A metric to compare the anatomy variation between image time series

Biological processes like growth, aging, and disease progression are generally studied with follow-up scans taken at different time points, i.e., with image time series (TS) based analysis. Comparison between TS representing a biological process of two individuals/populations is of interest. A metric to quantify the difference between TS is desirable for such a comparison. The two TS represent the evolution of two different subject/population average anatomies through two paths. A method to untangle and quantify the path and inter-subject anatomy(shape) difference between the TS is presented in this paper. The proposed metric is a generalized version of Fr\'echet distance designed to compare curves. The proposed method is evaluated with simulated and adult and fetal neuro templates. Results show that the metric is able to separate and quantify the path and shape differences between TS.

Deep Discriminative Direct Decoders for High-dimensional Time-series Analysis

Dynamical latent variable modeling has been significantly invested over the last couple of decades with established solutions encompassing generative processes like the state-space model (SSM) and discriminative processes like a recurrent or a deep neural network (DNN). These solutions are powerful tools with promising results; however, surprisingly they were never put together in a unified model to analyze complex multivariate time-series data. A very recent modeling approach, called the direct discriminative decoder (DDD) model, proposes a principal solution to combine SMM and DNN models, with promising results in decoding underlying latent processes, e.g. rat movement trajectory, through high-dimensional neural recordings. The DDD consists of a) a state transition process, as per the classical dynamical models, and b) a discriminative process, like DNN, in which the conditional distribution of states is defined as a function of the current observations and their recent history. Despite promising results of the DDD model, no training solutions, in the context of DNN, have been utilized for this model. Here, we propose how DNN parameters along with an optimal history term can be simultaneously estimated as a part of the DDD model. We use the D4 abbreviation for a DDD with a DNN as its discriminative process. We showed the D4 decoding performance in both simulation and (relatively) high-dimensional neural data. In both datasets, D4 performance surpasses the state-of-art decoding solutions, including those of SSM and DNNs. The key success of DDD and potentially D4 is efficient utilization of the recent history of observation along with the state-process that carries long-term information, which is not addressed in either SSM or DNN solutions. We argue that D4 can be a powerful tool for the analysis of high-dimensional time-series data.

Discovering Predictable Latent Factors for Time Series Forecasting

Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex relations between variables and tune the parameters with large-scale data. Many real-world data mining tasks, however, lack sufficient variables for relation reasoning, and therefore these methods may not properly handle such forecasting problems. With insufficient data, time series appear to be affected by many exogenous variables, and thus, the modeling becomes unstable and unpredictable. To tackle this critical issue, in this paper, we develop a novel algorithmic framework for inferring the intrinsic latent factors implied by the observable time series. The inferred factors are used to form multiple independent and predictable signal components that enable not only sparse relation reasoning for long-term efficiency but also reconstructing the future temporal data for accurate prediction. To achieve this, we introduce three characteristics, i.e., predictability, sufficiency, and identifiability, and model these characteristics via the powerful deep latent dynamics models to infer the predictable signal components. Empirical results on multiple real datasets show the efficiency of our method for different kinds of time series forecasting. The statistical analysis validates the predictability of the learned latent factors.

Deep Learning for Time-Series Analysis

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise identical points of time to belong to different classes or predict different behavior. This characteristic generally increases the difficulty of analysing them. Existing techniques often depended on hand-crafted features that were expensive to create and required expert knowledge of the field. With the advent of Deep Learning new models of unsupervised learning of features for Time-series analysis and forecast have been developed. Such new developments are the topic of this paper: a review of the main Deep Learning techniques is presented, and some applications on Time-Series analysis are summaried. The results make it clear that Deep Learning has a lot to contribute to the field.

A Comprehensive Capability Analysis of GPT-3 and GPT-3.5 Series Models

GPT series models, such as GPT-3, CodeX, InstructGPT, ChatGPT, and so on, have gained considerable attention due to their exceptional natural language processing capabilities. However, despite the abundance of research on the difference in capabilities between GPT series models and fine-tuned models, there has been limited attention given to the evolution of GPT series models' capabilities over time. To conduct a comprehensive analysis of the capabilities of GPT series models, we select six representative models, comprising two GPT-3 series models (i.e., davinci and text-davinci-001) and four GPT-3.5 series models (i.e., code-davinci-002, text-davinci-002, text-davinci-003, and gpt-3.5-turbo). We evaluate their performance on nine natural language understanding (NLU) tasks using 21 datasets. In particular, we compare the performance and robustness of different models for each task under zero-shot and few-shot scenarios. Our extensive experiments reveal that the overall ability of GPT series models on NLU tasks does not increase gradually as the models evolve, especially with the introduction of the RLHF training strategy. While this strategy enhances the models' ability to generate human-like responses, it also compromises their ability to solve some tasks. Furthermore, our findings indicate that there is still room for improvement in areas such as model robustness.

An Attention Free Long Short-Term Memory for Time Series Forecasting

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction for which linear models seem to be unable to capture the time dependence. We proposed an architecture built using attention free LSTM layers that overcome linear models for conditional variance prediction. Our findings confirm the validity of our model, which also allowed to improve the prediction capacity of a LSTM, while improving the efficiency of the learning task.

Interpretable Transformer for Water Level Forecasting

Forecasting the water level of the Han river is important to control the traffic and avoid natural disasters. There are many variables related to the Han river and they are intricately connected. In this work, we propose a novel transformer that exploits the causal relationship based on the prior knowledge among the variables and forecasts the four bridges of the Han river: Cheongdam, Jamsu, Hangang, and Haengju. Our proposed model considers both spatial and temporal causation by formalizing the causal structure as a multilayer network and using masking methods. Due to this approach, we can have the interpretability that consistent with prior knowledge. Additionally, we propose a novel recalibration method and loss function for high accuracy of extreme risk in time series. In real data analysis, we use the Han river dataset from 2016 to 2021, and compare the proposed model with deep learning models.

Global Outliers Detection in Wireless Sensor Networks: A Novel Approach Integrating Time-Series Analysis, Entropy, and Random Forest-based Classification

Wireless Sensor Networks (WSNs) have recently attracted greater attention worldwide due to their practicality in monitoring, communicating, and reporting specific physical phenomena. The data collected by WSNs is often inaccurate as a result of unavoidable environmental factors, which may include noise, signal weakness, or intrusion attacks depending on the specific situation. Sending high-noise data has negative effects not just on data accuracy and network reliability, but also regarding the decision-making processes in the base station. Anomaly detection, or outlier detection, is the process of detecting noisy data amidst the contexts thus described. The literature contains relatively few noise detection techniques in the context of WSNs, particularly for outlier-detection algorithms applying time series analysis, which considers the effective neighbors to ensure a global-collaborative detection. Hence, the research presented in this paper is intended to design and implement a global outlier-detection approach, which allows us to find and select appropriate neighbors to ensure an adaptive collaborative detection based on time-series analysis and entropy techniques. The proposed approach applies a random forest algorithm for identifying the best results. To measure the effectiveness and efficiency of the proposed approach, a comprehensive and real scenario provided by the Intel Berkeley Research lab has been simulated. Noisy data have been injected into the collected data randomly. The results obtained from the experiment then conducted experimentation demonstrate that our approach can detect anomalies with up to 99% accuracy.

BolT: Fused Window Transformers for fMRI Time Series Analysis

Functional magnetic resonance imaging (fMRI) enables examination of inter-regional interactions in the brain via functional connectivity (FC) analyses that measure the synchrony between the temporal activations of separate regions. Given their exceptional sensitivity, deep-learning methods have received growing interest for FC analyses of high-dimensional fMRI data. In this domain, models that operate directly on raw time series as opposed to pre-computed FC features have the potential benefit of leveraging the full scale of information present in fMRI data. However, previous models are based on architectures suboptimal for temporal integration of representations across multiple time scales. Here, we present BolT, blood-oxygen-level-dependent transformer, for analyzing multi-variate fMRI time series. BolT leverages a cascade of transformer encoders equipped with a novel fused window attention mechanism. Transformer encoding is performed on temporally-overlapped time windows within the fMRI time series to capture short time-scale representations. To integrate information across windows, cross-window attention is computed between base tokens in each time window and fringe tokens from neighboring time windows. To transition from local to global representations, the extent of window overlap and thereby number of fringe tokens is progressively increased across the cascade. Finally, a novel cross-window regularization is enforced to align the high-level representations of global $CLS$ features across time windows. Comprehensive experiments on public fMRI datasets clearly illustrate the superior performance of BolT against state-of-the-art methods. Posthoc explanatory analyses to identify landmark time points and regions that contribute most significantly to model decisions corroborate prominent neuroscientific findings from recent fMRI studies.

Brazilian tailing dam collapse, retrospective precursory monitoring of InSAR data using spectral analysis of time series

Slope failures possess destructive power that can cause significant damage to both life and infrastructure. Monitoring slopes prone to instabilities is therefore critical in mitigating the risk posed by their failure. The purpose of slope monitoring is to detect precursory signs of stability issues, such as changes in the rate of displacement with which a slope is deforming. This information can then be used to predict the timing or probability of an imminent failure in order to provide an early warning. In this study, a more objective, statistical-learning algorithm is proposed to detect and characterise the risk of a slope failure, based on spectral analysis of serially correlated displacement time series data. The algorithm is applied to satellite-based interferometric synthetic radar (InSAR) displacement time series data to retrospectively analyse the risk of the 2019 Brumadinho tailings dam collapse in Brazil. Two potential risk milestones are identified and signs of a definitive but emergent risk (27 February 2018 to 26 August 2018) and imminent risk of collapse of the tailings dam (27 June 2018 to 24 December 2018) are detected by the algorithm. Importantly, this precursory indication of risk of failure is detected as early as at least five months prior to the dam collapse on 25 January 2019. The results of this study demonstrate that the combination of spectral methods and second order statistical properties of InSAR displacement time series data can reveal signs of a transition into an unstable deformation regime, and that this algorithm can provide sufficient early warning that could help mitigate catastrophic slope failures.