Characterizing time series by extended complexity-entropy curves based on Tsallis, Rényi, and power spectral entropy

2018 ◽  
Vol 28 (11) ◽  
pp. 113106 ◽  
Author(s):  
Xuegeng Mao ◽  
Pengjian Shang ◽  
Jing Wang ◽  
Yan Ma
Keyword(s):  
Time Series ◽  
Spectral Entropy ◽  
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 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.

A WAVELET BASED SIGNIFICANCE TEST FOR PERIODICITIES IN INDIAN MONSOON RAINFALL

2008 ◽  
Vol 06 (02) ◽  
pp. 291-304 ◽  
Author(s):  
SARITA AZAD ◽  
R. NARASIMHA ◽  
S. K. SETT
Keyword(s):  
Time Series ◽  
Indian Monsoon ◽  
Statistical Significance ◽  
Significance Test ◽  
Rainfall Time Series ◽  
Reference Spectrum ◽  
Power Spectral ◽  
Reconstructed Time Series ◽  
Fourier Spectral Methods ◽  
Stationary Component

This paper is a sequel to a recent study of the authors' that uses a combination of multiresolution analysis (MRA) and classical Fourier spectral methods, to identify 17 peaks in the power spectral density of the Homogeneous Indian Monsoon (HIM) rainfall time series constructed in Ref. 1. Here we propose a new procedure for testing the statistical significance of these peaks. In this procedure, using MRA the stationary component of the rainfall time series is first identified. Then (partially) reconstructed time series are derived over each scale band in the stationary component. For each of these time series an appropriately colored reference spectrum is derived. The significance of the detected peaks is then determined using a χ2 test against the reference spectra, which together represent a noise process spectrally close to rainfall. It is concluded that HIM rainfall exhibits 10 statistically significant periodicities at a confidence level of 99.9%.

Quantifying the complexity of human colonic pressure signals using an entropy measure

2016 ◽  
Vol 61 (1) ◽  
pp. 127-132 ◽  
Author(s):  
Fei Xu ◽  
Guozheng Yan ◽  
Kai Zhao ◽  
Li Lu ◽  
Zhiwu Wang ◽  
...  
Keyword(s):  
Signal Analysis ◽  
Colonic Motility ◽  
Approximate Entropy ◽  
Entropy Measure ◽  
Intrinsic Mode Functions ◽  
Spectral Entropy ◽  
Mode Decomposition ◽  
Power Spectral ◽  
Reconstructed Signal ◽  
Non Stationary Signal

Abstract Studying the complexity of human colonic pressure signals is important in understanding this intricate, evolved, dynamic system. This article presents a method for quantifying the complexity of colonic pressure signals using an entropy measure. As a self-adaptive non-stationary signal analysis algorithm, empirical mode decomposition can decompose a complex pressure signal into a set of intrinsic mode functions (IMFs). Considering that IMF2, IMF3, and IMF4 represent crucial characteristics of colonic motility, a new signal was reconstructed with these three signals. Then, the time entropy (TE), power spectral entropy (PSE), and approximate entropy (AE) of the reconstructed signal were calculated. For subjects with constipation and healthy individuals, experimental results showed that the entropies of reconstructed signals between these two classes were distinguishable. Moreover, the TE, PSE, and AE can be extracted as features for further subject classification.

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