Deep Learning for Energy Time-Series Analysis and Forecasting

Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and forecasting, with electric load demand forecasting, personalized energy consumption forecasting, as well as renewable energy generation forecasting being among the most common ones. Following the exceptional performance of Deep Learning (DL) in a broad area of vision tasks, DL models have successfully been utilized in time-series forecasting tasks. This paper aims to provide insight into various DL methods geared towards improving the performance in energy time-series forecasting tasks, with special emphasis in Greek Energy Market, and equip the reader with the necessary knowledge to apply these methods in practice.

Interpreting Time Series Transformer Models and Sensitivity Analysis of Population Age Groups to COVID-19 Infections

Interpreting deep learning time series models is crucial in understanding the model's behavior and learning patterns from raw data for real-time decision-making. However, the complexity inherent in transformer-based time series models poses challenges in explaining the impact of individual features on predictions. In this study, we leverage recent local interpretation methods to interpret state-of-the-art time series models. To use real-world datasets, we collected three years of daily case data for 3,142 US counties. Firstly, we compare six transformer-based models and choose the best prediction model for COVID-19 infection. Using 13 input features from the last two weeks, we can predict the cases for the next two weeks. Secondly, we present an innovative way to evaluate the prediction sensitivity to 8 population age groups over highly dynamic multivariate infection data. Thirdly, we compare our proposed perturbation-based interpretation method with related work, including a total of eight local interpretation methods. Finally, we apply our framework to traffic and electricity datasets, demonstrating that our approach is generic and can be applied to other time-series domains.

Complex systems approach to natural language

The review summarizes the main methodological concepts used in studying natural language from the perspective of complexity science and documents their applicability in identifying both universal and system-specific features of language in its written representation. Three main complexity-related research trends in quantitative linguistics are covered. The first part addresses the issue of word frequencies in texts and demonstrates that taking punctuation into consideration restores scaling whose violation in the Zipf's law is often observed for the most frequent words. The second part introduces methods inspired by time series analysis, used in studying various kinds of correlations in written texts. The related time series are generated on the basis of text partition into sentences or into phrases between consecutive punctuation marks. It turns out that these series develop features often found in signals generated by complex systems, like long-range correlations or (multi)fractal structures. Moreover, it appears that the distances between punctuation marks comply with the discrete variant of the Weibull distribution. In the third part, the application of the network formalism to natural language is reviewed, particularly in the context of the so-called word-adjacency networks. Parameters characterizing topology of such networks can be used for classification of texts, for example, from a stylometric perspective. Network approach can also be applied to represent the organization of word associations. Structure of word-association networks turns out to be significantly different from that observed in random networks, revealing genuine properties of language. Finally, punctuation seems to have a significant impact not only on the language's information-carrying ability but also on its key statistical properties, hence it is recommended to consider punctuation marks on a par with words.

Personalized Pose Forecasting

Human pose forecasting is the task of predicting articulated human motion given past human motion. There exists a number of popular benchmarks that evaluate an array of different models performing human pose forecasting. These benchmarks do not reflect that a human interacting system, such as a delivery robot, observes and plans for the motion of the same individual over an extended period of time. Every individual has unique and distinct movement patterns. This is however not reflected in existing benchmarks that evaluate a model's ability to predict an average human's motion rather than a particular individual's. We reformulate the human motion forecasting problem and present a model-agnostic personalization method. Motion forecasting personalization can be performed efficiently online by utilizing a low-parametric time-series analysis model that personalizes neural network pose predictions.

U-shaped Transformer: Retain High Frequency Context in Time Series Analysis

Time series prediction plays a crucial role in various industrial fields. In recent years, neural networks with a transformer backbone have achieved remarkable success in many domains, including computer vision and NLP. In time series analysis domain, some studies have suggested that even the simplest MLP networks outperform advanced transformer-based networks on time series forecast tasks. However, we believe these findings indicate there to be low-rank properties in time series sequences. In this paper, we consider the low-pass characteristics of transformers and try to incorporate the advantages of MLP. We adopt skip-layer connections inspired by Unet into traditional transformer backbone, thus preserving high-frequency context from input to output, namely U-shaped Transformer. We introduce patch merge and split operation to extract features with different scales and use larger datasets to fully make use of the transformer backbone. Our experiments demonstrate that the model performs at an advanced level across multiple datasets with relatively low cost.

Dance of Channel and Sequence: An Efficient Attention-Based Approach for Multivariate Time Series Forecasting

In recent developments, predictive models for multivariate time series analysis have exhibited commendable performance through the adoption of the prevalent principle of channel independence. Nevertheless, it is imperative to acknowledge the intricate interplay among channels, which fundamentally influences the outcomes of multivariate predictions. Consequently, the notion of channel independence, while offering utility to a certain extent, becomes increasingly impractical, leading to information degradation. In response to this pressing concern, we present CSformer, an innovative framework characterized by a meticulously engineered two-stage self-attention mechanism. This mechanism is purposefully designed to enable the segregated extraction of sequence-specific and channel-specific information, while sharing parameters to promote synergy and mutual reinforcement between sequences and channels. Simultaneously, we introduce sequence adapters and channel adapters, ensuring the model's ability to discern salient features across various dimensions. Rigorous experimentation, spanning multiple real-world datasets, underscores the robustness of our approach, consistently establishing its position at the forefront of predictive performance across all datasets. This augmentation substantially enhances the capacity for feature extraction inherent to multivariate time series data, facilitating a more comprehensive exploitation of the available information.

Framework for Variable-lag Motif Following Relation Inference In Time Series using Matrix Profile analysis

Knowing who follows whom and what patterns they are following are crucial steps to understand collective behaviors (e.g. a group of human, a school of fish, or a stock market). Time series is one of resources that can be used to get insight regarding following relations. However, the concept of following patterns or motifs and the solution to find them in time series are not obvious. In this work, we formalize a concept of following motifs between two time series and present a framework to infer following patterns between two time series. The framework utilizes one of efficient and scalable methods to retrieve motifs from time series called the Matrix Profile Method. We compare our proposed framework with several baselines. The framework performs better than baselines in the simulation datasets. In the dataset of sound recording, the framework is able to retrieve the following motifs within a pair of time series that two singers sing following each other. In the cryptocurrency dataset, the framework is capable of capturing the following motifs within a pair of time series from two digital currencies, which implies that the values of one currency follow the values of another currency patterns. Our framework can be utilized in any field of time series to get insight regarding following patterns between time series.

Using deep neural networks to improve the precision of fast-sampled particle timing detectors

Measurements from particle timing detectors are often affected by the time walk effect caused by statistical fluctuations in the charge deposited by passing particles. The constant fraction discriminator (CFD) algorithm is frequently used to mitigate this effect both in test setups and in running experiments, such as the CMS-PPS system at the CERN's LHC. The CFD is simple and effective but does not leverage all voltage samples in a time series. Its performance could be enhanced with deep neural networks, which are commonly used for time series analysis, including computing the particle arrival time. We evaluated various neural network architectures using data acquired at the test beam facility in the DESY-II synchrotron, where a precise MCP (MicroChannel Plate) detector was installed in addition to PPS diamond timing detectors. MCP measurements were used as a reference to train the networks and compare the results with the standard CFD method. Ultimately, we improved the timing precision by 8% to 23%, depending on the detector's readout channel. The best results were obtained using a UNet-based model, which outperformed classical convolutional networks and the multilayer perceptron.

Signatures Meet Dynamic Programming: Generalizing Bellman Equations for Trajectory Following

Path signatures have been proposed as a powerful representation of paths that efficiently captures the path's analytic and geometric characteristics, having useful algebraic properties including fast concatenation of paths through tensor products. Signatures have recently been widely adopted in machine learning problems for time series analysis. In this work we establish connections between value functions typically used in optimal control and intriguing properties of path signatures. These connections motivate our novel control framework with signature transforms that efficiently generalizes the Bellman equation to the space of trajectories. We analyze the properties and advantages of the framework, termed signature control. In particular, we demonstrate that (i) it can naturally deal with varying/adaptive time steps; (ii) it propagates higher-level information more efficiently than value function updates; (iii) it is robust to dynamical system misspecification over long rollouts. As a specific case of our framework, we devise a model predictive control method for path tracking. This method generalizes integral control, being suitable for problems with unknown disturbances. The proposed algorithms are tested in simulation, with differentiable physics models including typical control and robotics tasks such as point-mass, curve following for an ant model, and a robotic manipulator.

Imputation with Inter-Series Information from Prototypes for Irregular Sampled Time Series

Irregularly sampled time series are ubiquitous, presenting significant challenges for analysis due to missing values. Despite existing methods address imputation, they predominantly focus on leveraging intra-series information, neglecting the potential benefits that inter-series information could provide, such as reducing uncertainty and memorization effect. To bridge this gap, we propose PRIME, a Prototype Recurrent Imputation ModEl, which integrates both intra-series and inter-series information for imputing missing values in irregularly sampled time series. Our framework comprises a prototype memory module for learning inter-series information, a bidirectional gated recurrent unit utilizing prototype information for imputation, and an attentive prototypical refinement module for adjusting imputations. We conducted extensive experiments on three datasets, and the results underscore PRIME's superiority over the state-of-the-art models by up to 26% relative improvement on mean square error.