scholarly journals The Entropy-Based Time Domain Feature Extraction for Online Concept Drift Detection

Entropy ◽  
2019 ◽  
Vol 21 (12) ◽  
pp. 1187
Author(s):  
Fengqian Ding ◽  
Chao Luo
Keyword(s):  
Time Series ◽  
Feature Extraction ◽  
Empirical Mode Decomposition ◽  
Time Domain ◽  
Concept Drift ◽  
Real Life ◽  
Coarse Grained ◽  
Data Sets ◽  
Mode Decomposition ◽  
Concept Drift Detection

Most of time series deriving from complex systems in real life is non-stationary, where the data distribution would be influenced by various internal/external factors such that the contexts are persistently changing. Therefore, the concept drift detection of time series has practical significance. In this paper, a novel method called online entropy-based time domain feature extraction (ETFE) for concept drift detection is proposed. Firstly, the empirical mode decomposition based on extrema symmetric extension is used to decompose time series, where features in various time scales can be adaptively extracted. Meanwhile, the end point effect caused by traditional empirical mode decomposition can be avoided. Secondly, by using the entropy calculation, the time-domain features are coarse-grained to quantify the structure and complexity of the time series, among which six kinds of entropy are used for discussion. Finally, a statistical process control method based on generalized likelihood ratio is used to monitor the change of the entropy, which can effectively track the mean and amplitude of the time series. Therefore, the early alarm of concept drift can be given. Synthetic data sets and neonatal electroencephalogram (EEG) recordings with seizures annotations data sets are used to validate the effectiveness and accuracy of the proposed method.

scholarly journals An Integrated Fault Diagnosis Method for Rotating Machinery Based on Improved Multivariate Multiscale Amplitude-Aware Permutation Entropy and Uniform Phase Empirical Mode Decomposition

2021 ◽  
Vol 2021 ◽  
pp. 1-22
Author(s):  
Jiancheng Gong ◽  
Xiaoqiang Yang ◽  
Fan Pan ◽  
Wuqiang Liu ◽  
Fuming Zhou
Keyword(s):  
Feature Extraction ◽  
Empirical Mode Decomposition ◽  
Rotating Machinery ◽  
Coarse Grained ◽  
Normal Operation ◽  
Permutation Entropy ◽  
High Dimensional ◽  
Feature Vectors ◽  
Mode Decomposition ◽  
Fault Feature Extraction

Rotating machinery refers to machinery that executes specific functions mainly relying on their rotation. They are widely used in engineering applications. Bearings and gearboxes play a key role in rotating machinery, and their states can directly affect the operation status of the whole rotating machinery. Accurate fault detection and judgment of bearing, gearbox, and other key parts are of great significance to the rotating machinery’s normal operation. A new fault feature extraction algorithm for rotating machinery called Improved Multivariate Multiscale Amplitude-Aware Permutation Entropy (ImvMAAPE) is proposed in this paper, and the application of an improved coarse-grained method in fault feature extraction of multichannel signals is realized in this method. This algorithm is combined with the Uniform Phase Empirical Mode Decomposition (UPEMD) method and the t-distributed Stochastic Neighbor Embedding (t-SNE) method, forming a new time-frequency multiscale feature extraction method. Firstly, the multichannel vibration signals are decomposed adaptively into sets of Intrinsic Mode Functions (IMFs) using UPEMD; then, the IMF components containing the main fault information are screened by correlation analysis to get the reconstructed signals. The ImvMAAPE values of the reconstructed signals are calculated to generate the initial high-dimensional fault features, and the t-SNE method with excellent nonlinear dimensionality reduction performance is then used to reduce the dimensionality of the initial high-dimensional fault feature vectors. Finally, the low dimensional feature vectors with high quality are input to the random forest (RF) classifier to identify and judge the fault types. Experiments were conducted to verify whether this method has higher accuracy and robustness than other methods.

scholarly journals Feature Extraction of Ship-Radiated Noise Based on Regenerated Phase-Shifted Sinusoid-Assisted EMD, Mutual Information, and Differential Symbolic Entropy

Entropy ◽  
2019 ◽  
Vol 21 (2) ◽  
pp. 176 ◽  
Author(s):  
Guohui Li ◽  
Zhichao Yang ◽  
Hong Yang
Keyword(s):  
Time Series ◽  
Feature Extraction ◽  
Mutual Information ◽  
Empirical Mode Decomposition ◽  
Recognition Rate ◽  
Support Vector ◽  
Svm Classifier ◽  
Radiated Noise ◽  
Mode Decomposition ◽  
Mixing Problem

To improve the recognition accuracy of ship-radiated noise, a feature extraction method based on regenerated phase-shifted sinusoid-assisted empirical mode decomposition (RPSEMD), mutual information (MI), and differential symbolic entropy (DSE) is proposed in this paper. RPSEMD is an improved empirical mode decomposition (EMD) that alleviates the mode mixing problem of EMD. DSE is a new tool to quantify the complexity of nonlinear time series. It not only has high computational efficiency, but also can measure the nonlinear complexity of short time series. Firstly, the ship-radiated noise is decomposed into a series of intrinsic mode functions (IMFs) by RPSEMD, and the DSE of each IMF is calculated. Then, the MI between each IMF and the original signal is calculated; the sum of MIs is taken as the denominator; and each normalized MI (norMI) is obtained. Finally, each norMI is used as the weight coefficient to weight the corresponding DSE, and the weighted DSE (WDSE) is obtained. The WDSEs are sent into the support vector machine (SVM) classifier to classify and recognize three types of ship-radiated noise. The experimental results demonstrate that the recognition rate of the proposed method reaches 98.3333%. Consequently, the proposed WDSE method can effectively achieve the classification of ships.

Spatiotemporal Trend and Variability of Precipitation in Taiwan Based on Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD)

2021 ◽  
Author(s):  
Chun-Hsiang Tang ◽  
Christina W. Tsai
Keyword(s):  
Time Series ◽  
Empirical Mode Decomposition ◽  
Ensemble Empirical Mode Decomposition ◽  
Intrinsic Mode Functions ◽  
Short Term ◽  
Time Frequency ◽  
Spatial Locality ◽  
Temperature And Precipitation ◽  
Mode Decomposition ◽  
Climatic Scenarios

<p>Abstract</p><p>Most of the time series in nature are nonlinear and nonstationary affected by climate change particularly. It is inevitable that Taiwan has also experienced frequent drought events in recent years. However, drought events are natural disasters with no clear warnings and their influences are cumulative. The difficulty of detecting and analyzing the drought phenomenon remains. To deal with the above-mentioned problem, Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD) is introduced to analyze the temperature and rainfall data from 1975~2018 in this study, which is a powerful method developed for the time-frequency analysis of nonlinear, nonstationary time series. This method can not only analyze the spatial locality and temporal locality of signals but also decompose the multiple-dimensional time series into several Intrinsic Mode Functions (IMFs). By the set of IMFs, the meaningful instantaneous frequency and the trend of the signals can be observed. Considering stochastic and deterministic influences, to enhance the accuracy this study also reconstruct IMFs into two components, stochastic and deterministic, by the coefficient of auto-correlation.</p><p>In this study, the influences of temperature and precipitation on the drought events will be discussed. Furthermore, to decrease the significant impact of drought events, this study also attempts to forecast the occurrences of drought events in the short-term via the Artificial Neural Network technique. And, based on the CMIP5 model, this study also investigates the trend and variability of drought events and warming in different climatic scenarios.</p><p> </p><p>Keywords: Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD), Intrinsic Mode Function(IMF), Drought</p>

Application of MEEMD-ARIMA combining model for annual runoff prediction in the Lower Yellow River

2019 ◽  
Vol 11 (3) ◽  
pp. 865-876 ◽  
Author(s):  
Xianqi Zhang ◽  
Wei Tuo ◽  
Chao Song
Keyword(s):  
Time Series ◽  
Empirical Mode Decomposition ◽  
Yellow River ◽  
Arima Model ◽  
Ensemble Empirical Mode Decomposition ◽  
Annual Runoff ◽  
Lower Yellow River ◽  
The Lower Yellow River ◽  
Mode Decomposition ◽  
Runoff Prediction

Abstract The prediction of annual runoff in the Lower Yellow River can provide an important theoretical basis for effective reservoir management, flood control and disaster reduction, river and beach management, rational utilization of regional water and sediment resources. To solve this problem and improve the prediction accuracy, permutation entropy (PE) was used to extract the pseudo-components of modified ensemble empirical mode decomposition (MEEMD) to decompose time series to reduce the non-stationarity of time series. However, the pseudo-component was disordered and difficult to predict, therefore, the pseudo-component was decomposed by ensemble empirical mode decomposition (EEMD). Then, intrinsic mode functions (IMFs) and trend were predicted by autoregressive integrated moving average (ARIMA) which has strong ability of approximation to stationary series. A new coupling model based on MEEMD-ARIMA was constructed and applied to runoff prediction in the Lower Yellow River. The results showed that the model had higher accuracy and was superior to the CEEMD-ARIMA model or EEMD-ARIMA model. Therefore, it can provide a new idea and method for annual runoff prediction.

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