8,179 research outputs found

    Forecasting with time series imaging

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    Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on the manual choice of an appropriate set of features. Exploiting machine learning methods to extract features from time series automatically becomes crucial in state-of-the-art time series analysis. In this paper, we introduce an automated approach to extract time series features based on time series imaging. We first transform time series into recurrence plots, from which local features can be extracted using computer vision algorithms. The extracted features are used for forecast model averaging. Our experiments show that forecasting based on automatically extracted features, with less human intervention and a more comprehensive view of the raw time series data, yields highly comparable performances with the best methods in the largest forecasting competition dataset (M4) and outperforms the top methods in the Tourism forecasting competition dataset

    Classification of Time-Series Images Using Deep Convolutional Neural Networks

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    Convolutional Neural Networks (CNN) has achieved a great success in image recognition task by automatically learning a hierarchical feature representation from raw data. While the majority of Time-Series Classification (TSC) literature is focused on 1D signals, this paper uses Recurrence Plots (RP) to transform time-series into 2D texture images and then take advantage of the deep CNN classifier. Image representation of time-series introduces different feature types that are not available for 1D signals, and therefore TSC can be treated as texture image recognition task. CNN model also allows learning different levels of representations together with a classifier, jointly and automatically. Therefore, using RP and CNN in a unified framework is expected to boost the recognition rate of TSC. Experimental results on the UCR time-series classification archive demonstrate competitive accuracy of the proposed approach, compared not only to the existing deep architectures, but also to the state-of-the art TSC algorithms.Comment: The 10th International Conference on Machine Vision (ICMV 2017

    Neural activity classification with machine learning models trained on interspike interval series data

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    The flow of information through the brain is reflected by the activity patterns of neural cells. Indeed, these firing patterns are widely used as input data to predictive models that relate stimuli and animal behavior to the activity of a population of neurons. However, relatively little attention was paid to single neuron spike trains as predictors of cell or network properties in the brain. In this work, we introduce an approach to neuronal spike train data mining which enables effective classification and clustering of neuron types and network activity states based on single-cell spiking patterns. This approach is centered around applying state-of-the-art time series classification/clustering methods to sequences of interspike intervals recorded from single neurons. We demonstrate good performance of these methods in tasks involving classification of neuron type (e.g. excitatory vs. inhibitory cells) and/or neural circuit activity state (e.g. awake vs. REM sleep vs. nonREM sleep states) on an open-access cortical spiking activity dataset

    Modelling Grocery Retail Topic Distributions: Evaluation, Interpretability and Stability

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    Understanding the shopping motivations behind market baskets has high commercial value in the grocery retail industry. Analyzing shopping transactions demands techniques that can cope with the volume and dimensionality of grocery transactional data while keeping interpretable outcomes. Latent Dirichlet Allocation (LDA) provides a suitable framework to process grocery transactions and to discover a broad representation of customers' shopping motivations. However, summarizing the posterior distribution of an LDA model is challenging, while individual LDA draws may not be coherent and cannot capture topic uncertainty. Moreover, the evaluation of LDA models is dominated by model-fit measures which may not adequately capture the qualitative aspects such as interpretability and stability of topics. In this paper, we introduce clustering methodology that post-processes posterior LDA draws to summarise the entire posterior distribution and identify semantic modes represented as recurrent topics. Our approach is an alternative to standard label-switching techniques and provides a single posterior summary set of topics, as well as associated measures of uncertainty. Furthermore, we establish a more holistic definition for model evaluation, which assesses topic models based not only on their likelihood but also on their coherence, distinctiveness and stability. By means of a survey, we set thresholds for the interpretation of topic coherence and topic similarity in the domain of grocery retail data. We demonstrate that the selection of recurrent topics through our clustering methodology not only improves model likelihood but also outperforms the qualitative aspects of LDA such as interpretability and stability. We illustrate our methods on an example from a large UK supermarket chain.Comment: 20 pages, 9 figure
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