Data-driven pattern identification and outlier detection in time series

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary matrix. By recasting the time series as a matrix it becomes possible to use SVD to highlight the underlying patterns and periodicities. This is done without the need for specifying user-defined parameters. From a data mining perspective, this opens up new ways of analyzing time series in a data-driven, bottom-up fashion. However, in order to get correct results, it is important to understand how the SVD-spectrum of a time series is influenced by various characteristics of the underlying signal and noise. In this paper, we have extended the work in earlier papers by initiating a more systematic analysis of these effects. We then illustrate our findings on some real-life data

Constructing compact Takagi-Sugeno rule systems: Identification of complex interactions in epidemiological data

In the identification of non-linear interactions between variables, the Takagi-Sugeno (TS) fuzzy rule system as a widely used data mining technique suffers from the limitations that the number of rules increases dramatically when applied to high dimensional data sets (the curse of dimensionality). However, few robust methods are available to tackle this issue, and this results in limited applicability in fields such as epidemiology or bioinformatics where the interaction of many variables must be considered. In this study, we develop a new parsimonious TS rule system. We propose three statistics: R, L, and ω-values, to rank the importance of each TS rule, and a forward selection procedure to construct a final model. We use our method to predict how key components of childhood deprivation combine to influence educational achievement outcome. We show that a parsimonious TS model can be constructed, based on a small subset of rules, that provides an accurate description of the relationship between deprivation indices and educational outcomes. The selected rules shed light on the synergistic relationships between the variables, and reveal that the effect of targeting specific domains of deprivation is crucially dependent on the state of the other domains. Policy decisions need to incorporate these interactions, and deprivation indices should not be considered in isolation. The TS rule system provides a basis for such decision making, and has wide applicability for the identification of non-linear interactions in complex biomedical data

Application of Singular Spectrum Analysis for Investigating Chaos in Sea Surface Temperature

The goal of this study is to explore the chaotic behavior of sea surface temperature (SST) in the Indian Ocean and in the equatorial Pacific Ocean. The SST time series is analyzed for Bay of Bengal, Arabian Sea and South Indian Ocean as well as for two extreme phenomena: El Niño and Indian Ocean Dipole (IOD). The analysis is based on Singular spectrum analysis, and singular value decomposition (SVD). Our analysis reveals that the dynamics of SST is chaotic in varying degrees in all the studied cases, since Lyapunov exponent, an indicator of chaoticity, is positive in each case. To study the degree of predictability of these SST series, we search for embedded periodic component(s) using two different approaches: Orthogonal functions extracted from the Singular spectrum analysis and Periodicity spectrum analysis based on SVD. Both the methods reveal presence of a strong periodic component(s) for the SST signals in the Arabian Sea, Bay of Bengal and South Indian Ocean, whereas no periodicity is found for El Niño and IOD. Therefore, it can be concluded that the dynamics of SST is more complex in the El Niño and IOD region compared to Bay of Bengal, Arabian Sea and South Indian Ocean; hence it is much more difficult to predict El Niño and IOD

Extraction of fetal electrocardiogram using H∞ adaptive algorithms

10.1007/s11517-007-0235-5Medical and Biological Engineering and Computing4510927-937MBEC

Multichannel ECG and Noise Modeling: Application to Maternal and Fetal ECG Signals

A three-dimensional dynamic model of the electrical activity of the heart is presented. The model is based on the single dipole model of the heart and is later related to the body surface potentials through a linear model which accounts for the temporal movements and rotations of the cardiac dipole, together with a realistic ECG noise model. The proposed model is also generalized to maternal and fetal ECG mixtures recorded from the abdomen of pregnant women in single and multiple pregnancies. The applicability of the model for the evaluation of signal processing algorithms is illustrated using independent component analysis. Considering the difficulties and limitations of recording long-term ECG data, especially from pregnant women, the model described in this paper may serve as an effective means of simulation and analysis of a wide range of ECGs, including adults and fetuses.Iranian-French Scientific Cooperation ProgramIran Telecommunication Research CenterNational Institute of Biomedical Imaging and Bioengineering (U.S.) (Grant no. R01 EB001659