Temporal Feature Selection with Symbolic Regression

Building and discovering useful features when constructing machine learning models is the central task for the machine learning practitioner. Good features are useful not only in increasing the predictive power of a model but also in illuminating the underlying drivers of a target variable. In this research we propose a novel feature learning technique in which Symbolic regression is endowed with a ``Range Terminal\u27\u27 that allows it to explore functions of the aggregate of variables over time. We test the Range Terminal on a synthetic data set and a real world data in which we predict seasonal greenness using satellite derived temperature and snow data over a portion of the Arctic. On the synthetic data set we find Symbolic regression with the Range Terminal outperforms standard Symbolic regression and Lasso regression. On the Arctic data set we find it outperforms standard Symbolic regression, fails to beat the Lasso regression, but finds useful features describing the interaction between Land Surface Temperature, Snow, and seasonal vegetative growth in the Arctic

Modifying the Symbolic Aggregate Approximation Method to Capture Segment Trend Information

The Symbolic Aggregate approXimation (SAX) is a very popular symbolic dimensionality reduction technique of time series data, as it has several advantages over other dimensionality reduction techniques. One of its major advantages is its efficiency, as it uses precomputed distances. The other main advantage is that in SAX the distance measure defined on the reduced space lower bounds the distance measure defined on the original space. This enables SAX to return exact results in query-by-content tasks. Yet SAX has an inherent drawback, which is its inability to capture segment trend information. Several researchers have attempted to enhance SAX by proposing modifications to include trend information. However, this comes at the expense of giving up on one or more of the advantages of SAX. In this paper we investigate three modifications of SAX to add trend capturing ability to it. These modifications retain the same features of SAX in terms of simplicity, efficiency, as well as the exact results it returns. They are simple procedures based on a different segmentation of the time series than that used in classic-SAX. We test the performance of these three modifications on 45 time series datasets of different sizes, dimensions, and nature, on a classification task and we compare it to that of classic-SAX. The results we obtained show that one of these modifications manages to outperform classic-SAX and that another one slightly gives better results than classic-SAX.Comment: International Conference on Modeling Decisions for Artificial Intelligence - MDAI 2020: Modeling Decisions for Artificial Intelligence pp 230-23

A data analytics-based energy information system (EIS) tool to perform meter-level anomaly detection and diagnosis in buildings

Recently, the spread of smart metering infrastructures has enabled the easier collection of building-related data. It has been proven that a proper analysis of such data can bring significant benefits for the characterization of building performance and spotting valuable saving opportunities. More and more researchers worldwide are focused on the development of more robust frameworks of analysis capable of extracting from meter-level data useful information to enhance the process of energy management in buildings, for instance, by detecting inefficiencies or anomalous energy behavior during operation. This paper proposes an innovative anomaly detection and diagnosis (ADD) methodology to automatically detect at whole-building meter level anomalous energy consumption and then perform a diagnosis on the sub-loads responsible for anomalous patterns. The process consists of multiple steps combining data analytics techniques. A set of evolutionary classification trees is developed to discover frequent and infrequent aggregated energy patterns, properly transformed through an adaptive symbolic aggregate approximation (aSAX) process. Then a post-mining analysis based on association rule mining (ARM) is performed to discover the main sub-loads which mostly affect the anomaly detected at the whole-building level. The methodology is developed and tested on monitored data of a medium voltage/low voltage (MV/LV) transformation cabin of a university campus

DRSP : Dimension Reduction For Similarity Matching And Pruning Of Time Series Data Streams

Similarity matching and join of time series data streams has gained a lot of relevance in today's world that has large streaming data. This process finds wide scale application in the areas of location tracking, sensor networks, object positioning and monitoring to name a few. However, as the size of the data stream increases, the cost involved to retain all the data in order to aid the process of similarity matching also increases. We develop a novel framework to addresses the following objectives. Firstly, Dimension reduction is performed in the preprocessing stage, where large stream data is segmented and reduced into a compact representation such that it retains all the crucial information by a technique called Multi-level Segment Means (MSM). This reduces the space complexity associated with the storage of large time-series data streams. Secondly, it incorporates effective Similarity Matching technique to analyze if the new data objects are symmetric to the existing data stream. And finally, the Pruning Technique that filters out the pseudo data object pairs and join only the relevant pairs. The computational cost for MSM is O(l*ni) and the cost for pruning is O(DRF*wsize*d), where DRF is the Dimension Reduction Factor. We have performed exhaustive experimental trials to show that the proposed framework is both efficient and competent in comparison with earlier works.Comment: 20 pages,8 figures, 6 Table

A New Time Series Similarity Measurement Method Based on Fluctuation Features

Time series similarity measurement is one of the fundamental tasks in time series data mining, and there are many studies on time series similarity measurement methods. However, the majority of them only calculate the distance between equal-length time series, and also cannot adequately reflect the fluctuation features of time series. To solve this problem, a new time series similarity measurement method based on fluctuation features is proposed in this paper. Firstly, the fluctuation features extraction method of time series is introduced. By defining and identifying fluctuation points, the fluctuation points sequence is obtained to represent the original time series for subsequent analysis. Then, a new similarity measurement (D_SM) is put forward to calculate the distance between different fluctuation points sequences. This method can calculate the distance of unequal-length time series, and it includes two main steps: similarity matching and the distance calculation based on similarity matching. Finally, the experiments are performed on some public time series using agglomerative hierarchical clustering based on D_SM. Compared to some traditional time series similarity measurements, the clustering results show that the proposed method can effectively distinguish time series with similar shapes from different classes and get a visible improvement in clustering accuracy in terms of F-Measure