BioTIME: A database of biodiversity time series for the Anthropocene.

MotivationThe BioTIME database contains raw data on species identities and abundances in ecological assemblages through time. These data enable users to calculate temporal trends in biodiversity within and amongst assemblages using a broad range of metrics. BioTIME is being developed as a community-led open-source database of biodiversity time series. Our goal is to accelerate and facilitate quantitative analysis of temporal patterns of biodiversity in the Anthropocene.Main types of variables includedThe database contains 8,777,413 species abundance records, from assemblages consistently sampled for a minimum of 2 years, which need not necessarily be consecutive. In addition, the database contains metadata relating to sampling methodology and contextual information about each record.Spatial location and grainBioTIME is a global database of 547,161 unique sampling locations spanning the marine, freshwater and terrestrial realms. Grain size varies across datasets from 0.0000000158 km2 (158 cm2) to 100 km2 (1,000,000,000,000 cm2).Time period and grainBioTIME records span from 1874 to 2016. The minimal temporal grain across all datasets in BioTIME is a year.Major taxa and level of measurementBioTIME includes data from 44,440 species across the plant and animal kingdoms, ranging from plants, plankton and terrestrial invertebrates to small and large vertebrates.Software format.csv and .SQL

Bayesian Unbiasing of the Gaia Space Mission Time Series Database

21 st century astrophysicists are confronted with the herculean task of distilling the maximum scientific return from extremely expensive and complex space- or ground-based instrumental projects. This paper concentrates in the mining of the time series catalog produced by the European Space Agency Gaia mission, launched in December 2013. We tackle in particular the problem of inferring the true distribution of the variability properties of Cepheid stars in the Milky Way satellite galaxy known as the Large Magellanic Cloud (LMC). Classical Cepheid stars are the first step in the so-called distance ladder: a series of techniques to measure cosmological distances and decipher the structure and evolution of our Universe. In this work we attempt to unbias the catalog by modelling the aliasing phenomenon that distorts the true distribution of periods. We have represented the problem by a 2-level generative Bayesian graphical model and used a Markov chain Monte Carlo (MCMC) algorithm for inference (classification and regression). Our results with synthetic data show that the system successfully removes systematic biases and is able to infer the true hyperparameters of the frequency and magnitude distributions

A Look at Data Revisions in the Quarterly National Accounts

The paper presents a real time database of economic time series for Ireland.

Using Empirical Recurrence Rates Ratio For Time Series Data Similarity

Several methods exist in classification literature to quantify the similarity between two time series data sets. Applications of these methods range from the traditional Euclidean type metric to the more advanced Dynamic Time Warping metric. Most of these adequately address structural similarity but fail in meeting goals outside it. For example, a tool that could be excellent to identify the seasonal similarity between two time series vectors might prove inadequate in the presence of outliers. In this paper, we have proposed a unifying measure for binary classification that performed well while embracing several aspects of dissimilarity. This statistic is gaining prominence in various fields, such as geology and finance, and is crucial in time series database formation and clustering studies

MTS Time Series: Market and Data Description for the European Bond and Repo Database

MTS Time Series: Market and Data Description for the European Bond and Repo Database Alfonso Dufour and Frank Skinner MTS Time Series is a new source of high frequency and daily data for European fixed income markets. For the first time academic researchers and market practitioners have available a wealth of trading data for a large number of European sovereign bond markets. The database includes data on daily cash and repo trading activity and comprehensive high frequency trade and quote data. This paper discusses specific aspects of the structure of the MTS markets and illustrates the characteristics of the database. In particular, the coverage and the structure of the database are provided.