Multi-Variate Time Series Similarity Measures and Their Robustness Against Temporal Asynchrony

abstract: The amount of time series data generated is increasing due to the integration of sensor technologies with everyday applications, such as gesture recognition, energy optimization, health care, video surveillance. The use of multiple sensors simultaneously for capturing different aspects of the real world attributes has also led to an increase in dimensionality from uni-variate to multi-variate time series. This has facilitated richer data representation but also has necessitated algorithms determining similarity between two multi-variate time series for search and analysis. Various algorithms have been extended from uni-variate to multi-variate case, such as multi-variate versions of Euclidean distance, edit distance, dynamic time warping. However, it has not been studied how these algorithms account for asynchronous in time series. Human gestures, for example, exhibit asynchrony in their patterns as different subjects perform the same gesture with varying movements in their patterns at different speeds. In this thesis, we propose several algorithms (some of which also leverage metadata describing the relationships among the variates). In particular, we present several techniques that leverage the contextual relationships among the variates when measuring multi-variate time series similarities. Based on the way correlation is leveraged, various weighing mechanisms have been proposed that determine the importance of a dimension for discriminating between the time series as giving the same weight to each dimension can led to misclassification. We next study the robustness of the considered techniques against different temporal asynchronies, including shifts and stretching. Exhaustive experiments were carried on datasets with multiple types and amounts of temporal asynchronies. It has been observed that accuracy of algorithms that rely on data to discover variate relationships can be low under the presence of temporal asynchrony, whereas in case of algorithms that rely on external metadata, robustness against asynchronous distortions tends to be stronger. Specifically, algorithms using external metadata have better classification accuracy and cluster separation than existing state-of-the-art work, such as EROS, PCA, and naive dynamic time warping.Dissertation/ThesisMasters Thesis Computer Science 201

Detection of forest windthrows with bitemporal COSMO-SkyMed and Sentinel-1 SAR data

Wind represents a primary source of disturbances in forests, necessitating an assessment of the resulting damage to ensure appropriate forest management. Remote sensing, encompassing both active and passive techniques, offers a valuable and efficient approach for this purpose, enabling coverage of large areas while being costeffective. Passive remote sensing data could be affected by the presence of clouds, unlike active systems such as Synthetic Aperture Radar (SAR) which are relatively less affected. Therefore, this study aims to explore the utilization of bitemporal SAR data for windthrow detection in mountainous regions. Specifically, we investigated how the detection outcomes vary based on three factors: i) the SAR wavelength (X-band or C-band), ii) the acquisition period of the pre- and post-event images (summer, autumn, or winter), and iii) the forest type (evergreen vs. deciduous). Our analysis considers two SAR satellite constellations: COSMO-SkyMed (band-X, with a pixel spacing of 2.5 m and 10 m) and Sentinel-1 (band-C, with a pixel spacing of 10 m). We focused on three study sites located in the Trentino-South Tyrol region of Italy, which experienced significant forest damage during the Vaia storm from 27th to 30th October 2018. To accomplish our objectives, we employed a detailpreserving, scale-driven approach for change detection in bitemporal SAR data. The results demonstrate that: i) the algorithm exhibits notably better performance when utilizing X-band data, achieving a highest kappa accuracy of 0.473 and a balanced accuracy of 76.1%; ii) the pixel spacing has an influence on the accuracy, with COSMO-SkyMed data achieving kappa values of 0.473 and 0.394 at pixel spacings of 2.5 m and 10 m, respectively; iii) the post-event image acquisition season significantly affects the algorithm’s performance, with summer imagery yielding superior results compared to winter imagery; and iv) the forest type (evergreen vs. deciduous) has a noticeable impact on the results, particularly when considering autumn/winter dat

Granite: A scientific database model and implementation

The principal goal of this research was to develop a formal comprehensive model for representing highly complex scientific data. An effective model should provide a conceptually uniform way to represent data and it should serve as a framework for the implementation of an efficient and easy-to-use software environment that implements the model. The dissertation work presented here describes such a model and its contributions to the field of scientific databases. In particular, the Granite model encompasses a wide variety of datatypes used across many disciplines of science and engineering today. It is unique in that it defines dataset geometry and topology as separate conceptual components of a scientific dataset. We provide a novel classification of geometries and topologies that has important practical implications for a scientific database implementation. The Granite model also offers integrated support for multiresolution and adaptive resolution data. Many of these ideas have been addressed by others, but no one has tried to bring them all together in a single comprehensive model. The datasource portion of the Granite model offers several further contributions. In addition to providing a convenient conceptual view of rectilinear data, it also supports multisource data. Data can be taken from various sources and combined into a unified view. The rod storage model is an abstraction for file storage that has proven an effective platform upon which to develop efficient access to storage. Our spatial prefetching technique is built upon the rod storage model, and demonstrates very significant improvement in access to scientific datasets, and also allows machines to access data that is far too large to fit in main memory. These improvements bring the extremely large datasets now being generated in many scientific fields into the realm of tractability for the ordinary researcher. We validated the feasibility and viability of the model by implementing a significant portion of it in the Granite system. Extensive performance evaluations of the implementation indicate that the features of the model can be provided in a user-friendly manner with an efficiency that is competitive with more ad hoc systems and more specialized application specific solutions

Information Extraction and Modeling from Remote Sensing Images: Application to the Enhancement of Digital Elevation Models

To deal with high complexity data such as remote sensing images presenting metric resolution over large areas, an innovative, fast and robust image processing system is presented. The modeling of increasing level of information is used to extract, represent and link image features to semantic content. The potential of the proposed techniques is demonstrated with an application to enhance and regularize digital elevation models based on information collected from RS images

Two and three dimensional segmentation of multimodal imagery

The role of segmentation in the realms of image understanding/analysis, computer vision, pattern recognition, remote sensing and medical imaging in recent years has been significantly augmented due to accelerated scientific advances made in the acquisition of image data. This low-level analysis protocol is critical to numerous applications, with the primary goal of expediting and improving the effectiveness of subsequent high-level operations by providing a condensed and pertinent representation of image information. In this research, we propose a novel unsupervised segmentation framework for facilitating meaningful segregation of 2-D/3-D image data across multiple modalities (color, remote-sensing and biomedical imaging) into non-overlapping partitions using several spatial-spectral attributes. Initially, our framework exploits the information obtained from detecting edges inherent in the data. To this effect, by using a vector gradient detection technique, pixels without edges are grouped and individually labeled to partition some initial portion of the input image content. Pixels that contain higher gradient densities are included by the dynamic generation of segments as the algorithm progresses to generate an initial region map. Subsequently, texture modeling is performed and the obtained gradient, texture and intensity information along with the aforementioned initial partition map are used to perform a multivariate refinement procedure, to fuse groups with similar characteristics yielding the final output segmentation. Experimental results obtained in comparison to published/state-of the-art segmentation techniques for color as well as multi/hyperspectral imagery, demonstrate the advantages of the proposed method. Furthermore, for the purpose of achieving improved computational efficiency we propose an extension of the aforestated methodology in a multi-resolution framework, demonstrated on color images. Finally, this research also encompasses a 3-D extension of the aforementioned algorithm demonstrated on medical (Magnetic Resonance Imaging / Computed Tomography) volumes

Abstract visualization of large-scale time-varying data

The explosion of large-scale time-varying datasets has created critical challenges for scientists to study and digest. One core problem for visualization is to develop effective approaches that can be used to study various data features and temporal relationships among large-scale time-varying datasets. In this dissertation, we first present two abstract visualization approaches to visualizing and analyzing time-varying datasets. The first approach visualizes time-varying datasets with succinct lines to represent temporal relationships of the datasets. A time line visualizes time steps as points and temporal sequence as a line. They are generated by sampling the distributions of virtual words across time to study temporal features. The key idea of time line is to encode various data properties with virtual words. We apply virtual words to characterize feature points and use their distribution statistics to measure temporal relationships. The second approach is ensemble visualization, which provides a highly abstract platform for visualizing an ensemble of datasets. Both approaches can be used for exploration, analysis, and demonstration purposes. The second component of this dissertation is an animated visualization approach to study dramatic temporal changes. Animation has been widely used to show trends, dynamic features and transitions in scientific simulations, while animated visualization is new. We present an automatic animation generation approach that simulates the composition and transition of storytelling techniques and synthesizes animations to describe various event features. We also extend the concept of animated visualization to non-traditional time-varying datasets--network protocols--for visualizing key information in abstract sequences. We have evaluated the effectiveness of our animated visualization with a formal user study and demonstrated the advantages of animated visualization for studying time-varying datasets

Deep learning architectures applied to wind time series multi-step forecasting

Forecasting is a critical task for the integration of wind-generated energy into electricity grids. Numerical weather models applied to wind prediction, work with grid sizes too large to reproduce all the local features that influence wind, thus making the use of time series with past observations a necessary tool for wind forecasting. This research work is about the application of deep neural networks to multi-step forecasting using multivariate time series as an input, to forecast wind speed at 12 hours ahead. Wind time series are sequences of meteorological observations like wind speed, temperature, pressure, humidity, and direction. Wind series have two statistically relevant properties; non-linearity and non-stationarity, which makes the modelling with traditional statistical tools very inaccurate. In this thesis we design, test and validate novel deep learning models for the wind energy prediction task, applying new deep architectures to the largest open wind data repository available from the National Renewable Laboratory of the US (NREL) with 126,692 wind sites evenly distributed on the US geography. The heterogeneity of the series, obtained from several data origins, allows us to obtain conclusions about the level of fitness of each model to time series that range from highly stationary locations to variable sites from complex areas. We propose Multi-Layer, Convolutional and recurrent Networks as basic building blocks, and then combined into heterogeneous architectures with different variants, trained with optimisation strategies like drop and skip connections, early stopping, adaptive learning rates, filters and kernels of different sizes, between others. The architectures are optimised by the use of structured hyper-parameter setting strategies to obtain the best performing model across the whole dataset. The learning capabilities of the architectures applied to the various sites find relationships between the site characteristics (terrain complexity, wind variability, geographical location) and the model accuracy, establishing novel measures of site predictability relating the fit of the models with indexes from time series spectral or stationary analysis. The designed methods offer new, and superior, alternatives to traditional methods.La predicció de vent és clau per a la integració de l'energia eòlica en els sistemes elèctrics. Els models meteorològics es fan servir per predicció, però tenen unes graelles geogràfiques massa grans per a reproduir totes les característiques locals que influencien la formació de vent, fent necessària la predicció d'acord amb les sèries temporals de mesures passades d'una localització concreta. L'objectiu d'aquest treball d'investigació és l'aplicació de xarxes neuronals profundes a la predicció \textit{multi-step} utilitzant com a entrada series temporals de múltiples variables meteorològiques, per a fer prediccions de vent d'ací a 12 hores. Les sèries temporals de vent són seqüències d'observacions meteorològiques tals com, velocitat del vent, temperatura, humitat, pressió baromètrica o direcció. Les sèries temporals de vent tenen dues propietats estadístiques rellevants, que són la no linearitat i la no estacionalitat, que fan que la modelització amb eines estadístiques sigui poc precisa. En aquesta tesi es validen i proven models de deep learning per la predicció de vent, aquests models d'arquitectures d'autoaprenentatge s'apliquen al conjunt de dades de vent més gran del món, que ha produït el National Renewable Laboratory dels Estats Units (NREL) i que té 126,692 ubicacions físiques de vent distribuïdes per total la geografia de nord Amèrica. L'heterogeneïtat d'aquestes sèries de dades permet establir conclusions fermes en la precisió de cada mètode aplicat a sèries temporals generades en llocs geogràficament molt diversos. Proposem xarxes neuronals profundes de tipus multi-capa, convolucionals i recurrents com a blocs bàsics sobre els quals es fan combinacions en arquitectures heterogènies amb variants, que s'entrenen amb estratègies d'optimització com drops, connexions skip, estratègies de parada, filtres i kernels de diferents mides entre altres. Les arquitectures s'optimitzen amb algorismes de selecció de paràmetres que permeten obtenir el model amb el millor rendiment, en totes les dades. Les capacitats d'aprenentatge de les arquitectures aplicades a ubicacions heterogènies permet establir relacions entre les característiques d'un lloc (complexitat del terreny, variabilitat del vent, ubicació geogràfica) i la precisió dels models, establint mesures de predictibilitat que relacionen la capacitat dels models amb les mesures definides a partir d'anàlisi espectral o d'estacionalitat de les sèries temporals. Els mètodes desenvolupats ofereixen noves i superiors alternatives als algorismes estadístics i mètodes tradicionals.Arquitecturas de aprendizaje profundo aplicadas a la predición en múltiple escalón de series temporales de viento. La predicción de viento es clave para la integración de esta energía eólica en los sistemas eléctricos. Los modelos meteorológicos tienen una resolución geográfica demasiado amplia que no reproduce todas las características locales que influencian en la formación del viento, haciendo necesaria la predicción en base a series temporales de cada ubicación concreta. El objetivo de este trabajo de investigación es la aplicación de redes neuronales profundas a la predicción multi-step usando como entrada series temporales de múltiples variables meteorológicas, para realizar predicciones de viento a 12 horas. Las series temporales de viento son secuencias de observaciones meteorológicas tales como, velocidad de viento, temperatura, humedad, presión barométrica o dirección. Las series temporales de viento tienen dos propiedades estadísticas relevantes, que son la no linealidad y la no estacionalidad, lo que implica que su modelización con herramientas estadísticas sea poco precisa. En esta tesis se validan y verifican modelos de aprendizaje profundo para la predicción de viento, estos modelos de arquitecturas de aprendizaje automático se aplican al conjunto de datos de viento más grande del mundo, que ha sido generado por el National Renewable Laboratory de los Estados Unidos (NREL) y que tiene 126,682 ubicaciones físicas de viento distribuidas por toda la geografía de Estados Unidos. La heterogeneidad de estas series de datos permite establecer conclusiones válidas sobre la validez de cada método al ser aplicado en series temporales generadas en ubicaciones físicas muy diversas. Proponemos redes neuronales profundas de tipo multi capa, convolucionales y recurrentes como tipos básicos, sobre los que se han construido combinaciones en arquitecturas heterogéneas con variantes de entrenamiento como drops, conexiones skip, estrategias de parada, filtros y kernels de distintas medidas, entre otros. Las arquitecturas se optimizan con algoritmos de selección de parámetros que permiten obtener el mejor modelo buscando el mejor rendimiento, incluyendo todos los datos. Las capacidades de aprendizaje de las arquitecturas aplicadas a localizaciones físicas muy variadas permiten establecer relaciones entre las características de una ubicación (complejidad del terreno, variabilidad de viento, ubicación geográfica) y la precisión de los modelos, estableciendo medidas de predictibilidad que relacionan la capacidad de los algoritmos con índices que se definen a partir del análisis espectral o de estacionalidad de las series temporales. Los métodos desarrollados ofrecen nuevas alternativas a los algoritmos estadísticos tradicionales.Postprint (published version

Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997

FX pricing processes are nonstationary and their frequency characteristics are time-dependent. Most do not conform to geometric Brownian motion, since they exhibit a scaling law with a Hurst exponent between zero and 0.5 and fractal dimensions between 1.5 and 2. This paper uses wavelet multiresolution analysis, with Haar wavelets, to analyze the nonstationarity (time-dependence) and self-similarity (scale-dependence) of intra-day Asian currency spot exchange rates. These are the ask and bid quotes of the currencies of eight Asian countries (Japan, Hong Kong, Indonesia, Malaysia, Philippines, Singapore, Taiwan, Thailand), and of Germany for comparison, for the crisis period May 1, 1998 - August 31, 1997, provided by Telerate (U.S. dollar is the numeraire). Their time-scale dependent spectra, which are localized in time, are observed in wavelet based scalograms. The FX increments can be characterized by the irregularity of their singularities. This degrees of irregularity are measured by homogeneous Hurst exponents. These critical exponents are used to identify the fractal dimension, relative stability and long term dependence of each Asian FX series. The invariance of each identified Hurst exponent is tested by comparing it at varying time and scale (frequency) resolutions. It appears that almost all FX markets show anti-persistent pricing behavior. The anchor currencies of the D-mark and Japanese Yen are ultra-efficient in the sense of being most anti-persistent. The Taiwanese dollar is the most persistent, and thus unpredictable, most likely due to administrative control. FX markets exhibit these non- linear, non-Gaussian dynamic structures, long term dependence, high kurtosis, and high degrees of non-informational (noise) trading, possibly because of frequent capital flows induced by non-synchronized regional business cycles, rapidly changing political risks, unexpected informational shocks to investment opportunities, and, in particular, investment strategies synthesizing interregional claims using cash swaps with different duration horizons.foreign exchange markets, anti-persistence, long-term dependence, multi-resolution analysis, wavelets, time-scale analysis, scaling laws, irregularity analysis, randomness, Asia

Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997

FX pricing processes are nonstationary and their frequency characteristics are time-dependent. Most do not conform to geometric Brownian motion, since they exhibit a scaling law with a Hurst exponent between zero and 0.5 and fractal dimensions between 1.5 and 2. This paper uses wavelet multiresolution analysis, with Haar wavelets, to analyze the nonstationarity (time-dependence) and self-similarity (scale-dependence) of intra-day Asian currency spot exchange rates.foreign exchange, anti-persistence, multi-resolution analysis, wavelets, Asia