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

DLBI: Deep learning guided Bayesian inference for structure reconstruction of super-resolution fluorescence microscopy

Sep 01, 2018
Yu Li, Fan Xu, Fa Zhang, Pingyong Xu, Mingshu Zhang, Ming Fan, Lihua Li, Xin Gao, Renmin Han

Super-resolution fluorescence microscopy, with a resolution beyond the diffraction limit of light, has become an indispensable tool to directly visualize biological structures in living cells at a nanometer-scale resolution. Despite advances in high-density super-resolution fluorescent techniques, existing methods still have bottlenecks, including extremely long execution time, artificial thinning and thickening of structures, and lack of ability to capture latent structures. Here we propose a novel deep learning guided Bayesian inference approach, DLBI, for the time-series analysis of high-density fluorescent images. Our method combines the strength of deep learning and statistical inference, where deep learning captures the underlying distribution of the fluorophores that are consistent with the observed time-series fluorescent images by exploring local features and correlation along time-axis, and statistical inference further refines the ultrastructure extracted by deep learning and endues physical meaning to the final image. Comprehensive experimental results on both real and simulated datasets demonstrate that our method provides more accurate and realistic local patch and large-field reconstruction than the state-of-the-art method, the 3B analysis, while our method is more than two orders of magnitude faster. The main program is available at

* Bioinformatics, Volume 34, Issue 13, 1 July 2018 
* Accepted by ISMB 2018 

Spatiotemporal Analysis Using Riemannian Composition of Diffusion Operators

Jan 21, 2022
Tal Shnitzer, Hau-Tieng Wu, Ronen Talmon

Multivariate time-series have become abundant in recent years, as many data-acquisition systems record information through multiple sensors simultaneously. In this paper, we assume the variables pertain to some geometry and present an operator-based approach for spatiotemporal analysis. Our approach combines three components that are often considered separately: (i) manifold learning for building operators representing the geometry of the variables, (ii) Riemannian geometry of symmetric positive-definite matrices for multiscale composition of operators corresponding to different time samples, and (iii) spectral analysis of the composite operators for extracting different dynamic modes. We propose a method that is analogous to the classical wavelet analysis, which we term Riemannian multi-resolution analysis (RMRA). We provide some theoretical results on the spectral analysis of the composite operators, and we demonstrate the proposed method on simulations and on real data.

* 48 pages, 13 figures 

N-BEATS: Neural basis expansion analysis for interpretable time series forecasting

May 28, 2019
Boris N. Oreshkin, Dmitri Carpov, Nicolas Chapados, Yoshua Bengio

We focus on solving the univariate times series point forecasting problem using deep learning. We propose a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers. The architecture has a number of desirable properties, being interpretable, applicable without modification to a wide array of target domains, and fast to train. We test the proposed architecture on the well-known M4 competition dataset containing 100k time series from diverse domains. We demonstrate state-of-the-art performance for two configurations of N-BEATS, improving forecast accuracy by 11% over a statistical benchmark and by 3% over last year's winner of the M4 competition, a domain-adjusted hand-crafted hybrid between neural network and statistical time series models. The first configuration of our model does not employ any time-series-specific components and its performance on the M4 dataset strongly suggests that, contrarily to received wisdom, deep learning primitives such as residual blocks are by themselves sufficient to solve a wide range of forecasting problems. Finally, we demonstrate how the proposed architecture can be augmented to provide outputs that are interpretable without loss in accuracy.


Topological Feature Vectors for Chatter Detection in Turning Processes

May 27, 2019
Melih C. Yesilli, Firas A. Khasawneh, Andreas Otto

Machining processes are most accurately described using complex dynamical systems that include nonlinearities, time delays and stochastic effects. Due to the nature of these models as well as the practical challenges which include time-varying parameters, the transition from numerical/analytical modeling of machining to the analysis of real cutting signals remains challenging. Some studies have focused on studying the time series of cutting processes using machine learning algorithms with the goal of identifying and predicting undesirable vibrations during machining referred to as chatter. These tools typically decompose the signal using Wavelet Packet Transforms (WPT) or Ensemble Empirical Mode Decomposition (EEMD). However, these methods require a significant overhead in identifying the feature vectors before a classifier can be trained. In this study, we present an alternative approach based on featurizing the time series of the cutting process using its topological features. We utilize support vector machine classifier combined with feature vectors derived from persistence diagrams, a tool from persistent homology, to encode distinguishing characteristics based on embedding the time series as a point cloud using Takens embedding. We present the results for several choices of the topological feature vectors, and we compare our results to the WPT and EEMD methods using experimental time series from a turning cutting test. Our results show that in most cases combining the TDA-based features with a simple Support Vector Machine (SVM) yields accuracies that either exceed or are within the error bounds of their WPT and EEMD counterparts.


Sales forecasting using WaveNet within the framework of the Kaggle competition

Mar 11, 2018
Glib Kechyn, Lucius Yu, Yangguang Zang, Svyatoslav Kechyn

We took part in the Corporacion Favorita Grocery Sales Forecasting competition hosted on Kaggle and achieved the 2nd place. In this abstract paper, we present an overall analysis and solution to the underlying machine-learning problem based on time series data, where major challenges are identified and corresponding preliminary methods are proposed. Our approach is based on the adaptation of dilated convolutional neural network for time series forecasting. By applying this technique iteratively to batches of n examples, a big amount of time series data can be eventually processed with a decent speed and accuracy. We hope this paper could serve, to some extent, as a review and guideline of the time series forecasting benchmark, inspiring further attempts and researches.


Time Series Source Separation with Slow Flows

Jul 20, 2020
Edouard Pineau, Sébastien Razakarivony, Thomas Bonald

In this paper, we show that slow feature analysis (SFA), a common time series decomposition method, naturally fits into the flow-based models (FBM) framework, a type of invertible neural latent variable models. Building upon recent advances on blind source separation, we show that such a fit makes the time series decomposition identifiable.

* INNF+ Workshop, ICML 2020 

Making Good on LSTMs' Unfulfilled Promise

Dec 09, 2019
Daniel Philps, Artur d'Avila Garcez, Tillman Weyde

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memory did what and when. This work has implications for many financial applications including credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTMs as well as a simple sliding window learner using feed-forward neural networks (FFNN). Secondly, we show that CL based on a sliding window learner (FFNN) is more effective than CL based on a sequential learner (LSTM). Thirdly, we examine how real-world, time-series noise impacts several similarity approaches used in CL memory addressing. We provide these insights using an approach called Continual Learning Augmentation (CLA) tested on a complex real-world problem, emerging market equities investment decision making. CLA provides a test-bed as it can be based on different types of time-series learners, allowing testing of LSTM and FFNN learners side by side. CLA is also used to test several distance approaches used in a memory recall-gate: Euclidean distance (ED), dynamic time warping (DTW), auto-encoders (AE) and a novel hybrid approach, warp-AE. We find that ED under-performs DTW and AE but warp-AE shows the best overall performance in a real-world financial task.

* 33rd Conference on Neural Information Processing Systems (NeurIPS 2019), Vancouver, Canada. arXiv admin note: text overlap with arXiv:1812.02340 

Molecular Dynamics of Polymer-lipids in Solution from Supervised Machine Learning

Mar 01, 2022
James Andrews, Olga Gkountouna, Estela Blaisten-Barojas

Machine learning techniques including neural networks are popular tools for materials and chemical scientists with applications that may provide viable alternative methods in the analysis of structure and energetics of systems ranging from crystals to biomolecules. However, efforts are less abundant for prediction of dynamics. Here we explore the ability of three well established recurrent neural network architectures for forecasting the energetics of a macromolecular polymer-lipid aggregate solvated in ethyl acetate at ambient conditions. Data models generated from recurrent neural networks are trained and tested on nanoseconds-long time series of the intra-macromolecules potential energy and their interaction energy with the solvent generated from Molecular Dynamics and containing half million points. Our exhaustive analyses convey that the three recurrent neural network investigated generate data models with limited capability of reproducing the energetic fluctuations and yielding short or long term energetics forecasts with underlying distribution of points inconsistent with the input series distributions. We propose an in silico experimental protocol consisting on forming an ensemble of artificial network models trained on an ensemble of series with additional features from time series containing pre-clustered time patterns of the original series. The forecast process improves by predicting a band of forecasted time series with a spread of values consistent with the molecular dynamics energy fluctuations span. However, the distribution of points from the band of forecasts is not optimal. Although the three inspected recurrent neural networks were unable of generating single models that reproduce the actual fluctuations of the inspected molecular system energies in thermal equilibrium at the nanosecond scale, the proposed protocol provides useful estimates of the molecular fate