Generating time series reference models based on event analysis

Creating a reference model that represents a given set of time series is a relevant problem as it can be applied to a wide range of tasks like diagnosis, decision support, fraud detection, etc. In some domains, like seismography or medicine, the relevant information contained in the time series is concentrated in short periods of time called events. In this paper, we propose a technique for generating time series reference models based on the analysis of the events they contain. The proposed technique has been applied to time series from two medical domains: Electroencephalography, a neurological procedure to record the electrical activity produced by the brain and Stabilometry, a branch of medicine studying balance-related functions in human beings

Two Different Approaches of Feature Extraction for Classifying the EEG Signals

The electroencephalograph (EEG) signal is one of the most widely used signals in the biomedicine field due to its rich information about human tasks. This research study describes a new approach based on i) build reference models from a set of time series, based on the analysis of the events that they contain, is suitable for domains where the relevant information is concentrated in specific regions of the time series, known as events. In order to deal with events, each event is characterized by a set of attributes. ii) Discrete wavelet transform to the EEG data in order to extract temporal information in the form of changes in the frequency domain over time- that is they are able to extract non-stationary signals embedded in the noisy background of the human brain. The performance of the model was evaluated in terms of training performance and classification accuracies and the results confirmed that the proposed scheme has potential in classifying the EEG signals

Modelling Stabilometric Time Series

Stabilometry is a branch of medicine that studies balance-related human functions. Stabilometric systems generate time series. The analysis of these time series using data mining techniques can be very useful for domain experts. In the field of stabilometry, as in many other domains, the key nuggets of information in a time series are concentrated within definite time periods known as events. In this paper, we propose a technique for creating reference models for stabilometric time series based on event analysis. After testing the technique on time series recorded by top-competition sportspeople, we conclude that stabilometric models can be used to classify individuals by their balance-related abilitie

Universal diagrams for te waves guided by thin films bounded by saturable nonlinear media

It is shown that universal V-b diagrams provide a powerful tool when analyzing the stationary waveguiding properties of the TE waves guided by a thin film bounded by a saturable nonlinear substrate or cladding. For a wide class of nonlinearities, the allowed and forbidden regions of these diagrams, for a stationary guided propagation to occur, display a universal pattern, the marginal loci separating different allowed regions from the forbidden ones being simple functions of only the asymmetry measure of the waveguide and the saturation value of the nonlinear permittivity. Relevant information for device design purposes is summarized on a few diagrams, so general waveguiding properties can be immediately read-off from them, and threshold power-independent values of the normalized thickness of the waveguide for a particular kind of guided wave to be allowed are obtained. Qualitative information concerning both the guided power and the stability of guided waves is also included in the diagrams.Peer ReviewedPostprint (published version

Similarity rules for nonlinear Kerr-like slab optical waveguides

It is shown that the stationary waveguiding properties of TE guided waves in a slab optical waveguide with a nonlinear Kerr-like bounding medium can be described in a compact way by means of the usual normalized effective modal index (b) and a set of only four independent normalized parameters: the well-known normalized thickness (V) and asymmetry measure (a) of the waveguide, the generalized aspect ratio between film and substrate refractive indexes, and a guided power measure. From an analysis starting on Buckingham's II-theorem, the similarity rules existing between the above waveguiding structures have been investigated. Allowed and forbidden regions in (b,V,a)-space in order that a guided solution exists have been recognized and classified, with the marginal loci separating different regions being a function of only V and a.Peer ReviewedPostprint (published version

Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach

We discuss how to test whether the distribution of regression errors belongs to a parametric family of continuous distribution functions, making no parametric assumption about the conditional mean or the conditional variance in the regression model. We propose using test statistics that are based on a martingale transform of the estimated empirical process. We prove that these statistics are asymptotically distribution-free, and two Monte Carlo experiments show that they work reasonably well in practice.Specification Tests; Nonparametric Regression; Empirical Processes.