Dataset Information

Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series.

ABSTRACT: In order to explore the characteristics of the evolution behavior of the time-varying relationships between multivariate time series, this paper proposes an algorithm to transfer this evolution process to a complex network. We take the causality patterns as nodes and the succeeding sequence relations between patterns as edges. We used four time series as sample data. The results of the analysis reveal some statistical evidences that the causalities between time series is in a dynamic process. It implicates that stationary long-term causalities are not suitable for some special situations. Some short-term causalities that our model recognized can be referenced to the dynamic adjustment of the decisions. The results also show that weighted degree of the nodes obeys power law distribution. This implies that a few types of causality patterns play a major role in the process of the transition and that international crude oil market is statistically significantly not random. The clustering effect appears in the transition process and different clusters have different transition characteristics which provide probability information for predicting the evolution of the causality. The approach presents a potential to analyze multivariate time series and provides important information for investors and decision makers.

SUBMITTER: Jiang M

PROVIDER: S-EPMC5585247 | biostudies-literature | 2017 Sep

REPOSITORIES: biostudies-literature

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Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series.

Jiang Meihui M Gao Xiangyun X An Haizhong H Li Huajiao H Sun Bowen B

Scientific reports 20170905 1

In order to explore the characteristics of the evolution behavior of the time-varying relationships between multivariate time series, this paper proposes an algorithm to transfer this evolution process to a complex network. We take the causality patterns as nodes and the succeeding sequence relations between patterns as edges. We used four time series as sample data. The results of the analysis reveal some statistical evidences that the causalities between time series is in a dynamic process. It ...[more]

PMID: 28874713

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Project description:The detection of causal effects among simultaneous observations provides knowledge about the underlying network, and is a topic of interests in many scientific areas. Over the years different causality measures have been developed, each with their own advantages and disadvantages. However, an extensive evaluation study is missing. In this work we consider some of the best-known causality measures i.e., cross-correlation, (conditional) Granger causality index (CGCI), partial directed coherence (PDC), directed transfer function (DTF), and partial mutual information on mixed embedding (PMIME). To correct for noise-related spurious connections, each measure (except PMIME) is tested for statistical significance based on surrogate data. The performance of the causality metrics is evaluated on a set of simulation models with distinct characteristics, to assess how well they work in- as well as outside of their "comfort zone." PDC and DTF perform best on systems with frequency-specific connections, while PMIME is the only one able to detect non-linear interactions. The varying performance depending on the system characteristics warrants the use of multiple measures and comparing their results to avoid errors. Furthermore, lags between coupled variables are inherent to real-world systems and could hold essential information on the network dynamics. They are however often not taken into account and we lack proper tools to estimate them. We propose three new methods for lag estimation in multivariate time series, based on autoregressive modelling and information theory. One of the autoregressive methods and the one based on information theory were able to reliably identify the correct lag value in different simulated systems. However, only the latter was able to maintain its performance in the case of non-linear interactions. As a clinical application, the same methods are also applied on an intracranial recording of an epileptic seizure. The combined knowledge from the causality measures and insights from the simulations, on how these measures perform under different circumstances and when to use which one, allow us to recreate a plausible network of the seizure propagation that supports previous observations of desynchronisation and synchronisation during seizure progression. The lag estimation results show absence of a relationship between connectivity strength and estimated lag values, which contradicts the line of thinking in connectivity shaped by the neuron doctrine.

Project description:Machining is an essential part of modern manufacturing. During machining, the wear of cutting tools increases, eventually impairing product quality and process stability. Determining when to change a tool to avoid these consequences, while still utilizing most of a tool's lifetime is challenging, as the tool lifetime can vary by more than 100% despite constant process parameters [1]. To account for these variations, all tools are usually changed after a predefined period of time. However, this strategy wastes a significant proportion of the remaining lifetime of most tools. By monitoring the wear of tools, all tools can potentially be used until their individual end of life. Research, development, and assessment of such monitoring methods require large amounts of data. Nevertheless, only very few datasets are publicly available. The presented dataset provides labeled, multivariate time series data of milling processes with varying tool wear and for varying machine tools. The width of the flank wear land VB is used as a degradation metric. A total of nine end milling cutters were worn from an unused state to end of life (VB ≈ 150 µm) in 3-axis shoulder milling of cast iron 600-3/S. The tools were of the same model (solid carbide end milling cutter, 4 edges, coated with TiN-TiAlN) but from different batches. Experiments were conducted on three different 5-axis milling centers of a similar size. Workpieces, experimental setups, and process parameters were identical on all of the machine tools. The process forces were recorded with a dynamometer with a sample rate of 25 kHz. The force or torque of the spindle and feed drives, as well as the position control deviation of feed drives, were recorded from the machine tool controls with a sample rate of 500 Hz. The dataset holds a total of 6,418 files labeled with the wear (VB), machine tool (M), tool (T), run (R), and cumulated tool contact time (C). This data could be used to identify signal features that are sensitive to wear, to investigate methods for tool wear estimation and tool life prediction, or to examine transfer learning strategies. The data thereby facilitates research in tool condition monitoring and predictive maintenance in the domain of production technology.

Dataset Information

Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series.

Publications

Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series.

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