Unsupervised Deep Learning for IoT Time Series

IoT time series analysis has found numerous applications in a wide variety of areas, ranging from health informatics to network security. Nevertheless, the complex spatial temporal dynamics and high dimensionality of IoT time series make the analysis increasingly challenging. In recent years, the powerful feature extraction and representation learning capabilities of deep learning (DL) have provided an effective means for IoT time series analysis. However, few existing surveys on time series have systematically discussed unsupervised DL-based methods. To fill this void, we investigate unsupervised deep learning for IoT time series, i.e., unsupervised anomaly detection and clustering, under a unified framework. We also discuss the application scenarios, public datasets, existing challenges, and future research directions in this area.

Near Optimal Heteroscedastic Regression with Symbiotic Learning

We consider the classical problem of heteroscedastic linear regression, where we are given $n$ samples $(\mathbf{x}_i, y_i) \in \mathbb{R}^d \times \mathbb{R}$ obtained from $y_i = \langle \mathbf{w}^{*}, \mathbf{x}_i \rangle + \epsilon_i \cdot \langle \mathbf{f}^{*}, \mathbf{x}_i \rangle$, where $\mathbf{x}_i \sim N(0,\mathbf{I})$, $\epsilon_i \sim N(0,1)$, and our task is to estimate $\mathbf{w}^{*}$. In addition to the classical applications of heteroscedastic models in fields such as statistics, econometrics, time series analysis etc., it is also particularly relevant in machine learning when data is collected from multiple sources of varying but apriori unknown quality, e.g., large model training. Our work shows that we can estimate $\mathbf{w}^{*}$ in squared norm up to an error of $\tilde{O}\left(\|\mathbf{f}^{*}\|^2 \cdot \left(\frac{1}{n} + \left(\frac{d}{n}\right)^2\right)\right)$ and prove a matching lower bound (up to logarithmic factors). Our result substantially improves upon the previous best known upper bound of $\tilde{O}\left(\|\mathbf{f}^{*}\|^2\cdot \frac{d}{n}\right)$. Our upper bound result is based on a novel analysis of a simple, classical heuristic going back to at least Davidian and Carroll (1987) and constitutes the first non-asymptotic convergence guarantee for this approach. As a byproduct, our analysis also provides improved rates of estimation for both linear regression and phase retrieval with multiplicative noise, which maybe of independent interest. The lower bound result relies on a careful application of LeCam's two point method, adapted to work with heavy tailed random variables where the relevant mutual information quantities are infinite (precluding a direct application of LeCam's method), and could also be of broader interest.

Case Studies of Causal Discovery from IT Monitoring Time Series

Information technology (IT) systems are vital for modern businesses, handling data storage, communication, and process automation. Monitoring these systems is crucial for their proper functioning and efficiency, as it allows collecting extensive observational time series data for analysis. The interest in causal discovery is growing in IT monitoring systems as knowing causal relations between different components of the IT system helps in reducing downtime, enhancing system performance and identifying root causes of anomalies and incidents. It also allows proactive prediction of future issues through historical data analysis. Despite its potential benefits, applying causal discovery algorithms on IT monitoring data poses challenges, due to the complexity of the data. For instance, IT monitoring data often contains misaligned time series, sleeping time series, timestamp errors and missing values. This paper presents case studies on applying causal discovery algorithms to different IT monitoring datasets, highlighting benefits and ongoing challenges.

Deep learning-based deconvolution for interferometric radio transient reconstruction

Radio astronomy is currently thriving with new large ground-based radio telescopes coming online in preparation for the upcoming Square Kilometre Array (SKA). Facilities like LOFAR, MeerKAT/SKA, ASKAP/SKA, and the future SKA-LOW bring tremendous sensitivity in time and frequency, improved angular resolution, and also high-rate data streams that need to be processed. They enable advanced studies of radio transients, volatile by nature, that can be detected or missed in the data. These transients are markers of high-energy accelerations of electrons and manifest in a wide range of temporal scales. Usually studied with dynamic spectroscopy of time series analysis, there is a motivation to search for such sources in large interferometric datasets. This requires efficient and robust signal reconstruction algorithms. To correctly account for the temporal dependency of the data, we improve the classical image deconvolution inverse problem by adding the temporal dependency in the reconstruction problem. Then, we introduce two novel neural network architectures that can do both spatial and temporal modeling of the data and the instrumental response. Then, we simulate representative time-dependent image cubes of point source distributions and realistic telescope pointings of MeerKAT to generate toy models to build the training, validation, and test datasets. Finally, based on the test data, we evaluate the source profile reconstruction performance of the proposed methods and classical image deconvolution algorithm CLEAN applied frame-by-frame. In the presence of increasing noise level in data frame, the proposed methods display a high level of robustness compared to frame-by-frame imaging with CLEAN. The deconvolved image cubes bring a factor of 3 improvement in fidelity of the recovered temporal profiles and a factor of 2 improvement in background denoising.

Automatic Feature Engineering for Time Series Classification: Evaluation and Discussion

Time Series Classification (TSC) has received much attention in the past two decades and is still a crucial and challenging problem in data science and knowledge engineering. Indeed, along with the increasing availability of time series data, many TSC algorithms have been suggested by the research community in the literature. Besides state-of-the-art methods based on similarity measures, intervals, shapelets, dictionaries, deep learning methods or hybrid ensemble methods, several tools for extracting unsupervised informative summary statistics, aka features, from time series have been designed in the recent years. Originally designed for descriptive analysis and visualization of time series with informative and interpretable features, very few of these feature engineering tools have been benchmarked for TSC problems and compared with state-of-the-art TSC algorithms in terms of predictive performance. In this article, we aim at filling this gap and propose a simple TSC process to evaluate the potential predictive performance of the feature sets obtained with existing feature engineering tools. Thus, we present an empirical study of 11 feature engineering tools branched with 9 supervised classifiers over 112 time series data sets. The analysis of the results of more than 10000 learning experiments indicate that feature-based methods perform as accurately as current state-of-the-art TSC algorithms, and thus should rightfully be considered further in the TSC literature.

An OPC UA-based industrial Big Data architecture

Industry 4.0 factories are complex and data-driven. Data is yielded from many sources, including sensors, PLCs, and other devices, but also from IT, like ERP or CRM systems. We ask how to collect and process this data in a way, such that it includes metadata and can be used for industrial analytics or to derive intelligent support systems. This paper describes a new, query model based approach, which uses a big data architecture to capture data from various sources using OPC UA as a foundation. It buffers and preprocesses the information for the purpose of harmonizing and providing a holistic state space of a factory, as well as mappings to the current state of a production site. That information can be made available to multiple processing sinks, decoupled from the data sources, which enables them to work with the information without interfering with devices of the production, disturbing the network devices they are working in, or influencing the production process negatively. Metadata and connected semantic information is kept throughout the process, allowing to feed algorithms with meaningful data, so that it can be accessed in its entirety to perform time series analysis, machine learning or similar evaluations as well as replaying the data from the buffer for repeatable simulations.

TSAMT: Time-Series-Analysis-based Motion Transfer among Multiple Cameras

Along with advances in optical sensors is the common practice of building an imaging system with heterogeneous cameras. While high-resolution (HR) videos acquisition and analysis are benefited from hybrid sensors, the intrinsic characteristics of multiple cameras lead to an interesting motion transfer problem. Unfortunately, most of the existing methods provide no theoretical analysis and require intensive training data. In this paper, we propose an algorithm using time series analysis for motion transfer among multiple cameras. Specifically, we firstly identify seasonality in motion data and then build an addictive time series model to extract patterns that could be transferred across cameras. Our approach has a complete and clear mathematical formulation, thus being efficient and interpretable. Through quantitative evaluations on real-world data, we demonstrate the effectiveness of our method. Furthermore, our motion transfer algorithm could combine with and facilitate downstream tasks, e.g., enhancing pose estimation on LR videos with inherent patterns extracted from HR ones. Code is available at https://github.com/IndigoPurple/TSAMT.

Bias, Consistency, and Partisanship in U.S. Asylum Cases: A Machine Learning Analysis of Extraneous Factors in Immigration Court Decisions

In this study, we introduce a novel two-pronged scoring system to measure individual and systemic bias in immigration courts under the U.S. Executive Office of Immigration Review (EOIR). We analyze nearly 6 million immigration court proceedings and 228 case features to build on prior research showing that U.S. asylum decisions vary dramatically based on factors that are extraneous to the merits of a case. We close a critical gap in the literature of variability metrics that can span space and time. Using predictive modeling, we explain 58.54% of the total decision variability using two metrics: partisanship and inter-judge cohort consistency. Thus, whether the EOIR grants asylum to an applicant or not depends in majority on the combined effects of the political climate and the individual variability of the presiding judge - not the individual merits of the case. Using time series analysis, we also demonstrate that partisanship increased in the early 1990s but plateaued following the turn of the century. These conclusions are striking to the extent that they diverge from the U.S. immigration system's commitments to independence and due process. Our contributions expose systemic inequities in the U.S. asylum decision-making process, and we recommend improved and standardized variability metrics to better diagnose and monitor these issues.

Improving Position Encoding of Transformers for Multivariate Time Series Classification

Transformers have demonstrated outstanding performance in many applications of deep learning. When applied to time series data, transformers require effective position encoding to capture the ordering of the time series data. The efficacy of position encoding in time series analysis is not well-studied and remains controversial, e.g., whether it is better to inject absolute position encoding or relative position encoding, or a combination of them. In order to clarify this, we first review existing absolute and relative position encoding methods when applied in time series classification. We then proposed a new absolute position encoding method dedicated to time series data called time Absolute Position Encoding (tAPE). Our new method incorporates the series length and input embedding dimension in absolute position encoding. Additionally, we propose computationally Efficient implementation of Relative Position Encoding (eRPE) to improve generalisability for time series. We then propose a novel multivariate time series classification (MTSC) model combining tAPE/eRPE and convolution-based input encoding named ConvTran to improve the position and data embedding of time series data. The proposed absolute and relative position encoding methods are simple and efficient. They can be easily integrated into transformer blocks and used for downstream tasks such as forecasting, extrinsic regression, and anomaly detection. Extensive experiments on 32 multivariate time-series datasets show that our model is significantly more accurate than state-of-the-art convolution and transformer-based models. Code and models are open-sourced at \url{https://github.com/Navidfoumani/ConvTran}.

Filling out the missing gaps: Time Series Imputation with Semi-Supervised Learning

Missing data in time series is a challenging issue affecting time series analysis. Missing data occurs due to problems like data drops or sensor malfunctioning. Imputation methods are used to fill in these values, with quality of imputation having a significant impact on downstream tasks like classification. In this work, we propose a semi-supervised imputation method, ST-Impute, that uses both unlabeled data along with downstream task's labeled data. ST-Impute is based on sparse self-attention and trains on tasks that mimic the imputation process. Our results indicate that the proposed method outperforms the existing supervised and unsupervised time series imputation methods measured on the imputation quality as well as on the downstream tasks ingesting imputed time series.