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"Time Series Analysis": models, code, and papers

Validation Methods for Energy Time Series Scenarios from Deep Generative Models

Oct 27, 2021
Eike Cramer, Leonardo Rydin Gorjão, Alexander Mitsos, Benjamin Schäfer, Dirk Witthaut, Manuel Dahmen

The design and operation of modern energy systems are heavily influenced by time-dependent and uncertain parameters, e.g., renewable electricity generation, load-demand, and electricity prices. These are typically represented by a set of discrete realizations known as scenarios. A popular scenario generation approach uses deep generative models (DGM) that allow scenario generation without prior assumptions about the data distribution. However, the validation of generated scenarios is difficult, and a comprehensive discussion about appropriate validation methods is currently lacking. To start this discussion, we provide a critical assessment of the currently used validation methods in the energy scenario generation literature. In particular, we assess validation methods based on probability density, auto-correlation, and power spectral density. Furthermore, we propose using the multifractal detrended fluctuation analysis (MFDFA) as an additional validation method for non-trivial features like peaks, bursts, and plateaus. As representative examples, we train generative adversarial networks (GANs), Wasserstein GANs (WGANs), and variational autoencoders (VAEs) on two renewable power generation time series (photovoltaic and wind from Germany in 2013 to 2015) and an intra-day electricity price time series form the European Energy Exchange in 2017 to 2019. We apply the four validation methods to both the historical and the generated data and discuss the interpretation of validation results as well as common mistakes, pitfalls, and limitations of the validation methods. Our assessment shows that no single method sufficiently characterizes a scenario but ideally validation should include multiple methods and be interpreted carefully in the context of scenarios over short time periods.

* 16 pages, 8 figures, 1 table 

A High GOPs/Slice Time Series Classifier for Portable and Embedded Biomedical Applications

Nov 01, 2018
Hamid Soleimani, Aliasghar, Makhlooghpour, Wilten Nicola, Claudia Clopath, Emmanuel. M. Drakakis

Nowadays a diverse range of physiological data can be captured continuously for various applications in particular wellbeing and healthcare. Such data require efficient methods for classification and analysis. Deep learning algorithms have shown remarkable potential regarding such analyses, however, the use of these algorithms on low-power wearable devices is challenged by resource constraints such as area and power consumption. Most of the available on-chip deep learning processors contain complex and dense hardware architectures in order to achieve the highest possible throughput. Such a trend in hardware design may not be efficient in applications where on-node computation is required and the focus is more on the area and power efficiency as in the case of portable and embedded biomedical devices. This paper presents an efficient time-series classifier capable of automatically detecting effective features and classifying the input signals in real-time. In the proposed classifier, throughput is traded off with hardware complexity and cost using resource sharing techniques. A Convolutional Neural Network (CNN) is employed to extract input features and then a Long-Short-Term-Memory (LSTM) architecture with ternary weight precision classifies the input signals according to the extracted features. Hardware implementation on a Xilinx FPGA confirm that the proposed hardware can accurately classify multiple complex biomedical time series data with low area and power consumption and outperform all previously presented state-of-the-art records. Most notably, our classifier reaches 1.3$\times$ higher GOPs/Slice than similar state of the art FPGA-based accelerators.


Applications of Universal Source Coding to Statistical Analysis of Time Series

Sep 07, 2008
Boris Ryabko

We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a stationary and ergodic source asymptotically to the Shannon entropy, which, in turn, is the best achievable ratio for lossless data compressors. We consider finite-alphabet and real-valued time series and the following problems: estimation of the limiting probabilities for finite-alphabet time series and estimation of the density for real-valued time series, the on-line prediction, regression, classification (or problems with side information) for both types of the time series and the following problems of hypothesis testing: goodness-of-fit testing, or identity testing, and testing of serial independence. It is important to note that all problems are considered in the framework of classical mathematical statistics and, on the other hand, everyday methods of data compression (or archivers) can be used as a tool for the estimation and testing. It turns out, that quite often the suggested methods and tests are more powerful than known ones when they are applied in practice.

* accepted for publication 

Two-dimensional cellular automata and the analysis of correlated time series

Jul 08, 2005
Luis O. Rigo Jr., Valmir C. Barbosa

Correlated time series are time series that, by virtue of the underlying process to which they refer, are expected to influence each other strongly. We introduce a novel approach to handle such time series, one that models their interaction as a two-dimensional cellular automaton and therefore allows them to be treated as a single entity. We apply our approach to the problems of filling gaps and predicting values in rainfall time series. Computational results show that the new approach compares favorably to Kalman smoothing and filtering.

* Pattern Recognition Letters 27 (2006), 1353-1360 

GrowliFlower: An image time series dataset for GROWth analysis of cauLIFLOWER

Apr 01, 2022
Jana Kierdorf, Laura Verena Junker-Frohn, Mike Delaney, Mariele Donoso Olave, Andreas Burkart, Hannah Jaenicke, Onno Muller, Uwe Rascher, Ribana Roscher

This article presents GrowliFlower, a georeferenced, image-based UAV time series dataset of two monitored cauliflower fields of size 0.39 and 0.60 ha acquired in 2020 and 2021. The dataset contains RGB and multispectral orthophotos from which about 14,000 individual plant coordinates are derived and provided. The coordinates enable the dataset users the extraction of complete and incomplete time series of image patches showing individual plants. The dataset contains collected phenotypic traits of 740 plants, including the developmental stage as well as plant and cauliflower size. As the harvestable product is completely covered by leaves, plant IDs and coordinates are provided to extract image pairs of plants pre and post defoliation, to facilitate estimations of cauliflower head size. Moreover, the dataset contains pixel-accurate leaf and plant instance segmentations, as well as stem annotations to address tasks like classification, detection, segmentation, instance segmentation, and similar computer vision tasks. The dataset aims to foster the development and evaluation of machine learning approaches. It specifically focuses on the analysis of growth and development of cauliflower and the derivation of phenotypic traits to foster the development of automation in agriculture. Two baseline results of instance segmentation at plant and leaf level based on the labeled instance segmentation data are presented. The entire data set is publicly available.

* 23 pages, 21 figures, 5 tables 

Enhancing Transformer Efficiency for Multivariate Time Series Classification

Mar 28, 2022
Yuqing Wang, Yun Zhao, Linda Petzold

Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional consideration: to design an efficient network architecture to reduce computational costs such as training time and memory footprint. In this work we propose a methodology based on module-wise pruning and Pareto analysis to investigate the relationship between model efficiency and accuracy, as well as its complexity. Comprehensive experiments on benchmark MTS datasets illustrate the effectiveness of our method.

* ICDM 2022 

Deep Cellular Recurrent Network for Efficient Analysis of Time-Series Data with Spatial Information

Jan 12, 2021
Lasitha Vidyaratne, Mahbubul Alam, Alexander Glandon, Anna Shabalina, Christopher Tennant, Khan Iftekharuddin

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high dimensional data. Deep recurrent neural networks have shown promise in automated feature learning for improved time-series processing. However, generic deep recurrent models grow in scale and depth with increased complexity of the data. This is particularly challenging in presence of high dimensional data with temporal and spatial characteristics. Consequently, this work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to efficiently process complex multi-dimensional time series data with spatial information. The cellular recurrent architecture in the proposed model allows for location-aware synchronous processing of time series data from spatially distributed sensor signal sources. Extensive trainable parameter sharing due to cellularity in the proposed architecture ensures efficiency in the use of recurrent processing units with high-dimensional inputs. This study also investigates the versatility of the proposed DCRNN model for classification of multi-class time series data from different application domains. Consequently, the proposed DCRNN architecture is evaluated using two time-series datasets: a multichannel scalp EEG dataset for seizure detection, and a machine fault detection dataset obtained in-house. The results suggest that the proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.


Analysis of Temporal Difference Learning: Linear System Approach

Apr 26, 2022
Donghwan Lee, Do Wan Kim

The goal of this technical note is to introduce a new finite-time convergence analysis of temporal difference (TD) learning based on stochastic linear system models. TD-learning is a fundamental reinforcement learning (RL) to evaluate a given policy by estimating the corresponding value function for a Markov decision process. While there has been a series of successful works in theoretical analysis of TDlearning, it was not until recently that researchers found some guarantees on its statistical efficiency by developing finite-time error bounds. In this paper, we propose a simple control theoretic finite-time analysis of TD-learning, which exploits linear system models and standard notions in linear system communities. The proposed work provides new simple templets for RL analysis, and additional insights on TD-learning and RL based on ideas in control theory.

* arXiv admin note: text overlap with arXiv:2112.14417 

Comparative Analysis of Time Series Forecasting Approaches for Household Electricity Consumption Prediction

Jul 03, 2022
Muhammad Bilal, Hyeok Kim, Muhammad Fayaz, Pravin Pawar

As a result of increasing population and globalization, the demand for energy has greatly risen. Therefore, accurate energy consumption forecasting has become an essential prerequisite for government planning, reducing power wastage and stable operation of the energy management system. In this work we present a comparative analysis of major machine learning models for time series forecasting of household energy consumption. Specifically, we use Weka, a data mining tool to first apply models on hourly and daily household energy consumption datasets available from Kaggle data science community. The models applied are: Multilayer Perceptron, K Nearest Neighbor regression, Support Vector Regression, Linear Regression, and Gaussian Processes. Secondly, we also implemented time series forecasting models, ARIMA and VAR, in python to forecast household energy consumption of selected South Korean households with and without weather data. Our results show that the best methods for the forecasting of energy consumption prediction are Support Vector Regression followed by Multilayer Perceptron and Gaussian Process Regression.


Real time error detection in metal arc welding process using Artificial Neural Netwroks

Mar 10, 2016
Prashant Sharma, Shaju K. Albert, S. Rajeswari

Quality assurance in production line demands reliable weld joints. Human made errors is a major cause of faulty production. Promptly Identifying errors in the weld while welding is in progress will decrease the post inspection cost spent on the welding process. Electrical parameters generated during welding, could able to characterize the process efficiently. Parameter values are collected using high speed data acquisition system. Time series analysis tasks such as filtering, pattern recognition etc. are performed over the collected data. Filtering removes the unwanted noisy signal components and pattern recognition task segregate error patterns in the time series based upon similarity, which is performed by Self Organized mapping clustering algorithm. Welder quality is thus compared by detecting and counting number of error patterns appeared in his parametric time series. Moreover, Self Organized mapping algorithm provides the database in which patterns are segregated into two classes either desirable or undesirable. Database thus generated is used to train the classification algorithms, and thereby automating the real time error detection task. Multi Layer Perceptron and Radial basis function are the two classification algorithms used, and their performance has been compared based on metrics such as specificity, sensitivity, accuracy and time required in training.