Time series data of urban land cover is of great utility in analyzing urban growth patterns, changes in distribution of impervious surface and vegetation and resulting impacts on urban micro climate. While Landsat data is ideal for such analysis due to the long time series of free imagery, traditional per-pixel hard classification fails to yield full potential of the Landsat data. This paper proposes a sub-pixel classification method that leverages the temporal overlap of Landsat-5 TM and Resourcesat-1 LISS-IV sensors. We train a convolutional neural network to predict fractional land cover maps from 30m Landsat-5 TM data. The reference land cover fractions are estimated from a hard-classified 5.8m LISS-IV image for Bengaluru from 2011. Further, we demonstrate the generalizability and superior performance of the proposed model using data for Mumbai from 2009 and comparing it to the results obtained using a Random Forest classifier. For both Bengaluru (2011) and Mumbai (2009) data, Mean Absolute Percentage Error of our CNN model is in the range of 7.2 to 11.3 for both built-up and vegetation fraction prediction at the 30m cell level. Unlike most recent studies where validation is conducted using data for a limited spatial extent, our model has been trained and validated using data for the complete spatial extent of two mega cities for two different time periods. Hence it can reliably generate 30m built-up and vegetation fraction maps from Landsat-5 TM time series data to analyze long term urban growth patterns.
We propose a quantum algorithm for sampling from a solution of stochastic differential equations (SDEs). Using differentiable quantum circuits (DQCs) with a feature map encoding of latent variables, we represent the quantile function for an underlying probability distribution and extract samples as DQC expectation values. Using quantile mechanics we propagate the system in time, thereby allowing for time-series generation. We test the method by simulating the Ornstein-Uhlenbeck process and sampling at times different from the initial point, as required in financial analysis and dataset augmentation. Additionally, we analyse continuous quantum generative adversarial networks (qGANs), and show that they represent quantile functions with a modified (reordered) shape that impedes their efficient time-propagation. Our results shed light on the connection between quantum quantile mechanics (QQM) and qGANs for SDE-based distributions, and point the importance of differential constraints for model training, analogously with the recent success of physics informed neural networks.
This chapter presents an overview of techniques used for the analysis, edition, and synthesis of time series, with a particular emphasis on motion data. The use of mixture models allows the decomposition of time signals as a superposition of basis functions. It provides a compact representation that aims at keeping the essential characteristics of the signals. Various types of basis functions have been proposed, with developments originating from different fields of research, including computer graphics, human motion science, robotics, control, and neuroscience. Examples of applications with radial, Bernstein and Fourier basis functions will be presented, with associated source codes to get familiar with these techniques.
With the onset of COVID-19 and the resulting shelter in place guidelines combined with remote working practices, human mobility in 2020 has been dramatically impacted. Existing studies typically examine whether mobility in specific localities increases or decreases at specific points in time and relate these changes to certain pandemic and policy events. In this paper, we study mobility change in the US through a five-step process using mobility footprint data. (Step 1) Propose the delta Time Spent in Public Places (Delta-TSPP) as a measure to quantify daily changes in mobility for each US county from 2019-2020. (Step 2) Conduct Principal Component Analysis (PCA) to reduce the Delta-TSPP time series of each county to lower-dimensional latent components of change in mobility. (Step 3) Conduct clustering analysis to find counties that exhibit similar latent components. (Step 4) Investigate local and global spatial autocorrelation for each component. (Step 5) Conduct correlation analysis to investigate how various population characteristics and behavior correlate with mobility patterns. Results show that by describing each county as a linear combination of the three latent components, we can explain 59% of the variation in mobility trends across all US counties. Specifically, change in mobility in 2020 for US counties can be explained as a combination of three latent components: 1) long-term reduction in mobility, 2) no change in mobility, and 3) short-term reduction in mobility. We observe significant correlations between the three latent components of mobility change and various population characteristics, including political leaning, population, COVID-19 cases and deaths, and unemployment. We find that our analysis provides a comprehensive understanding of mobility change in response to the COVID-19 pandemic.
Linear dimensionality reduction methods are commonly used to extract low-dimensional structure from high-dimensional data. However, popular methods disregard temporal structure, rendering them prone to extracting noise rather than meaningful dynamics when applied to time series data. At the same time, many successful unsupervised learning methods for temporal, sequential and spatial data extract features which are predictive of their surrounding context. Combining these approaches, we introduce Dynamical Components Analysis (DCA), a linear dimensionality reduction method which discovers a subspace of high-dimensional time series data with maximal predictive information, defined as the mutual information between the past and future. We test DCA on synthetic examples and demonstrate its superior ability to extract dynamical structure compared to commonly used linear methods. We also apply DCA to several real-world datasets, showing that the dimensions extracted by DCA are more useful than those extracted by other methods for predicting future states and decoding auxiliary variables. Overall, DCA robustly extracts dynamical structure in noisy, high-dimensional data while retaining the computational efficiency and geometric interpretability of linear dimensionality reduction methods.
We consider the problem of estimating the sparse time-varying parameter vectors of a point process model in an online fashion, where the observations and inputs respectively consist of binary and continuous time series. We construct a novel objective function by incorporating a forgetting factor mechanism into the point process log-likelihood to enforce adaptivity and employ $\ell_1$-regularization to capture the sparsity. We provide a rigorous analysis of the maximizers of the objective function, which extends the guarantees of compressed sensing to our setting. We construct two recursive filters for online estimation of the parameter vectors based on proximal optimization techniques, as well as a novel filter for recursive computation of statistical confidence regions. Simulation studies reveal that our algorithms outperform several existing point process filters in terms of trackability, goodness-of-fit and mean square error. We finally apply our filtering algorithms to experimentally recorded spiking data from the ferret primary auditory cortex during attentive behavior in a click rate discrimination task. Our analysis provides new insights into the time-course of the spectrotemporal receptive field plasticity of the auditory neurons.
Recent work has developed Bayesian methods for the automatic statistical analysis and description of single time series as well as of homogeneous sets of time series data. We extend prior work to create an interpretable kernel embedding for heterogeneous time series. Our method adds practically no computational cost compared to prior results by leveraging previously discarded intermediate results. We show the practical utility of our method by leveraging the learned embeddings for clustering, pattern discovery, and anomaly detection. These applications are beyond the ability of prior relational kernel learning approaches.
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time series data set with external signals. Violence data from the Colombian conflict in the years 1990 to 2004 is used throughout. We conclude with some proposals for further study on the relationship between social violence and market forces, viz. between the Colombian conflict and the US narcotics market.
Temporal data are naturally everywhere, especially in the digital era that sees the advent of big data and internet of things. One major challenge that arises during temporal data analysis and mining is the comparison of time series or sequences, which requires to determine a proper distance or (dis)similarity measure. In this context, the Dynamic Time Warping (DTW) has enjoyed success in many domains, due to its 'temporal elasticity', a property particularly useful when matching temporal data. Unfortunately this dissimilarity measure suffers from a quadratic computational cost, which prohibits its use for large scale applications. This work addresses the sparsification of the alignment path search space for DTW-like measures, essentially to lower their computational cost without loosing on the quality of the measure. As a result of our sparsification approach, two new (dis)similarity measures, namely SP-DTW (Sparsified-Paths search space DTW) and its kernelization SP-K rdtw (Sparsified-Paths search space K rdtw kernel) are proposed for time series comparison. A wide range of public datasets is used to evaluate the efficiency (estimated in term of speed-up ratio and classification accuracy) of the proposed (dis)similarity measures on the 1-Nearest Neighbor (1-NN) and the Support Vector Machine (SVM) classification algorithms. Our experiment shows that our proposed measures provide a significant speed-up without loosing on accuracy. Furthermore, at the cost of a slight reduction of the speedup they significantly outperform on the accuracy criteria the old but well known Sakoe-Chiba approach that reduces the DTW path search space using a symmetric corridor.