Linear prediction on a finite past of a multivariate stationary process
Linear prediction theory for multivariate, one- dimensional, stationary, stochastic processes with finite pasts
TIME SERIES↗
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Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series
Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.
de Carvalho, Miguel↗
Modeling Stochastic Variability in Multiband Time-series Data
In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.
79 ASTRONOMY AND ASTROPHYSICS↗
Analysis models for the estimation of oceanic fields
A general model for statistically optimal estimates is presented for dealing with scalar, vector and multivariate datasets. The method deals with anisotropic fields and treats space and time dependence equivalently. Problems addressed include the analysis, or the production of synoptic time series of regularly gridded fields from irregular and gappy datasets, and the estimate of fields by compositing observations from several different instruments and sampling schemes. Technical issues are discussed, including the convergence of statistical estimates, the choice of representation of the correlations, the influential domain of an observation, and the efficiency of numerical computations.
Carter, E. F.↗
Surface Elevation Changes in West Antarctica from Satellite Altimetry: Mass Balance Implications
Time-series of surface elevation change, which are constructed from 7-years (1992-1999) of ERS-1 and 2 satellite radar altimeter data of Antarctica, show significant seasonal, inter-annual, and long-term changes. Elevation time-series are created from altimeter crossovers among 90-day data periods on a 50 km grid to 81.5 degrees S and fit with a multivariate linear/sinusoidal function to give the average rate of elevation change (dH/dt) and account for seasonal changes. On the major Ronne, Filchner, and Ronne ice shelves, the dH/dt are small or near zero. In contrast, the ice shelves of the Antarctic Peninsula and along the West Antarctic coast appear to be thinning significantly, with a 23 +/- 3 cm a(exp -1) surface elevation decrease on the Larsen ice shelf and a 65 +/- 4 cm a(exp -1) decrease on the Dotson ice shelf. Significant elevation decreases are obtained over most of the drainage basins of the Pine Island and Thwaites glaciers. Significant increases are obtained over most of the other grounded ice in Marie Byrd Land, the Antarctic Peninsula, and Coates Land. Over the sector from 85 degrees W to 115 degrees W, which includes the Pine Island and Thwaites basins, the average elevation is significantly decreasing by 8.1 cm a(exp -1). The corresponding ice thickness change is about -11 cm a(exp -1), with a corresponding mass loss of 82 Gt a(exp -1), and a 0.22 mm a(exp -1) contribution to global sea level rise. In terms of elevation change, the decrease in the Pine Island-Thwaites sector is largely balanced by the increase in the Marie Byrd Land, but only balanced by about 1/4 in terms of ice thickness change and contribution to sea level rise. The overall average elevation change for the grounded ice is + 1.2 cm a(exp -1). Using an average bedrock uplift of 2.5 cm a(exp -1), implies an average ice thickness decrease of 1.3 cm a(exp -1), a mass loss of 22 Gt a(exp -1), and a 0.06 mm a(exp -1) contribution to global sea level rise.
Zwally, H. Jay↗
Electrochemical Nutrient Recovery for the Food–Energy–Water Nexus at Municipal Wastewater Facilities: Multivariate Analyses of Seasonal Sampling and Reactor Performance
Digester-equipped municipal wastewater facilities generate recycle streams with high nutrient loads that increase energy consumption and can cause environmental pollution. The reduction of these loads through electrochemical nutrient recovery (ENR) could enhance the food–energy–water nexus by producing fertilizer (struvite). This study investigated the recovery process through a 1 year sampling of recycle streams and the implementation of nutrient recovery. Time series analyses showed that P (as orthophosphate) concentration was time-variant in digester effluent streams, while N (as ammonia) concentration was time-variant in only the aerobic system. Furthermore, these two nutrient concentrations did not correlate in any of the recycle streams. Subsequent multivariate screening analyses identified anode type, NH 4 + concentration, cathodic potential, P concentration, and temperature as most significant for ENR. Finally, the optimum conditions of cathodic potential, anode area-to-volume ratio, and temperature applied to a real recycle stream resulted in 95% P recovery with 0.03 kWh/kg P. This energy consumption is significantly lower than process energy for conventional P fertilizers (1.1 kWh/kg P) and chemical recovery processes at scale (1.7–12.9 kWh/kg P). Overall, this study recommended specific process controls for nutrient recovery, expanded the variables evaluated for ENR, and demonstrated the ability to significantly impact energy demand associated with P-based fertilizers.
36 MATERIALS SCIENCE↗
Multi-Scale Temporal Patterns in Stream Biogeochemistry Indicate Linked Permafrost and Ecological Dynamics of Boreal Catchments
Temporal patterns in stream chemistry provide integrated signals describing the hydrological and ecological state of whole catchments. However, stream chemistry integrates multi-scale signals of processes occurring in both the catchment and stream. Deconvoluting these signals could identify mechanisms of solute transport and transformation and provide a basis for monitoring ecosystem change. Here, we applied trend analysis, wavelet decomposition, multivariate autoregressive state-space modeling, and analysis of concentration-discharge relationships to assess temporal patterns in high-frequency (15 min) stream chemistry from permafrost-influenced boreal catchments in Interior Alaska at diel, storm, and seasonal time scales. We compared catchments that varied in spatial extent of permafrost to identify characteristic biogeochemical signals. Catchments with higher spatial extents of permafrost were characterized by increasing nitrate concentration through the thaw season, an abrupt increase in nitrate and fluorescent dissolved organic matter (fDOM) and declining conductivity in late summer, and flushing of nitrate and fDOM during summer rainstorms. In contrast, these patterns were absent, of lower magnitude, or reversed in catchments with lower permafrost extent. Solute dynamics revealed a positive influence of permafrost on fDOM export and the role of shallow, seasonally dynamic flowpaths in delivering solutes from high-permafrost catchments to streams. Lower spatial extent of permafrost resulted in static delivery of nitrate and limited transport of fDOM to streams. Shifts in concentration-discharge relationships and seasonal trends in stream chemistry toward less temporally dynamic patterns might therefore indicate reorganized catchment hydrology and biogeochemistry due to permafrost thaw.
54 ENVIRONMENTAL SCIENCES↗
On the Choice of Variable for Atmospheric Moisture Analysis
The implications of using different control variables for the analysis of moisture observations in a global atmospheric data assimilation system are investigated. A moisture analysis based on either mixing ratio or specific humidity is prone to large extrapolation errors, due to the high variability in space and time of these parameters and to the difficulties in modeling their error covariances. Using the logarithm of specific humidity does not alleviate these problems, and has the further disadvantage that very dry background estimates cannot be effectively corrected by observations. Relative humidity is a better choice from a statistical point of view, because this field is spatially and temporally more coherent and error statistics are therefore easier to obtain. If, however, the analysis is designed to preserve relative humidity in the absence of moisture observations, then the analyzed specific humidity field depends entirely on analyzed temperature changes. If the model has a cool bias in the stratosphere this will lead to an unstable accumulation of excess moisture there. A pseudo-relative humidity can be defined by scaling the mixing ratio by the background saturation mixing ratio. A univariate pseudo-relative humidity analysis will preserve the specific humidity field in the absence of moisture observations. A pseudorelative humidity analysis is shown to be equivalent to a mixing ratio analysis with flow-dependent covariances. In the presence of multivariate (temperature-moisture) observations it produces analyzed relative humidity values that are nearly identical to those produced by a relative humidity analysis. Based on a time series analysis of radiosonde observed-minus-background differences it appears to be more justifiable to neglect specific humidity-temperature correlations (in a univariate pseudo-relative humidity analysis) than to neglect relative humidity-temperature correlations (in a univariate relative humidity analysis). A pseudo-relative humidity analysis is easily implemented in an existing moisture analysis system, by simply scaling observed-minus background moisture residuals prior to solving the analysis equation, and rescaling the analyzed increments afterward.
Dee, Dick P.↗
Regional climate change predictions from the Goddard Institute for Space Studies high resolution GCM
A new diagnostic tool is developed for examining relationships between the synoptic scale circulation and regional temperature distributions in GCMs. The 4 x 5 deg GISS GCM is shown to produce accurate simulations of the variance in the synoptic scale sea level pressure distribution over the U.S. An analysis of the observational data set from the National Meteorological Center (NMC) also shows a strong relationship between the synoptic circulation and grid point temperatures. This relationship is demonstrated by deriving transfer functions between a time-series of circulation parameters and temperatures at individual grid points. The circulation parameters are derived using rotated principal components analysis, and the temperature transfer functions are based on multivariate polynomial regression models. The application of these transfer functions to the GCM circulation indicates that there is considerable spatial bias present in the GCM temperature distributions. The transfer functions are also used to indicate the possible changes in U.S. regional temperatures that could result from differences in synoptic scale circulation between a 1XCO2 and a 2xCO2 climate, using a doubled CO2 version of the same GISS GCM.
Crane, Robert G.↗
Visualization of the Oscillatory Dynamics of an Island Power System
In this work, we discuss the design of visualizations for understanding the complex oscillatory dynamics of an island power system with renewable generation sources after the loss of a large oil power plant. As more renewable generation sources are added to power systems, the oscillatory dynamics will change, which requires new visualization techniques to determine causes and strategies to avoid unwanted behaviors in the future. Our approach integrates geographic views, time-series plots, and novel oscillatory-trajectory curves, providing unique insights into the interdependent oscillatory behaviors of multiple state variables and generators over time. By enabling multi-node and multivariate comparisons over time, users can qualitatively determine drivers of oscillations and differences in generator dynamics, which is not possible with other commonly used visualization techniques.
inverters↗
Visualization of the Oscillatory Dynamics of an Island Power System: Preprint
In this work, we discuss the design of visualizations for understanding the complex oscillatory dynamics of an island power system with renewable generation sources after the loss of a large oil power plant. As more renewable generation sources are added to power systems, the oscillatory dynamics will change, which requires new visualization techniques to determine causes and strategies to avoid unwanted behaviors in the future. Our approach integrates geographic views, time-series plots, and novel oscillatory-trajectory curves, providing unique insights into the interdependent oscillatory behaviors of multiple state variables and generators over time. By enabling multi-node and multivariate comparisons over time, users can qualitatively determine drivers of oscillations and differences in generator dynamics, which is not possible with other commonly used visualization techniques.
inverters↗
Predictability and empirical dynamics of fisheries time series in the North Pacific
Previous studies have documented a strong relationship between marine ecosystems and large-scale modes of sea surface height (SSH) and sea surface temperature (SST) variability in the North Pacific such as the Pacific Decadal Oscillation and the North Pacific Gyre Oscillation. In the central and western North Pacific along the Kuroshio-Oyashio Extension (KOE), the expression of these modes in SSH and SST is linked to the propagation of long oceanic Rossby waves, which extend the predictability of the climate system to ~3 years. Using a multivariate physical-biological linear inverse model (LIM) we explore the extent to which this physical predictability leads to multi-year prediction of dominant fishery indicators inferred from three datasets (i.e., estimated biomasses, landings, and catches). We find that despite the strong autocorrelation in the fish indicators, the LIM adds dynamical forecast skill beyond persistence up to 5-6 years. By performing a sensitivity analysis of the LIM forecast model, we find that two main factors are essential for extending the dynamical predictability of the fishery indicators beyond persistence. The first is the interaction of the fishery indicators with the SST/SSH of the North and tropical Pacific. The second is the empirical relationship among the fisheries time series. This latter component reflects stock-stock interactions as well as common technological and human socioeconomic factors that may influence multiple fisheries and are captured in the training of the LIM. These results suggest that empirical dynamical models and machine learning algorithms, such as the LIM, provide an alternative and promising approach for forecasting key ecological indicators beyond the skill of persistence.
60 APPLIED LIFE SCIENCES↗
Anomaly Detection for Online Monitoring of Thermocouple Sensors in the Advanced Test Reactor
This study explores data-driven anomaly detection methods to analyze sensor fail- ures in the Advanced Gas Reactor (AGR) nuclear fuel irradiation experiments. Specifically, we examine failures of thermocouples (TCs), which are critical for mon- itoring and controlling in-reactor temperatures during operation. Failures were pri- marily observed during abrupt power transitions and manifested as sensor drop-outs, drifts, or unexplained behavior. We applied three time-series analysis techniques— rolling mean smoothing, matrix profile, and vector auto-regression (VAR)—to de- tect anomalies in TC data prior to failure events. The rolling mean method effec- tively highlighted deviations aligned with reported failures, while the matrix profile provided partial early warning but sometimes flagged normal fluctuations during power-down periods. VAR shows potential in capturing multivariate dependencies but requires further calibration. A rare case of TC drift was also documented, which did not result in failure, underscoring the challenge of building predictive models with sparse positive examples. Our findings demonstrate that traditional statistical tools can aid anomaly detection but have limited predictive power without richer training data. We propose future directions including synthetic data generation, real- time surrogate modeling, and multi-modal feature integration. This work provides a foundation for applying robust anomaly detection frameworks to mission-critical sensor systems in experimental settings.
11 - NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
Physics-Infused AI/ML Based Digital-Twin Framework for Flow-Induced-Vibration Damage Prediction in a Nuclear Reactor Heat Exchanger
This report summarizes some of the ongoing work related to the development of an expert-elicitation-digital-twin framework for real time damage state prediction in heat exchanger components of a nuclear reactor. The framework is targeted towards predicting damage associated with coupled low cycle fatigue (associated with regular heat-up, cool-down and power operation transients) and high cycle fatigue (associated with flow induced vibration transients). The overall framework will be based on a NoSQL based database, physics-infused-geometry-dependent virtual-sensor data, different AI/ML techniques-based data-driven-predictive-model applications (Apps) and real-time plant sensor measurements available through few existing sensors. Towards this overall goal, this report updates some of the ongoing work, such as on implementation of a NoSQL Database (such as MongoDB), FE based heat transfer analysis of a heat exchanger (e.g. of a PWR steam generator) for generating geometry-dependent virtual sensor data and evaluation of various AI/ML models such as based on multivariate linear regression, ensembled decision-tree based Random-Forest and Gradient-Boosting regression and high-dimensional-kernel-function-transformation based Support-Vector-Machine regression models. The AI/ML models were evaluated for predicting multi-time-series thermal states at thousands of 3D point-clouds
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Using Concurrent Cardiovascular Information to Augment Survival Time Data from Orthostatic Tilt Tests
Orthostatic Intolerance (OI) is the propensity to develop symptoms of fainting during upright standing. OI is associated with changes in heart rate, blood pressure and other measures of cardiac function. Problem: NASA astronauts have shown increased susceptibility to OI on return from space missions. Current methods for counteracting OI in astronauts include fluid loading and the use of compression garments. Multivariate trajectory spread is greater as OI increases. Pairwise comparisons at the same time within subjects allows incorporation of pass/fail outcomes. Path length, convex hull area, and covariance matrix determinant do well as statistics to summarize this spread Missing data problems Time series analysis need many more time points per OTT session treatment of trend? how incorporate survival information?
Feiveson, Alan H.↗
Preparing for the next pandemic via transfer learning from existing diseases with hierarchical multi-modal BERT: a study on COVID-19 outcome prediction
Abstract Developing prediction models for emerging infectious diseases from relatively small numbers of cases is a critical need for improving pandemic preparedness. Using COVID-19 as an exemplar, we propose a transfer learning methodology for developing predictive models from multi-modal electronic healthcare records by leveraging information from more prevalent diseases with shared clinical characteristics. Our novel hierarchical, multi-modal model ( $${\textsc {TransMED}}$$ T R A N S MED ) integrates baseline risk factors from the natural language processing of clinical notes at admission, time-series measurements of biomarkers obtained from laboratory tests, and discrete diagnostic, procedure and drug codes. We demonstrate the alignment of $${\textsc {TransMED}}$$ T R A N S MED ’s predictions with well-established clinical knowledge about COVID-19 through univariate and multivariate risk factor driven sub-cohort analysis. $${\textsc {TransMED}}$$ T R A N S MED ’s superior performance over state-of-the-art methods shows that leveraging patient data across modalities and transferring prior knowledge from similar disorders is critical for accurate prediction of patient outcomes, and this approach may serve as an important tool in the early response to future pandemics.
59 BASIC BIOLOGICAL SCIENCES↗
Nearest-Neighbor Machine Learning Feature Selection for Interpretation of Microbial Molecular Signatures from Isotope Ratio Mass Spectrometry Data
Mass spectrometry (MS) promises to be a powerful tool for potential biosignature detection during astrobiological missions on ocean worlds in our solar system. Accurate and generalizable machine learning methods could enhance science return on investment by predicting seawater chemistry and classifying isotopic biosignatures, either as a signature consistent with microbial life (biotic) or as a novelty (unclassified/unique). However, machine learning models are likely to be complex and involve interactions between MS features, making biosignatures difficult to interpret. Feature selection methods provide biological and chemical context that help interpret the mechanisms of machine learning models, but these methods also need the ability to detect complex interactions. Previously, we developed a machine learning feature selection algorithm called nearest-neighbor projected distance regression (NPDR) that has the ability to identify important model features that involve complex interactions and automatically reduce correlation and the dimensionality in a high-dimensional variable space. The standard distance metrics used in NPDR – Manhattan and Euclidean – assume the multivariate data are isotropic, which is often violated in real data due to differences in the covariance between variables. Thus, we extend NPDR to include a random forest distance, and other anisotropic distance metrics, for computing nearest neighbors. We also augment the isotope-ratio MS data with time-series features from the raw MS signal to improve biotic classification. We test NPDR on our novel experimental ocean world seawater analog MS data. We measure isotope fractionations of volatile CO 2 that could be measured in exospheres or plumes. Samples include baseline abiotic conditions using a range of possible seawater chemistry consistent with Europa and Enceladus, and biotic samples that include microbes in these seawaters. We use penalized NPDR with random forest proximity to identify interpretable microbial molecular signatures. We compare features with random forest importance, and we train a classifier that discriminates between biotic and abiotic samples with high accuracy. These ML-trained ocean-world analog MS data could be used to assist in identifying biosignatures during future missions.
geochemistry↗
Downscaled CMIP5 projections of physical fire risk understate historical trends
Reliable projections of wildfire risk are important for multi-sector impacts analysis. Statistically downscaled and bias-corrected Earth system model ensemble products are routinely used to analyze regional physical wildfire risk, but evaluations of historical observed trends and variability are lacking. Here, we evaluate physical fire risk over the western United States using the Canadian Forest Fire Weather Index (FWI) by comparing model outputs from the Coupled Model Intercomparison Project Phase 5 (CMIP5), statistically downscaled via the Multivariate Adaptive Constructed Analogs (MACA) approach, against the observational target dataset gridMET, a gridded high-resolution surface meteorological product. We analyze multidecadal trends and interannual variability in seasonal average FWI for the historical period and future projections under two emissions scenarios, and we compare MACA-CMIP5 ensemble results with a simple time series model that generates historical and future projections of seasonal FWI based on bootstrapping observed historical trends and variability. Our findings indicate that MACA-CMIP5 accurately captures the magnitude and spatial patterns of seasonally averaged FWI but tends to underestimate historical decadal trends. We show that future increases in fire risk may be underestimated relative to the simple time series model that projects historical variability into the future. We also highlight that model biases in relative humidity contribute significantly to model-data differences. Our results underscore the importance of historical hindcasting exercises for informing broader multi-sector applications.
FWI↗