Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability and quantification of uncertainty are critically important. Here, we propose a novel class of models, a mixture of coupled hidden Markov models (M-CHMM), and demonstrate how it elegantly overcomes these challenges. To make the model learning feasible, we derive two algorithms to sample the sequences of the latent variables in the CHMM: samplers based on (i) particle filtering and (ii) factorized approximation. Compared to existing inference methods, our algorithms are computationally tractable, improve mixing, and allow for likelihood estimation, which is necessary to learn the mixture model. Experiments on challenging real-world epidemiological and semi-synthetic data demonstrate the advantages of the M-CHMM: improved data fit, capacity to efficiently handle missing and noisy measurements, improved prediction accuracy, and ability to identify interpretable subsets in the data.
The understanding of visual analytics process can benefit visualization researchers from multiple aspects, including improving visual designs and developing advanced interaction functions. However, the log files of user behaviors are still hard to analyze due to the complexity of sensemaking and our lack of knowledge on the related user behaviors. This work presents a study on a comprehensive data collection of user behaviors, and our analysis approach with time-series classification methods. We have chosen a classical visualization application, Covid-19 data analysis, with common analysis tasks covering geo-spatial, time-series and multi-attributes. Our user study collects user behaviors on a diverse set of visualization tasks with two comparable systems, desktop and immersive visualizations. We summarize the classification results with three time-series machine learning algorithms at two scales, and explore the influences of behavior features. Our results reveal that user behaviors can be distinguished during the process of visual analytics and there is a potentially strong association between the physical behaviors of users and the visualization tasks they perform. We also demonstrate the usage of our models by interpreting open sessions of visual analytics, which provides an automatic way to study sensemaking without tedious manual annotations.
By identifying similarities between successive inputs, Self-Supervised Learning (SSL) methods for time series analysis have demonstrated their effectiveness in encoding the inherent static characteristics of temporal data. However, an exclusive emphasis on similarities might result in representations that overlook the dynamic attributes critical for modeling cardiovascular diseases within a confined subject cohort. Introducing Distilled Encoding Beyond Similarities (DEBS), this paper pioneers an SSL approach that transcends mere similarities by integrating dissimilarities among positive pairs. The framework is applied to electrocardiogram (ECG) signals, leading to a notable enhancement of +10\% in the detection accuracy of Atrial Fibrillation (AFib) across diverse subjects. DEBS underscores the potential of attaining a more refined representation by encoding the dynamic characteristics of time series data, tapping into dissimilarities during the optimization process. Broadly, the strategy delineated in this study holds the promise of unearthing novel avenues for advancing SSL methodologies tailored to temporal data.
These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional dependent data which is relevant to covariance matrix structures as well as to dependent time series sequences. Second, we present main aspects of the asymptotic theory related to time series regression models with many covariates. Third, we discuss various applications of statistical learning methodologies for time series analysis purposes.
Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview of the Transformer architecture, its applications, and a collection of examples from recent research papers in time-series analysis. We delve into an explanation of the core components of the Transformer, including the self-attention mechanism, positional encoding, multi-head, and encoder/decoder. Several enhancements to the initial, Transformer architecture are highlighted to tackle time-series tasks. The tutorial also provides best practices and techniques to overcome the challenge of effectively training Transformers for time-series analysis.
Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive analysis tasks. Previous methods attempt to accomplish this directly from the 1D time series, which is extremely challenging due to the intricate temporal patterns. Based on the observation of multi-periodicity in time series, we ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations. To tackle the limitations of 1D time series in representation capability, we extend the analysis of temporal variations into the 2D space by transforming the 1D time series into a set of 2D tensors based on multiple periods. This transformation can embed the intraperiod- and interperiod-variations into the columns and rows of the 2D tensors respectively, making the 2D-variations to be easily modeled by 2D kernels. Technically, we propose the TimesNet with TimesBlock as a task-general backbone for time series analysis. TimesBlock can discover the multi-periodicity adaptively and extract the complex temporal variations from transformed 2D tensors by a parameter-efficient inception block. Our proposed TimesNet achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection.
Currently, the issue that concerns the world leaders most is climate change for its effect on agriculture, environment and economies of daily life. So, to combat this, temperature prediction with strong accuracy is vital. So far, the most effective widely used measure for such forecasting is Numerical weather prediction (NWP) which is a mathematical model that needs broad data from different applications to make predictions. This expensive, time and labor consuming work can be minimized through making such predictions using Machine learning algorithms. Using the database made by University of Dayton which consists the change of temperature in major cities we used the Time Series Analysis method where we use LSTM for the purpose of turning existing data into a tool for future prediction. LSTM takes the long-term data as well as any short-term exceptions or anomalies that may have occurred and calculates trend, seasonality and the stationarity of a data. By using models such as ARIMA, SARIMA, Prophet with the concept of RNN and LSTM we can, filter out any abnormalities, preprocess the data compare it with previous trends and make a prediction of future trends. Also, seasonality and stationarity help us analyze the reoccurrence or repeat over one year variable and removes the constrain of time in which the data was dependent so see the general changes that are predicted. By doing so we managed to make prediction of the temperature of different cities during any time in future based on available data and built a method of accurate prediction. This document contains our methodology for being able to make such predictions.
Cloud occlusion is a common problem in the field of remote sensing, particularly for thermal infrared imaging. Remote sensing thermal instruments onboard operational satellites are supposed to enable frequent and high-resolution observations over land; unfortunately, clouds adversely affect thermal signals by blocking outgoing longwave radiation emission from Earth's surface, interfering with the retrieved ground emission temperature. Such cloud contamination severely reduces the set of serviceable thermal images for downstream applications, making it impractical to perform intricate time-series analysis of land surface temperature (LST). In this paper, we introduce a novel method to remove cloud occlusions from Landsat 8 LST images. We call our method ISLAND, an acronym for Informing Brightness and Surface Temperature Through a Land Cover-based Interpolator. Our approach uses thermal infrared images from Landsat 8 (at 30 m resolution with 16-day revisit cycles) and the NLCD land cover dataset. Inspired by Tobler's first law of Geography, ISLAND predicts occluded brightness temperature and LST through a set of spatio-temporal filters that perform distance-weighted spatio-temporal interpolation. A critical feature of ISLAND is that the filters are land cover-class aware, making it particularly advantageous in complex urban settings with heterogeneous land cover types and distributions. Through qualitative and quantitative analysis, we show that ISLAND achieves robust reconstruction performance across a variety of cloud occlusion and surface land cover conditions, and with a high spatio-temporal resolution. We provide a public dataset of 20 U.S. cities with pre-computed ISLAND thermal infrared and LST outputs. Using several case studies, we demonstrate that ISLAND opens the door to a multitude of high-impact urban and environmental applications across the continental United States.
Data-driven insights are essential for modern agriculture. This research paper introduces a machine learning framework designed to improve how we educate and reach out to people in the field of horticulture. The framework relies on data from the Horticulture Online Help Desk (HOHD), which is like a big collection of questions from people who love gardening and are part of the Extension Master Gardener Program (EMGP). This framework has two main parts. First, it uses special computer programs (machine learning models) to sort questions into categories. This helps us quickly send each question to the right expert, so we can answer it faster. Second, it looks at when questions are asked and uses that information to guess how many questions we might get in the future and what they will be about. This helps us plan on topics that will be really important. It's like knowing what questions will be popular in the coming months. We also take into account where the questions come from by looking at the Zip Code. This helps us make research that fits the challenges faced by gardeners in different places. In this paper, we demonstrate the potential of machine learning techniques to predict trends in horticulture by analyzing textual queries from homeowners. We show that NLP, classification, and time series analysis can be used to identify patterns in homeowners' queries and predict future trends in horticulture. Our results suggest that machine learning could be used to predict trends in other agricultural sectors as well. If large-scale agriculture industries curate and maintain a comparable repository of textual data, the potential for trend prediction and strategic agricultural planning could be revolutionized. This convergence of technology and agriculture offers a promising pathway for the future of sustainable farming and data-informed agricultural practices
The 21st century has witnessed a growing interest in the analysis of time series data. Whereas most of the literature on the topic deals with real-valued time series, ordinal time series have typically received much less attention. However, the development of specific analytical tools for the latter objects has substantially increased in recent years. The R package otsfeatures attempts to provide a set of simple functions for analyzing ordinal time series. In particular, several commands allowing the extraction of well-known statistical features and the execution of inferential tasks are available for the user. The output of several functions can be employed to perform traditional machine learning tasks including clustering, classification or outlier detection. otsfeatures also incorporates two datasets of financial time series which were used in the literature for clustering purposes, as well as three interesting synthetic databases. The main properties of the package are described and its use is illustrated through several examples. Researchers from a broad variety of disciplines could benefit from the powerful tools provided by otsfeatures.