Exploratory joint and separate tracking of geographically related time series

Balakumar Balasingam; Peter Willett; Georgiy Levchuk; Jared Freeman

doi:10.1117/12.919980

15 May 2012 Exploratory joint and separate tracking of geographically related time series

Balakumar Balasingam, Peter Willett, Georgiy Levchuk, Jared Freeman

Proceedings Volume 8393, Signal and Data Processing of Small Targets 2012; 83930M (2012) https://doi.org/10.1117/12.919980
Event: SPIE Defense, Security, and Sensing, 2012, Baltimore, Maryland, United States

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. Keywords: Time-series analysis, hidden Markov models, statistical similarity, clustering weighted

Citation Download Citation

Balakumar Balasingam, Peter Willett, Georgiy Levchuk, and Jared Freeman "Exploratory joint and separate tracking of geographically related time series", Proc. SPIE 8393, Signal and Data Processing of Small Targets 2012, 83930M (15 May 2012); https://doi.org/10.1117/12.919980

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