Raising the ClaSS of Streaming Time Series Segmentation

Ubiquitous sensors today emit high frequency streams of numerical measurements that reflect properties of human, animal, industrial, commercial, and natural processes. Shifts in such processes, e.g. caused by external events or internal state changes, manifest as changes in the recorded signals. The task of streaming time series segmentation (STSS) is to partition the stream into consecutive variable-sized segments that correspond to states of the observed processes or entities. The partition operation itself must in performance be able to cope with the input frequency of the signals. We introduce ClaSS, a novel, efficient, and highly accurate algorithm for STSS. ClaSS assesses the homogeneity of potential partitions using self-supervised time series classification and applies statistical tests to detect significant change points (CPs). In our experimental evaluation using two large benchmarks and six real-world data archives, we found ClaSS to be significantly more precise than eight state-of-the-art competitors. Its space and time complexity is independent of segment sizes and linear only in the sliding window size. We also provide ClaSS as a window operator with an average throughput of 538 data points per second for the Apache Flink streaming engine

Opening the black-box of artificial intelligence predictions on clinical decision support systems

Cardiovascular diseases are the leading global death cause. Their treatment and prevention rely on electrocardiogram interpretation, which is dependent on the physician’s variability. Subjectiveness is intrinsic to electrocardiogram interpretation and hence, prone to errors. To assist physicians in making precise and thoughtful decisions, artificial intelligence is being deployed to develop models that can interpret extent datasets and provide accurate decisions. However, the lack of interpretability of most machine learning models stands as one of the drawbacks of their deployment, particularly in the medical domain. Furthermore, most of the currently deployed explainable artificial intelligence methods assume independence between features, which means temporal independence when dealing with time series. The inherent characteristic of time series cannot be ignored as it carries importance for the human decision making process. This dissertation focuses on the explanation of heartbeat classification using several adaptations of state-of-the-art model-agnostic methods, to locally explain time series classification. To address the explanation of time series classifiers, a preliminary conceptual framework is proposed, and the use of the derivative is suggested as a complement to add temporal dependency between samples. The results were validated on an extent public dataset, through the 1-D Jaccard’s index, which consists of the comparison of the subsequences extracted from an interpretable model and the explanation methods used. Secondly, through the performance’s decrease, to evaluate whether the explanation fits the model’s behaviour. To assess models with distinct internal logic, the validation was conducted on a more transparent model and more opaque one in both binary and multiclass situation. The results show the promising use of including the signal’s derivative to introduce temporal dependency between samples in the explanations, for models with simpler internal logic.As doenças cardiovasculares são, a nível mundial, a principal causa de morte e o seu tratamento e prevenção baseiam-se na interpretação do electrocardiograma. A interpretação do electrocardiograma, feita por médicos, é intrinsecamente subjectiva e, portanto, sujeita a erros. De modo a apoiar a decisão dos médicos, a inteligência artificial está a ser usada para desenvolver modelos com a capacidade de interpretar extensos conjuntos de dados e fornecer decisões precisas. No entanto, a falta de interpretabilidade da maioria dos modelos de aprendizagem automática é uma das desvantagens do recurso à mesma, principalmente em contexto clínico. Adicionalmente, a maioria dos métodos inteligência artifical explicável assumem independência entre amostras, o que implica a assunção de independência temporal ao lidar com séries temporais. A característica inerente das séries temporais não pode ser ignorada, uma vez que apresenta importância para o processo de tomada de decisão humana. Esta dissertação baseia-se em inteligência artificial explicável para tornar inteligível a classificação de batimentos cardíacos, através da utilização de várias adaptações de métodos agnósticos do estado-da-arte. Para abordar a explicação dos classificadores de séries temporais, propõe-se uma taxonomia preliminar, e o uso da derivada como um complemento para adicionar dependência temporal entre as amostras. Os resultados foram validados para um conjunto extenso de dados públicos, por meio do índice de Jaccard em 1-D, com a comparação das subsequências extraídas de um modelo interpretável e os métodos inteligência artificial explicável utilizados, e a análise de qualidade, para avaliar se a explicação se adequa ao comportamento do modelo. De modo a avaliar modelos com lógicas internas distintas, a validação foi realizada usando, por um lado, um modelo mais transparente e, por outro, um mais opaco, tanto numa situação de classificação binária como numa situação de classificação multiclasse. Os resultados mostram o uso promissor da inclusão da derivada do sinal para introduzir dependência temporal entre as amostras nas explicações fornecidas, para modelos com lógica interna mais simples

Flexible Time Series Matching for Clinical and Behavioral Data

Time Series data became broadly applied by the research community in the last decades after a massive explosion of its availability. Nonetheless, this rise required an improvement in the existing analysis techniques which, in the medical domain, would help specialists to evaluate their patients condition. One of the key tasks in time series analysis is pattern recognition (segmentation and classification). Traditional methods typically perform subsequence matching, making use of a pattern template and a similarity metric to search for similar sequences throughout time series. However, real-world data is noisy and variable (morphological distortions), making a template-based exact matching an elementary approach. Intending to increase flexibility and generalize the pattern searching tasks across domains, this dissertation proposes two Deep Learning-based frameworks to solve pattern segmentation and anomaly detection problems. Regarding pattern segmentation, a Convolution/Deconvolution Neural Network is proposed, learning to distinguish, point-by-point, desired sub-patterns from background content within a time series. The proposed framework was validated in two use-cases: electrocardiogram (ECG) and inertial sensor-based human activity (IMU) signals. It outperformed two conventional matching techniques, being capable of notably detecting the targeted cycles even in noise-corrupted or extremely distorted signals, without using any reference template nor hand-coded similarity scores. Concerning anomaly detection, the proposed unsupervised framework uses the reconstruction ability of Variational Autoencoders and a local similarity score to identify non-labeled abnormalities. The proposal was validated in two public ECG datasets (MITBIH Arrhythmia and ECG5000), performing cardiac arrhythmia identification. Results indicated competitiveness relative to recent techniques, achieving detection AUC scores of 98.84% (ECG5000) and 93.32% (MIT-BIH Arrhythmia).Dados de séries temporais tornaram-se largamente aplicados pela comunidade científica nas últimas decadas após um aumento massivo da sua disponibilidade. Contudo, este aumento exigiu uma melhoria das atuais técnicas de análise que, no domínio clínico, auxiliaria os especialistas na avaliação da condição dos seus pacientes. Um dos principais tipos de análise em séries temporais é o reconhecimento de padrões (segmentação e classificação). Métodos tradicionais assentam, tipicamente, em técnicas de correspondência em subsequências, fazendo uso de um padrão de referência e uma métrica de similaridade para procurar por subsequências similares ao longo de séries temporais. Todavia, dados do mundo real são ruidosos e variáveis (morfologicamente), tornando uma correspondência exata baseada num padrão de referência uma abordagem rudimentar. Pretendendo aumentar a flexibilidade da análise de séries temporais e generalizar tarefas de procura de padrões entre domínios, esta dissertação propõe duas abordagens baseadas em Deep Learning para solucionar problemas de segmentação de padrões e deteção de anomalias. Acerca da segmentação de padrões, a rede neuronal de Convolução/Deconvolução proposta aprende a distinguir, ponto a ponto, sub-padrões pretendidos de conteúdo de fundo numa série temporal. O modelo proposto foi validado em dois casos de uso: sinais eletrocardiográficos (ECG) e de sensores inerciais em atividade humana (IMU). Este superou duas técnicas convencionais, sendo capaz de detetar os ciclos-alvo notavelmente, mesmo em sinais corrompidos por ruído ou extremamente distorcidos, sem o uso de nenhum padrão de referência nem métricas de similaridade codificadas manualmente. A respeito da deteção de anomalias, a técnica não supervisionada proposta usa a capacidade de reconstrução dos Variational Autoencoders e uma métrica de similaridade local para identificar anomalias desconhecidas. A proposta foi validada na identificação de arritmias cardíacas em duas bases de dados públicas de ECG (MIT-BIH Arrhythmia e ECG5000). Os resultados revelam competitividade face a técnicas recentes, alcançando métricas AUC de deteção de 93.32% (MIT-BIH Arrhythmia) e 98.84% (ECG5000)

Shapelet Transforms for Univariate and Multivariate Time Series Classification

Time Series Classification (TSC) is a growing field of machine learning research. One particular algorithm from the TSC literature is the Shapelet Transform (ST). Shapelets are a phase independent subsequences that are extracted from times series to form discriminatory features. It has been shown that using the shapelets to transform the datasets into a new space can improve performance. One of the major problems with ST, is that the algorithm is O(n2m4), where n is the number of time series and m is the length of the series. As a problem increases in sizes, or additional dimensions are added, the algorithm quickly becomes computationally infeasible. The research question addressed is whether the shapelet transform be improved in terms of accuracy and speed. Making algorithmic improvements to shapelets will enable the development of multivariate shapelet algorithms that can attempt to solve much larger problems in realistic time frames. In support of this thesis a new distance early abandon method is proposed. A class balancing algorithm is implemented, which uses a one vs. all multi class information gain that enables heuristics which were developed for two class problems. To support these improvements a large scale analysis of the best shapelet algorithms is conducted as part of a larger experimental evaluation. ST is proven to be one of the most accurate algorithms in TSC on the UCR-UEA datasets. Contract classification is proposed for shapelets, where a fixed run time is set, and the number of shapelets is bounded. Four search algorithms are evaluated with fixed run times of one hour and one day, three of which are not significantly worse than a full enumeration. Finally, three multivariate shapelet algorithms are developed and compared to benchmark results and multivariate dynamic time warping

Towards a multipurpose neural network approach to novelty detection

Novelty detection, the identification of data that is unusual or different in some way, is relevant in a wide number of real-world scenarios, ranging from identifying unusual weather conditions to detecting evidence of damage in mechanical systems. However, utilising novelty detection approaches in a particular scenario presents significant challenges to the non-expert user. They must first select an appropriate approach from the novelty detection literature for their scenario. Then, suitable values must be determined for any parameters of the chosen approach. These challenges are at best time consuming and at worst prohibitively difficult for the user. Worse still, if no suitable approach can be found from the literature, then the user is left with the impossible task of designing a novelty detector themselves. In order to make novelty detection more accessible, an approach is required which does not pose the above challenges. This thesis presents such an approach, which aims to automatically construct novelty detectors for specific applications. The approach combines a neural network model, recently proposed to explain a phenomenon observed in the neural pathways of the retina, with an evolutionary algorithm that is capable of simultaneously evolving the structure and weights of a neural network in order to optimise its performance in a particular task. The proposed approach was evaluated over a number of very different novelty detection tasks. It was found that, in each task, the approach successfully evolved novelty detectors which outperformed a number of existing techniques from the literature. A number of drawbacks with the approach were also identified, and suggestions were given on ways in which these may potentially be overcome.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Towards a multipurpose neural network approach to novelty detection

Novelty detection, the identification of data that is unusual or different in some way, is relevant in a wide number of real-world scenarios, ranging from identifying unusual weather conditions to detecting evidence of damage in mechanical systems. However, utilising novelty detection approaches in a particular scenario presents significant challenges to the non-expert user. They must first select an appropriate approach from the novelty detection literature for their scenario. Then, suitable values must be determined for any parameters of the chosen approach. These challenges are at best time consuming and at worst prohibitively difficult for the user. Worse still, if no suitable approach can be found from the literature, then the user is left with the impossible task of designing a novelty detector themselves. In order to make novelty detection more accessible, an approach is required which does not pose the above challenges. This thesis presents such an approach, which aims to automatically construct novelty detectors for specific applications. The approach combines a neural network model, recently proposed to explain a phenomenon observed in the neural pathways of the retina, with an evolutionary algorithm that is capable of simultaneously evolving the structure and weights of a neural network in order to optimise its performance in a particular task. The proposed approach was evaluated over a number of very different novelty detection tasks. It was found that, in each task, the approach successfully evolved novelty detectors which outperformed a number of existing techniques from the literature. A number of drawbacks with the approach were also identified, and suggestions were given on ways in which these may potentially be overcome

Advances in Data Mining Knowledge Discovery and Applications

Advances in Data Mining Knowledge Discovery and Applications aims to help data miners, researchers, scholars, and PhD students who wish to apply data mining techniques. The primary contribution of this book is highlighting frontier fields and implementations of the knowledge discovery and data mining. It seems to be same things are repeated again. But in general, same approach and techniques may help us in different fields and expertise areas. This book presents knowledge discovery and data mining applications in two different sections. As known that, data mining covers areas of statistics, machine learning, data management and databases, pattern recognition, artificial intelligence, and other areas. In this book, most of the areas are covered with different data mining applications. The eighteen chapters have been classified in two parts: Knowledge Discovery and Data Mining Applications