Event and state detection in time series by genetic programming

Event and state detection in time series has significant value in scientific areas and real-world applications. The aim of detecting time series event and state patterns is to identify particular variations of user-interest in one or more channels of time series streams. For example, dangerous driving behaviours such as sudden braking and harsh acceleration can be detected from continuous recordings from inertial sensors. However, the existing methods are highly dependent on domain knowledge such as the size of the time series pattern and a set of effective features. Furthermore, they are not directly suitable for multi-channel time series data. In this study, we establish a genetic programming based method which can perform classification on multi-channel time series data. It does not need the domain knowledge required by the existing methods. The investigation consists of four parts: the methodology, an evaluation on event detection tasks, an evaluation on state detection tasks and an analysis on the suitability for real-world applications. In the methodology, a GP based method is proposed for processing and analysing multi-channel time series streams. The function set includes basic mathematical operations. In addition, specific functions and terminals are introduced to reserve historical information, capture temporal dependency across time points and handle dependency between channels. These functions and terminals help the GP based method to automatically find the pattern size and extract features. This study also investigates two different fitness functions - accuracy and area under the curve. The proposed method is investigated on a range of event detection tasks. The investigation starts from synthetic tasks such as detecting complete sine waves. The performance of the GP based method is compared to traditional classification methods. On the raw data the GP based method achieves 100 percent accuracy, which outperforms all the non-GP methods.The performance of the non-GP methods is comparable to the GP based method only with suitable features. In addition, the GP based method is investigated on two complex real-world event detection tasks - dangerous driving behaviour detection and video shot detection. In the task of detecting three dangerous driving behaviours from 21-channel time series data, the GP based method performs consistently better than the non-GP classifiers even when features are provided. In the video shot detection task, the GP based method achieves comparable performance on 11200-channel time series to the non-GP classifiers on 28 features. The GP based method is more accurate than a commercial product. The GP based method has also been investigated on state detection tasks. This involves synthetic tasks such as detecting concurrent high values in four of five channels and a real-world activity recognition problem. The results also show that the GP based method consistently outperforms the non-GP methods even with the presence of manually constructed features. As part of the investigation, a mobile phone based activity recognition data set was collected as there was no existing publicly available data set. The suitability of the GP based method for solving real-world problems is further analysed. Our analysis shows that the GP based method can be successfully extended for multi-class classification. The analysis of the evolved programs demonstrates that they do capture time series patterns. On synthetic data sets, the injected regularities are revealed in understandable individuals. The best programs for three real-world problems are more difficult to explain but still provide some insight. The selection of relevant channels and data points by the programs are consistent with domain knowledge. In addition, the analysis shows that the proposed method still performs well for time series pattern of different sizes. The effective window sizes of the evolved GP programs are close to the pattern size. Finally, our study on execution performance of the evolved programs shows that these programs are fast in execution and are suitable for real-time applications. In summary, the GP based method is suitable for the kinds of real-world applications studied in this thesis. This thesis concludes that, with a suitable representation, genetic programming can be an effective method for event and state detection in multi-channel time series for a range of synthetic and real-world tasks. This method does not require much domain knowledge such as the pattern size and suitable features. It offers an effective classification method in similar tasks that are studied in this thesis

Parallel detrended fluctuation analysis for fast event detection on massive PMU data

("(c) 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.")Phasor measurement units (PMUs) are being rapidly deployed in power grids due to their high sampling rates and synchronized measurements. The devices high data reporting rates present major computational challenges in the requirement to process potentially massive volumes of data, in addition to new issues surrounding data storage. Fast algorithms capable of processing massive volumes of data are now required in the field of power systems. This paper presents a novel parallel detrended fluctuation analysis (PDFA) approach for fast event detection on massive volumes of PMU data, taking advantage of a cluster computing platform. The PDFA algorithm is evaluated using data from installed PMUs on the transmission system of Great Britain from the aspects of speedup, scalability, and accuracy. The speedup of the PDFA in computation is initially analyzed through Amdahl's Law. A revision to the law is then proposed, suggesting enhancements to its capability to analyze the performance gain in computation when parallelizing data intensive applications in a cluster computing environment

"Going back to our roots": second generation biocomputing

Researchers in the field of biocomputing have, for many years, successfully "harvested and exploited" the natural world for inspiration in developing systems that are robust, adaptable and capable of generating novel and even "creative" solutions to human-defined problems. However, in this position paper we argue that the time has now come for a reassessment of how we exploit biology to generate new computational systems. Previous solutions (the "first generation" of biocomputing techniques), whilst reasonably effective, are crude analogues of actual biological systems. We believe that a new, inherently inter-disciplinary approach is needed for the development of the emerging "second generation" of bio-inspired methods. This new modus operandi will require much closer interaction between the engineering and life sciences communities, as well as a bidirectional flow of concepts, applications and expertise. We support our argument by examining, in this new light, three existing areas of biocomputing (genetic programming, artificial immune systems and evolvable hardware), as well as an emerging area (natural genetic engineering) which may provide useful pointers as to the way forward.Comment: Submitted to the International Journal of Unconventional Computin

Forecasting stock prices using Genetic Programming and Chance Discovery

In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning techniques have been utilized to predict movements in financial markets. Machine learning classifiers involve extending the past experiences into the future. However the rareness of some events makes difficult to create a model that detect them. For example bubbles burst and crashes are rare cases, however their detection is crucial since they have a significant impact on the investment. One of the main problems for any machine learning classifier is to deal with unbalanced classes. Specifically Genetic Programming has limitation to deal with unbalanced environments. In a previous work we described the Repository Method, it is a technique that analyses decision trees produced by Genetic Programming to discover classification rules. The aim of that work was to forecast future opportunities in financial stock markets on situations where positive instances are rare. The objective is to extract and collect different rules that classify the positive cases. It lets model the rare instances in different ways, increasing the possibility of identifying similar cases in the future. The objective of the present work is to find out the factors that work in favour of Repository Method, for that purpose a series of experiments was performed.Forecasting, Chance discovery, Genetic programming, machine learning

Optimisation of Mobile Communication Networks - OMCO NET

The mini conference “Optimisation of Mobile Communication Networks” focuses on advanced methods for search and optimisation applied to wireless communication networks. It is sponsored by Research & Enterprise Fund Southampton Solent University. The conference strives to widen knowledge on advanced search methods capable of optimisation of wireless communications networks. The aim is to provide a forum for exchange of recent knowledge, new ideas and trends in this progressive and challenging area. The conference will popularise new successful approaches on resolving hard tasks such as minimisation of transmit power, cooperative and optimal routing

Review of Metaheuristics and Generalized Evolutionary Walk Algorithm

Metaheuristic algorithms are often nature-inspired, and they are becoming very powerful in solving global optimization problems. More than a dozen of major metaheuristic algorithms have been developed over the last three decades, and there exist even more variants and hybrid of metaheuristics. This paper intends to provide an overview of nature-inspired metaheuristic algorithms, from a brief history to their applications. We try to analyze the main components of these algorithms and how and why they works. Then, we intend to provide a unified view of metaheuristics by proposing a generalized evolutionary walk algorithm (GEWA). Finally, we discuss some of the important open questions.Comment: 14 page