Forecasting high waters at Venice Lagoon using chaotic time series analisys and nonlinear neural netwoks

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' from Venice Lagoon during the years 1980-1994. The first method is based on the reconstruction of the state space attractor using time delay embedding vectors and on the characterisation of invariant properties which define its dynamics. The results suggest the existence of a low dimensional chaotic attractor with a Lyapunov dimension, DL, of around 6.6 and a predictability between 8 and 13 hours ahead. Furthermore, once the attractor has been reconstructed it is possible to make predictions by mapping local-neighbourhood to local-neighbourhood in the reconstructed phase space. To compare the prediction results with another nonlinear method, two nonlinear autoregressive models (NAR) based on multilayer feedforward neural networks have been developed. From the study, it can be observed that nonlinear forecasting produces adequate results for the 'normal' dynamic behaviour of the water level of Venice Lagoon, outperforming linear algorithms, however, both methods fail to forecast the 'high water' phenomenon more than 2-3 hours ahead.Publicad

VI Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts

The VI Workshop on Computational Data Analysis and Numerical Methods (WCDANM) is going to be held on June 27-29, 2019, in the Department of Mathematics of the University of Beira Interior (UBI), Covilhã, Portugal and it is a unique opportunity to disseminate scientific research related to the areas of Mathematics in general, with particular relevance to the areas of Computational Data Analysis and Numerical Methods in theoretical and/or practical field, using new techniques, giving especial emphasis to applications in Medicine, Biology, Biotechnology, Engineering, Industry, Environmental Sciences, Finance, Insurance, Management and Administration. The meeting will provide a forum for discussion and debate of ideas with interest to the scientific community in general. With this meeting new scientific collaborations among colleagues, namely new collaborations in Masters and PhD projects are expected. The event is open to the entire scientific community (with or without communication/poster)

Impact of time-variant turbulence behavior on prediction for adaptive optics systems

For high contrast imaging systems, the time delay is one of the major limiting factors for the performance of the extreme adaptive optics (AO) sub-system and, in turn, the final contrast. The time delay is due to the finite time needed to measure the incoming disturbance and then apply the correction. By predicting the behavior of the atmospheric disturbance over the time delay we can in principle achieve a better AO performance. Atmospheric turbulence parameters which determine the wavefront phase fluctuations have time-varying behavior. We present a stochastic model for wind speed and model time-variant atmospheric turbulence effects using varying wind speed. We test a low-order, data-driven predictor, the linear minimum mean square error predictor, for a near-infrared AO system under varying conditions. Our results show varying wind can have a significant impact on the performance of wavefront prediction, preventing it from reaching optimal performance. The impact depends on the strength of the wind fluctuations with the greatest loss in expected performance being for high wind speeds.Comment: 10 pages, 8 figures; Accepted to JOSA A March 201

Extrapolation of Stationary Random Fields

We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we set out basics of the kriging extrapolation techniques. For (non--Gaussian) stable fields, which are known to be heavy tailed, we describe further extrapolation methods and discuss their properties. Two of them can be seen as direct generalizations of kriging.Comment: 52 pages, 25 figures. This is a review article, though Section 4 of the article contains new results on the weak consistency of the extrapolation methods as well as new extrapolation methods for $\alpha$-stable fields with $0<\alpha\leq 1

Investigation of over-fitting and optimism in prognostic models

This work seeks to develop a high quality prognostic model for the CARE-HF data; see (Richardson et al. 2007). The CARE-HF trial was a major study into the effects of cardiac resynchronization. Cardiac resynchronization has been shown to reduce mortality in patients suffering heart failure due to electrical problems in the heart. The prognostic model presented in this work was motivated by the question as to which patient characteristics may modify the effect of cardiac resynchronization. This is a question of great importance to clinicians. Efforts are made to produce a high quality prognostic model in part through the application of methods to reduce the risk of over-fitting. One method discussed in this work is the strategy proposed by Frank Harrell Jr. The various aspects of Harrell’s approach are discussed. An attempt is made to extend Harrell’s strategy to frailty models. Key issues such as missing data and imputation, specification of the functional form of the model, and validation are examined in relation to the prognostic model for the CARE-HF data. Material is presented covering survival analysis, maximum likelihood methods, model selection criteria (AIC, BIC), specification of functional form (cubic splines and fractional polynomials) and validation methods (cross-validation, bootstrap methods). The concepts of over-fitting and optimism are examined. The author concludes that whilst Harrell’s strategy is valuable it is still quite possible to produce models that are over-fitted. MDL (Minimum Description Length) is suggested as potentially useful methods by which statistical models can be obtained that have an in built resistance to over-fitting. The author also recommends that concepts such as over-fitting, optimism and model validation are introduced earlier in more elementary courses on statistical modelling