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singular-spectrum-analysis
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Fuzzy descriptor systems and spectral analysis for chaotic time series prediction
, Article Neural Computing and Applications ; Volume 18, Issue 8 , 2009 , Pages 991-1004 ; 09410643 (ISSN) ; Lucas, C ; Shafiee, M ; Nadjar Araabi, B ; Kamaliha, E ; Sharif University of Technology
2009
Abstract
Predicting future behavior of chaotic time series and systems is a challenging area in the literature of nonlinear systems. The prediction accuracy of chaotic time series is extremely dependent on the model and the learning algorithm. In addition, the generalization property of the proposed models trained by limited observations is of great importance. In the past two decades, singular or descriptor systems and related fuzzy descriptor models have been the subjects of interest due to their many practical applications in modeling complex phenomena. In this study fuzzy descriptor models, as a more recent neurofuzzy realization of locally linear descriptor systems, which have led to the...
An improved algorithm for heart Rate tracking during physical exercise using simultaneous wrist-type photoplethysmographic (PPG) and acceleration signals
, Article 2016 23rd Iranian Conference on Biomedical Engineering and 2016 1st International Iranian Conference on Biomedical Engineering, ICBME 2016, 23 November 2016 through 25 November 2016 ; 2017 , Pages 146-149 ; 9781509034529 (ISBN) ; Essalat, M ; Ahmadi, M ; Marvasti, F ; Sharif University of Technology
Abstract
Causal Heart Rate (HR) monitoring using photoplethysmographic (PPG) signals recorded from wrist during physical exercise is a challenging task because the PPG signals in this scenario are highly contaminated by artifacts caused by hand movements of the subject. This paper proposes a novel algorithm for this problem, which consists of two main blocks of Noise Suppression and Peak Selection. The Noise Suppression block removes Motion Artifacts (MAs) from the PPG signals utilizing simultaneously recorded 3D acceleration data. The Peak Selection block applies some decision mechanisms to correctly select the spectral peak corresponding to HR in PPG spectra. Experimental results on benchmark...
Long-term prediction of solar and geomagnetic activity daily time series using singular spectrum analysis and fuzzy descriptor models
, Article Earth, Planets and Space ; Volume 61, Issue 9 , 2009 , Pages 1089-1101 ; 13438832 (ISSN) ; Kamaliha, E ; Shafiee, M ; Lucas, C ; Sharif University of Technology
Abstract
Of the various conditions that affect space weather, Sun-driven phenomena are the most dominant. Cyclic solar activity has a significant effect on the Earth, its climate, satellites, and space missions. In recent years, space weather hazards have become a major area of investigation, especially due to the advent of satellite technology. As such, the design of reliable alerting and warning systems is of utmost importance, and international collaboration is needed to develop accurate short-term and long-term prediction methodologies. Several methods have been proposed and implemented for the prediction of solar and geomagnetic activity indices, but problems in predicting the exact time and...
Recursive spectral analysis of natural time series based on eigenvector matrix perturbation for online applications
, Article IET Signal Processing ; Volume 5, Issue 6 , 2011 , Pages 515-526 ; 17519675 (ISSN) ; Lucas, C ; Araabi, B. N ; Moshiri, B ; Bidar, M. R ; Sharif University of Technology
2011
Abstract
Singular spectrum analysis (SSA) is a well-studied approach in signal processing. SSA has originally been designed to extract information from short noisy chaotic time series and to enhance the signal-to-noise ratio. SSA is good for offline applications; however, many applications, such as modelling, analysis, and prediction of time-varying and non-stationary time series, demand for online analysis. This study introduces a recursive algorithm called recursive SSA as a modification to regular SSA for dynamic and online applications. The proposed method is based on eigenvector matrix perturbation approach. After recursively calculating the covariance matrix of the trajectory matrix, R-SSA...