Domain Adaptation for Time series Transformers using One-step fine-tuning

The recent breakthrough of Transformers in deep learning has drawn significant attention of the time series community due to their ability to capture long-range dependencies. However, like other deep learning models, Transformers face limitations in time series prediction, including insufficient temporal understanding, generalization challenges, and data shift issues for the domains with limited data. Additionally, addressing the issue of catastrophic forgetting, where models forget previously learned information when exposed to new data, is another critical aspect that requires attention in enhancing the robustness of Transformers for time series tasks. To address these limitations, in this paper, we pre-train the time series Transformer model on a source domain with sufficient data and fine-tune it on the target domain with limited data. We introduce the \emph{One-step fine-tuning} approach, adding some percentage of source domain data to the target domains, providing the model with diverse time series instances. We then fine-tune the pre-trained model using a gradual unfreezing technique. This helps enhance the model's performance in time series prediction for domains with limited data. Extensive experimental results on two real-world datasets show that our approach improves over the state-of-the-art baselines by 4.35% and 11.54% for indoor temperature and wind power prediction, respectively.

Goal-Oriented Scheduling in Sensor Networks with Application Timing Awareness

Taking inspiration from linguistics, the communications theoretical community has recently shown a significant recent interest in pragmatic , or goal-oriented, communication. In this paper, we tackle the problem of pragmatic communication with multiple clients with different, and potentially conflicting, objectives. We capture the goal-oriented aspect through the metric of Value of Information (VoI), which considers the estimation of the remote process as well as the timing constraints. However, the most common definition of VoI is simply the Mean Square Error (MSE) of the whole system state, regardless of the relevance for a specific client. Our work aims to overcome this limitation by including different summary statistics, i.e., value functions of the state, for separate clients, and a diversified query process on the client side, expressed through the fact that different applications may request different functions of the process state at different times. A query-aware Deep Reinforcement Learning (DRL) solution based on statically defined VoI can outperform naive approaches by 15-20%.

A Comparative Study on Unsupervised Anomaly Detection for Time Series: Experiments and Analysis

The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to enable reliability and safety. Many recent studies target anomaly detection for time series data. Indeed, area of time series anomaly detection is characterized by diverse data, methods, and evaluation strategies, and comparisons in existing studies consider only part of this diversity, which makes it difficult to select the best method for a particular problem setting. To address this shortcoming, we introduce taxonomies for data, methods, and evaluation strategies, provide a comprehensive overview of unsupervised time series anomaly detection using the taxonomies, and systematically evaluate and compare state-of-the-art traditional as well as deep learning techniques. In the empirical study using nine publicly available datasets, we apply the most commonly-used performance evaluation metrics to typical methods under a fair implementation standard. Based on the structuring offered by the taxonomies, we report on empirical studies and provide guidelines, in the form of comparative tables, for choosing the methods most suitable for particular application settings. Finally, we propose research directions for this dynamic field.

Adaptive User-Oriented Direct Load-Control of Residential Flexible Devices

Demand Response (DR) schemes are effective tools to maintain a dynamic balance in energy markets with higher integration of fluctuating renewable energy sources. DR schemes can be used to harness residential devices' flexibility and to utilize it to achieve social and financial objectives. However, existing DR schemes suffer from low user participation as they fail at taking into account the users' requirements. First, DR schemes are highly demanding for the users, as users need to provide direct information, e.g. via surveys, on their energy consumption preferences. Second, the user utility models based on these surveys are hard-coded and do not adapt over time. Third, the existing scheduling techniques require the users to input their energy requirements on a daily basis. As an alternative, this paper proposes a DR scheme for user-oriented direct load-control of residential appliances operations. Instead of relying on user surveys to evaluate the user utility, we propose an online data-driven approach for estimating user utility functions, purely based on available load consumption data, that adaptively models the users' preference over time. Our scheme is based on a day-ahead scheduling technique that transparently prescribes the users with optimal device operation schedules that take into account both financial benefits and user-perceived quality of service. To model day-ahead user energy demand and flexibility, we propose a probabilistic approach for generating flexibility models under uncertainty. Results on both real-world and simulated datasets show that our DR scheme can provide significant financial benefits while preserving the user-perceived quality of service.

Utilizing Device-level Demand Forecasting for Flexibility Markets - Full Version

The uncertainty in the power supply due to fluctuating Renewable Energy Sources (RES) has severe (financial and other) implications for energy market players. In this paper, we present a device-level Demand Response (DR) scheme that captures the atomic (all available) flexibilities in energy demand and provides the largest possible solution space to generate demand/supply schedules that minimize market imbalances. We evaluate the effectiveness and feasibility of widely used forecasting models for device-level flexibility analysis. In a typical device-level flexibility forecast, a market player is more concerned with the \textit{utility} that the demand flexibility brings to the market, rather than the intrinsic forecast accuracy. In this regard, we provide comprehensive predictive modeling and scheduling of demand flexibility from household appliances to demonstrate the (financial and otherwise) viability of introducing flexibility-based DR in the Danish/Nordic market. Further, we investigate the correlation between the potential utility and the accuracy of the demand forecast model. Furthermore, we perform a number of experiments to determine the data granularity that provides the best financial reward to market players for adopting the proposed DR scheme. A cost-benefit analysis of forecast results shows that even with somewhat low forecast accuracy, market players can achieve regulation cost savings of 54% of the theoretically optimal.