Optimal model-free prediction from multivariate time series

© 2015 American Physical Society.Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation

Cumulus convection and the terrestrial water-vapor distribution

Cumulus convection plays a significant role in determining the structure of the terrestrial water vapor field. Cumulus convection acts directly on the moisture field by condensing and precipitating water vapor and by redistributing water vapor through cumulus induced eddy circulations. The mechanisms by which cumulus convection influences the terrestrial water vapor distribution is outlined. Calculations using a theory due to Kuo is used to illustrate the mechanisms by which cumulus convection works. Understanding of these processes greatly aids the ability of researchers to interpret the seasonal and spatial distribution of atmospheric water vapor by providing information on the nature of sources and sinks and the global circulation

Measurement of surface roughness slope

Instrument, consisting of isolator, differentiator, absolute value circuit, and integrator, uses output signal from surface texture analyzer profile-amplifier to calculate surface roughness slope. Calculations provide accurate, instantaneous value of the slope. Instrument is inexpensive and applicable to any commerical surface texture analyzer

A scheme for parameterizing cirrus cloud ice water content in general circulation models

Clouds strongly influence th earth's energy budget. They control th amount of solar radiative energy absorbed by the climate system, partitioning the energy between the atmosphere and the earth's surface. They also control the loss of energy to space by their effect on thermal emission. Cirrus and altostratus are the most frequent cloud types, having an annual average global coverage of 35 and 40 percent, respectively. Cirrus is composed almost entirely of ice crystals and the same is frequently true of the upper portions of altostratus since they are often formed by the thickening of cirrostratus and by the spreading of the middle or upper portions of thunderstorms. Thus, since ice clouds cover such a large portion of the earth's surface, they almost certainly have an important effect on climate. With this recognition, researchers developing climate models are seeking largely unavailable methods for specifying the conditions for ice cloud formation, and quantifying the spatial distribution of ice water content, IWC, a necessary step in deriving their radiative characteristics since radiative properties are apparently related to IWC. A method is developed for specifying IWC in climate models, based on theory and measurements in cirrus during FIRE and other experiments

The use of precession modulation for nutation control in spin-stabilized spacecraft

The relations which determine the nutation effects induced in a spinning spacecraft by periodic precession thrust pulses are derived analytically. By utilizing the idea that nutation need only be observed just before each precession thrust pulse, a difficult continuous-time derivation is replaced by a simple discrete-time derivation using z-transforms. The analytic results obtained are used to develop two types of modulated precession control laws which use the precession maneuver to concurrently control nutation. Results are illustrated by digital simulation of an actual spacecraft configuration

The floral and faunal succession of „Cueva del Toll", Spain

Sauter, Martinresearc

Quasiperiodic graphs: structural design, scaling and entropic properties

A novel class of graphs, here named quasiperiodic, are constructed via application of the Horizontal Visibility algorithm to the time series generated along the quasiperiodic route to chaos. We show how the hierarchy of mode-locked regions represented by the Farey tree is inherited by their associated graphs. We are able to establish, via Renormalization Group (RG) theory, the architecture of the quasiperiodic graphs produced by irrational winding numbers with pure periodic continued fraction. And finally, we demonstrate that the RG fixed-point degree distributions are recovered via optimization of a suitably defined graph entropy

Power-laws in recurrence networks from dynamical systems

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in classical mechanics. In this Letter, we demonstrate that recurrence networks obtained from various deterministic model systems as well as experimental data naturally display power-law degree distributions with scaling exponents $\gamma$ that can be derived exclusively from the systems' invariant densities. For one-dimensional maps, we show analytically that $\gamma$ is not related to the fractal dimension. For continuous systems, we find two distinct types of behaviour: power-laws with an exponent $\gamma$ depending on a suitable notion of local dimension, and such with fixed $\gamma=1$.Comment: 6 pages, 7 figure