COVID 19 is an acute disease that started spreading throughout the world, beginning in December 2019. It has spread worldwide and has affected more than 7 million people, and 200 thousand people have died due to this infection as of Oct 2020. In this paper, we have forecasted the number of deaths and the confirmed cases in Los Angeles and New York of the United States using the traditional and Big Data platforms based on the Times Series: ARIMA and ETS. We also implemented a more sophisticated time-series forecast model using Facebook Prophet API. Furthermore, we developed the classification models: Logistic Regression and Random Forest regression to show that the Weather does not affect the number of the confirmed cases. The models are built and run in legacy systems (Azure ML Studio) and Big Data systems (Oracle Cloud and Databricks). Besides, we present the accuracy of the models.
The current paper implements a methodology for automatically detecting vehicle maneuvers from vehicle telemetry data under naturalistic driving settings. Previous approaches have treated vehicle maneuver detection as a classification problem, although both time series segmentation and classification are required since input telemetry data is continuous. Our objective is to develop an end-to-end pipeline for frame-by-frame annotation of naturalistic driving studies videos into various driving events including stop and lane keeping events, lane changes, left-right turning movements, and horizontal curve maneuvers. To address the time series segmentation problem, the study developed an Energy Maximization Algorithm (EMA) capable of extracting driving events of varying durations and frequencies from continuous signal data. To reduce overfitting and false alarm rates, heuristic algorithms were used to classify events with highly variable patterns such as stops and lane-keeping. To classify segmented driving events, four machine learning models were implemented, and their accuracy and transferability were assessed over multiple data sources. The duration of events extracted by EMA were comparable to actual events, with accuracies ranging from 59.30% (left lane change) to 85.60% (lane-keeping). Additionally, the overall accuracy of the 1D-convolutional neural network model was 98.99%, followed by the Long-short-term-memory model at 97.75%, then random forest model at 97.71%, and the support vector machine model at 97.65%. These model accuracies where consistent across different data sources. The study concludes that implementing a segmentation-classification pipeline significantly improves both the accuracy for driver maneuver detection and transferability of shallow and deep ML models across diverse datasets.
Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been proposed to analyze this type of data. Time series data has been also used to study the effect of interventions over time. Moreover, in many fields of science, learning the causal structure of dynamic systems and time series data is considered an interesting task which plays an important role in scientific discoveries. Estimating the effect of an intervention and identifying the causal relations from the data can be performed via causal inference. Existing surveys on time series discuss traditional tasks such as classification and forecasting or explain the details of the approaches proposed to solve a specific task. In this paper, we focus on two causal inference tasks, i.e., treatment effect estimation and causal discovery for time series data, and provide a comprehensive review of the approaches in each task. Furthermore, we curate a list of commonly used evaluation metrics and datasets for each task and provide in-depth insight. These metrics and datasets can serve as benchmarks for research in the field.
Temporal Convolutional Networks (TCNs) are emerging lightweight Deep Learning models for Time Series analysis. We introduce an automated exploration approach and a library of optimized kernels to map TCNs on Parallel Ultra-Low Power (PULP) microcontrollers. Our approach minimizes latency and energy by exploiting a layer tiling optimizer to jointly find the tiling dimensions and select among alternative implementations of the causal and dilated 1D-convolution operations at the core of TCNs. We benchmark our approach on a commercial PULP device, achieving up to 103X lower latency and 20.3X lower energy than the Cube-AI toolkit executed on the STM32L4 and from 2.9X to 26.6X lower energy compared to commercial closed-source and academic open-source approaches on the same hardware target.
The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to enable reliability and safety. Many recent studies target anomaly detection for time series data. Indeed, area of time series anomaly detection is characterized by diverse data, methods, and evaluation strategies, and comparisons in existing studies consider only part of this diversity, which makes it difficult to select the best method for a particular problem setting. To address this shortcoming, we introduce taxonomies for data, methods, and evaluation strategies, provide a comprehensive overview of unsupervised time series anomaly detection using the taxonomies, and systematically evaluate and compare state-of-the-art traditional as well as deep learning techniques. In the empirical study using nine publicly available datasets, we apply the most commonly-used performance evaluation metrics to typical methods under a fair implementation standard. Based on the structuring offered by the taxonomies, we report on empirical studies and provide guidelines, in the form of comparative tables, for choosing the methods most suitable for particular application settings. Finally, we propose research directions for this dynamic field.
Estimating causal effects from observational data in the presence of latent variables sometimes leads to spurious relationships which can be misconceived as causal. This is an important issue in many fields such as finance and climate science. We propose Sequential Causal Effect Variational Autoencoder (SCEVAE), a novel method for time series causality analysis under hidden confounding. It is based on the CEVAE framework and recurrent neural networks. The causal link's intensity of the confounded variables is calculated by using direct causal criteria based on Pearl's do-calculus. We show the efficacy of SCEVAE by applying it to synthetic datasets with both linear and nonlinear causal links. Furthermore, we apply our method to real aerosol-cloud-climate observation data. We compare our approach to a time series deconfounding method with and without substitute confounders on the synthetic data. We demonstrate that our method performs better by comparing both methods to the ground truth. In the case of real data, we use the expert knowledge of causal links and show how the use of correct proxy variables aids data reconstruction.
Classification of sequences of temporal intervals is a part of time series analysis which concerns series of events. We propose a new method of transforming the problem to a task of multivariate series classification. We use one of the state-of-the-art algorithms from the latter domain on the new representation to obtain significantly better accuracy than the state-of-the-art methods from the former field. We discuss limitations of this workflow and address them by developing a novel method for classification termed COSTI (short for Classification of Sequences of Temporal Intervals) operating directly on sequences of temporal intervals. The proposed method remains at a high level of accuracy and obtains better performance while avoiding shortcomings connected to operating on transformed data. We propose a generalized version of the problem of classification of temporal intervals, where each event is supplemented with information about its intensity. We also provide two new data sets where this information is of substantial value.
Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a complete and extensive evaluation of recent state-of-the-art techniques is still missing. Few efforts have been made to compare existing unsupervised time-series anomaly detection methods rigorously. However, only standard performance metrics, namely precision, recall, and F1-score are usually considered. Essential aspects for assessing their practical relevance are therefore neglected. This paper proposes an original and in-depth evaluation study of recent unsupervised anomaly detection techniques in time-series. Instead of relying solely on standard performance metrics, additional yet informative metrics and protocols are taken into account. In particular, (1) more elaborate performance metrics specifically tailored for time-series are used; (2) the model size and the model stability are studied; (3) an analysis of the tested approaches with respect to the anomaly type is provided; and (4) a clear and unique protocol is followed for all experiments. Overall, this extensive analysis aims to assess the maturity of state-of-the-art time-series anomaly detection, give insights regarding their applicability under real-world setups and provide to the community a more complete evaluation protocol.
Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly applied to another market or security due to differences inherent in the market conditions. In addition, as the market evolves through time, it is necessary to update the existing models or train new ones when new data is made available. This scenario, which is inherent in most financial forecasting applications, naturally raises the following research question: How to efficiently adapt a pre-trained model to a new set of data while retaining performance on the old data, especially when the old data is not accessible? In this paper, we propose a method to efficiently retain the knowledge available in a neural network pre-trained on a set of securities and adapt it to achieve high performance in new ones. In our method, the prior knowledge encoded in a pre-trained neural network is maintained by keeping existing connections fixed, and this knowledge is adjusted for the new securities by a set of augmented connections, which are optimized using the new data. The auxiliary connections are constrained to be of low rank. This not only allows us to rapidly optimize for the new task but also reduces the storage and run-time complexity during the deployment phase. The efficiency of our approach is empirically validated in the stock mid-price movement prediction problem using a large-scale limit order book dataset. Experimental results show that our approach enhances prediction performance as well as reduces the overall number of network parameters.
Data presented in the form of time series as its analysis and applications recently have become increasingly important in different areas and domains. Prediction and classification of time-series data play a vital role in multiple fields. In this paper, the time series analysis related to power consumption at 12 o'clock every day in the period of 2012 to 2014 has been compared for two distribution networks of Sistan and one of the four networks of Tehran. By analyzing the power consumption of these two networks, a comparison can be made between these two regions in terms of development and climate difference and the impact of social, industrial and environmental phenomena. The reason for choosing these two networks was to compare a deprived area with an area in the capital. CRP tool software and toolkits have been used to analyze and compare time series, and various tools have been used to compare two time series.