• Title/Summary/Keyword: detrending

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Effects of incorrect detrending on the coherency between non-stationary time series processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.27-34
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    • 2019
  • We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

Comparison of Hydrogeological Time Series Analysis Results Before and After Detrending (변동경향성 제거 전후의 수리지질학적 시계열분석 결과 비교)

  • Lim, Hong-Gyun;Choi, Hyun-Mi;Lee, Jin-Yong
    • Journal of Soil and Groundwater Environment
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    • v.16 no.2
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    • pp.30-40
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    • 2011
  • In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.

Linear Detrending Subsequence Matching in Time-Series Databases (시계열 데이터베이스에서 선형 추세 제거 서브시퀀스 매칭)

  • Gil, Myeong-Seon;Kim, Bum-Soo;Moon, Yang-Sae;Kim, Jin-Ho
    • Journal of KIISE:Computing Practices and Letters
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    • v.16 no.5
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    • pp.586-590
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    • 2010
  • In this paper we formally define the linear detrending subsequence matching and propose its efficient index-based solution. To this end, we first present the notion of LD-windows. We eliminate the linear trend from a subsequence rather than each window itself and obtain LD-windows by dividing the subsequence into windows. Using the LD-windows we present a lower bounding theorem of the index-based solution and formally prove its correctness. Based on this lower bounding theorem, we then propose the index building and subsequence matching algorithms, respectively. Finally, we show the superiority of our index- based solution through experiments.

Detrending Crop Yield Data for Improving MODIS NDVI and Meteorological Data Based Rice Yield Estimation Model (벼 수량 자료의 추세분석을 통한 MODIS NDVI 및 기상자료 기반의 벼 수량 추정 모형 개선)

  • Na, Sang-il;Hong, Suk-young;Ahn, Ho-yong;Park, Chan-won;So, Kyu-ho;Lee, Kyung-do
    • Korean Journal of Remote Sensing
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    • v.37 no.2
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    • pp.199-209
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    • 2021
  • By removing the increasing trend that long-term time series average of rice yield due to technological advancement of rice variety and cultivation management, we tried to improve the rice yield estimation model which developed earlier using MODIS NDVI and meteorological data. A multiple linear regression analysis was carried out by using the NDVI derived from MYD13Q1 and weather data from 2002 to 2019. The model was improved by analyzing the increasing trend of rime-series rice yield and removing it. After detrending, the accuracy of the model was evaluated through the correlation analysis between the estimated rice yield and the yield statistics using the improved model. It was found that the rice yield predicted by the improved model from which the trend was removed showed good agreement with the annual change of yield statistics. Compared with the model before the trend removal, the correlation coefficient and the coefficient of determination were also higher. It was indicated that the trend removal method effectively corrects the rice yield estimation model.

Ionospheric Responses to the Earthquake in the Gulf of Alaska and the Kusatsu-Shiranesan Volcanic Eruption on 23 January 2018

  • Shahbazi, Anahita;Park, Jihye
    • Journal of Positioning, Navigation, and Timing
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    • v.11 no.4
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    • pp.305-316
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    • 2022
  • Numerous research revealed a strong association between the ionospheric perturbations and various natural hazards. The ionospheric measurements from Global Navigation Satellite System (GNSS) observations provide the state of electron contents in the ionosphere that contributes to investigate the source events. In this study, two geophysical events occurred on 23 January 2018, the 7.9 Mw earthquake in Alaska and Kusatsu-Shiranesan volcanic eruption in Japan, are examined to characterize the fingerprint of each event in the ionosphere. Firstly, we extracted the Total Electron Content (TEC) from GNSS measurements, then isolated disturbed wave signatures from the TEC measurements that is referred to as a traveling ionospheric disturbance (TID). As TIDs are short-term ionospheric variations, the major trend of GNSS TEC measurements should be properly removed. We applied a natural neighbor interpolation method together with a leave-one-out cross validation technique for detrending. After detrending the TEC, the remaining signals are further enhanced by applying a band-pass filter and TIDs are detected from them. Finally, the detected TIDs are verified as the response of the ionosphere to Kusatsu-Shiranesan volcanic eruption and Gulf of Alaska earthquake which propagated through the ionosphere with an average velocity of 530 m/s and 724 m/s, respectively. In addition, a coherence analysis is conducted to discriminate between the signatures from a volcanic explosion and an earthquake. The analysis reveals the TID waveforms from each single event are highly correlated, while a low correlation is found between the TIDs from the earthquake and explosion. This study supports the claim that different geophysical events induce the distinctive characteristics of TIDs that are detectable by the ionospheric measurements of GNSS.

Development of Prediction Model for Moisture and Protein Content of Single Kernel Rice using Spectroscopy (분광분석법을 이용한 단립 쌀의 함수율 및 단백질 함량 예측모델 개발)

  • 김재민;최창현;민봉기;김종훈
    • Journal of Biosystems Engineering
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    • v.23 no.1
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    • pp.49-56
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    • 1998
  • The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

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Characteristic Species Distribution of the Baekdoo Great Mountain Chain at Kangwon Province, korea (백두대간계 중 강원도 지역의 종 분포 특성)

  • 정연숙
    • The Korean Journal of Ecology
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    • v.21 no.1
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    • pp.105-112
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    • 1998
  • Characteristics of species distribution in the Baekdoo Great Mountain Chain of Kangwon Province were discussed. Resulting from Detrending Correspondence Analysis based on the floristic composition of 48 mountains, the mountains of the Baekdoo chain tended to aggregate on DCA axis. it represented that there was the peculiar floristic composition of the Baekdoo chain separated from the other mountains. High altitude, longitude near the East Sea and large number of vascular species were main factors for the distribution pattern. And exponential relationships between endemic rare species and number of species were clarified. Even though the regions of the Baekdoo Great Mountain Chain had been conserved relatively well, many regions have been faced to be disturbed for tourism, agriculture, forestry, livestock industry and mining since the local autonomy. Thusm, the necessity for the establishment of large area network through the connection of scattered protected areas in the Baekdoo Great Mountain Chain was suggested. it would play a role as a core of nature conservation to sustain species diversity in Korea.

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Analysis of Spatial Variability in a Korean Paddy Field Using Median Polish Detrending (Median polish 기법을 이용한 한국 논의 공간변이 분석)

  • Chung, Sun-Ok;Jung, In-Kyu;Sung, Je-Hoon;Sudduth, Kenneth A.;Drummond, Scott T.
    • Journal of Biosystems Engineering
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    • v.33 no.5
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    • pp.362-369
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    • 2008
  • There is developing interest in precision agriculture in Korea, despite the fact that typical Korean fields are less than 1 ha in size. Describing within-field variability in typical Korean production settings is a fundamental first step toward determining the size of management zones and the inter-relationships between limiting factors, for establishment of site-specific management strategies. Measurements of rice (Oriza Sativa L) yield, chlorophyll content, and soil properties were obtained in a small (100-m by 30-m) Korean rice paddy field. Yield data were manually collected on 10-m by 5-m grids (180 samples with 3 samples in each of 60 grid cells) and chlorophyll content was measured using a Minolta SPAD 502 in 2-m by 2-m grids. Soil samples were collected at 275 points to compare results from sampling at different scales. Ten soil properties important for rice production in Korea were determined through laboratory analyses. Variogram analysis and point kriging with and without median polishing were conducted to determine the variability of the measured parameters. Influence of variogram model selection and other parameters on the interpretation of the data was investigated. For many of the data, maximum values were greater than double the minimum values, indicating considerable spatial variability in the small paddy field, and large-scale spatial trends were present. When variograms were fit to the original data, the limits of spatial dependency for rice yield and SP AD reading were 11.5 m and 6.5 m, respectively, and after detrending the limits were reduced to 7.4 m and 3.9 m. The range of spatial dependency for soil properties was variable, with several having ranges as short as 2 m and others having ranges greater than 30 m. Kriged maps of the variables clearly showed the presence of both large-scale (trend) variability and small-scale variability in this small field where it would be reasonable to expect uniformity. These findings indicate the potential for applying the principles and technology of precision agriculture for Korean paddy fields. Additional research is needed to confirm the results with data from other fields and crops.d similar tendency with the result for the frequency less than 20 Hz, but the width of change was reduced highly.

Normalized Cross-Correlations of Solar Cycle and Physical Characteristics of Cloud

  • Chang, Heon-Young
    • Journal of Astronomy and Space Sciences
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    • v.36 no.4
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    • pp.225-234
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    • 2019
  • We explore the associations between the total sunspot area, solar north-south asymmetry, and Southern Oscillation Index and the physical characteristics of clouds by calculating normalized cross-correlations, motivated by the idea that the galactic cosmic ray influx modulated by solar activity may cause changes in cloud coverage, and in turn the Earth's climate. Unlike previous studies based on the relative difference, we have employed cloud data as a whole time-series without detrending. We found that the coverage of high-level and low-level cloud is at a maximum when the solar north-south asymmetry is close to the minimum, and one or two years after the solar north-south asymmetry is at a maximum, respectively. The global surface air temperature is at a maximum five years after the solar north-south asymmetry is at a maximum, and the optical depth is at a minimum when the solar north-south asymmetry is at a maximum. We also found that during the descending period of solar activity, the coverage of low-level cloud is at a maximum, and global surface air temperature and cloud optical depth are at a minimum, and that the total column water vapor is at a maximum one or two years after the solar maximum.

Best Use of the Measured Earthquake Data (지진관측자료의 효과적인 활용에 관한 고찰)

  • 연관희;박동희;김성주;최원학;장천중
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.09a
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    • pp.36-43
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    • 2001
  • In Korea, we are absolutely short of earthquake data in good quality from moderate and large earthquakes, which are needed fur the study of strong ground motion characteristics. This means that the best use of the available data is needed far the time being. In this respect, several methods are suggested in this paper, which can be applied in the process of data selection and analysis. First, it is shown that the calibration status of seismic stations can be easily checked by comparing the spectra from accelerometer and velocity sensor both of which are located at the same location. Secondly, it is recommended that S/N ratio in the frequency domain should be checked before discarding the data by only look of the data in time domain. Thirdly, the saturated earthquake data caused by ground motion level exceeding the detection limit of a seismograph are considered to see if such data can be used for spectrum analysis by performing numerical simulation. The result reveals that the saturated data can still be used within the dominant frequency range according to the levels of saturation. Finally, a technique to minimize the window effect that distorts the low frequency spectrum is suggested. This technique involves detrending in displacement domain once the displacement data are obtained by integration of low frequency components of the original data in time domain. Especially, the low frequency component can be separated by using discrete wavelet transform among many alternatives. All of these methods mentioned above may increase the available earthquake data and frequency range.

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