scholarly journals Biomass limit reference points are sensitive to estimation method, time‐series length and stock development

2020 ◽  
Vol 22 (1) ◽  
pp. 18-30
Author(s):  
Mikael Deurs ◽  
Mollie E. Brooks ◽  
Martin Lindegren ◽  
Ole Henriksen ◽  
Anna Rindorf
Keyword(s):  
Time Series ◽  
Estimation Method ◽  
Reference Points ◽  
Series Length

scholarly journals Comparative analysis of sigma-based, quantile-based and time series VaR estimators

2015 ◽  
Vol 1 (311) ◽  
Author(s):  
Marta Małecka
Keyword(s):  
Time Series ◽  
Comparative Analysis ◽  
Risk Measure ◽  
Estimation Method ◽  
Monte Carlo Study ◽  
Estimation Methods ◽  
Prediction Errors ◽  
International Banking ◽  
Series Length ◽  
Historical Simulation

Since its inception at the end of the XX century, VaR risk measure has gained massive popularity. It is synthetic, easy in interpretation and offers comparability of risk levels reported by different institutions. However, the crucial idea of comparability of reported VaR levels stays in contradiction with the differences in estimation procedures adopted by companies. The issue of the estimation method is subject to the internal company decision and is not regulated by the international banking supervision.The paper was dedicated to comparative analysis of the prediction errors connected with competing VaR estimation methods. Four methods, among which two stationarity-based – variance-covariance and historical simulation – and two time series methods – GARCH and RiskMetricsTM – were compared through the Monte Carlo study. The analysis was conducted with respect to the method choice, series length and VaR tolerance level.The study outcomes showed the superiority of the sigma-based method of variance-covariance over the quantile-based historical simulation. Furthermore the comparison of the stationarity-based estimates to the time series results showed that allowing for time-varying parameters in the estimation technique significantly reduces the estimator bias and variance.

scholarly journals An edge-cloud collaboration architecture for pattern anomaly detection of time series in wireless sensor networks

2021 ◽  
Author(s):  
Cong Gao ◽  
Ping Yang ◽  
Yanping Chen ◽  
Zhongmin Wang ◽  
Yue Wang
Keyword(s):  
Time Series ◽  
Wireless Sensor Networks ◽  
Sensor Networks ◽  
Anomaly Detection ◽  
Estimation Method ◽  
Feature Representation ◽  
Sensor Data ◽  
Wireless Sensor ◽  
Data Sets ◽  
Edge Node

AbstractWith large deployment of wireless sensor networks, anomaly detection for sensor data is becoming increasingly important in various fields. As a vital data form of sensor data, time series has three main types of anomaly: point anomaly, pattern anomaly, and sequence anomaly. In production environments, the analysis of pattern anomaly is the most rewarding one. However, the traditional processing model cloud computing is crippled in front of large amount of widely distributed data. This paper presents an edge-cloud collaboration architecture for pattern anomaly detection of time series. A task migration algorithm is developed to alleviate the problem of backlogged detection tasks at edge node. Besides, the detection tasks related to long-term correlation and short-term correlation in time series are allocated to cloud and edge node, respectively. A multi-dimensional feature representation scheme is devised to conduct efficient dimension reduction. Two key components of the feature representation trend identification and feature point extraction are elaborated. Based on the result of feature representation, pattern anomaly detection is performed with an improved kernel density estimation method. Finally, extensive experiments are conducted with synthetic data sets and real-world data sets.

scholarly journals Stock assessment and projections incorporating discard estimates in some years: an application to the hake stock in ICES Divisions VIIIc and IXa

2010 ◽  
Vol 67 (6) ◽  
pp. 1185-1197 ◽  
Author(s):  
C. Fernández ◽  
S. Cerviño ◽  
N. Pérez ◽  
E. Jardim
Keyword(s):  
Time Series ◽  
Stock Assessment ◽  
Reference Points ◽  
Assessment Model ◽  
Marine Science ◽  
Fishing Mortality ◽  
Change Over Time ◽  
Age Structured ◽  
Available Information ◽  
Over Time

Abstract Fernández, C., Cerviño, S., Pérez, N., and Jardim, E. 2010. Stock assessment and projections incorporating discard estimates in some years: an application to the hake stock in ICES Divisions VIIIc and IXa. – ICES Journal of Marine Science, 67: 1185–1197. A Bayesian age-structured stock assessment model is developed to take into account available information on discards and to handle gaps in the time-series of discard estimates. The model incorporates mortality attributable to discarding, and appropriate assumptions about how this mortality may change over time are made. The result is a stock assessment that accounts for information on discards while, at the same time, producing a complete time-series of discard estimates. The method is applied to the hake stock in ICES Divisions VIIIc and IXa, for which the available data indicate that some 60% of the individuals caught are discarded. The stock is fished by Spain and Portugal, and for each country, there are discard estimates for recent years only. Moreover, the years for which Portuguese estimates are available are only a subset of those with Spanish estimates. Two runs of the model are performed; one assuming zero discards and another incorporating discards. When discards are incorporated, estimated recruitment and fishing mortality for young (discarded) ages increase, resulting in lower values of the biological reference points Fmax and F0.1 and, generally, more optimistic future stock trajectories under F-reduction scenarios.

scholarly journals Quirky patterns in time-series of estimates of recruitment could be artefacts

2014 ◽  
Vol 72 (1) ◽  
pp. 111-116 ◽  
Author(s):  
M. Dickey-Collas ◽  
N. T. Hintzen ◽  
R. D. M. Nash ◽  
P-J. Schön ◽  
M. R. Payne
Keyword(s):  
Time Series ◽  
Stock Assessment ◽  
Meta Analysis ◽  
Reference Points ◽  
Fish Stocks ◽  
Stock Recruitment ◽  
Modelling Assumptions ◽  
Meta Analyses ◽  
Recruitment Model ◽  
Recruitment Time

Abstract The accessibility of databases of global or regional stock assessment outputs is leading to an increase in meta-analysis of the dynamics of fish stocks. In most of these analyses, each of the time-series is generally assumed to be directly comparable. However, the approach to stock assessment employed, and the associated modelling assumptions, can have an important influence on the characteristics of each time-series. We explore this idea by investigating recruitment time-series with three different recruitment parameterizations: a stock–recruitment model, a random-walk time-series model, and non-parametric “free” estimation of recruitment. We show that the recruitment time-series is sensitive to model assumptions and this can impact reference points in management, the perception of variability in recruitment and thus undermine meta-analyses. The assumption of the direct comparability of recruitment time-series in databases is therefore not consistent across or within species and stocks. Caution is therefore required as perhaps the characteristics of the time-series of stock dynamics may be determined by the model used to generate them, rather than underlying ecological phenomena. This is especially true when information about cohort abundance is noisy or lacking.

scholarly journals Local stress fields in solids estimated by acoustical emission method

2021 ◽  
Vol 2103 (1) ◽  
pp. 012064
Author(s):  
V L Hilarov ◽  
E E Damaskinskaya
Keyword(s):  
Time Series ◽  
Acoustic Emission ◽  
Stress Field ◽  
Estimation Method ◽  
Local Stress ◽  
Stress Fields ◽  
Emission Method ◽  
Macroscopic Fracture ◽  
Stress Estimation ◽  
Kinetic Concept

Abstract Based on the Zhurkov’s kinetic concept of solids’ fracture a local internal stress estimation method is introduced. Stress field is computed from the time series of acoustic emission intervals between successive signals. For the case of two structurally different materials the time evolution of these stresses is examined. It is shown that temporal changes of these stresses’ accumulation law may serve as a precursor of incoming macroscopic fracture.

scholarly journals Minimum time required to detect population trends: the need for long-term monitoring programs

2017 ◽  
Author(s):  
Easton R White
Keyword(s):  
Time Series ◽  
Statistical Power ◽  
Time Series Data ◽  
Conservation Status ◽  
Monitoring Program ◽  
Minimum Time ◽  
Series Data ◽  
Series Length ◽  
Time Required

Long-term time series are necessary to better understand population dynamics, assess species' conservation status, and make management decisions. However, population data are often expensive, requiring a lot of time and resources. When is a population time series long enough to address a question of interest? We determine the minimum time series length required to detect significant increases or decreases in population abundance. To address this question, we use simulation methods and examine 878 populations of vertebrate species. Here we show that 15-20 years of continuous monitoring are required in order to achieve a high level of statistical power. For both simulations and the time series data, the minimum time required depends on trend strength, population variability, and temporal autocorrelation. These results point to the importance of sampling populations over long periods of time. We argue that statistical power needs to be considered in monitoring program design and evaluation. Time series less than 15-20 years are likely underpowered and potentially misleading.

scholarly journals Minimum time required to detect population trends: the need for long-term monitoring programs

2018 ◽  
Author(s):  
Easton R White
Keyword(s):  
Time Series ◽  
Statistical Power ◽  
Conservation Status ◽  
Species Conservation ◽  
Population Data ◽  
Iucn Red List ◽  
Series Length ◽  
Large Variability ◽  
Monitoring Programs

Long-term time series are necessary to better understand population dynamics, assess species' conservation status, and make management decisions. However, population data are often expensive, requiring a lot of time and resources. What is the minimum population time series length required to detect significant trends in abundance? I first present an overview of the theory and past work that has tried to address this question. As a test of these approaches, I then examine 822 populations of vertebrate species. I show that 72% of time series required at least 10 years of continuous monitoring in order to achieve a high level of statistical power. However, the large variability between populations casts doubt on commonly used simple rules of thumb, like those employed by the IUCN Red List. I argue that statistical power needs to be considered more often in monitoring programs. Short time series are likely under-powered and potentially misleading.

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