Time series segmentation based on stationarity analysis to improve new samples prediction

A wide range of applications based on sequential data, named time series, have become increasingly popular in recent years, mainly those based on the Internet of Things (IoT). Several different machine learning algorithms exploit the patterns extracted from sequential data to support multiple tasks. However, this data can suffer from unreliable readings that can lead to low accuracy models due to the low-quality training sets available. Detecting the change point between high representative segments is an important ally to find and thread biased subsequences. By constructing a framework based on the Augmented Dickey-Fuller (ADF) test for data stationarity, two proposals to automatically segment subsequences in a time series were developed. The former proposal, called Change Detector segmentation, relies on change detection methods of data stream mining. The latter, called ADF-based segmentation, is constructed on a new change detector derived from the ADF test only. Experiments over real-file IoT databases and benchmarks showed the improvement provided by our proposals for prediction tasks with traditional Autoregressive integrated moving average (ARIMA) and Deep Learning (Long short-term memory and Temporal Convolutional Networks) methods. Results obtained by the Long short-term memory predictive model reduced the relative prediction error from 1 to 0.67, compared to time series without segmentation

DetectA: abrupt concept drift detection in non-stationary environments

Almost all drift detection mechanisms designed for classification problems work reactively: after receiving the complete data set (input patterns and class labels) they apply a sequence of procedures to identify some change in the class-conditional distribution – a concept drift. However, detecting changes after its occurrence can be in some situations harmful to the process under analysis. This paper proposes a proactive approach for abrupt drift detection, called DetectA (Detect Abrupt Drift). Briefly, this method is composed of three steps: (i) label the patterns from the test set (an unlabelled data block), using an unsupervised method; (ii) compute some statistics from the train and test sets, conditioned to the given class labels for train set; and (iii) compare the training and testing statistics using a multivariate hypothesis test. Based on the results of the hypothesis tests, we attempt to detect the drift on the test set, before the real labels are obtained. A procedure for creating datasets with abrupt drift has been proposed to perform a sensitivity analysis of the DetectA model. The result of the sensitivity analysis suggests that the detector is efficient and suitable for datasets of high-dimensionality, blocks with any proportion of drifts, and datasets with class imbalance. The performance of the DetectA method, with different configurations, was also evaluated on real and artificial datasets, using an MLP as a classifier. The best results were obtained using one of the detection methods, being the proactive manner a top contender regarding improving the underlying base classifier accuracy

Ensemble based on randomised neural networks for online data stream regression in presence of concept drift

The big data paradigm has posed new challenges for the Machine Learning algorithms, such as analysing continuous flows of data, in the form of data streams, and dealing with the evolving nature of the data, which cause a phenomenon often referred to in the literature as concept drift. Concept drift is caused by inconsistencies between the optimal hypotheses in two subsequent chunks of data, whereby the concept underlying a given process evolves over time, which can happen due to several factors including change in consumer preference, economic dynamics, or environmental conditions. This thesis explores the problem of data stream regression with the presence of concept drift. This problem requires computationally efficient algorithms that are able to adapt to the various types of drift that may affect the data. The development of effective algorithms for data streams with concept drift requires several steps that are discussed in this research. The first one is related to the datasets required to assess the algorithms. In general, it is not possible to determine the occurrence of concept drift on real-world datasets; therefore, synthetic datasets where the various types of concept drift can be simulated are required. The second issue is related to the choice of the algorithm. The ensemble algorithms show many advantages to deal with concept drifting data streams, which include flexibility, computational efficiency and high accuracy. For the design of an effective ensemble, this research analyses the use of randomised Neural Networks as base models, along with their optimisation. The optimisation of the randomised Neural Networks involves design and tuning hyperparameters which may substantially affect its performance. The optimisation of the base models is an important aspect to build highly accurate and computationally efficient ensembles. To cope with the concept drift, the existing methods either require setting fixed updating points, which may result in unnecessary computations or slow reaction to concept drift, or rely on drifting detection mechanism, which may be ineffective due to the difficulty to detect drift in real applications. Therefore, the research contributions of this thesis include the development of a new approach for synthetic dataset generation, development of a new hyperparameter optimisation algorithm that reduces the search effort and the need of prior assumptions compared to existing methods, the analysis of the effects of randomised Neural Networks hyperparameters, and the development of a new ensemble algorithm based on bagging meta-model that reduces the computational effort over existing methods and uses an innovative updating mechanism to cope with concept drift. The algorithms have been tested on synthetic datasets and validated on four real-world datasets from various application domains

Management And Security Of Multi-Cloud Applications

Single cloud management platform technology has reached maturity and is quite successful in information technology applications. Enterprises and application service providers are increasingly adopting a multi-cloud strategy to reduce the risk of cloud service provider lock-in and cloud blackouts and, at the same time, get the benefits like competitive pricing, the flexibility of resource provisioning and better points of presence. Another class of applications that are getting cloud service providers increasingly interested in is the carriers\u27 virtualized network services. However, virtualized carrier services require high levels of availability and performance and impose stringent requirements on cloud services. They necessitate the use of multi-cloud management and innovative techniques for placement and performance management. We consider two classes of distributed applications – the virtual network services and the next generation of healthcare – that would benefit immensely from deployment over multiple clouds. This thesis deals with the design and development of new processes and algorithms to enable these classes of applications. We have evolved a method for optimization of multi-cloud platforms that will pave the way for obtaining optimized placement for both classes of services. The approach that we have followed for placement itself is predictive cost optimized latency controlled virtual resource placement for both types of applications. To improve the availability of virtual network services, we have made innovative use of the machine and deep learning for developing a framework for fault detection and localization. Finally, to secure patient data flowing through the wide expanse of sensors, cloud hierarchy, virtualized network, and visualization domain, we have evolved hierarchical autoencoder models for data in motion between the IoT domain and the multi-cloud domain and within the multi-cloud hierarchy