Two tools to test time series data for evidence of chaos and/or nonlinearity

1994 ◽  
Vol 29 (3) ◽  
pp. 211-216 ◽  
Author(s):  
James Theiler
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Data ◽  
Test Time

scholarly journals Simulator Pre-Screening of Underprepared Drivers Prior to Licensing On-Road Examination: Clustering of Virtual Driving Test Time Series Data (Preprint)

2019 ◽  
Author(s):  
David Grethlein ◽  
Flaura Koplin Winston ◽  
Elizabeth Walshe ◽  
Sean Tanner ◽  
Venk Kandadai ◽  
...  
Keyword(s):  
Time Series ◽  
Risk Ratio ◽  
Standard Method ◽  
Domain Knowledge ◽  
Time Series Data ◽  
Series Data ◽  
Test Time ◽  
False Alarms ◽  
Clustering Method ◽  
Time Series Clustering

BACKGROUND A large Midwestern state commissioned a virtual driving test (VDT) to assess driving skills preparedness before the on-road examination (ORE). Since July 2017, a pilot deployment of the VDT in state licensing centers (VDT pilot) has collected both VDT and ORE data from new license applicants with the aim of creating a scoring algorithm that could predict those who were underprepared. OBJECTIVE Leveraging data collected from the VDT pilot, this study aimed to develop and conduct an initial evaluation of a novel machine learning (ML)–based classifier using limited domain knowledge and minimal feature engineering to reliably predict applicant pass/fail on the ORE. Such methods, if proven useful, could be applicable to the classification of other time series data collected within medical and other settings. METHODS We analyzed an initial dataset that comprised 4308 drivers who completed both the VDT and the ORE, in which 1096 (25.4%) drivers went on to fail the ORE. We studied 2 different approaches to constructing feature sets to use as input to ML algorithms: the standard method of reducing the time series data to a set of manually defined variables that summarize driving behavior and a novel approach using time series clustering. We then fed these representations into different ML algorithms to compare their ability to predict a driver’s ORE outcome (pass/fail). RESULTS The new method using time series clustering performed similarly compared with the standard method in terms of overall accuracy for predicting pass or fail outcome (76.1% vs 76.2%) and area under the curve (0.656 vs 0.682). However, the time series clustering slightly outperformed the standard method in differentially predicting failure on the ORE. The novel clustering method yielded a risk ratio for failure of 3.07 (95% CI 2.75-3.43), whereas the standard variables method yielded a risk ratio for failure of 2.68 (95% CI 2.41-2.99). In addition, the time series clustering method with logistic regression produced the lowest ratio of false alarms (those who were predicted to fail but went on to pass the ORE; 27.2%). CONCLUSIONS Our results provide initial evidence that the clustering method is useful for feature construction in classification tasks involving time series data when resources are limited to create multiple, domain-relevant variables.

scholarly journals Simulator Pre-Screening of Underprepared Drivers Prior to Licensing On-Road Examination: Clustering of Virtual Driving Test Time Series Data

10.2196/13995 ◽  
2020 ◽  
Vol 22 (6) ◽  
pp. e13995
Author(s):  
David Grethlein ◽  
Flaura Koplin Winston ◽  
Elizabeth Walshe ◽  
Sean Tanner ◽  
Venk Kandadai ◽  
...  
Keyword(s):  
Time Series ◽  
Risk Ratio ◽  
Standard Method ◽  
Domain Knowledge ◽  
Time Series Data ◽  
Series Data ◽  
Test Time ◽  
False Alarms ◽  
Clustering Method ◽  
Time Series Clustering

Background A large Midwestern state commissioned a virtual driving test (VDT) to assess driving skills preparedness before the on-road examination (ORE). Since July 2017, a pilot deployment of the VDT in state licensing centers (VDT pilot) has collected both VDT and ORE data from new license applicants with the aim of creating a scoring algorithm that could predict those who were underprepared. Objective Leveraging data collected from the VDT pilot, this study aimed to develop and conduct an initial evaluation of a novel machine learning (ML)–based classifier using limited domain knowledge and minimal feature engineering to reliably predict applicant pass/fail on the ORE. Such methods, if proven useful, could be applicable to the classification of other time series data collected within medical and other settings. Methods We analyzed an initial dataset that comprised 4308 drivers who completed both the VDT and the ORE, in which 1096 (25.4%) drivers went on to fail the ORE. We studied 2 different approaches to constructing feature sets to use as input to ML algorithms: the standard method of reducing the time series data to a set of manually defined variables that summarize driving behavior and a novel approach using time series clustering. We then fed these representations into different ML algorithms to compare their ability to predict a driver’s ORE outcome (pass/fail). Results The new method using time series clustering performed similarly compared with the standard method in terms of overall accuracy for predicting pass or fail outcome (76.1% vs 76.2%) and area under the curve (0.656 vs 0.682). However, the time series clustering slightly outperformed the standard method in differentially predicting failure on the ORE. The novel clustering method yielded a risk ratio for failure of 3.07 (95% CI 2.75-3.43), whereas the standard variables method yielded a risk ratio for failure of 2.68 (95% CI 2.41-2.99). In addition, the time series clustering method with logistic regression produced the lowest ratio of false alarms (those who were predicted to fail but went on to pass the ORE; 27.2%). Conclusions Our results provide initial evidence that the clustering method is useful for feature construction in classification tasks involving time series data when resources are limited to create multiple, domain-relevant variables.

Graphical Exploratory Data Analysis for Categorical Longitudinal and Time Series Data

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Exploratory Data Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Exploratory Data

Faktor-Faktor Yang Mempengaruhi Nilai Tukar Dollar Amerika Serikat Terhadap Rupiah Tahun 2000–2013

2017 ◽  
Vol 1 (2) ◽  
pp. 177-191
Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
The United States ◽  
Economic Conditions ◽  
Series Data ◽  
Arch Model ◽  
United States Dollar ◽  
The Exchange Rate

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.

An Anomaly Detection Method with Exemplar Subsequence for Time Series Data

2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai
Keyword(s):  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Detection Method ◽  
Series Data

The Comparison of Land Subsidence between East and West Side of Bangkok, Thailand

2020 ◽  
Vol 17 (3) ◽  
pp. 1
Author(s):  
Angkana Pumpuang ◽  
Anuphao Aobpaet
Keyword(s):  
Time Series ◽  
Land Subsidence ◽  
Time Series Data ◽  
Series Data ◽  
Industrial Estates ◽  
Vertical Displacements ◽  
Land Deformation ◽  
Extensive Farming ◽  
Chao Phraya River ◽  
Set Up

The land deformation in line of sight (LOS) direction can be measured using time series InSAR. InSAR can successfully measure land subsidence based on LOS in many big cities, including the eastern and western regions of Bangkok which is separated by Chao Phraya River. There are differences in prosperity between both sides due to human activities, land use, and land cover. This study focuses on the land subsidence difference between the western and eastern regions of Bangkok and the most possible cause affecting the land subsidence rates. The Radarsat-2 single look complex (SLC) was used to set up the time series data for long term monitoring. To generate interferograms, StaMPS for Time Series InSAR processing was applied by using the PSI algorithm in DORIS software. It was found that the subsidence was more to the eastern regions of Bangkok where the vertical displacements were +0.461 millimetres and -0.919 millimetres on the western and the eastern side respectively. The districts of Nong Chok, Lat Krabang, and Khlong Samwa have the most extensive farming area in eastern Bangkok. Besides, there were also three major industrial estates located in eastern Bangkok like Lat Krabang, Anya Thani and Bang Chan Industrial Estate. By the assumption of water demand, there were forty-eight wells and three wells found in the eastern and western part respectively. The number of groundwater wells shows that eastern Bangkok has the demand for water over the west, and the pumping of groundwater is a significant factor that causes land subsidence in the area.Keywords: Subsidence, InSAR, Radarsat-2, Bangkok

Producers' Response to Changes in Prices and Marketing Policies: A Case Study of Sugarcane and Paddy in Eastern U.P. by S. C. Gupta and A. Majid. New York: Asia Publishing House, 1965.

1968 ◽  
Vol 8 (2) ◽  
pp. 308-309
Author(s):  
Mohammad Irshad Khan
Keyword(s):  
New York ◽  
Time Series ◽  
Time Series Data ◽  
Publishing House ◽  
Economic Incentives ◽  
The Other ◽  
Series Data ◽  
Poor Countries ◽  
Northern India

It is alleged that the agricultural output in poor countries responds very little to movements in prices and costs because of subsistence-oriented produc¬tion and self-produced inputs. The work of Gupta and Majid is concerned with the empirical verification of the responsiveness of farmers to prices and marketing policies in a backward region. The authors' analysis of the respon¬siveness of farmers to economic incentives is based on two sets of data (concern¬ing sugarcane, cash crop, and paddy, subsistence crop) collected from the district of Deoria in Eastern U.P. (Utter Pradesh) a chronically foodgrain deficit region in northern India. In one set, they have aggregate time-series data at district level and, in the other, they have obtained data from a survey of five villages selected from 170 villages around Padrauna town in Deoria.

Neural Network Techniques for Time Series Prediction: A Review

2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Time Series Data ◽  
Weather Prediction ◽  
Time Series Prediction ◽  
Series Data ◽  
Prediction Problem ◽  
Neural Network Models ◽  
Physical Time

It is important to predict a time series because many problems that are related to prediction such as health prediction problem, climate change prediction problem and weather prediction problem include a time component. To solve the time series prediction problem various techniques have been developed over many years to enhance the accuracy of forecasting. This paper presents a review of the prediction of physical time series applications using the neural network models. Neural Networks (NN) have appeared as an effective tool for forecasting of time series.  Moreover, to resolve the problems related to time series data, there is a need of network with single layer trainable weights that is Higher Order Neural Network (HONN) which can perform nonlinearity mapping of input-output. So, the developers are focusing on HONN that has been recently considered to develop the input representation spaces broadly. The HONN model has the ability of functional mapping which determined through some time series problems and it shows the more benefits as compared to conventional Artificial Neural Networks (ANN). The goal of this research is to present the reader awareness about HONN for physical time series prediction, to highlight some benefits and challenges using HONN.

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