Exploratory joint and separate tracking of geographically related time series

Document Type

Conference Proceeding

Publication Date

7-23-2012

Publication Title

Proceedings of SPIE - The International Society for Optical Engineering

Volume

8393

Keywords

Clustering weighted graphs, Hidden Markov models, Statistical similarity, Time-series analysis

Abstract

Target tracking techniques have usually been applied to physical systems via radar, sonar or imaging modalities. But the same techniques - filtering, association, classification, track management - can be applied to nontraditional data such as one might find in other fields such as economics, business and national defense. In this paper we explore a particular data set. The measurements are time series collected at various sites; but other than that little is known about it. We shall refer to as the data as representing the Megawatt hour (MWH) output of various power plants located in Afghanistan. We pose such questions as: 1. Which power plants seem to have a common model? 2. Do any power plants change their models with time? 3. Can power plant behavior be predicted, and if so, how far to the future? 4. Are some of the power plants stochastically linked? That is, do we observed a lack of power demand at one power plant as implying a surfeit of demand elsewhere? The observations seem well modeled as hidden Markov. This HMM modeling is compared to other approaches; and tests are continued to other (albeit self-generated) data sets with similar characteristics. © 2012 SPIE.

DOI

10.1117/12.919980

ISSN

0277786X

ISBN

9780819490711

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