Complexity–entropy causality plane based on power spectral entropy for complex time series

2018 ◽  
Vol 509 ◽  
pp. 501-514 ◽  
Author(s):  
Yimei Dai ◽  
Hesheng Zhang ◽  
Xuegeng Mao ◽  
Pengjian Shang
Keyword(s):  
Time Series ◽  
Spectral Entropy ◽  
Complex Time ◽  
Power Spectral

Prediction of Atmospheric Turbulence Characteristics for Surface Boundary Layer using Empirical Spectral Methods

2020 ◽  
Author(s):  
Yagya Dutta Dwivedi ◽  
Vasishta Bhargava Nukala ◽  
Satya Prasad Maddula ◽  
Kiran Nair
Keyword(s):  
Boundary Layer ◽  
Time Series ◽  
Surface Roughness ◽  
Wind Speed ◽  
Atmospheric Turbulence ◽  
Surface Boundary ◽  
Low Frequencies ◽  
Surface Boundary Layer ◽  
Power Spectral ◽  
Mean Wind Speed

Abstract Atmospheric turbulence is an unsteady phenomenon found in nature and plays significance role in predicting natural events and life prediction of structures. In this work, turbulence in surface boundary layer has been studied through empirical methods. Computer simulation of Von Karman, Kaimal methods were evaluated for different surface roughness and for low (1%), medium (10%) and high (50%) turbulence intensities. Instantaneous values of one minute time series for longitudinal turbulent wind at mean wind speed of 12 m/s using both spectra showed strong correlation in validation trends. Influence of integral length scales on turbulence kinetic energy production at different heights is illustrated. Time series for mean wind speed of 12 m/s with surface roughness value of 0.05 m have shown that variance for longitudinal, lateral and vertical velocity components were different and found to be anisotropic. Wind speed power spectral density from Davenport and Simiu profiles have also been calculated at surface roughness of 0.05 m and compared with k−1 and k−3 slopes for Kolmogorov k−5/3 law in inertial sub-range and k−7 in viscous dissipation range. At high frequencies, logarithmic slope of Kolmogorov −5/3rd law agreed well with Davenport, Harris, Simiu and Solari spectra than at low frequencies.

scholarly journals Analysis of Noise and Velocity in GNSS EPN-Repro 2 Time Series

2021 ◽  
Vol 13 (14) ◽  
pp. 2783
Author(s):  
Sorin Nistor ◽  
Norbert-Szabolcs Suba ◽  
Kamil Maciuk ◽  
Jacek Kudrys ◽  
Eduard Ilie Nastase ◽  
...  
Keyword(s):  
Time Series ◽  
Visual Inspection ◽  
Flicker Noise ◽  
Vertical Component ◽  
Likelihood Estimation ◽  
Noise Model ◽  
Noise Amplitude ◽  
Allan Deviation ◽  
Power Spectral ◽  
Position Time Series

This study evaluates the EUREF Permanent Network (EPN) station position time series of approximately 200 GNSS stations subject to the Repro 2 reprocessing campaign in order to characterize the dominant types of noise and amplitude and their impact on estimated velocity values and associated uncertainties. The visual inspection on how different noise model represents the analysed data was done using the power spectral density of the residuals and the estimated noise model and it is coherent with the calculated Allan deviation (ADEV)-white and flicker noise. The velocities resulted from the dominant noise model are compared to the velocity obtained by using the Median Interannual Difference Adjusted for Skewness (MIDAS). The results show that only 3 stations present a dominant random walk noise model compared to flicker and powerlaw noise model for the horizontal and vertical components. We concluded that the velocities for the horizontal and vertical component show similar values in the case of MIDAS and maximum likelihood estimation (MLE), but we also found that the associated uncertainties from MIDAS are higher compared to the uncertainties from MLE. Additionally, we concluded that there is a spatial correlation in noise amplitude, and also regarding the differences in velocity uncertainties for the Up component.

scholarly journals Scale-dependent intrinsic entropies of complex time series

2016 ◽  
Vol 374 (2065) ◽  
pp. 20150204 ◽  
Author(s):  
Jia-Rong Yeh ◽  
Chung-Kang Peng ◽  
Norden E. Huang
Keyword(s):  
Time Series ◽  
Time Scales ◽  
Spatial Scales ◽  
Multiple Time Scales ◽  
Multiple Time ◽  
Complex Time ◽  
Multi Scale ◽  
Mode Decomposition ◽  
Simulated Time ◽  
Simulated Time Series

Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal’s complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease.

scholarly journals Disentangling the stochastic behavior of complex time series

2016 ◽  
Vol 6 (1) ◽  
Author(s):  
Mehrnaz Anvari ◽  
M. Reza Rahimi Tabar ◽  
Joachim Peinke ◽  
Klaus Lehnertz
Keyword(s):  
Time Series ◽  
Stochastic Behavior ◽  
Complex Time

scholarly journals Verification of seiching processes in a large and deep lake (Trichonis, Greece)

2000 ◽  
Vol 1 (1) ◽  
pp. 79 ◽  
Author(s):  
I. ZACHARIAS
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Phase Shift ◽  
Finite Difference ◽  
Phase Difference ◽  
Experimental Verification ◽  
Computational Analysis ◽  
Power Spectral Analysis ◽  
Deep Lake ◽  
Power Spectral

A computational analysis of the periods and structure of surface seiches of Lake Trichonis in Greece and its experimental verification from three simultaneous water gauge recordings, mounted along the shores in Myrtia, Panetolio and Trichonio is given. The first five theoretical modes are calculated with a finite difference code of tidal equations, which yield the eigenperiodes, co-range and co-tidal lines that are graphically displayed and discussed in detail.Experimental verifications are from recordings taken during spring. Visual observations of the record permit identification of the five lowest order modes, including inter station phase shift. Power spectral analysis of two time series and interstation phase difference and coherence spectra allow the identification of the same five modes. Agreement between the theoretically predicted and the experimentally determined periods was excellent for most of the calculated modes.

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