Time Series Outlier Detection Based on Sliding Window Prediction

In order to detect outliers in hydrological time series data for improving data quality and decision-making quality related to design, operation, and management of water resources, this research develops a time series outlier detection method for hydrologic data that can be used to identify data that deviate from historical patterns. The method first built a forecasting model on the history data and then used it to predict future values. Anomalies are assumed to take place if the observed values fall outside a given prediction confidence interval (PCI), which can be calculated by the predicted value and confidence coefficient. The use of PCI as threshold is mainly on the fact that it considers the uncertainty in the data series parameters in the forecasting model to address the suitable threshold selection problem. The method performs fast, incremental evaluation of data as it becomes available, scales to large quantities of data, and requires no preclassification of anomalies. Experiments with different hydrologic real-world time series showed that the proposed methods are fast and correctly identify abnormal data and can be used for hydrologic time series analysis

A comparison of different fuzzy inference systems for prediction of catch per unit effort (CPUE) of fish

60-69Present work was aimed to design Mamdani- Fuzzy Inference System (FIS), Sugeno -FIS and Sugeno-Adaptive Neuro-Fuzzy Inference System (ANFIS) model for the prediction of CPUE of fish. The system was implemented using MATLAB fuzzy toolbox. A prediction of CPUE was made using the models trained. The accuracy of fuzzy inference system models was compared using mean square error (MSE) and average error percentage. Comparative study of all the three systems provided that the results of Sugeno-ANFIS model (MSE =0.05 & Average error percentage=11.02%) are better than the two other Fuzzy Inference Systems. This ANFIS was tested with independent 28 dataset points. The results obtained were closer to training data (MSE=0.08 and Average error percentage=13.45%)

Adversarial Attacks on Probabilistic Autoregressive Forecasting Models

We develop an effective generation of adversarial attacks on neural models that output a sequence of probability distributions rather than a sequence of single values. This setting includes the recently proposed deep probabilistic autoregressive forecasting models that estimate the probability distribution of a time series given its past and achieve state-of-the-art results in a diverse set of application domains. The key technical challenge we address is effectively differentiating through the Monte-Carlo estimation of statistics of the joint distribution of the output sequence. Additionally, we extend prior work on probabilistic forecasting to the Bayesian setting which allows conditioning on future observations, instead of only on past observations. We demonstrate that our approach can successfully generate attacks with small input perturbations in two challenging tasks where robust decision making is crucial: stock market trading and prediction of electricity consumption.Comment: 15 pages, 6 figure

Advanced Data Analytics Methodologies for Anomaly Detection in Multivariate Time Series Vehicle Operating Data

Early detection of faults in the vehicle operating systems is a research domain of high significance to sustain full control of the systems since anomalous behaviors usually result in performance loss for a long time before detecting them as critical failures. In other words, operating systems exhibit degradation when failure begins to occur. Indeed, multiple presences of the failures in the system performance are not only anomalous behavior signals but also show that taking maintenance actions to keep the system performance is vital. Maintaining the systems in the nominal performance for the lifetime with the lowest maintenance cost is extremely challenging and it is important to be aware of imminent failure before it arises and implement the best countermeasures to avoid extra losses. In this context, the timely anomaly detection of the performance of the operating system is worthy of investigation. Early detection of imminent anomalous behaviors of the operating system is difficult without appropriate modeling, prediction, and analysis of the time series records of the system. Data based technologies have prepared a great foundation to develop advanced methods for modeling and prediction of time series data streams. In this research, we propose novel methodologies to predict the patterns of multivariate time series operational data of the vehicle and recognize the second-wise unhealthy states. These approaches help with the early detection of abnormalities in the behavior of the vehicle based on multiple data channels whose second-wise records for different functional working groups in the operating systems of the vehicle. Furthermore, a real case study data set is used to validate the accuracy of the proposed prediction and anomaly detection methodologies

Improved Estimation of Sir in Mobile Cdma Systems by Integration of Artificial Neural Network and Time Series Technique

Abstract: This study presents an integrated Artificial Neural Network (ANN) and time series framework to estimate and predict Signal to Interference Ratio (SIR) in Direct Sequence Code Division Multiple Access (DS/CDMA) systems. It is difficult to model uncertain behavior of SIR with only conventional ANN or time series and the integrated algorithm could be an ideal substitute for such cases. Artificial Neural Network (ANN) approach based on supervised multi layer perceptron (MLP) network are used in the proposed algorithm. All type of ANN-MLP are examined in present study. At last, Coefficient of Determination (R ) is used for selecting preferred model from different 2 constructed MLP-ANN. One of unique feature of the proposed algorithm is utilization of Autocorrelation Function (ACF) to define input variables whereas conventional methods which use trial and error method. This is the first study that integrates ANN and time series for improved estimation of SIR in mobile CDMA systems

A Survey on Concept Drift Adaptation

Concept drift primarily refers to an online supervised learning scenario when the relation between the in- put data and the target variable changes over time. Assuming a general knowledge of supervised learning in this paper we characterize adaptive learning process, categorize existing strategies for handling concept drift, discuss the most representative, distinct and popular techniques and algorithms, discuss evaluation methodology of adaptive algorithms, and present a set of illustrative applications. This introduction to the concept drift adaptation presents the state of the art techniques and a collection of benchmarks for re- searchers, industry analysts and practitioners. The survey aims at covering the different facets of concept drift in an integrated way to reflect on the existing scattered state-of-the-art

Discovering phase and causal dependencies on manufacturing processes

Discovering phase and causal dependencies on manufacturing processes. Keyword machine learning, causality, Industry 4.

IoT Data Analytics in Dynamic Environments: From An Automated Machine Learning Perspective

With the wide spread of sensors and smart devices in recent years, the data generation speed of the Internet of Things (IoT) systems has increased dramatically. In IoT systems, massive volumes of data must be processed, transformed, and analyzed on a frequent basis to enable various IoT services and functionalities. Machine Learning (ML) approaches have shown their capacity for IoT data analytics. However, applying ML models to IoT data analytics tasks still faces many difficulties and challenges, specifically, effective model selection, design/tuning, and updating, which have brought massive demand for experienced data scientists. Additionally, the dynamic nature of IoT data may introduce concept drift issues, causing model performance degradation. To reduce human efforts, Automated Machine Learning (AutoML) has become a popular field that aims to automatically select, construct, tune, and update machine learning models to achieve the best performance on specified tasks. In this paper, we conduct a review of existing methods in the model selection, tuning, and updating procedures in the area of AutoML in order to identify and summarize the optimal solutions for every step of applying ML algorithms to IoT data analytics. To justify our findings and help industrial users and researchers better implement AutoML approaches, a case study of applying AutoML to IoT anomaly detection problems is conducted in this work. Lastly, we discuss and classify the challenges and research directions for this domain.Comment: Published in Engineering Applications of Artificial Intelligence (Elsevier, IF:7.8); Code/An AutoML tutorial is available at Github link: https://github.com/Western-OC2-Lab/AutoML-Implementation-for-Static-and-Dynamic-Data-Analytic