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Register a new userAdaptive time series analysis of Mauna Loa CO2 data: tvf-EMD based detrend and extraction of seasonal variability
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Adaptive time series analysis has been applied to investigate variability of CO2 concentration data, sampled weekly at Mauna Loa monitoring station. Due to its ability to mitigate mode mixing, the recent time varying filter Empirical Mode Decomposition (tvf-EMD) methodology is employed to extract local narrowband oscillatory modes. In order to perform data analysis, we developed a Python implementation of the tvf-EMD algorithm, referred to as pytvfemd. The algorithm allowed to extract the trend and both the six month and the one year periodicities, without mode mixing, even though the analysed data are noisy. Furthermore, subtracting such modes the residuals are obtained, which are found to be described by a normal distribution. Outliers occurrence was also investigated and it is found that they occur in higher number toward the end of the dataset, corresponding to solar cycles characterised by smaller sunspot numbers. A more pronounced oscillation of the residuals is also observed in this regard, in relation to the solar cycles activity too.
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A methodology of adaptive time series analysis, based on Empirical Mode Decomposition (EMD), and on its time varying version tvf-EMD has been applied to strain data from the gravitational wave interferometer (IFO) Virgo in order to characterise scattered light noise affecting the sensitivity of the IFO in the detection frequency band. Data taken both during hardware injections, when a part of the IFO is put in oscillation for detector characterisation purposes, and during periods of science mode, when the IFO is fully locked and data are used for the detection of gravitational waves, were analysed. The adaptive nature of the EMD and tvf-EMD algorithms allows them to deal with nonlinear non-stationary data and hence they are particularly suited to characterise scattered light noise which is an intrinsically nonlinear and non-stationary noise. Obtained results show that tvf-EMD algorithm allows to obtain more precise results compared to the EMD algorithm, yielding higher cross-correlation values with the auxiliary channels that are the culprits of scattered light noise.
Atmospheric flows exhibit fractal fluctuations and inverse power law form for power spectra indicating an eddy continuum structure for the selfsimilar fluctuations. A general systems theory for fractal fluctuations developed by the author is based on the simple visualisation that large eddies form by space-time integration of enclosed turbulent eddies, a concept analogous to Kinetic Theory of Gases in Classical Statistical Physics. The ordered growth of atmospheric eddy continuum is in dynamical equilibrium and is associated with Maximum Entropy Production. The model predicts universal (scale-free) inverse power law form for fractal fluctuations expressed in terms of the golden mean. Atmospheric particulates are held in suspension in the fractal fluctuations of vertical wind velocity. The mass or radius (size) distribution for homogeneous suspended atmospheric particulates is expressed as a universal scale-independent function of the golden mean, the total number concentration and the mean volume radius. Model predicted spectrum is in agreement (within two standard deviations on either side of the mean) with total averaged radius size spectra for the AERONET (aerosol
Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral analysis, we propose a data-driven approach to time-frequency analysis that circumvents many of the shortcomings of classic approaches, including the extraction of nonstationary signals with discontinuities in their behavior. The method introduced is equivalent to a {em nonstationary Fourier mode decomposition} (NFMD) for nonstationary and nonlinear temporal signals, allowing for the accurate identification of instantaneous frequencies and their amplitudes. The method is demonstrated on a diversity of time-series data, including on data from cantilever-based electrostatic force microscopy to quantify the time-dependent evolution of charging dynamics at the nanoscale.
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series data are first symbolized by partitioning the continuous measurement space of the signal and then, the discrete sequential data are modeled using symbolic dynamics. In the proposed approach, the size of temporal memory of the symbol sequence is estimated from spectral properties of the resulting stochastic matrix corresponding to a first-order Markov model of the symbol sequence. Then, hierarchical clustering is used to represent the states of the corresponding full-state Markov model to construct a reduced-order or size Markov model with a non-deterministic algebraic structure. Subsequently, the parameters of the reduced-order Markov model are identified from the original model by making use of a Bayesian inference rule. The final model is selected using information-theoretic criteria. The proposed concept is elucidated and validated on two different data sets as examples. The first example analyzes a set of pressure data from a swirl-stabilized combustor, where controlled protocols are used to induce flame instabilities. Variations in the complexity of the derived Markov model represent how the system operating condition changes from a stable to an unstable combustion regime. In the second example, the data set is taken from NASAs data repository for prognostics of bearings on rotating shafts. We show that, even with a very small state-space, the reduced-order models are able to achieve comparable performance and that the proposed approach provides flexibility in the selection of a final model for representation and learning.
Temporary changes in precipitation may lead to sustained and severe drought or massive floods in different parts of the world. Knowing variation in precipitation can effectively help the water resources decision-makers in water resources management. Large-scale circulation drivers have a considerable impact on precipitation in different parts of the world. In this research, the impact of El Ni~no-Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), and North Atlantic Oscillation (NAO) on seasonal precipitation over Iran was investigated. For this purpose, 103 synoptic stations with at least 30 years of data were utilized. The Spearman correlation coefficient between the indices in the previous 12 months with seasonal precipitation was calculated, and the meaningful correlations were extracted. Then the month in which each of these indices has the highest correlation with seasonal precipitation was determined. Finally, the overall amount of increase or decrease in seasonal precipitation due to each of these indices was calculated. Results indicate the Southern Oscillation Index (SOI), NAO, and PDO have the most impact on seasonal precipitation, respectively. Also, these indices have the highest impact on the precipitation in winter, autumn, spring, and summer, respectively. SOI has a diverse impact on winter precipitation compared to the PDO and NAO, while in the other seasons, each index has its special impact on seasonal precipitation. Generally, all indices in different phases may decrease the seasonal precipitation up to 100%. However, the seasonal precipitation may increase more than 100% in different seasons due to the impact of these indices. The results of this study can be used effectively in water resources management and especially in dam operation.
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