Time Series Analysis via Network Science: Concepts and Algorithms

There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space or both requiring appropriate approaches to analyze the data. In univariate settings, time series analysis is a mature and solid field. However, in multivariate contexts, time series analysis still presents many limitations. In order to address these issues, the last decade has brought approaches based on network science. These methods involve transforming an initial time series data set into one or more networks, which can be analyzed in depth to provide insight into the original time series. This review provides a comprehensive overview of existing mapping methods for transforming time series into networks for a wide audience of researchers and practitioners in machine learning, data mining and time series. Our main contribution is a structured review of existing methodologies, identifying their main characteristics and their differences. We describe the main conceptual approaches, provide authoritative references and give insight into their advantages and limitations in a unified notation and language. We first describe the case of univariate time series, which can be mapped to single layer networks, and we divide the current mappings based on the underlying concept: visibility, transition and proximity. We then proceed with multivariate time series discussing both single layer and multiple layer approaches. Although still very recent, this research area has much potential and with this survey we intend to pave the way for future research on the topic.

Exploring Spatial-Temporal Variations of Public Discourse on Social Media: A Case Study on the First Wave of the Coronavirus Pandemic in Italy

This paper proposes a methodology for exploring how linguistic behaviour on social media can be used to explore societal reactions to important events such as those that transpired during the SARS CoV2 pandemic. In particular, where spatial and temporal aspects of events are important features. Our methodology consists of grounding spatial-temporal categories in tweet usage trends using time-series analysis and clustering. Salient terms in each category were then identified through qualitative comparative analysis based on scaled f-scores aggregated into hand-coded categories. To exemplify this approach, we conducted a case study on the first wave of the coronavirus in Italy. We used our proposed methodology to explore existing psychological observations which claimed that physical distance from events affects what is communicated about them. We confirmed these findings by showing that the epicentre of the disease and peripheral regions correspond to clear time-series clusters and that those living in the epicentre of the SARS CoV2 outbreak were more focused on solidarity and policy than those from more peripheral regions. Furthermore, we also found that temporal categories corresponded closely to policy changes during the handling of the pandemic.

Feature-based time-series analysis

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of feature-based representations for time series that have been developed to aid interpretable insights into time-series structure. Particular emphasis is given to emerging research that facilitates wide comparison of feature-based representations that allow us to understand the properties of a time-series dataset that make it suited to a particular feature-based representation or analysis algorithm. The future of time-series analysis is likely to embrace approaches that exploit machine learning methods to partially automate human learning to aid understanding of the complex dynamical patterns in the time series we measure from the world.

Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal Bootstrapping

Correlated time series analysis plays an important role in many real-world industries. Learning an efficient representation of this large-scale data for further downstream tasks is necessary but challenging. In this paper, we propose a time-step-level representation learning framework for individual instances via bootstrapped spatiotemporal representation prediction. We evaluated the effectiveness and flexibility of our representation learning framework on correlated time series forecasting and cold-start transferring the forecasting model to new instances with limited data. A linear regression model trained on top of the learned representations demonstrates our model performs best in most cases. Especially compared to representation learning models, we reduce the RMSE, MAE, and MAPE by 37%, 49%, and 48% on the PeMS-BAY dataset, respectively. Furthermore, in real-world metro passenger flow data, our framework demonstrates the ability to transfer to infer future information of new cold-start instances, with gains of 15%, 19%, and 18%. The source code will be released under the GitHub https://github.com/bonaldli/Spatiotemporal-TS-Representation-Learning

An Error Correction Mid-term Electricity Load Forecasting Model Based on Seasonal Decomposition

Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error correction based LF (ECLF) is proposed in this paper, which is designed to provide more accurate and stable LF. Firstly, time series analysis and feature engineering act on the original data to decompose load data into three components and extract relevant features. Then, based on the idea of stacking ensemble, long short-term memory is employed as an error correction module to forecast the components separately, and the forecast results are treated as new features to be fed into extreme gradient boosting for the second-step forecasting. Finally, the component sub-series forecast results are reconstructed to obtain the final LF results. The proposed model is evaluated on real-world electricity load data from two cities in China, and the experimental results demonstrate its superior performance compared to the other benchmark models.

Probabilistic Unrolling: Scalable, Inverse-Free Maximum Likelihood Estimation for Latent Gaussian Models

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models is the expectation-maximization (EM) algorithm. For problems with high-dimensional latent variables and large datasets, EM scales poorly because it needs to invert as many large covariance matrices as the number of data points. We introduce probabilistic unrolling, a method that combines Monte Carlo sampling with iterative linear solvers to circumvent matrix inversion. Our theoretical analyses reveal that unrolling and backpropagation through the iterations of the solver can accelerate gradient estimation for maximum likelihood estimation. In experiments on simulated and real data, we demonstrate that probabilistic unrolling learns latent Gaussian models up to an order of magnitude faster than gradient EM, with minimal losses in model performance.

Multivariate Time Series Early Classification Across Channel and Time Dimensions

Nowadays, the deployment of deep learning models on edge devices for addressing real-world classification problems is becoming more prevalent. Moreover, there is a growing popularity in the approach of early classification, a technique that involves classifying the input data after observing only an early portion of it, aiming to achieve reduced communication and computation requirements, which are crucial parameters in edge intelligence environments. While early classification in the field of time series analysis has been broadly researched, existing solutions for multivariate time series problems primarily focus on early classification along the temporal dimension, treating the multiple input channels in a collective manner. In this study, we propose a more flexible early classification pipeline that offers a more granular consideration of input channels and extends the early classification paradigm to the channel dimension. To implement this method, we utilize reinforcement learning techniques and introduce constraints to ensure the feasibility and practicality of our objective. To validate its effectiveness, we conduct experiments using synthetic data and we also evaluate its performance on real datasets. The comprehensive results from our experiments demonstrate that, for multiple datasets, our method can enhance the early classification paradigm by achieving improved accuracy for equal input utilization.

Satellite Image Time Series Analysis for Big Earth Observation Data

The development of analytical software for big Earth observation data faces several challenges. Designers need to balance between conflicting factors. Solutions that are efficient for specific hardware architectures can not be used in other environments. Packages that work on generic hardware and open standards will not have the same performance as dedicated solutions. Software that assumes that its users are computer programmers are flexible but may be difficult to learn for a wide audience. This paper describes sits, an open-source R package for satellite image time series analysis using machine learning. To allow experts to use satellite imagery to the fullest extent, sits adopts a time-first, space-later approach. It supports the complete cycle of data analysis for land classification. Its API provides a simple but powerful set of functions. The software works in different cloud computing environments. Satellite image time series are input to machine learning classifiers, and the results are post-processed using spatial smoothing. Since machine learning methods need accurate training data, sits includes methods for quality assessment of training samples. The software also provides methods for validation and accuracy measurement. The package thus comprises a production environment for big EO data analysis. We show that this approach produces high accuracy for land use and land cover maps through a case study in the Cerrado biome, one of the world's fast moving agricultural frontiers for the year 2018.

An Examination of Wearable Sensors and Video Data Capture for Human Exercise Classification

Wearable sensors such as Inertial Measurement Units (IMUs) are often used to assess the performance of human exercise. Common approaches use handcrafted features based on domain expertise or automatically extracted features using time series analysis. Multiple sensors are required to achieve high classification accuracy, which is not very practical. These sensors require calibration and synchronization and may lead to discomfort over longer time periods. Recent work utilizing computer vision techniques has shown similar performance using video, without the need for manual feature engineering, and avoiding some pitfalls such as sensor calibration and placement on the body. In this paper, we compare the performance of IMUs to a video-based approach for human exercise classification on two real-world datasets consisting of Military Press and Rowing exercises. We compare the performance using a single camera that captures video in the frontal view versus using 5 IMUs placed on different parts of the body. We observe that an approach based on a single camera can outperform a single IMU by 10 percentage points on average. Additionally, a minimum of 3 IMUs are required to outperform a single camera. We observe that working with the raw data using multivariate time series classifiers outperforms traditional approaches based on handcrafted or automatically extracted features. Finally, we show that an ensemble model combining the data from a single camera with a single IMU outperforms either data modality. Our work opens up new and more realistic avenues for this application, where a video captured using a readily available smartphone camera, combined with a single sensor, can be used for effective human exercise classification.

A Novel Site-Agnostic Multimodal Deep Learning Model to Identify Pro-Eating Disorder Content on Social Media

Over the last decade, there has been a vast increase in eating disorder diagnoses and eating disorder-attributed deaths, reaching their zenith during the Covid-19 pandemic. This immense growth derived in part from the stressors of the pandemic but also from increased exposure to social media, which is rife with content that promotes eating disorders. Such content can induce eating disorders in viewers. This study aimed to create a multimodal deep learning model capable of determining whether a given social media post promotes eating disorders based on a combination of visual and textual data. A labeled dataset of Tweets was collected from Twitter, upon which twelve deep learning models were trained and tested. Based on model performance, the most effective deep learning model was the multimodal fusion of the RoBERTa natural language processing model and the MaxViT image classification model, attaining accuracy and F1 scores of 95.9% and 0.959 respectively. The RoBERTa and MaxViT fusion model, deployed to classify an unlabeled dataset of posts from the social media sites Tumblr and Reddit, generated similar classifications as previous research studies that did not employ artificial intelligence, showing that artificial intelligence can develop insights congruent to those of researchers. Additionally, the model was used to conduct a time-series analysis of yet unseen Tweets from eight Twitter hashtags, uncovering that the relative abundance of pro-eating disorder content has decreased drastically. However, since approximately 2018, pro-eating disorder content has either stopped its decline or risen once more in ampleness.