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Utilização de análise de componentes principais em séries temporais; Use of principal component analysis in time series

Teixeira, Sérgio Coichev
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 12/04/2013 PT
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Um dos principais objetivos da análise de componentes principais consiste em reduzir o número de variáveis observadas em um conjunto de variáveis não correlacionadas, fornecendo ao pesquisador subsídios para entender a variabilidade e a estrutura de correlação dos dados observados com uma menor quantidade de variáveis não correlacionadas chamadas de componentes principais. A técnica é muito simples e amplamente utilizada em diversos estudos de diferentes áreas. Para construção, medimos a relação linear entre as variáveis observadas pela matriz de covariância ou pela matriz de correlação. Entretanto, as matrizes de covariância e de correlação podem deixar de capturar importante informações para dados correlacionados sequencialmente no tempo, autocorrelacionados, desperdiçando parte importante dos dados para interpretação das componentes. Neste trabalho, estudamos a técnica de análise de componentes principais que torna possível a interpretação ou análise da estrutura de autocorrelação dos dados observados. Para isso, exploramos a técnica de análise de componentes principais para o domínio da frequência que fornece para dados autocorrelacionados um resultado mais específico e detalhado do que a técnica de componentes principais clássica. Pelos métodos SSA (Singular Spectrum Analysis) e MSSA (Multichannel Singular Spectrum Analysis)...

Caracterização dos méis monoflorais de eucalipto e laranja do Estado de São Paulo pela análise polínica e físico-química; Characterization of monofloral eucalyptus honey and orange of the State of São Paulo by pollen analysis and physicochemical

Cano, Cristiane Bonaldi
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Tese de Doutorado Formato: application/pdf
Publicado em 05/04/2002 PT
Relevância na Pesquisa
45.8%
A caracterização dos méis monoflorais tomou-se uma tendência mundial. Sendo assim, este trabalho apresenta o desenvolvimento e otimização de metodologias para as análises de carboidratos por Cromatografia Líquida de Alta Eficiência (CLAE), para o tipo de montagem da lâmina para a realização do espectro polínico e para a determinação do conteúdo de umidade, com o intuito de caracterizar as amostras de méis monoflorais de eucalipto e laranja de algumas regiões do Estado de São Paulo. Na análise polínica foi empregado o método modificado de Iwama e Melhem (1979) para limpeza dos grãos de pólen, e para a montagem da lâmina foi realizado um estudo de comparação entre o método de Iwama e Melhem (1979) e o método proposto (Louveaux modificado, 1978), através de um teste de duas proporções. No conteúdo de umidade foi realizada a comparação de dois métodos oficiais (AOAC e EHC) através de um planejamento fatorial e um estudo da variabilidade empregando-se um planejamento hierárquico. Para a análise do conteúdo de carboidratos realizou-se a otimização das condições de análise por CLAE, empregando-se um planejamento de misturas e uma análise de regressão linear para curvas de calibração, um teste-t para estudo da recuperação e uma análise de variância (ANOVA) para comparar os conteúdos de carboidratos das duas floradas. Na análise polínica pode se observar que o método proposto (Louveaux modificado) era o mais adequado visto que este apresentava uma maior distribuição das famílias de menor freqüência. Com os espectro polínicos (pólen dominante) das amostras de méis coletadas pode-se classificar os méis como monoflorais de eucalipto e laranja. Através da análise do espectro polínico completo pode-se observar que os méis monoflorais de laranja possuem uma diversificação maior de famílias em relação aos méis monoflorais de eucalipto...

Um estudo de vazão em redes oportunistas; Throughput analysis in opportunistic networks

Maice d´Utra da Costa
Fonte: Biblioteca Digital da Unicamp Publicador: Biblioteca Digital da Unicamp
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 18/12/2009 PT
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A evidente subutilização dos recursos de freqüência tem incentivado discussões e trabalhos visando propor uma transformação no uso do espectro. O acesso oportunista ao espectro é uma proposta bastante atraente nessa busca pelo uso mais eficiente dos recursos de freqüência e propõe o compartilhamento do espectro por redes licenciadas e redes oportunistas. As redes oportunistas utilizam os recursos com restrição espaço-temporal, enquanto as redes licenciadas são protegidas de possíveis danos causados por interferência. Este trabalho considera uma rede sem fio dotada de características cognitivas para a detecção de oportunidades de transmissão em um canal compartilhado com uma rede licenciada. São apresentados um estudo sobre o sensoriamento do espectro em ambientes com desvanecimento e um estudo de vazão nessa rede, determinando as probabilidades de colisão de pacotes e adotando um modelo de captura. Os resultados são validados por simulação de eventos discretos; The apparent underutilization of frequency resources has encouraged several research works on innovative spectrum usage schemes. The opportunistic spectrum access is an attractive proposal aiming at an efficient use of frequency resources by spectrum sharing among licensed and unlicensed networks. The unlicensed opportunistic networks use the spectrum with geographical and temporal constraints...

Can multiscale traffic analysis be used to differentiate Internet applications

Rocha, E.; Salvador, P.; Nogueira, A.
Fonte: Springer Verlag Publicador: Springer Verlag
Tipo: Artigo de Revista Científica
ENG
Relevância na Pesquisa
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An accurate mapping of Internet traffic to applications can be important for a broad range of network management and measurement tasks, including traffic engineering, service differentiation, performance/failure monitoring and security. Traditional mapping approaches have become increasingly inaccurate because many applications use nondefault or ephemeral port numbers, use well-known port numbers associated with other applications, change application signatures or use traffic encryption. In this paper we will demonstrate that multiscale traffic analysis based on multi-order wavelet spectrum can be used as a discriminator of Internet applications traffic profiles. By performing clustering analysis over the multiscale wavelet spectrum coefficients that are inferred from the measured traffic, the proposed methodology is able to efficiently differentiate different IP applications without using any payload information. This characteristic will allow the differentiation of traffic flows in unencrypted and encrypted scenarios. In order to compare the differentiating potential of different traffic application data, upload, download and joint upload and download flow statistics are considered to evaluate the identification approach for each selected protocol. Moreover...

Singular spectrum analysis for an automated solvent artifact removal and baseline correction of 1D NMR spectra

De Sanctis, S.; Malloni, W.M.; Kremer, W.; Tomé, A.M.; Lang, E.W.; Neidig, K.-P.; Kalbitzer, H.R.
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
ENG
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NMR spectroscopy in biology and medicine is generally performed in aqueous solutions, thus in 1H NMR spectroscopy, the dominant signal often stems from the partly suppressed solvent and can be many orders of magnitude larger than the resonances of interest. Strong solvent signals lead to a disappearance of weak resonances of interest close to the solvent artifact and to base plane variations all over the spectrum. The AUREMOL-SSA/ALS approach for automated solvent artifact removal and baseline correction has been originally developed for multi-dimensional NMR spectroscopy. Here, we describe the necessary adaptations for an automated application to one-dimensional NMR spectra. Its core algorithm is still based on singular spectrum analysis (SSA) applied on time domain signals (FIDs) and it is still combined with an automated baseline correction (ALS) in the frequency domain. However, both steps (SSA and ALS) have been modified in order to achieve optimal results when dealing with one-dimensional spectra. The performance of the method has been tested on one-dimensional synthetic and experimental spectra including the back-calculated spectrum of HPr protein and an experimental spectrum of a human urine sample. The latter has been recorded with the typically used NOESY-type 1D pulse sequence including water pre-saturation. Furthermore...

Terahertz bandwidth RF spectrum analysis of femtosecond pulses using a chalcogenide chip

Pelusi, Mark; Vo, T D; Luan, F; Madden, Steve; Choi, Duk-Yong; Bulla, Douglas; Luther-Davies, Barry; Eggleton, Benjamin J
Fonte: http://www.osa.org/ Publicador: http://www.osa.org/
Tipo: Journal article; Published Version; Optical Society of America Formato: 9 pages
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We report the first demonstration of the use of an RF spectrum analyser with multi-terahertz bandwidth to measure the properties of femtosecond optical pulses. A low distortion and broad measurement bandwidth of 2.78 THz (nearly two orders of magnitude greater than conventional opto-electronic analyzers) was achieved by using a 6 cm long As2S3 chalcogenide waveguide designed for high Kerr nonlinearity and near zero dispersion. Measurements of pulses as short as 260 fs produced from a soliton-effect compressor reveal features not evident from the pulse’s optical spectrum. We also applied an inverse Fourier transform numerically to the captured data to re-construct a time-domain waveform that resembled pulse measurement obtained from intensity autocorrelation.

The determination of the dynamic response of a small swept wing jet fighter to atmospheric turbulence using the power spectrum method of analysis

Norton, Paul Sheridan
Fonte: Monterey, California. U.S. Naval Postgraduate School Publicador: Monterey, California. U.S. Naval Postgraduate School
Tipo: Tese de Doutorado Formato: 96 p.: ill.
EN_US
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Approved for public release; distribution is unlimited; The power spectral techniques of generalized harmonic analysis were applied to determine the phase and amplitude of the transfer function between the vertical component of turbulence and the resultant pitch rate of a small swept wing jet fighter. The power spectrum analysis was based on actual flight test data. In addition the amplitude and phase of the aircraft's transfer function are determined theoretically by two different methods and compared with the results of the power spectrum analysis. It was established that the power spectrum method, as applied to random turbulence, can be used to determine an aircraft's response to this random input on a ocntinuous basis and that power spectrum techniques have considerable potential value in the study of aircraft gust loading; http://www.archive.org/details/determinationofd00nort; Lieutenant, United States Navy

Spectrum receiver and signal selection unit designs for the Naval Postgraduate School SATCOM signal analyzer

Ohlson, John Everett; Davidson, William E.
Fonte: Monterey, California. Naval Postgraduate School Publicador: Monterey, California. Naval Postgraduate School
Tipo: Relatório Formato: 79 p. : ill. ; 28 cm.
EN_US
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The design and construction of a Signal Selection Unit and four Spectrum Receivers for use in the Naval Postgraduate School's SATCOM Signal Analyzer are presented. The purpose of the SATCOM Signal Analyzer is to provide high-speed spectrum analysis and characterization of the outputs of UHF communication satellite transponders in orbit. It is constructed around a PDP-11/34 minicomputer which provides the necessary control for most of the equipment of the system. Extremely accurate frequency measurement is provided by the frequency receivers and signals for multi-channel spectrum analyses are provided by the Spectrum Receivers. The Signal Selection Unit routes signals to the Spectrum, AM/FM, and Frequency Receivers. This report documents the design and development of the Spectrum Receivers and the Signal Selection Unit.; Prepared for: Naval Electronic Systems Command, PME-106-1, Washington, D.C. 20360.; http://archive.org/details/spectrumreceiver00ohls

Process Analysis and Performance Assessment for Sheet Forming Processes

Yuan, Hui
Fonte: Quens University Publicador: Quens University
Tipo: Tese de Doutorado
EN; EN
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55.71%
Process monitoring and controller performance assessment are essential tools for ensuring that manufacturing processes operate safely, predictably, meet quality targets and operate profitably. Efficient techniques for process analysis and controller assessment facilitates are important for identifying areas for process and control improvement. Sheet- and film-forming processes pose special challenges for these techniques, because they often have periods of non-steady-state operation, and can exhibit both spatial and temporal variations. Existing process evaluation and analysis methodologies are oriented primarily for processes under steady operation, and focus on temporal variations. New tools are proposed to address limitations on the application of minimum-variance-based controller performance assessment to metal rolling processes. Extensions are proposed which address: 1) non-constant deadtime that arises from changes in rolling speed during startup, steady operation and wind down in the rolling process; 2) constraints on control actions; and 3) different sampling intervals for the manipulated variable input and the process output. The efficacy of the proposed extensions are demonstrated using an aluminum rolling mill and simulation examples. Singular Spectrum Analysis (SSA) is a promising technique for analyzing time series that decomposes data into a number of interpretable frequency components. New filtering and spectral interpretations of SSA are proposed in this work...

A wave parameters and directional spectrum analysis for extreme winds

Montoya R.D.; Arias A.O.; Royero J.C.O.; Ocampo-Torres F.J.
Fonte: Universidade de Medellín Publicador: Universidade de Medellín
Tipo: Article; info:eu-repo/semantics/article
ENG
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In this research a comparison between two of the most popular ocean wave models, WAVEWATCH III™ and SWAN, was performed using data from hurricane Katrina in the Gulf of Mexico. The numerical simulation of sea surface directional wave spectrum and other wave parameters for several parameter-izations and its relation with the drag coefficient was carried out. The simulated data were compared with in-situ NOAA buoy data. For most of the buoys, WAVEWATCH III™ presented the best statistical comparisons for the main wave parameters, such as significant wave height and peak period. The SWAN model tends to overestimate the maximum values for significant wave height for some buoys and the peak period for almost all the buoys. Both models tend to overestimate the value of peak direction, presenting an area of greater energy to the south. The WAVEWATCH III™ model performs best for buoys located in right forward quadrant, which generally has higher winds and waves. This indicates a better spatial representation of wave parameters in the higher energy areas for the WAVEWATCH III™ model. Results based on the quadrant location for most of the analyzed cases, are in agreement with the results from other sources such as the Scanning Radar Altimeter (SRA). © 2013 Elsevier Ltd. All rights reserved.

Spectrum analysis for the Vlasov-Poisson-Boltzmann system

Li, Hailiang; Yang, Tong; Zhong, Mingying
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 14/02/2014
Relevância na Pesquisa
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By identifying a norm capturing the effect of the forcing governed by the Poisson equation, we give a detailed spectrum analysis on the linearized Vlasov-Poisson-Boltzmann system around a global Maxwellian. It is shown that the electric field governed by the self-consistent Poisson equation plays a key role in the analysis so that the spectrum structure is genuinely different from the well-known one of the Boltzmann equation. Based on this, we give the optimal time decay rates of solutions to the equilibrium.

Filter characteristics in image decomposition with singular spectrum analysis

Kume, Kenji; Nose-Togawa, Naoko
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 07/05/2015
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55.74%
Singular spectrum analysis is developed as a nonparametric spectral decomposition of a time series. It can be easily extended to the decomposition of multidimensional lattice-like data through the filtering interpretation. In this viewpoint, the singular spectrum analysis can be understood as the adaptive and optimal generation of the filters and their two-step point-symmetric operation to the original data. In this paper, we point out that, when applied to the multidimensional data, the adaptively generated filters exhibit symmetry properties resulting from the bisymmetric nature of the lag-covariance matrices. The eigenvectors of the lag-covariance matrix are either symmetric or antisymmetric, and for the 2D image data, these lead to the differential-type filters with even- or odd-order derivatives. The dominant filter is a smoothing filter, reflecting the dominance of low-frequency components of the photo images. The others are the edge-enhancement or the noise filters corresponding to the band-pass or the high-pass filters. The implication of the decomposition to the image denoising is briefly discussed.

The 2dF Galaxy Redshift Survey: Power-spectrum analysis of the final dataset and cosmological implications

Cole, S.; Percival, W. J.; Peacock, J. A.; Norberg, P.; Baugh, C. M.; Frenk, C. S.; Baldry, I.; Bland-Hawthorn, J.; Bridges, T.; Cannon, R.; Colless, M.; Collins, C.; Couch, W.; Cross, N. J. G.; Dalton, G.; Eke, V. R.; De Propris, R.; Driver, S. P.; Efsta
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Relevância na Pesquisa
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We present a power spectrum analysis of the final 2dF Galaxy Redshift Survey, employing a direct Fourier method. The sample used comprises 221,414 galaxies with measured redshifts. We investigate in detail the modelling of the sample selection. A new angular mask is derived, based on revisions to the photometric calibration. The redshift selection function is determined by dividing the survey according to rest-frame colour, and deducing a self-consistent treatment of k-corrections and evolution for each population. The covariance matrix for the power-spectrum estimates is determined using two different approaches to the construction of mock surveys which are used to demonstrate that the input cosmological model can be correctly recovered. We are confident that the 2dFGRS power spectrum can be used to infer the matter content of the universe. On large scales, our estimated power spectrum shows evidence for the `baryon oscillations' that are predicted in CDM models. Fitting to a CDM model, assuming a primordial $n_{s}=1$ spectrum, $h=0.72$ and negligible neutrino mass, the preferred parameters are $\Omega_{M} h = 0.168 \pm 0.016$ and a baryon fraction $\Omega_{b} /\Omega_{M} = 0.185\pm0.046$ (1$\sigma$ errors). The value of $\Omega_{M} h$ is $1\sigma$ lower than the $0.20 \pm 0.03$ in our 2001 analysis of the partially complete 2dFGRS. This shift is largely due to the signal from the newly-sampled regions of space...

Application of Bryan's algorithm to the mobility spectrum analysis of semiconductor devices

Chrastina, D.; Hague, J. P.; Leadley, D. R.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 21/08/2003
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A powerful method for mobility spectrum analysis is presented, based on Bryan's maximum entropy algorithm. The Bayesian analysis central to Bryan's algorithm ensures that we avoid overfitting of data, resulting in a physically reasonable solution. The algorithm is fast, and allows the analysis of large quantities of data, removing the bias of data selection inherent in all previous techniques. Existing mobility spectrum analysis systems are reviewed, and the performance of the Bryan's Algorithm Mobility Spectrum (BAMS) approach is demonstrated using synthetic data sets. Analysis of experimental data is briefly discussed. We find that BAMS performs well compared to existing mobility spectrum methods.; Comment: 9 pages, 4 figures. Submitted to Journal of Applied Physics

Power-spectrum analysis of Super-Kamiokande solar neutrino data, taking into account asymmetry in the error estimates

Sturrock, P. A.; Scargle, J. D.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Relevância na Pesquisa
45.81%
The purpose of this article is to carry out a power-spectrum analysis (based on likelihood methods) of the Super-Kamiokande 5-day dataset that takes account of the asymmetry in the error estimates. Whereas the likelihood analysis involves a linear optimization procedure for symmetrical error estimates, it involves a nonlinear optimization procedure for asymmetrical error estimates. We find that for most frequencies there is little difference between the power spectra derived from analyses of symmetrized error estimates and from asymmetrical error estimates. However, this proves not to be the case for the principal peak in the power spectra, which is found at 9.43 yr-1. A likelihood analysis which allows for a "floating offset" and takes account of the start time and end time of each bin and of the flux estimate and the symmetrized error estimate leads to a power of 11.24 for this peak. A Monte Carlo analysis shows that there is a chance of only 1% of finding a peak this big or bigger in the frequency band 1 - 36 yr-1 (the widest band that avoids artificial peaks). On the other hand, an analysis that takes account of the error asymmetry leads to a peak with power 13.24 at that frequency. A Monte Carlo analysis shows that there is a chance of only 0.1% of finding a peak this big or bigger in that frequency band 1 - 36 yr-1. From this perspective...

Optimal Weighting Scheme in Redshift-space Power Spectrum Analysis and a Prospect for Measuring the Cosmic Equation of State

Yamamoto, Kazuhiro
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Relevância na Pesquisa
45.82%
We develop a useful formula for power spectrum analysis for high and intermediate redshift galaxy samples, as an extension of the work by Feldman, Kaiser & Peacock (1994). An optimal weight factor, which minimizes the errors of the power spectrum estimator, is obtained so that the light-cone effect and redshift-space distortions are incorporated. Using this formula, we assess the feasibility of the power spectrum analysis with the luminous red galaxy (LRG) sample in the Sloan Digital Sky Survey as a probe of the equation of state of the dark energy. Fisher matrix analysis shows that the LRG sample can be sensitive to the equation of state around redshift z=0.13. It is also demonstrated that the LRG sample can constrain the equation of state with (1-sigma) error of 10% level, if other fundamental cosmological parameters are well determined independently. For the useful constraint, we point out the importance of modeling the bias taking the luminosity dependence into account. We also discuss the optimized strategy to constrain the equation of state using power spectrum analysis. For a sample with fixed total number of objects, it is most advantageous to have the sample with the mean number density $10^{-4} h^3{\rm Mpc}^{-3}$ in the range of the redshift $0.4 \simlt z\simlt 1$.; Comment: 27 pages...

Spectrum analysis and optimal decay rates of the bipolar Vlasov-Poisson-Boltzmann equations

Li, Hai-Liang; Yang, Tong; Zhong, Mingying
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 20/11/2014
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55.66%
In the present paper, we consider the initial value problem for the bipolar Vlasov-Poisson-Boltzmann (bVPB) system and its corresponding modified Vlasov-Poisson-Boltzmann (mVPB). We give the spectrum analysis on the linearized bVPB and mVPB systems around their equilibrium state and show the optimal convergence rate of global solutions. It was showed that the electric field decays exponentially and the distribution function tends to the absolute Maxwellian at the optimal convergence rate $(1+t)^{-3/4}$ for the bVPB system, yet both the electric field and the distribution function converge to equilibrium state at the optimal rate $(1+t)^{-3/4}$ for the mVPB system.; Comment: arXiv admin note: text overlap with arXiv:1410.3356

Short time spectrum analysis-synthesis of speech

Vujcic, Dusan
Fonte: Rochester Instituto de Tecnologia Publicador: Rochester Instituto de Tecnologia
Tipo: Tese de Doutorado
EN_US
Relevância na Pesquisa
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This thesis presents an extensive study of the short time spectrum analysis-synthesis of speech. This type of speech processing attempts to synthesize speech without the short time Fourier transform phase information. Several existing analysis-synthesis methods are presented. In addition, five other methods are attempted experimentally. The results of these experiments are explained, identifying some very important properties of the short time spectrum analysis-synthesis. One of the methods was shown to synthesize a high fidelity speech. Finally, a comparison is made between this method and other known methods which are based on short time Fourier transform approach.

Two-stage spatial-filtering for diffraction pattern-analysis

Blodgett, Jerry; Easton, Roger
Fonte: Optical Society of America Publicador: Optical Society of America
Tipo: Artigo de Revista Científica Formato: 69352 bytes; application/pdf
EN_US
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The use of optical power spectrum analysis for feature detection and classification is often restricted by the superposition of the aperture spectrum. A spatial frequency filtering technique using a circular aperture and filters has been previously proposed to separate the object and aperture spectra. An adaptation of this technique using square apertures and an opaque cross spatial filter offers improved performance for some applications. Numerical calculations and experimental results are given comparing the two techniques.

Electricity consumption forecasting using singular spectrum analysis

Lima de Menezes,Moisés; Castro Souza,Reinaldo; Moreira Pessanha,José Francisco
Fonte: DYNA Publicador: DYNA
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/04/2015 EN
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Singular Spectrum Analysis (SSA) is a non-parametric technique that allows the decomposition of a time series into signal and noise. Thus, it is a useful technique to trend extraction, smooth and filter a time series. The effect on performance of both Box and Jenkins' and Holt-Winters models when applied to the time series filtered by SSA is investigated in this paper. Three different methodologies are evaluated in the SSA approach: Principal Component Analysis (PCA), Cluster Analysis and Graphical Analysis of Singular Vectors. In order to illustrate and compare the methodologies, in this paper, we also present the main results of a computational experiment with the monthly residential consumption of electricity in Brazil.