8,179 research outputs found
Forecasting with time series imaging
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
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
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
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Modelling Grocery Retail Topic Distributions: Evaluation, Interpretability and Stability
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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