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Change Detection in Time Series Data Using Wavelet Footprints [chapter]

Mehdi Sharifzadeh, Farnaz Azmoodeh, Cyrus Shahabi
2005 Lecture Notes in Computer Science  
In this paper, we propose a novel approach to address the problem of change detection in time series data.  ...  We, however, exploit the properties of footprints to capture discontinuities in a signal. We show that transforming data using footprints generates nonzero coefficients only at the change points.  ...  Antonio Ortega and his student En-Shuo Tsau for their valuable help in our understanding of the theory of wavelet footprints.  ... 
doi:10.1007/11535331_8 fatcat:ufgtm5trbfb6hkqfnsys4jhjna

Identifying the major reversals of the BIST-30 index by extreme outliers

Ümit Erol
2017 Journal of Capital Markets Studies  
of change series using daily closing prices.  ...  This is evidently so for the BIST-30 index and the use of extreme outliers for this purpose is also a novelty in the sense that neither the use of rate of change extremity nor the use of wavelet decomposition  ...  This analysis is especially useful to analyze nonstationary data (data whose mean and variance change over time) which is a typical characteristic of financial data.  ... 
doi:10.1108/jcms-10-2017-002 fatcat:igyv4wogdvawxpe6itovdxw3p4

Multi-Timescale Analysis of the Spatial Representativeness of In Situ Soil Moisture Data within Satellite Footprints

B. Molero, D. J. Leroux, P. Richaume, Y. H. Kerr, O. Merlin, M. H. Cosh, R. Bindlish
2018 Journal of Geophysical Research - Atmospheres  
Modeled and measured point series at Yanco and Little Washita in situ networks are first decomposed into anomalies at time scales ranging from 0.5 to 128 days, using wavelet transforms.  ...  We conduct a novel comprehensive investigation that seeks to prove the connection between spatial and time scales in surface soil moisture (SM) within the satellite footprint (~50 km).  ...  The authors would like also to thank Robert Parinussa, Richard de Jeu and Robin van der Schalie (VUA) who produced and provided the AMSR2 LPRM soil moisture datasets to us.  ... 
doi:10.1002/2017jd027478 pmid:32818129 pmcid:PMC7430519 fatcat:hfbg42e7tzhzlbe2zusinpu274

Ribosome elongating footprints denoised by wavelet transform comprehensively characterize dynamic cellular translation events

Zhiyu Xu, Long Hu, Binbin Shi, SiSi Geng, Longchen Xu, Dong Wang, Zhi J Lu
2018 Nucleic Acids Research  
In this work, we propose that wavelet transform can be used to denoise Ribo-seq data and locate the footprint of active elongating ribosomes by extracting 3-nt periodicity.  ...  Wavelet transform is widely used in signal denoise in various fields (40-44). One of its recently biological applications is to eliminate non-experimentally transitions in PAR-CLIP data (45).  ...  L.X. helped on the wavelet transform models. S.G. performed frameshift validation using MS data. B.S. performed indel identification using RNA-seq data.  ... 
doi:10.1093/nar/gky533 pmid:29945224 fatcat:vtgpopgcujhwjlbtmshauzbhli

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series

Jonathan M. Lilly
2017 Proceedings of the Royal Society A  
The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate.  ...  Analyzing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima  ...  The y-value of each curve is normalized such that the curve sums to the total number of maxima points detected in a time series one wavelet footprint L β,γ (s) in duration.  ... 
doi:10.1098/rspa.2016.0776 pmid:28484325 pmcid:PMC5415685 fatcat:jm6o7laohbavlm6ku4wlid77du

Magnetospheric ULF wave studies in the frame of Swarm mission: a time-frequency analysis tool for automated detection of pulsations in magnetic and electric field observations

Georgios Balasis, Ioannis A. Daglis, Marina Georgiou, Constantinos Papadimitriou, Roger Haagmans
2013 Earth, Planets and Space  
(CARISMA) are used to demonstrate the potential of our analysis technique in studying wave evolution in detail.  ...  In the preparation phase as well as the lifetime of the Swarm mission, the analysis of isolated ULF wave eventsespecially those detected in the Pc3 frequency range (20-100 mHz) that a topside ionosphere  ...  used in this study.  ... 
doi:10.5047/eps.2013.10.003 fatcat:yup2ucryjfhenovqrpklw72ofe

Cloud and Rain Effects on AltiKa/SARAL Ka-Band Radar Altimeter—Part II: Definition of a Rain/Cloud Flag

J. Tournadre, J. Lambin-Artru, N. Steunou
2009 IEEE Transactions on Geoscience and Remote Sensing  
The comparison to the operational dual-frequency flag shows that the MP flag performs better in detecting range errors and waveforms distortion, while its performances are inferior in detecting samples  ...  In part I of this paper, the impact of rain/clouds on Ka-band data and on the accuracy of the estimates of the geophysical parameters have been analyzed and quantified using an analytical model of waveform  ...  For discrete time-series, CWT cannot be computed exactly, and discrete wavelet transform (DWT) has to be used.  ... 
doi:10.1109/tgrs.2008.2010127 fatcat:lcbieonlmrbxfjjowodwbf5geq

On-line detection algorithm of ore grade change in grinding grading system

Jianjun Zhao, Junwu Zhou
2020 Open Physics  
Timely detection of outliers and mutation point in process data can quickly adjust control parameters or discover potential failures throughout the system.  ...  a mutation point and outliers detection method that is suitable for the grinding grading system using the wavelet method to analyze the "Efficient Scoring Vector."  ...  [14] proposed a change point detection method based on a wavelet footprint.  ... 
doi:10.1515/phys-2020-0142 fatcat:txsyellfgjbclafmvqjgvrj65e

Multi-satellite study of the excitation of Pc3 and Pc4-5 ULF waves and their penetration across the plasmapause during the 2003 Halloween superstorm

G. Balasis, I. A. Daglis, I. R. Mann, C. Papadimitriou, E. Zesta, M. Georgiou, R. Haagmans, K. Tsinganos
2015 Annales Geophysicae  
We employ a time–frequency analysis technique and examine data from when the Cluster and CHAMP spacecraft were in good local time (LT) conjunction near the dayside noon–midnight meridian.  ...  </strong> We use multi-satellite and ground-based magnetic data to investigate the concurrent characteristics of Pc3 (22–100 mHz) and Pc4-5 (1–22 mHz) ultra-low-frequency (ULF) waves on the 31 October  ...  the Canadian Space Agency; and the Geophysical Institute, University of Alaska Fairbanks, for providing the data used in this study.  ... 
doi:10.5194/angeo-33-1237-2015 fatcat:fkyre26rafftjhnwvgs6unu7nm

Air and Surface Temperature Coupling in the Convective Atmospheric Boundary Layer

Anirban Garai, Jan Kleissl
2011 Journal of the Atmospheric Sciences  
Coherent structures were detected through their thermal signature on an artificial turf surface using high frequency thermal infrared (TIR) imagery and surface layer turbulence measurements.  ...  The coherent structures appear to be driven by mixed layer turbulence, since their speed is ~ 1.5 times greater than wind speed measured at 1.5 m above ground.  ...  For a time series, f, its wavelet function, W f can be calculated by , where s, τ, ψ s are scale, time and mother wavelet function respectively.  ... 
doi:10.1175/jas-d-11-057.1 fatcat:qgri44lxjjhfnpcrgkazs6vsnm

The challenge of reconciling bottom-up agricultural methane emissions inventories with top-down measurements

R.L. Desjardins, D.E. Worth, E. Pattey, A. VanderZaag, R. Srinivasan, M. Mauder, D. Worthy, C. Sweeney, S. Metzger
2018 Agricultural and Forest Meteorology  
estimates with bottom-up footprint adjusted inventory estimates of CH 4 emissions for an agricultural region in eastern Ontario, Canada.  ...  We present flux measurements of CH 4, using eddy covariance (EC), relaxed eddy accumulation (REA) and wavelet covariance obtained using an aircraft-based measurement platform and compare these top-down  ...  Part of the ana lysis package used in this study is based upon work supported by the National Science Foundation under the grant DBI 0752017.  ... 
doi:10.1016/j.agrformet.2017.09.003 fatcat:ymi3yzmuz5h3pdbmjyi26qhjju

Improving Daytime Planetary Boundary Layer Height Determination from CALIOP: Validation Based on Ground-Based Lidar Station

Zhao Liu, Augustin Mortier, Zhengqiang Li, Weizhen Hou, Philippe Goloub, Yang Lv, Xingfeng Chen, Donghui Li, Kaitao Li, Yisong Xie
2017 Advances in Meteorology  
Besides, the spatial correlation of PBLHs decreases with the increasing spatial distance between CALIOP footprint and Lille observation platform.  ...  An integrated algorithm by combining the advantages of the wavelet covariance method and the improved maximum variance method was developed to determine the planetary boundary layer height (PBLH) from  ...  The authors would like to thank the whole CALIPSO science team for providing CALIOP data, and they are very grateful to AERONET and PHOTONS for providing AOD and Angström exponent data.  ... 
doi:10.1155/2017/5759074 fatcat:myaziaywivf4jmctzv64ixlnfm

Three-Dimensional Analysis of Retinal Layer Texture: Identification of Fluid-Filled Regions in SD-OCT of the Macula

Gwénolé Quellec, Kyungmoo Lee, Martin Dolejsi, Mona K. Garvin, Michael D. Abramoff, Milan Sonka
2010 IEEE Transactions on Medical Imaging  
The automated SEAD footprint detection method was validated against an independent standard obtained using an interactive 3-D SEAD segmentation approach.  ...  From the flattened OCT data, 23 features are extracted in each layer locally to characterize texture and thickness properties across the macula.  ...  Note that in the inner cross-validation loops, the validation data is used to train the system, but in the outer loop, the validation data is completely independent of the training procedure, which ensures  ... 
doi:10.1109/tmi.2010.2047023 pmid:20363675 pmcid:PMC2911793 fatcat:xemt5jvvwrgcxd5uoyvwpoara4

Upscaling tower-observed turbulent exchange at fine spatio-temporal resolution using environmental response functions

Ke Xu, Stefan Metzger, Ankur R. Desai
2017 Agricultural and Forest Meteorology  
., 2014) , especially when autocorrelation of time series are taken into account (Desai et al., 2010; Desai, 2014) .  ...  However, a fundamental challenge for model-data comparisons lies in the scale mismatch between the eddy-covariance observations with small (10 −1 -10 1 km 2 ) and temporally varying flux footprint, and  ...  Wisconsin, DOE Office of Science Ameriflux Network Management Project subaward to ChEAS Core Site Cluster, and NSF Advances in Biological Informatics awards #1062204 and #1457897.  ... 
doi:10.1016/j.agrformet.2016.07.019 fatcat:r6igrx427zg6npdbreqzpbuyma

Detection of quasars in the time domain

Matthew J. Graham, S. G. Djorgovski, Daniel J. Stern, Andrew Drake, Ashish Mahabal
2016 Proceedings of the International Astronomical Union  
The time domain is the emerging forefront of astronomical research with new facilities and instruments providing unprecedented amounts of data on the temporal behavior of astrophysical populations.  ...  Quasars are an ideal work set for developing and applying these: they vary in a detectable but not easily quantifiable manner whose physical origins are poorly understood.  ...  Although wavelets traditionally require regularly sampled time series, Slepian wavelets (Mondal & Percival 2011) work with irregular and gappy time series.  ... 
doi:10.1017/s1743921317000102 fatcat:quaiwh4nhrd7dkklgiugubesxm
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