Efficiently Generating Correlated Sample Paths from Multi-step Time Series Foundation Models

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of multi-step forecasts. However, these models only predict independent marginal distributions for each time step, rather than a full joint predictive distribution. To generate forecast sample paths with realistic correlation structures, one typically resorts to autoregressive sampling, which can be extremely expensive. In this paper, we present a copula-based approach to efficiently generate accurate, correlated sample paths from existing multi-step time series foundation models in one forward pass. Our copula-based approach generates correlated sample paths orders of magnitude faster than autoregressive sampling, and it yields improved sample path quality by mitigating the snowballing error phenomenon.

Machine Learning Enhances Algorithms for Quantifying Non-Equilibrium Dynamics in Correlation Spectroscopy Experiments to Reach Frame-Rate-Limited Time Resolution

Analysis of X-ray Photon Correlation Spectroscopy (XPCS) data for non-equilibrium dynamics often requires manual binning of age regions of an intensity-intensity correlation function. This leads to a loss of temporal resolution and accumulation of systematic error for the parameters quantifying the dynamics, especially in cases with considerable noise. Moreover, the experiments with high data collection rates create the need for automated online analysis, where manual binning is not possible. Here, we integrate a denoising autoencoder model into algorithms for analysis of non-equilibrium two-time intensity-intensity correlation functions. The model can be applied to an input of an arbitrary size. Noise reduction allows to extract the parameters that characterize the sample dynamics with temporal resolution limited only by frame rates. Not only does it improve the quantitative usage of the data, but it also creates the potential for automating the analytical workflow. Various approaches for uncertainty quantification and extension of the model for anomalies detection are discussed.

Machine learning enabling high-throughput and remote operations at large-scale user facilities

Imaging, scattering, and spectroscopy are fundamental in understanding and discovering new functional materials. Contemporary innovations in automation and experimental techniques have led to these measurements being performed much faster and with higher resolution, thus producing vast amounts of data for analysis. These innovations are particularly pronounced at user facilities and synchrotron light sources. Machine learning (ML) methods are regularly developed to process and interpret large datasets in real-time with measurements. However, there remain conceptual barriers to entry for the facility general user community, whom often lack expertise in ML, and technical barriers for deploying ML models. Herein, we demonstrate a variety of archetypal ML models for on-the-fly analysis at multiple beamlines at the National Synchrotron Light Source II (NSLS-II). We describe these examples instructively, with a focus on integrating the models into existing experimental workflows, such that the reader can easily include their own ML techniques into experiments at NSLS-II or facilities with a common infrastructure. The framework presented here shows how with little effort, diverse ML models operate in conjunction with feedback loops via integration into the existing Bluesky Suite for experimental orchestration and data management.

Noise Reduction in X-ray Photon Correlation Spectroscopy with Convolutional Neural Networks Encoder-Decoder Models

Like other experimental techniques, X-ray Photon Correlation Spectroscopy is a subject to various kinds of noise. Random and correlated fluctuations and heterogeneities can be present in a two-time correlation function and obscure the information about the intrinsic dynamics of a sample. Simultaneously addressing the disparate origins of noise in the experimental data is challenging. We propose a computational approach for improving the signal-to-noise ratio in two-time correlation functions that is based on Convolutional Neural Network Encoder-Decoder (CNN-ED) models. Such models extract features from an image via convolutional layers, project them to a low dimensional space and then reconstruct a clean image from this reduced representation via transposed convolutional layers. Not only are ED models a general tool for random noise removal, but their application to low signal-to-noise data can enhance the data quantitative usage since they are able to learn the functional form of the signal. We demonstrate that the CNN-ED models trained on real-world experimental data help to effectively extract equilibrium dynamics parameters from two-time correlation functions, containing statistical noise and dynamic heterogeneities. Strategies for optimizing the models performance and their applicability limits are discussed.