Topic:Time Series Analysis
What is Time Series Analysis? Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Papers and Code
Mar 21, 2025
Abstract:Privacy restrictions hinder the sharing of real-world Water Distribution Network (WDN) models, limiting the application of emerging data-driven machine learning, which typically requires extensive observations. To address this challenge, we propose the dataset DiTEC-WDN that comprises 36,000 unique scenarios simulated over either short-term (24 hours) or long-term (1 year) periods. We constructed this dataset using an automated pipeline that optimizes crucial parameters (e.g., pressure, flow rate, and demand patterns), facilitates large-scale simulations, and records discrete, synthetic but hydraulically realistic states under standard conditions via rule validation and post-hoc analysis. With a total of 228 million generated graph-based states, DiTEC-WDN can support a variety of machine-learning tasks, including graph-level, node-level, and link-level regression, as well as time-series forecasting. This contribution, released under a public license, encourages open scientific research in the critical water sector, eliminates the risk of exposing sensitive data, and fulfills the need for a large-scale water distribution network benchmark for study comparisons and scenario analysis.
* Submitted to Nature Scientific Data. Huy Truong and Andr\'es Tello
contributed equally to this work. For the dataset, see
https://huggingface.co/datasets/rugds/ditec-wdn
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Mar 27, 2025
Abstract:This study examined the temporal aspect of COVID-19-related health-seeking behavior in Metro Manila, National Capital Region, Philippines through a network density analysis of Google Trends data. A total of 15 keywords across five categories (English symptoms, Filipino symptoms, face wearing, quarantine, and new normal) were examined using both 15-day and 30-day rolling windows from March 2020 to March 2021. The methodology involved constructing network graphs using distance correlation coefficients at varying thresholds (0.4, 0.5, 0.6, and 0.8) and analyzing the time-series data of network density and clustering coefficients. Results revealed three key findings: (1) an inverse relationship between the threshold values and network metrics, indicating that higher thresholds provide more meaningful keyword relationships; (2) exceptionally high network connectivity during the initial pandemic months followed by gradual decline; and (3) distinct patterns in keyword relationships, transitioning from policy-focused searches to more symptom-specific queries as the pandemic temporally progressed. The 30-day window analysis showed more stable, but less search activities compared to the 15-day windows, suggesting stronger correlations in immediate search behaviors. These insights are helpful for health communication because it emphasizes the need of a strategic and conscientious information dissemination from the government or the private sector based on the networked search behavior (e.g. prioritizing to inform select symptoms rather than an overview of what the coronavirus is).
* Pre-print conference submission to ICMHI 2025, which it has been
accepted. This has 12 pages, and 2 figures
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Apr 08, 2025
Abstract:Automatically assessing question quality is crucial for educators as it saves time, ensures consistency, and provides immediate feedback for refining teaching materials. We propose a novel methodology called STRIVE (Structured Thinking and Refinement with multiLLMs for Improving Verified Question Estimation) using a series of Large Language Models (LLMs) for automatic question evaluation. This approach aims to improve the accuracy and depth of question quality assessment, ultimately supporting diverse learners and enhancing educational practices. The method estimates question quality in an automated manner by generating multiple evaluations based on the strengths and weaknesses of the provided question and then choosing the best solution generated by the LLM. Then the process is improved by iterative review and response with another LLM until the evaluation metric values converge. This sophisticated method of evaluating question quality improves the estimation of question quality by automating the task of question quality evaluation. Correlation scores show that using this proposed method helps to improve correlation with human judgments compared to the baseline method. Error analysis shows that metrics like relevance and appropriateness improve significantly relative to human judgments by using STRIVE.
* 5 pages, 6 figures
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Mar 25, 2025
Abstract:In real-world time series forecasting, uncertainty and lack of reliable evaluation pose significant challenges. Notably, forecasting errors often arise from underfitting in-distribution data and failing to handle out-of-distribution inputs. To enhance model reliability, we introduce a dual rejection mechanism combining ambiguity and novelty rejection. Ambiguity rejection, using prediction error variance, allows the model to abstain under low confidence, assessed through historical error variance analysis without future ground truth. Novelty rejection, employing Variational Autoencoders and Mahalanobis distance, detects deviations from training data. This dual approach improves forecasting reliability in dynamic environments by reducing errors and adapting to data changes, advancing reliability in complex scenarios.
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Apr 02, 2025
Abstract:The ever-growing amount of sensor data from machines, smart devices, and the environment leads to an abundance of high-resolution, unannotated time series (TS). These recordings encode the recognizable properties of latent states and transitions from physical phenomena that can be modelled as abstract processes. The unsupervised localization and identification of these states and their transitions is the task of time series state detection (TSSD). We introduce CLaP, a new, highly accurate and efficient algorithm for TSSD. It leverages the predictive power of time series classification for TSSD in an unsupervised setting by applying novel self-supervision techniques to detect whether data segments emerge from the same state or not. To this end, CLaP cross-validates a classifier with segment-labelled subsequences to quantify confusion between segments. It merges labels from segments with high confusion, representing the same latent state, if this leads to an increase in overall classification quality. We conducted an experimental evaluation using 391 TS from four benchmarks and found CLaP to be significantly more precise in detecting states than five state-of-the-art competitors. It achieves the best accuracy-runtime tradeoff and is scalable to large TS. We provide a Python implementation of CLaP, which can be deployed in TS analysis workflows.
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Apr 10, 2025
Abstract:We introduce a very general approach to the analysis of signals from their noisy measurements from the perspective of Topological Data Analysis (TDA). While TDA has emerged as a powerful analytical tool for data with pronounced topological structures, here we demonstrate its applicability for general problems of signal processing, without any a-priori geometric feature. Our methods are well-suited to a wide array of time-dependent signals in different scientific domains, with acoustic signals being a particularly important application. We invoke time-frequency representations of such signals, focusing on their zeros which are gaining salience as a signal processing tool in view of their stability properties. Leveraging state-of-the-art topological concepts, such as stable and minimal volumes, we develop a complete suite of TDA-based methods to explore the delicate stochastic geometry of these zeros, capturing signals based on the disruption they cause to this rigid, hyperuniform spatial structure. Unlike classical spatial data tools, TDA is able to capture the full spectrum of the stochastic geometry of the zeros, thereby leading to powerful inferential outcomes that are underpinned by a principled statistical foundation. This is reflected in the power and versatility of our applications, which include competitive performance in processing. a wide variety of audio signals (esp. in low SNR regimes), effective detection and reconstruction of gravitational wave signals (a reputed signal processing challenge with non-Gaussian noise), and medical time series data from EEGs, indicating a wide horizon for the approach and methods introduced in this paper.
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Apr 01, 2025
Abstract:Successful defense against dynamically evolving cyber threats requires advanced and sophisticated techniques. This research presents a novel approach to enhance real-time cybersecurity threat detection and response by integrating large language models (LLMs) and Retrieval-Augmented Generation (RAG) systems with continuous threat intelligence feeds. Leveraging recent advancements in LLMs, specifically GPT-4o, and the innovative application of RAG techniques, our approach addresses the limitations of traditional static threat analysis by incorporating dynamic, real-time data sources. We leveraged RAG to get the latest information in real-time for threat intelligence, which is not possible in the existing GPT-4o model. We employ the Patrowl framework to automate the retrieval of diverse cybersecurity threat intelligence feeds, including Common Vulnerabilities and Exposures (CVE), Common Weakness Enumeration (CWE), Exploit Prediction Scoring System (EPSS), and Known Exploited Vulnerabilities (KEV) databases, and integrate these with the all-mpnet-base-v2 model for high-dimensional vector embeddings, stored and queried in Milvus. We demonstrate our system's efficacy through a series of case studies, revealing significant improvements in addressing recently disclosed vulnerabilities, KEVs, and high-EPSS-score CVEs compared to the baseline GPT-4o. This work not only advances the role of LLMs in cybersecurity but also establishes a robust foundation for the development of automated intelligent cyberthreat information management systems, addressing crucial gaps in current cybersecurity practices.
* 10 Pages, 1 Figure
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Mar 20, 2025
Abstract:In this paper, we examine the time it takes for stochastic gradient descent (SGD) to reach the global minimum of a general, non-convex loss function. We approach this question through the lens of randomly perturbed dynamical systems and large deviations theory, and we provide a tight characterization of the global convergence time of SGD via matching upper and lower bounds. These bounds are dominated by the most "costly" set of obstacles that the algorithm may need to overcome to reach a global minimizer from a given initialization, coupling in this way the global geometry of the underlying loss landscape with the statistics of the noise entering the process. Finally, motivated by applications to the training of deep neural networks, we also provide a series of refinements and extensions of our analysis for loss functions with shallow local minima.
* 62 pages, 5 figures
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Mar 21, 2025
Abstract:The accurate prediction of RUL for lithium-ion batteries is crucial for enhancing the reliability and longevity of energy storage systems. Traditional methods for RUL prediction often struggle with issues such as data sparsity, varying battery chemistries, and the inability to capture complex degradation patterns over time. In this study, we propose a survival analysis-based framework combined with deep learning models to predict the RUL of lithium-ion batteries. Specifically, we utilize five advanced models: the Cox-type models (Cox, CoxPH, and CoxTime) and two machine-learning-based models (DeepHit and MTLR). These models address the challenges of accurate RUL estimation by transforming raw time-series battery data into survival data, including key degradation indicators such as voltage, current, and internal resistance. Advanced feature extraction techniques enhance the model's robustness in diverse real-world scenarios, including varying charging conditions and battery chemistries. Our models are tested using 10-fold cross-validation, ensuring generalizability and minimizing overfitting. Experimental results show that our survival-based framework significantly improves RUL prediction accuracy compared to traditional methods, providing a reliable tool for battery management and maintenance optimization. This study contributes to the advancement of predictive maintenance in battery technology, offering valuable insights for both researchers and industry practitioners aiming to enhance the operational lifespan of lithium-ion batteries.
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Mar 24, 2025
Abstract:DeepSeek-R1 has shown that long chain-of-thought (CoT) reasoning can naturally emerge through a simple reinforcement learning (RL) framework with rule-based rewards, where the training may directly start from the base models-a paradigm referred to as zero RL training. Most recent efforts to reproduce zero RL training have primarily focused on the Qwen2.5 model series, which may not be representative as we find the base models already exhibit strong instruction-following and self-reflection abilities. In this work, we investigate zero RL training across 10 diverse base models, spanning different families and sizes including LLama3-8B, Mistral-7B/24B, DeepSeek-Math-7B, Qwen2.5-math-7B, and all Qwen2.5 models from 0.5B to 32B. Leveraging several key design strategies-such as adjusting format reward and controlling query difficulty-we achieve substantial improvements in both reasoning accuracy and response length across most settings. However, by carefully monitoring the training dynamics, we observe that different base models exhibit distinct patterns during training. For instance, the increased response length does not always correlate with the emergence of certain cognitive behaviors such as verification (i.e., the "aha moment"). Notably, we observe the "aha moment" for the first time in small models not from the Qwen family. We share the key designs that enable successful zero RL training, along with our findings and practices. To facilitate further research, we open-source the code, models, and analysis tools.
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