autonomous underwater vehicles.

Michaels, Anthony F.

1D-Convolutional Neural Network Architecture for Generalized Time-series Segmentation

Time segmentation of experimental data is a common and often difficult task. Consequently, it is of interest to automate this type of segmentation to reduce manual inputs, which are labor intensive and less consistent. However, simple thresholding algorithms are often insufficiently robust due either to noise or inconsistent data. This paper proposes a simple 1D convolutional neural net (CNN) architecture as a generalized solution for typical time segmentation tasks. The layer architecture, training methods, and methods for simple customization will be described as well as the results of application to three separate data streams: facility condition segmentation, video highlight segmentation, and calorimeter time-series segmentation. In all three test cases the 1D-CNN performs better than tailored integral/derivative/thresholding algorithms across a range of signal-to-noise levels.

CNN

Predicting Time Series Outputs and Time-to-Failure for an Aircraft Controller Using Bayesian Modeling

Safety of unmanned aerial systems (UAS) is paramount, but the large number of dynamically changing controller parameters makes it hard to determine if the system is currently stable, and the time before loss of control if not. We propose a hierarchical statistical model using Treed Gaussian Processes to predict (i) whether a flight will be stable (success) or become unstable (failure), (ii) the time-to-failure if unstable, and (iii) time series outputs for flight variables. We first classify the current flight input into success or failure types, and then use separate models for each class to predict the time-to-failure and time series outputs. As different inputs may cause failures at different times, we have to model variable length output curves. We use a basis representation for curves and learn the mappings from input to basis coefficients. We demonstrate the effectiveness of our prediction methods on a NASA neuro-adaptive flight control system.

Statistics

Modeling of human operator dynamics in simple manual control utilizing time series analysis

Time series analysis is applied to model human operator dynamics in pursuit and compensatory tracking modes. The normalized residual criterion is used as a one-step analytical tool to encompass the processes of identification, estimation, and diagnostic checking. A parameter constraining technique is introduced to develop more reliable models of human operator dynamics. The human operator is adequately modeled by a second order dynamic system both in pursuit and compensatory tracking modes. In comparing the data sampling rates, 100 msec between samples is adequate and is shown to provide better results than 200 msec sampling. The residual power spectrum and eigenvalue analysis show that the human operator is not a generator of periodic characteristics.

Agarwal, G. C.

1D-Convolutional Neural Network Architecture for Generalized Time-series Segmentation

Time segmentation of experimental data is a common and often difficult task. Consequently, it is of interest to automate this type of segmentation to reduce manual inputs, which are labor intensive and less consistent. However, simple thresholding algorithms are often insufficiently robust due either to noise or inconsistent data. This paper proposes a simple 1D convolutional neural net (CNN) architecture as a generalized solution for typical time segmentation tasks. The layer architecture, training methods, and methods for simple customization will be described as well as the results of application to three separate data streams: facility condition segmentation, video highlight segmentation, and calorimeter time-series segmentation. In all three test cases the 1D-CNN performs better than tailored integral/derivative/thresholding algorithms across a range of signal-to-noise levels.

CNN

Remote Sensing Time Series Product Tool

The TSPT (Time Series Product Tool) software was custom-designed for NASA to rapidly create and display single-band and band-combination time series, such as NDVI (Normalized Difference Vegetation Index) images, for wide-area crop surveillance and for other time-critical applications. The TSPT, developed in MATLAB, allows users to create and display various MODIS (Moderate Resolution Imaging Spectroradiometer) or simulated VIIRS (Visible/Infrared Imager Radiometer Suite) products as single images, as time series plots at a selected location, or as temporally processed image videos. Manually creating these types of products is extremely labor intensive; however, the TSPT development tool makes the process simplified and efficient. MODIS is ideal for monitoring large crop areas because of its wide swath (2330 km), its relatively small ground sample distance (250 m), and its high temporal revisit time (twice daily). Furthermore, because MODIS imagery is acquired daily, rapid changes in vegetative health can potentially be detected. The new TSPT technology provides users with the ability to temporally process high-revisit-rate satellite imagery, such as that acquired from MODIS and from its successor, the VIIRS. The TSPT features the important capability of fusing data from both MODIS instruments onboard the Terra and Aqua satellites, which drastically improves cloud statistics. With the TSPT, MODIS metadata is used to find and optionally remove bad and suspect data. Noise removal and temporal processing techniques allow users to create low-noise time series plots and image videos and to select settings and thresholds that tailor particular output products. The TSPT GUI (graphical user interface) provides an interactive environment for crafting what-if scenarios by enabling a user to repeat product generation using different settings and thresholds. The TSPT Application Programming Interface provides more fine-tuned control of product generation, allowing experienced programmers to bypass the GUI and to create more user-specific output products, such as comparison time plots or images. This type of time series analysis tool for remotely sensed imagery could be the basis of a large-area vegetation surveillance system. The TSPT has been used to generate NDVI time series over growing seasons in California and Argentina and for hurricane events, such as Hurricane Katrina.

Predos, Don

The CACAO Method for Smoothing, Gap Filling, and Characterizing Seasonal Anomalies in Satellite Time Series

Consistent, continuous, and long time series of global biophysical variables derived from satellite data are required for global change research. A novel climatology fitting approach called CACAO (Consistent Adjustment of the Climatology to Actual Observations) is proposed to reduce noise and fill gaps in time series by scaling and shifting the seasonal climatological patterns to the actual observations. The shift and scale CACAO parameters adjusted for each season allow quantifying shifts in the timing of seasonal phenology and inter-annual variations in magnitude as compared to the average climatology. CACAO was assessed first over simulated daily Leaf Area Index (LAI) time series with varying fractions of missing data and noise. Then, performances were analyzed over actual satellite LAI products derived from AVHRR Long-Term Data Record for the 1981-2000 period over the BELMANIP2 globally representative sample of sites. Comparison with two widely used temporal filtering methods-the asymmetric Gaussian (AG) model and the Savitzky-Golay (SG) filter as implemented in TIMESAT-revealed that CACAO achieved better performances for smoothing AVHRR time series characterized by high level of noise and frequent missing observations. The resulting smoothed time series captures well the vegetation dynamics and shows no gaps as compared to the 50-60% of still missing data after AG or SG reconstructions. Results of simulation experiments as well as confrontation with actual AVHRR time series indicate that the proposed CACAO method is more robust to noise and missing data than AG and SG methods for phenology extraction.

LAI

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that the authors' techniques allow more accurate estimation of the global system loading, resulting in fewer object migrations than local methods. The authors' method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive load-balancing methods. Results from a preliminary analysis of another system and from simulation with a synthetic load provide some evidence of more general applicability.

LOAD CONTROL

GPS Position Time Series @ JPL

Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

Precise Point Positioning (PPP)

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that our techniques allow more accurate estimation of the global system load ing, resulting in fewer object migration than local methods. Our method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive methods.

REAL TIME

A Waveform Skewness Index for Measuring Time Series Nonlinearity and Its Applications to the ENSO-Indian Monsoon Relationship

Many geophysical time series possess nonlinear characteristics that reflect the underlying physics of the phenomena the time series describe. The nonlinear character of times series can change with time, so it is important to quantify time series nonlinearity without assuming stationarity. A common way of quantifying the time evolution of time series nonlinearity is to compute sliding skewness time series, but it is shown here that such an approach can be misleading when time series contain periodicities. To remedy this deficiency of skewness, a new waveform skewness index is proposed for quantifying local nonlinearities embedded in time series. A waveform skewness spectrum is proposed for determining the frequency components that are contributing to time series waveform skewness. The new methods are applied to the El Niño–Southern Oscillation (ENSO) and the Indian monsoon to test a recently proposed hypothesis that states that changes in the ENSO–Indian monsoon relationship are related to ENSO nonlinearity. We show that the ENSO–Indian rainfall relationship weakens during time periods of high ENSO waveform skewness. The results from two different analyses suggest that the breakdown of the ENSO–Indian monsoon relationship during time periods of high ENSO waveform skewness is related to the more frequent occurrence of strong central Pacific El Niño events, supporting arguments that changes in the ENSO–Indian rainfall relationship are not solely related to noise.

Justin Schulte