367,526 research outputs found

    Time series data mining: preprocessing, analysis, segmentation and prediction. Applications

    Get PDF
    Currently, the amount of data which is produced for any information system is increasing exponentially. This motivates the development of automatic techniques to process and mine these data correctly. Specifically, in this Thesis, we tackled these problems for time series data, that is, temporal data which is collected chronologically. This kind of data can be found in many fields of science, such as palaeoclimatology, hydrology, financial problems, etc. TSDM consists of several tasks which try to achieve different objectives, such as, classification, segmentation, clustering, prediction, analysis, etc. However, in this Thesis, we focus on time series preprocessing, segmentation and prediction. Time series preprocessing is a prerequisite for other posterior tasks: for example, the reconstruction of missing values in incomplete parts of time series can be essential for clustering them. In this Thesis, we tackled the problem of massive missing data reconstruction in SWH time series from the Gulf of Alaska. It is very common that buoys stop working for different periods, what it is usually related to malfunctioning or bad weather conditions. The relation of the time series of each buoy is analysed and exploited to reconstruct the whole missing time series. In this context, EANNs with PUs are trained, showing that the resulting models are simple and able to recover these values with high precision. In the case of time series segmentation, the procedure consists in dividing the time series into different subsequences to achieve different purposes. This segmentation can be done trying to find useful patterns in the time series. In this Thesis, we have developed novel bioinspired algorithms in this context. For instance, for paleoclimate data, an initial genetic algorithm was proposed to discover early warning signals of TPs, whose detection was supported by expert opinions. However, given that the expert had to individually evaluate every solution given by the algorithm, the evaluation of the results was very tedious. This led to an improvement in the body of the GA to evaluate the procedure automatically. For significant wave height time series, the objective was the detection of groups which contains extreme waves, i.e. those which are relatively large with respect other waves close in time. The main motivation is to design alert systems. This was done using an HA, where an LS process was included by using a likelihood-based segmentation, assuming that the points follow a beta distribution. Finally, the analysis of similarities in different periods of European stock markets was also tackled with the aim of evaluating the influence of different markets in Europe. When segmenting time series with the aim of reducing the number of points, different techniques have been proposed. However, it is an open challenge given the difficulty to operate with large amounts of data in different applications. In this work, we propose a novel statistically-driven CRO algorithm (SCRO), which automatically adapts its parameters during the evolution, taking into account the statistical distribution of the population fitness. This algorithm improves the state-of-the-art with respect to accuracy and robustness. Also, this problem has been tackled using an improvement of the BBPSO algorithm, which includes a dynamical update of the cognitive and social components in the evolution, combined with mathematical tricks to obtain the fitness of the solutions, which significantly reduces the computational cost of previously proposed coral reef methods. Also, the optimisation of both objectives (clustering quality and approximation quality), which are in conflict, could be an interesting open challenge, which will be tackled in this Thesis. For that, an MOEA for time series segmentation is developed, improving the clustering quality of the solutions and their approximation. The prediction in time series is the estimation of future values by observing and studying the previous ones. In this context, we solve this task by applying prediction over high-order representations of the elements of the time series, i.e. the segments obtained by time series segmentation. This is applied to two challenging problems, i.e. the prediction of extreme wave height and fog prediction. On the one hand, the number of extreme values in SWH time series is less with respect to the number of standard values. In this way, the prediction of these values cannot be done using standard algorithms without taking into account the imbalanced ratio of the dataset. For that, an algorithm that automatically finds the set of segments and then applies EANNs is developed, showing the high ability of the algorithm to detect and predict these special events. On the other hand, fog prediction is affected by the same problem, that is, the number of fog events is much lower tan that of non-fog events, requiring a special treatment too. A preprocessing of different data coming from sensors situated in different parts of the Valladolid airport are used for making a simple ANN model, which is physically corroborated and discussed. The last challenge which opens new horizons is the estimation of the statistical distribution of time series to guide different methodologies. For this, the estimation of a mixed distribution for SWH time series is then used for fixing the threshold of POT approaches. Also, the determination of the fittest distribution for the time series is used for discretising it and making a prediction which treats the problem as ordinal classification. The work developed in this Thesis is supported by twelve papers in international journals, seven papers in international conferences, and four papers in national conferences

    Online Machine Learning for Inference from Multivariate Time-series

    Get PDF
    Inference and data analysis over networks have become significant areas of research due to the increasing prevalence of interconnected systems and the growing volume of data they produce. Many of these systems generate data in the form of multivariate time series, which are collections of time series data that are observed simultaneously across multiple variables. For example, EEG measurements of the brain produce multivariate time series data that record the electrical activity of different brain regions over time. Cyber-physical systems generate multivariate time series that capture the behaviour of physical systems in response to cybernetic inputs. Similarly, financial time series reflect the dynamics of multiple financial instruments or market indices over time. Through the analysis of these time series, one can uncover important details about the behavior of the system, detect patterns, and make predictions. Therefore, designing effective methods for data analysis and inference over networks of multivariate time series is a crucial area of research with numerous applications across various fields. In this Ph.D. Thesis, our focus is on identifying the directed relationships between time series and leveraging this information to design algorithms for data prediction as well as missing data imputation. This Ph.D. thesis is organized as a compendium of papers, which consists of seven chapters and appendices. The first chapter is dedicated to motivation and literature survey, whereas in the second chapter, we present the fundamental concepts that readers should understand to grasp the material presented in the dissertation with ease. In the third chapter, we present three online nonlinear topology identification algorithms, namely NL-TISO, RFNL-TISO, and RFNL-TIRSO. In this chapter, we assume the data is generated from a sparse nonlinear vector autoregressive model (VAR), and propose online data-driven solutions for identifying nonlinear VAR topology. We also provide convergence guarantees in terms of dynamic regret for the proposed algorithm RFNL-TIRSO. Chapters four and five of the dissertation delve into the issue of missing data and explore how the learned topology can be leveraged to address this challenge. Chapter five is distinct from other chapters in its exclusive focus on edge flow data and introduces an online imputation strategy based on a simplicial complex framework that leverages the known network structure in addition to the learned topology. Chapter six of the dissertation takes a different approach, assuming that the data is generated from nonlinear structural equation models. In this chapter, we propose an online topology identification algorithm using a time-structured approach, incorporating information from both the data and the model evolution. The algorithm is shown to have convergence guarantees achieved by bounding the dynamic regret. Finally, chapter seven of the dissertation provides concluding remarks and outlines potential future research directions.publishedVersio

    Emulating dynamic non-linear simulators using Gaussian processes

    Get PDF
    The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interested in are highly non-linear and exhibit tipping points, bifurcations and chaotic behaviour. However, each simulation run could be too time-consuming to perform analyses that require many runs, including quantifying the variation in model output with respect to changes in the inputs. Therefore, Gaussian process emulators are used to approximate the output of the code. To do this, the flow map of the system under study is emulated over a short time period. Then, it is used in an iterative way to predict the whole time series. A number of ways are proposed to take into account the uncertainty of inputs to the emulators, after fixed initial conditions, and the correlation between them through the time series. The methodology is illustrated with two examples: the highly non-linear dynamical systems described by the Lorenz and Van der Pol equations. In both cases, the predictive performance is relatively high and the measure of uncertainty provided by the method reflects the extent of predictability in each system

    Software evolution prediction using seasonal time analysis: a comparative study

    Get PDF
    Prediction models of software change requests are useful for supporting rational and timely resource allocation to the evolution process. In this paper we use a time series forecasting model to predict software maintenance and evolution requests in an open source software project (Eclipse), as an example of projects with seasonal release cycles. We build an ARIMA model based on data collected from Eclipse’s change request tracking system since the project’s start. A change request may refer to defects found in the software, but also to suggested improvements in the system under scrutiny. Our model includes the identification of seasonal patterns and tendencies, and is validated through the forecast of the change requests evolution for the next 12 months. The usage of seasonal information significantly improves the estimation ability of this model, when compared to other ARIMA models found in the literature, and does so for a much longer estimation period. Being able to accurately forecast the change requests’ evolution over a fairly long time period is an important ability for enabling adequate process control in maintenance activities, and facilitates effort estimation and timely resources allocation. The approach presented in this paper is suitable for projects with a relatively long history, as the model building process relies on historic data

    Engineering System Design for Automated Space Weather Forecast. Designing Automatic Software Systems for the Large-Scale Analysis of Solar Data, Knowledge Extraction and the Prediction of Solar Activities Using Machine Learning Techniques.

    Get PDF
    Coronal Mass Ejections (CMEs) and solar flares are energetic events taking place at the Sun that can affect the space weather or the near-Earth environment by the release of vast quantities of electromagnetic radiation and charged particles. Solar active regions are the areas where most flares and CMEs originate. Studying the associations among sunspot groups, flares, filaments, and CMEs is helpful in understanding the possible cause and effect relationships between these events and features. Forecasting space weather in a timely manner is important for protecting technological systems and human life on earth and in space. The research presented in this thesis introduces novel, fully computerised, machine learning-based decision rules and models that can be used within a system design for automated space weather forecasting. The system design in this work consists of three stages: (1) designing computer tools to find the associations among sunspot groups, flares, filaments, and CMEs (2) applying machine learning algorithms to the associations¿ datasets and (3) studying the evolution patterns of sunspot groups using time-series methods. Machine learning algorithms are used to provide computerised learning rules and models that enable the system to provide automated prediction of CMEs, flares, and evolution patterns of sunspot groups. These numerical rules are extracted from the characteristics, associations, and time-series analysis of the available historical solar data. The training of machine learning algorithms is based on data sets created by investigating the associations among sunspots, filaments, flares, and CMEs. Evolution patterns of sunspot areas and McIntosh classifications are analysed using a statistical machine learning method, namely the Hidden Markov Model (HMM)

    Forecasting Time Series with VARMA Recursions on Graphs

    Full text link
    Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task. This work provides contributions in this direction by considering the forecasting of a process evolving over a graph. We make use of the (approximate) time-vertex stationarity assumption, i.e., timevarying graph signals whose first and second order statistical moments are invariant over time and correlated to a known graph topology. The latter is combined with VAR and VARMA models to tackle the dimensionality issues present in predicting the temporal evolution of multivariate time series. We find out that by projecting the data to the graph spectral domain: (i) the multivariate model estimation reduces to that of fitting a number of uncorrelated univariate ARMA models and (ii) an optimal low-rank data representation can be exploited so as to further reduce the estimation costs. In the case that the multivariate process can be observed at a subset of nodes, the proposed models extend naturally to Kalman filtering on graphs allowing for optimal tracking. Numerical experiments with both synthetic and real data validate the proposed approach and highlight its benefits over state-of-the-art alternatives.Comment: submitted to the IEEE Transactions on Signal Processin

    Real-Time Context-Aware Microservice Architecture for Predictive Analytics and Smart Decision-Making

    Get PDF
    The impressive evolution of the Internet of Things and the great amount of data flowing through the systems provide us with an inspiring scenario for Big Data analytics and advantageous real-time context-aware predictions and smart decision-making. However, this requires a scalable system for constant streaming processing, also provided with the ability of decision-making and action taking based on the performed predictions. This paper aims at proposing a scalable architecture to provide real-time context-aware actions based on predictive streaming processing of data as an evolution of a previously provided event-driven service-oriented architecture which already permitted the context-aware detection and notification of relevant data. For this purpose, we have defined and implemented a microservice-based architecture which provides real-time context-aware actions based on predictive streaming processing of data. As a result, our architecture has been enhanced twofold: on the one hand, the architecture has been supplied with reliable predictions through the use of predictive analytics and complex event processing techniques, which permit the notification of relevant context-aware information ahead of time. On the other, it has been refactored towards a microservice architecture pattern, highly improving its maintenance and evolution. The architecture performance has been evaluated with an air quality case study

    Search based software engineering: Trends, techniques and applications

    Get PDF
    © ACM, 2012. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version is available from the link below.In the past five years there has been a dramatic increase in work on Search-Based Software Engineering (SBSE), an approach to Software Engineering (SE) in which Search-Based Optimization (SBO) algorithms are used to address problems in SE. SBSE has been applied to problems throughout the SE lifecycle, from requirements and project planning to maintenance and reengineering. The approach is attractive because it offers a suite of adaptive automated and semiautomated solutions in situations typified by large complex problem spaces with multiple competing and conflicting objectives. This article provides a review and classification of literature on SBSE. The work identifies research trends and relationships between the techniques applied and the applications to which they have been applied and highlights gaps in the literature and avenues for further research.EPSRC and E
    corecore