Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes
Autor(a) principal: | |
---|---|
Data de Publicação: | 2019 |
Tipo de documento: | Tese |
Idioma: | por |
Título da fonte: | Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) |
Texto Completo: | http://repositorio.ufes.br/handle/10/13379 |
Resumo: | Air pollution has significantly affected living beings, even when their values are below what is allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the sta tistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the au tocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite sam ples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series con sidering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered. allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the statistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the autocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite samples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series considering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered. |
id |
UFES_4359b56b3c6c12e17ff4dce39c7ff9b8 |
---|---|
oai_identifier_str |
oai:repositorio.ufes.br:10/13379 |
network_acronym_str |
UFES |
network_name_str |
Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) |
repository_id_str |
2108 |
spelling |
Reisen, Valderio Anselmohttps://orcid.org/http://lattes.cnpq.br/9401938646002189Pinto, Wanderson de Paulahttps://orcid.org/0000-0001-5267-227Xhttp://lattes.cnpq.br/3452133768614018Franco, Glaura da Conceicaohttps://orcid.org/http://lattes.cnpq.br/0913222654204695Junior, Neyval Costa Reishttps://orcid.org/0000000261594063http://lattes.cnpq.br/4944106074149720Albuquerque, Taciana Toledo de Almeidahttps://orcid.org/http://lattes.cnpq.br/1339985577872129Palma, WilfredoBondon, PascalIspány, Marton2024-05-29T22:11:04Z2024-05-29T22:11:04Z2019-08-22Air pollution has significantly affected living beings, even when their values are below what is allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the sta tistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the au tocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite sam ples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series con sidering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered. allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the statistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the autocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite samples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series considering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered.A poluição atmosférica tem afetado de forma significativa os seres vivos, mesmo quando seus valores estão abaixo do permitido pelas entidades regulamentadoras. Neste sentido, as questões relativas à qualidade do ar têm se tornado cada vez mais importantes, uma vez que vários problemas de saúde decorrem da poluição atmosférica. Dessa forma, diversos estudos aplicando técnicas de análise de séries temporais têm sido realizados, com o intuito de contribuir como ferramentas na tomada de decisões dos agentes públicos e privados no que diz respeito à prevenção de concentrações elevadas, ao controle da poluição atmosférica e à formulação de legislações para esse fim. Uma das metodologias estatísticas adotadas é a análise espectral, sendo a mesma utilizada para identificar propriedades do conjunto de dados, como por exemplo a sazonalidade. No entanto, observa-se que, entre os estudos que têm em adotado está técnica uma característica comum negligenciar a presenção de dados faltantes (missing data), que pode levar à subestimar a precisão dos resultados. Nota-se que nas séries temporais relacionadas à poluição ao atmosférica um problema frequente é a presença de dados faltantes, geralmente de vido a falhas dos equipamentos de monitoramento. Assim, este documento concentra-se no estudo de metodologias usadas para estimar a função de autocorrelação e a densidade espectral de séries temporais univariadas na presença ou sem dados faltantes. Os estimadores sugeridos são baseada na metodologia de Amplitude Modulada, proposta por Parzen (1963), e no periodograma de Lomb-Scargle (LOMB, 1976; SCARGLE, 1982). Além disso, são propostos estimadores das funções de autocovariância e autocorrelação de séries temporais, considerando a conexão entre o domínio do tempo e da frequência por meio da relação entre a função de autocovariância e a densidade espectral. Desta forma, no primeiro artigo desta tese foram apresentados três métodos para estimação da função de autocorrelação de séries temporais univariadas estacionárias na presença de dados faltantes. As propriedades te´ oricas dos estimadores foram avaliadas e seus desempenhos para amostras finitas investigados através de um estudo de simulação numérica. Por fim, foi proposto a aplicação destas metodologias para avaliar uma série temporal de concentrações de MP10 da Região da Grande Vitória (RGV), Espírito Santo, Brasil, com dados faltantes. No segundo artigo é apresentado um método de estimação para as funções de autocorrelação e autocovariância de séries temporais considerando a conexão entre o domínio do tempo e da frequência. As propriedades assintóticas do método são avaliadas através de estudo de simulação de Monte Carlo para diferentes tamanhos amostrais e porcentagens de dados faltantes. Já no terceiro artigo, que é a principal contribuição desta tese, foram propostos dois métodos para estimar a função de densidade espectral de séries temporais estacionárias na presença de dados faltantes. Foi estudado o efeito da porcentagem de dados faltantes nos estimadores empregados. Os métodos foram analisados através de simulações e uma aplicação a dados reais de MP10 monitorados na RGV também foi considerada.Texthttp://repositorio.ufes.br/handle/10/13379porUniversidade Federal do Espírito SantoDoutorado em Engenharia AmbientalPrograma de Pós-Graduação em Engenharia AmbientalUFESBRCentro Tecnológicosubject.br-rjbnEngenharia SanitáriaSéries temporaisAnálise espectralDados faltantesPoluição do arPeriodograma de Lomb-ScargleSpectral analysisMissing dataAir pollutionLomb-scargle periodogramAnálise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantestitle.alternativeinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da Universidade Federal do Espírito Santo (riUfes)instname:Universidade Federal do Espírito Santo (UFES)instacron:UFESORIGINALWandersondePaulaPinto-2019-Tese.pdfapplication/pdf9314408http://repositorio.ufes.br/bitstreams/6a26e95e-30fd-4f15-b3a0-444ec00e5c89/downloade4aab3e3c91c9660723f8a6800d5c687MD5110/133792024-07-26 16:36:13.243oai:repositorio.ufes.br:10/13379http://repositorio.ufes.brRepositório InstitucionalPUBhttp://repositorio.ufes.br/oai/requestopendoar:21082024-10-15T17:54:14.505019Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) - Universidade Federal do Espírito Santo (UFES)false |
dc.title.none.fl_str_mv |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
dc.title.alternative.none.fl_str_mv |
title.alternative |
title |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
spellingShingle |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes Pinto, Wanderson de Paula Engenharia Sanitária Séries temporais Análise espectral Dados faltantes Poluição do ar Periodograma de Lomb-Scargle Spectral analysis Missing data Air pollution Lomb-scargle periodogram subject.br-rjbn |
title_short |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
title_full |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
title_fullStr |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
title_full_unstemmed |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
title_sort |
Análise espectral de séries temporais de concentrações de poluentes atmosféricos com dados faltantes |
author |
Pinto, Wanderson de Paula |
author_facet |
Pinto, Wanderson de Paula |
author_role |
author |
dc.contributor.authorID.none.fl_str_mv |
https://orcid.org/0000-0001-5267-227X |
dc.contributor.authorLattes.none.fl_str_mv |
http://lattes.cnpq.br/3452133768614018 |
dc.contributor.referee6.none.fl_str_mv |
Ispány, Marton |
dc.contributor.advisor1.fl_str_mv |
Reisen, Valderio Anselmo |
dc.contributor.advisor1ID.fl_str_mv |
https://orcid.org/ |
dc.contributor.advisor1Lattes.fl_str_mv |
http://lattes.cnpq.br/9401938646002189 |
dc.contributor.author.fl_str_mv |
Pinto, Wanderson de Paula |
dc.contributor.referee1.fl_str_mv |
Franco, Glaura da Conceicao |
dc.contributor.referee1ID.fl_str_mv |
https://orcid.org/ |
dc.contributor.referee1Lattes.fl_str_mv |
http://lattes.cnpq.br/0913222654204695 |
dc.contributor.referee2.fl_str_mv |
Junior, Neyval Costa Reis |
dc.contributor.referee2ID.fl_str_mv |
https://orcid.org/0000000261594063 |
dc.contributor.referee2Lattes.fl_str_mv |
http://lattes.cnpq.br/4944106074149720 |
dc.contributor.referee3.fl_str_mv |
Albuquerque, Taciana Toledo de Almeida |
dc.contributor.referee3ID.fl_str_mv |
https://orcid.org/ |
dc.contributor.referee3Lattes.fl_str_mv |
http://lattes.cnpq.br/1339985577872129 |
dc.contributor.referee4.fl_str_mv |
Palma, Wilfredo |
dc.contributor.referee5.fl_str_mv |
Bondon, Pascal |
contributor_str_mv |
Reisen, Valderio Anselmo Franco, Glaura da Conceicao Junior, Neyval Costa Reis Albuquerque, Taciana Toledo de Almeida Palma, Wilfredo Bondon, Pascal |
dc.subject.cnpq.fl_str_mv |
Engenharia Sanitária |
topic |
Engenharia Sanitária Séries temporais Análise espectral Dados faltantes Poluição do ar Periodograma de Lomb-Scargle Spectral analysis Missing data Air pollution Lomb-scargle periodogram subject.br-rjbn |
dc.subject.por.fl_str_mv |
Séries temporais Análise espectral Dados faltantes Poluição do ar Periodograma de Lomb-Scargle Spectral analysis Missing data Air pollution Lomb-scargle periodogram |
dc.subject.br-rjbn.none.fl_str_mv |
subject.br-rjbn |
description |
Air pollution has significantly affected living beings, even when their values are below what is allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the sta tistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the au tocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite sam ples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series con sidering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered. allowed by regulators. In this regard, air quality issues have become increasingly important as a number of health problems arise from air pollution. In this way, several studies applied time series analysis techniques have been carried out, aiming to contribute as tools in the decision making of the public and private agents with respect to the prevention of high concentrations, the control of air pollution and the formulation legislation for this purpose. One of the statistical methodologies adopted is the spectral analysis, which is used to identify properties of the dataset, such as seasonality. However, it is noted that among studies that have adopted this technique, a common feature is to neglect the presence of missing data, which may lead to un derestimation of the accuracy of the results. Note that in the time series related to atmospheric pollution a frequent problem is the presence of missing data, usually due to the failure of the monitoring equipment. Thus, this paper concentrates on the study of methodologies used to estimate the autocorrelation function and the spectral density of univariate time series in the presence or absence of missing data. The suggested estimators are based on the Amplitude Modulated methodology, proposed by Parzen (1963), and in the Lomb-Scargle (LOMB, 1976; SCARGLE, 1982) periodogram. In addition, we proposed estimators of autocovarianance and autocorrelation functions of time series, considering the connection between the time domain and frequency by means of the relation between the autocovariance function and the spectral density. Thus, in the first article of this thesis were presented three methods to estimate the autocorrelation function of univariate stationary time series in the presence of missing data. The theoretical properties of the estimators were evaluated and their performances for finite samples investigated through a numerical simulation study. Finally, it was proposed the application of these methodologies to evaluate a time series of concentrations of PM10 of the Region of Greater Vit´ oria (RGV), Esp´ ırito Santo, Brazil, with missing data. The second article presents an estimation method for the autocorrelation and autocovariance functions of time series considering the connection between time domain and frequency. The asymptotic properties of the method are evaluated through a Monte Carlo simulation study for different sample sizes and percentages of missing data. In the third article, which is the main contribution of this thesis, two methods were proposed to estimate the spectral density function of stationary time series in the presence of missing data. The effect of the percentage of missing data on the employed estimators was studied. The methods were analyzed through simulations and an application to actual PM10 data monitored at the RGV was also considered. |
publishDate |
2019 |
dc.date.issued.fl_str_mv |
2019-08-22 |
dc.date.accessioned.fl_str_mv |
2024-05-29T22:11:04Z |
dc.date.available.fl_str_mv |
2024-05-29T22:11:04Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/doctoralThesis |
format |
doctoralThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://repositorio.ufes.br/handle/10/13379 |
url |
http://repositorio.ufes.br/handle/10/13379 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
Text |
dc.publisher.none.fl_str_mv |
Universidade Federal do Espírito Santo Doutorado em Engenharia Ambiental |
dc.publisher.program.fl_str_mv |
Programa de Pós-Graduação em Engenharia Ambiental |
dc.publisher.initials.fl_str_mv |
UFES |
dc.publisher.country.fl_str_mv |
BR |
dc.publisher.department.fl_str_mv |
Centro Tecnológico |
publisher.none.fl_str_mv |
Universidade Federal do Espírito Santo Doutorado em Engenharia Ambiental |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) instname:Universidade Federal do Espírito Santo (UFES) instacron:UFES |
instname_str |
Universidade Federal do Espírito Santo (UFES) |
instacron_str |
UFES |
institution |
UFES |
reponame_str |
Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) |
collection |
Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) |
bitstream.url.fl_str_mv |
http://repositorio.ufes.br/bitstreams/6a26e95e-30fd-4f15-b3a0-444ec00e5c89/download |
bitstream.checksum.fl_str_mv |
e4aab3e3c91c9660723f8a6800d5c687 |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 |
repository.name.fl_str_mv |
Repositório Institucional da Universidade Federal do Espírito Santo (riUfes) - Universidade Federal do Espírito Santo (UFES) |
repository.mail.fl_str_mv |
|
_version_ |
1813022519793287168 |