Using multi-temporal analysis to classify monthly precipitation based on maximal overlap discrete wavelet transform

2019 ◽  
Vol 21 (4) ◽  
pp. 541-557 ◽  
Author(s):  
Kiyoumars Roushangar ◽  
Farhad Alizadeh

AbstractIn the present study, a hybrid methodology was proposed in which temporal pre-processing and spatial classification approaches were used in a way to take advantage of multiscale properties of precipitation series. Monthly precipitation data (1960–2010) for 31 rain gauges were used in the proposed classification approaches. Maximal overlap discrete wavelet transform (MODWT) was used to capture the time–frequency attributes of the time series and multiscale regionalization was performed by using self-organizing maps (SOM) clustering model. Daubechies 2 function was selected as mother wavelet to decompose the precipitation time series. Also, proper boundary extensions and decomposition level were applied. Different combinations of the wavelet (W) and scaling (V) coefficients were used to determine the input dataset as a basis of spatial clustering. Four input combinations were determined as single-cycle and the remaining four combinations were determined with multi-temporal dataset. These combinations were determined in a way to cover all possible scales captured from MODWT. The proposed model's efficiency in spatial clustering stage was verified using Silhouette Coefficient index. Results demonstrated superior performance of MODWT-SOM in comparison to historical-based SOM approach. It was observed that the clusters captured by MODWT-SOM approach determined homogenous precipitation areas very well (based on physical analysis).

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Lijuan Yan ◽  
Yanshen Liu ◽  
Yi Liu

Recently, several shapelet-based methods have been proposed for time series classification, which are accomplished by identifying the most discriminating subsequence. However, for time series datasets in some application domains, pattern recognition on the original time series cannot always obtain ideal results. To address this issue, we propose an ensemble algorithm by combining time frequency analysis and shape similarity recognition of time series. Discrete wavelet transform is used to decompose the time series into different components, and the shapelet features are identified for each component. According to the different correlations between each component and the original time series, an ensemble classifier is built by weighted majority voting, and the Monte Carlo method is used to search for optimal weight vector. The comparative experiments and sensitivity analysis are conducted on 25 datasets from UCR Time Series Classification Archive, which is an important open dataset resource in time series mining. The results show the proposed method has a better performance in terms of accuracy and stability than the compared classifiers.


Author(s):  
BRANDON WHITCHER ◽  
PETER F. CRAIGMILE

We investigate the use of Hilbert wavelet pairs (HWPs) in the non-decimated discrete wavelet transform for the time-varying spectral analysis of multivariate time series. HWPs consist of two high-pass and two low-pass compactly supported filters, such that one high-pass filter is the Hilbert transform (approximately) of the other. Thus, common quantities in the spectral analysis of time series (e.g., power spectrum, coherence, phase) may be estimated in both time and frequency. Compact support of the wavelet filters ensures that the frequency axis will be partitioned dyadically as with the usual discrete wavelet transform. The proposed methodology is used to analyze a bivariate time series of zonal (u) and meridional (v) winds over Truk Island.


2012 ◽  
Vol 490-495 ◽  
pp. 1600-1604
Author(s):  
Zhu Lin Wang ◽  
Jiang Kun Mao ◽  
Zi Bin Zhang ◽  
Xi Wei Guo

Aiming at the problem of existing time-frequency analysis methods was not effective to goniometer keeping fault of a certain missile, combined time -frequency analysis method of CWT and DWT for the fault was put forward based on the fault characteristic. The process of the method proposed was given and the time-frequency method of continuous and discrete wavelet transform was analysed. The signal when goniometer keeping fault occurred was analysed by the method that was put forward. The simulation showed that the method which was effective to the fault detecting could accurately detect the time and location of goniometer fault occurred.


Author(s):  
Chukwudi Justin Ogbonna ◽  
C. Jeol Nweke ◽  
Eleazer C. Nwogu ◽  
Iheanyi Sylvester Iwueze

This study examines the discrete wavelet transform as a transformation technique in the analysis of non-stationary time series while comparing it with power transformation. A test for constant variance and choice of appropriate transformation is made using Bartlett’s test for constant variance while the Daubechies 4 (D4) Maximal Overlap Discrete Wavelet Transform (DWT) is used for wavelet transform. The stationarity of the transformed (power and wavelet) series is examined with Augmented Dickey-Fuller Unit Root Test (ADF). The stationary series is modeled with Autoregressive Moving Average (ARMA) Model technique. The model precision in terms of goodness of fit is ascertained using information criteria (AIC, BIC and SBC) while the forecast performance is evaluated with RMSE, MAD, and MAPE. The study data are the Nigeria Exchange Rate (2004-2014) and the Nigeria External Reserve (1995-2010). The results of the analysis show that the power transformed series of the exchange rate data admits a random walk (ARIMA (0, 1, 0)) model while its wavelet equivalent is adequately fitted to ARIMA (1,1,0). Similarly, the power transformed version of the External Reserve is adequately fitted to ARIMA (3, 1, 0) while its wavelet transform equivalent is adequately fitted to ARIMA (0, 1, 3). In terms of model precision (goodness - of - fit), the model for the power transformed series is found to have better fit for exchange rate data while model for wavelet transformed series is found to have better fit for external reserve data. In forecast performance, the model for wavelet transformed series outperformed the model for power transformed series. Therefore, we recommend that wavelet transform be used when time series data is non-stationary in variance and our interest is majorly on forecast.


2018 ◽  
Vol 49 (3) ◽  
pp. 724-743 ◽  
Author(s):  
Kiyoumars Roushangar ◽  
Vahid Nourani ◽  
Farhad Alizadeh

AbstractThe present study proposed a time-space framework using discrete wavelet transform-based multiscale entropy (DWE) approach to analyze and spatially categorize the precipitation variation in Iran. To this end, historical monthly precipitation time series during 1960–2010 from 31 rain gauges were used in this study. First, wavelet-based de-noising approach was applied to diminish the effect of noise in precipitation time series which may affect the entropy values. Next, Daubechies (db) mother wavelets (db5–db10) were used to decompose the precipitation time series. Subsequently, entropy concept was applied to the sub-series to measure the uncertainty and disorderliness at multiple scales. According to the pattern of entropy across scales, each cluster was assigned an entropy signature that provided an estimation of the entropy pattern of precipitation in each cluster. Spatial categorization of rain gauges was performed using DWE values as input data to k-means and self-organizing map (SOM) clustering techniques. According to evaluation criteria, it was proved that k-means with clustering number equal to 5 with Silhouette coefficient=0.33, Davis–Bouldin=1.18 and Dunn index=1.52 performed better in determining homogenous areas. Finally, investigating spatial structure of precipitation variation revealed that the DWE had a decreasing and increasing relationship with longitude and latitude, respectively, in Iran.


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