scholarly journals On the Potential of Time Delay Neural Networks to Detect Indirect Coupling between Time Series

Entropy ◽  
2020 ◽  
Vol 22 (5) ◽  
pp. 584
Author(s):  
Riccardo Rossi ◽  
Andrea Murari ◽  
Pasquale Gaudio

Determining the coupling between systems remains a topic of active research in the field of complex science. Identifying the proper causal influences in time series can already be very challenging in the trivariate case, particularly when the interactions are non-linear. In this paper, the coupling between three Lorenz systems is investigated with the help of specifically designed artificial neural networks, called time delay neural networks (TDNNs). TDNNs can learn from their previous inputs and are therefore well suited to extract the causal relationship between time series. The performances of the TDNNs tested have always been very positive, showing an excellent capability to identify the correct causal relationships in absence of significant noise. The first tests on the time localization of the mutual influences and the effects of Gaussian noise have also provided very encouraging results. Even if further assessments are necessary, the networks of the proposed architecture have the potential to be a good complement to the other techniques available in the market for the investigation of mutual influences between time series.

2016 ◽  
Vol 9 (1) ◽  
pp. 53-62 ◽  
Author(s):  
R. D. García ◽  
O. E. García ◽  
E. Cuevas ◽  
V. E. Cachorro ◽  
A. Barreto ◽  
...  

Abstract. This paper presents the reconstruction of a 73-year time series of the aerosol optical depth (AOD) at 500 nm at the subtropical high-mountain Izaña Atmospheric Observatory (IZO) located in Tenerife (Canary Islands, Spain). For this purpose, we have combined AOD estimates from artificial neural networks (ANNs) from 1941 to 2001 and AOD measurements directly obtained with a Precision Filter Radiometer (PFR) between 2003 and 2013. The analysis is limited to summer months (July–August–September), when the largest aerosol load is observed at IZO (Saharan mineral dust particles). The ANN AOD time series has been comprehensively validated against coincident AOD measurements performed with a solar spectrometer Mark-I (1984–2009) and AERONET (AErosol RObotic NETwork) CIMEL photometers (2004–2009) at IZO, obtaining a rather good agreement on a daily basis: Pearson coefficient, R, of 0.97 between AERONET and ANN AOD, and 0.93 between Mark-I and ANN AOD estimates. In addition, we have analysed the long-term consistency between ANN AOD time series and long-term meteorological records identifying Saharan mineral dust events at IZO (synoptical observations and local wind records). Both analyses provide consistent results, with correlations  >  85 %. Therefore, we can conclude that the reconstructed AOD time series captures well the AOD variations and dust-laden Saharan air mass outbreaks on short-term and long-term timescales and, thus, it is suitable to be used in climate analysis.


2000 ◽  
Vol 176 ◽  
pp. 135-136
Author(s):  
Toshiki Aikawa

AbstractSome pulsating post-AGB stars have been observed with an Automatic Photometry Telescope (APT) and a considerable amount of precise photometric data has been accumulated for these stars. The datasets, however, are still sparse, and this is a problem for applying nonlinear time series: for instance, modeling of attractors by the artificial neural networks (NN) to the datasets. We propose the optimization of data interpolations with the genetic algorithm (GA) and the hybrid system combined with NN. We apply this system to the Mackey–Glass equation, and attempt an analysis of the photometric data of post-AGB variables.


2006 ◽  
Vol 38 (2) ◽  
pp. 227-237 ◽  
Author(s):  
Luis Oliva Teles ◽  
Vitor Vasconcelos ◽  
Luis Oliva Teles ◽  
Elisa Pereira ◽  
Martin Saker ◽  
...  

2021 ◽  
Vol 3 ◽  
pp. 38-46
Author(s):  
I. N. Myagkova ◽  
◽  
V. R. Shirokii ◽  
R. D. Vladimirov ◽  
O. G. Barinov ◽  
...  

The potential is investigated of predicting the time series of the Dst geomagnetic index using various adaptive methods: artificial neural networks (classical multilayer perceptrons), decision trees (random forest), gradient boosting. The prediction is based on the parameters of the solar wind and interplanetary magnetic field measured at the Lagrange point L1 in the ACE spacecraft experiment. It is shown that the best prediction skill of the three adaptive methods is demonstrated by gradient boosting.


CERNE ◽  
2014 ◽  
Vol 20 (2) ◽  
pp. 267-276 ◽  
Author(s):  
Pedro Resende Silva ◽  
Fausto Weimar Acerbi Júnior ◽  
Luis Marcelo Tavares de Carvalho ◽  
José Roberto Soares Scolforo

The aim of this study was to develop a methodology for mapping land use and land cover in the northern region of Minas Gerais state, where, in addition to agricultural land, the landscape is dominated by native cerrado, deciduous forests, and extensive areas of vereda. Using forest inventory data, as well as RapidEye, Landsat TM and MODIS imagery, three specific objectives were defined: 1) to test use of image segmentation techniques for an object-based classification encompassing spectral, spatial and temporal information, 2) to test use of high spatial resolution RapidEye imagery combined with Landsat TM time series imagery for capturing the effects of seasonality, and 3) to classify data using Artificial Neural Networks. Using MODIS time series and forest inventory data, time signatures were extracted from the dominant vegetation formations, enabling selection of the best periods of the year to be represented in the classification process. Objects created with the segmentation of RapidEye images, along with the Landsat TM time series images, were classified by ten different Multilayer Perceptron network architectures. Results showed that the methodology in question meets both the purposes of this study and the characteristics of the local plant life. With excellent accuracy values for native classes, the study showed the importance of a well-structured database for classification and the importance of suitable image segmentation to meet specific purposes.


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