Deep Quantile Regression for Unsupervised Anomaly Detection in Time-Series

YesTime-series anomaly detection receives increasing research interest given the growing number of data-rich application domains. Recent additions to anomaly detection methods in research literature include deep neural networks (DNNs: e.g., RNN, CNN, and Autoencoder). The nature and performance of these algorithms in sequence analysis enable them to learn hierarchical discriminative features and time-series temporal nature. However, their performance is affected by usually assuming a Gaussian distribution on the prediction error, which is either ranked, or threshold to label data instances as anomalous or not. An exact parametric distribution is often not directly relevant in many applications though. This will potentially produce faulty decisions from false anomaly predictions due to high variations in data interpretation. The expectations are to produce outputs characterized by a level of confidence. Thus, implementations need the Prediction Interval (PI) that quantify the level of uncertainty associated with the DNN point forecasts, which helps in making better-informed decision and mitigates against false anomaly alerts. An effort has been made in reducing false anomaly alerts through the use of quantile regression for identification of anomalies, but it is limited to the use of quantile interval to identify uncertainties in the data. In this paper, an improve time-series anomaly detection method called deep quantile regression anomaly detection (DQR-AD) is proposed. The proposed method go further to used quantile interval (QI) as anomaly score and compare it with threshold to identify anomalous points in time-series data. The tests run of the proposed method on publicly available anomaly benchmark datasets demonstrate its effective performance over other methods that assumed Gaussian distribution on the prediction or reconstruction cost for detection of anomalies. This shows that our method is potentially less sensitive to data distribution than existing approaches.Petroleum Technology Development Fund (PTDF) PhD Scholarship, Nigeria (Award Number: PTDF/ ED/PHD/IAT/884/16

Advanced Sensing, Fault Diagnostics, and Structural Health Management

Advanced sensing, fault diagnosis, and structural health management are important parts of the maintenance strategy of modern industries. With the advancement of science and technology, modern structural and mechanical systems are becoming more and more complex. Due to the continuous nature of operation and utilization, modern systems are heavily susceptible to faults. Hence, the operational reliability and safety of the systems can be greatly enhanced by using the multifaced strategy of designing novel sensing technologies and advanced intelligent algorithms and constructing modern data acquisition systems and structural health monitoring techniques. As a result, this research domain has been receiving a significant amount of attention from researchers in recent years. Furthermore, the research findings have been successfully applied in a wide range of fields such as aerospace, manufacturing, transportation and processes

NASA Tech Briefs, June 2012

Topics covered include: iGlobe Interactive Visualization and Analysis of Spatial Data; Broad-Bandwidth FPGA-Based Digital Polyphase Spectrometer; Small Aircraft Data Distribution System; Earth Science Datacasting v2.0; Algorithm for Compressing Time-Series Data; Onboard Science and Applications Algorithm for Hyperspectral Data Reduction; Sampling Technique for Robust Odorant Detection Based on MIT RealNose Data; Security Data Warehouse Application; Integrated Laser Characterization, Data Acquisition, and Command and Control Test System; Radiation-Hard SpaceWire/Gigabit Ethernet-Compatible Transponder; Hardware Implementation of Lossless Adaptive Compression of Data From a Hyperspectral Imager; High-Voltage, Low-Power BNC Feedthrough Terminator; SpaceCube Mini; Dichroic Filter for Separating W-Band and Ka-Band; Active Mirror Predictive and Requirement Verification Software (AMP-ReVS); Navigation/Prop Software Suite; Personal Computer Transport Analysis Program; Pressure Ratio to Thermal Environments; Probabilistic Fatigue Damage Program (FATIG); ASCENT Program; JPL Genesis and Rapid Intensification Processes (GRIP) Portal; Data::Downloader; Fault Tolerance Middleware for a Multi-Core System; DspaceOgreTerrain 3D Terrain Visualization Tool; Trick Simulation Environment 07; Geometric Reasoning for Automated Planning; Water Detection Based on Color Variation; Single-Layer, All-Metal Patch Antenna Element with Wide Bandwidth; Scanning Laser Infrared Molecular Spectrometer (SLIMS); Next-Generation Microshutter Arrays for Large-Format Imaging and Spectroscopy; Detection of Carbon Monoxide Using Polymer-Composite Films with a Porphyrin-Functionalized Polypyrrole; Enhanced-Adhesion Multiwalled Carbon Nanotubes on Titanium Substrates for Stray Light Control; Three-Dimensional Porous Particles Composed of Curved, Two-Dimensional, Nano-Sized Layers for Li-Ion Batteries 23 Ultra-Lightweight; and Ultra-Lightweight Nanocomposite Foams and Sandwich Structures for Space Structure Applications

A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. Approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: Forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and, finally, discuss mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting both the foundations, practical applications, and opportunities of graph neural networks for time series analysis.Comment: 27 pages, 6 figures, 5 table

The 1991 Marshall Space Flight Center research and technology

A compilation of 194 articles addressing research and technology activities at the Marshall Space Flight Center (MSFC) is given. Activities are divided into three major areas: advanced studies addressing transportation systems, space systems, and space science activities conducted primarily in the Program Development Directorate; research tasks carried out in the Space Science Laboratory; and technology programs hosted by a wide array of organizations at the Center. The theme for this year's report is 'Building for the Future'

Synergistic Effects of Phase Folding and Wavelet Denoising with Applications in Light Curve Analysis

The growing size of cosmological data sets is causing the current human-centric approach to cosmology to become impractical. Autonomous data analysis techniques need to be developed in order to advance the field of cosmology. This research examines the benefits of combining two signal analysis techniques, namely phase folding and wavelet denoising, into a newly-developed suite of autonomous light curve analysis tools which includes aspects of component extraction and period detection. The improvements these tools provide, with respect to autonomy and signal quality, are demonstrated using both simulated and real-world light curve data. Although applied to light curve data, the suite of tools developed in this dissertation are advantageous to the processing, modeling, or extractions to any periodic signal analysis

NASA Tech Briefs, September 1990

Topics covered include: New Product Ideas; NASA TU Services; Electronic Components and Circuits; Electronic Systems; Physical Sciences; Materials; Computer Programs; Mechanics; Machinery; Fabrication Technology; Mathematics and Information Sciences; Life Sciences

Uncertainty Estimation, Explanation and Reduction with Insufficient Data

Human beings have been juggling making smart decisions under uncertainties, where we manage to trade off between swift actions and collecting sufficient evidence. It is naturally expected that a generalized artificial intelligence (GAI) to navigate through uncertainties meanwhile predicting precisely. In this thesis, we aim to propose strategies that underpin machine learning with uncertainties from three perspectives: uncertainty estimation, explanation and reduction. Estimation quantifies the variability in the model inputs and outputs. It can endow us to evaluate the model predictive confidence. Explanation provides a tool to interpret the mechanism of uncertainties and to pinpoint the potentials for uncertainty reduction, which focuses on stabilizing model training, especially when the data is insufficient. We hope that this thesis can motivate related studies on quantifying predictive uncertainties in deep learning. It also aims to raise awareness for other stakeholders in the fields of smart transportation and automated medical diagnosis where data insufficiency induces high uncertainty. The thesis is dissected into the following sections: Introduction. we justify the necessity to investigate AI uncertainties and clarify the challenges existed in the latest studies, followed by our research objective. Literature review. We break down the the review of the state-of-the-art methods into uncertainty estimation, explanation and reduction. We make comparisons with the related fields encompassing meta learning, anomaly detection, continual learning as well. Uncertainty estimation. We introduce a variational framework, neural process that approximates Gaussian processes to handle uncertainty estimation. Two variants from the neural process families are proposed to enhance neural processes with scalability and continual learning. Uncertainty explanation. We inspect the functional distribution of neural processes to discover the global and local factors that affect the degree of predictive uncertainties. Uncertainty reduction. We validate the proposed uncertainty framework on two scenarios: urban irregular behaviour detection and neurological disorder diagnosis, where the intrinsic data insufficiency undermines the performance of existing deep learning models. Conclusion. We provide promising directions for future works and conclude the thesis