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A Bayesian Surrogate Model for Rapid Time Series Analysis and Application to Exoplanet Observations
statistics: Bayesian model comparison model selection periodogram numerical methods
2011/10/14
We present a Bayesian surrogate model for the analysis of periodic or quasi-periodic time series data. We describe a computationally efficient implementation that enables Bayesian model comparison. We...
Wavelet neural networks for nonlinear time series analysis
Non Stationary-nonlinear Time Series Wavelet Networks
2010/9/27
A wavelet network is an important tool for analyzing time series especially when it is nonlinear and non-stationary. It takes advantage of high resolution of wavelets and learning and feed forward nat...
Recurrence-based time series analysis by means of complex network methods
Chaotic Dynamics (nlin.CD) Social and Information Networks (cs.SI) Data Analysis Statistics and Probability (physics.data-an) Physics and Society (physics.soc-ph)
2010/11/10
Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. Dur...
Forecasting high waters at Venice Lagoon using chaotic time series analysis and nonlinear neural networks
high waters Venice Lagoon chaotic time series analysis nonlinear neural networks
2009/12/7
Time series analysis using nonlinear dynamics systems theory and multilayer neural networks models have been applied to the time sequence of water level data recorded every hour at 'Punta della Salute...
Nonlinear time series analysis of geomagnetic pulsations
Nonlinear time series analysis geomagnetic pulsations
2009/11/16
A detailed nonlinear time series analysis has been made of two daytime geomagnetic pulsation events being recorded at L'Aquila (Italy, L ≈ 1.6) and Niemegk (Germany, L ≈ 2.3). Grassberger and Procacci...
Evidence of structured Brownian dynamics from temperature time series analysis
structured Brownian dynamics temperature time series analysis
2009/11/13
An analysis of time series of monthly mean temperatures ranging from 1895 to 1989 is performed through application of Singular Spectrum Analysis (SSA) to data of several places in the USA. A common dy...
Using modern time series analysis techniques to predict ENSO events from the SOI time series
modern time series analysis techniques ENSO events SOI time series
2009/11/12
We analyze the monthly 1866-2000 Southern Oscillation Index (SOI) data to determine:
1) whether the SOI data are sufficiently noise-free that useful predictions can be made from them, and 2) in part...
Total ozone time series analysis:a neural network model approach
Total ozone time series analysis neural network model approach
2009/11/11
This work is focused on the application of neural network based models to the analysis of total ozone (TO) time series. Processes that affect total ozone are extremely non linear, especially at the co...
TIME SERIES ANALYSIS OF LONG TERM FULL DISK OBSERVATIONS OF THE Mn I 539.4 nm SOLAR LINE
Sun activity-Methods statistical
2009/3/2
The equivalent width and central depth data of Mn 539.4 nm solar
spectral line, observed in the period from 1979 to 1992 at Kitt Peak Observatory, was
analyzed in pursuit for periodic changes. As th...
Nonlinear Time Series Analysis Since 1990: Some Personal Reflections
Chaos common structure curse of dimensionality
2007/12/11
I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and...