De-Trending Time Series for Astronomical Variability Surveys

We present a de-trending algorithm for the removal of trends in time series. Trends in time series could be caused by various systematic and random noise sources such as cloud passages, changes of airmass, telescope vibration or CCD noise. Those trends undermine the intrinsic signals of stars and should be removed. We determine the trends from subsets of stars that are highly correlated among themselves. These subsets are selected based on a hierarchical tree clustering algorithm. A bottom-up merging algorithm based on the departure from normal distribution in the correlation is developed to identify subsets, which we call clusters. After identification of clusters, we determine a trend per cluster by weighted sum of normalized light-curves. We then use quadratic programming to de-trend all individual light-curves based on these determined trends. Experimental results with synthetic light-curves containing artificial trends and events are presented. Results from other de-trending methods are also compared. The developed algorithm can be applied to time series for trend removal in both narrow and wide field astronomy.Comment: Revised version according to the referee's second revie

Robust Temporally Coherent Laplacian Protrusion Segmentation of 3D Articulated Bodies

In motion analysis and understanding it is important to be able to fit a suitable model or structure to the temporal series of observed data, in order to describe motion patterns in a compact way, and to discriminate between them. In an unsupervised context, i.e., no prior model of the moving object(s) is available, such a structure has to be learned from the data in a bottom-up fashion. In recent times, volumetric approaches in which the motion is captured from a number of cameras and a voxel-set representation of the body is built from the camera views, have gained ground due to attractive features such as inherent view-invariance and robustness to occlusions. Automatic, unsupervised segmentation of moving bodies along entire sequences, in a temporally-coherent and robust way, has the potential to provide a means of constructing a bottom-up model of the moving body, and track motion cues that may be later exploited for motion classification. Spectral methods such as locally linear embedding (LLE) can be useful in this context, as they preserve "protrusions", i.e., high-curvature regions of the 3D volume, of articulated shapes, while improving their separation in a lower dimensional space, making them in this way easier to cluster. In this paper we therefore propose a spectral approach to unsupervised and temporally-coherent body-protrusion segmentation along time sequences. Volumetric shapes are clustered in an embedding space, clusters are propagated in time to ensure coherence, and merged or split to accommodate changes in the body's topology. Experiments on both synthetic and real sequences of dense voxel-set data are shown. This supports the ability of the proposed method to cluster body-parts consistently over time in a totally unsupervised fashion, its robustness to sampling density and shape quality, and its potential for bottom-up model constructionComment: 31 pages, 26 figure

Classification of time series by shapelet transformation

Time-series classification (TSC) problems present a specific challenge for classification algorithms: how to measure similarity between series. A \emph{shapelet} is a time-series subsequence that allows for TSC based on local, phase-independent similarity in shape. Shapelet-based classification uses the similarity between a shapelet and a series as a discriminatory feature. One benefit of the shapelet approach is that shapelets are comprehensible, and can offer insight into the problem domain. The original shapelet-based classifier embeds the shapelet-discovery algorithm in a decision tree, and uses information gain to assess the quality of candidates, finding a new shapelet at each node of the tree through an enumerative search. Subsequent research has focused mainly on techniques to speed up the search. We examine how best to use the shapelet primitive to construct classifiers. We propose a single-scan shapelet algorithm that finds the best $k$ shapelets, which are used to produce a transformed dataset, where each of the $k$ features represent the distance between a time series and a shapelet. The primary advantages over the embedded approach are that the transformed data can be used in conjunction with any classifier, and that there is no recursive search for shapelets. We demonstrate that the transformed data, in conjunction with more complex classifiers, gives greater accuracy than the embedded shapelet tree. We also evaluate three similarity measures that produce equivalent results to information gain in less time. Finally, we show that by conducting post-transform clustering of shapelets, we can enhance the interpretability of the transformed data. We conduct our experiments on 29 datasets: 17 from the UCR repository, and 12 we provide ourselve

Unsupervised spike detection and sorting with wavelets and superparamagnetic clustering

This study introduces a new method for detecting and sorting spikes from multiunit recordings. The method combines the wavelet transform, which localizes distinctive spike features, with superparamagnetic clustering, which allows automatic classification of the data without assumptions such as low variance or gaussian distributions. Moreover, an improved method for setting amplitude thresholds for spike detection is proposed. We describe several criteria for implementation that render the algorithm unsupervised and fast. The algorithm is compared to other conventional methods using several simulated data sets whose characteristics closely resemble those of in vivo recordings. For these data sets, we found that the proposed algorithm outperformed conventional methods