Data Improving in Time Series Using ARX and ANN Models

Anomalous data can negatively impact energy forecasting by causing model parameters to be incorrectly estimated. This paper presents two approaches for the detection and imputation of anomalies in time series data. Autoregressive with exogenous inputs (ARX) and artificial neural network (ANN) models are used to extract the characteristics of time series. Anomalies are detected by performing hypothesis testing on the extrema of the residuals, and the anomalous data points are imputed using the ARX and ANN models. Because the anomalies affect the model coefficients, the data cleaning process is performed iteratively. The models are re-learned on “cleaner” data after an anomaly is imputed. The anomalous data are reimputed to each iteration using the updated ARX and ANN models. The ARX and ANN data cleaning models are evaluated on natural gas time series data. This paper demonstrates that the proposed approaches are able to identify and impute anomalous data points. Forecasting models learned on the unclean data and the cleaned data are tested on an uncleaned out-of-sample dataset. The forecasting model learned on the cleaned data outperforms the model learned on the unclean data with 1.67% improvement in the mean absolute percentage errors and a 32.8% improvement in the root mean squared error. Existing challenges include correctly identifying specific types of anomalies such as negative flows

Autoencoder with recurrent neural networks for video forgery detection

Video forgery detection is becoming an important issue in recent years, because modern editing software provide powerful and easy-to-use tools to manipulate videos. In this paper we propose to perform detection by means of deep learning, with an architecture based on autoencoders and recurrent neural networks. A training phase on a few pristine frames allows the autoencoder to learn an intrinsic model of the source. Then, forged material is singled out as anomalous, as it does not fit the learned model, and is encoded with a large reconstruction error. Recursive networks, implemented with the long short-term memory model, are used to exploit temporal dependencies. Preliminary results on forged videos show the potential of this approach.Comment: Presented at IS&T Electronic Imaging: Media Watermarking, Security, and Forensics, January 201

PyODDS: An End-to-end Outlier Detection System with Automated Machine Learning

Outlier detection is an important task for various data mining applications. Current outlier detection techniques are often manually designed for specific domains, requiring large human efforts of database setup, algorithm selection, and hyper-parameter tuning. To fill this gap, we present PyODDS, an automated end-to-end Python system for Outlier Detection with Database Support, which automatically optimizes an outlier detection pipeline for a new data source at hand. Specifically, we define the search space in the outlier detection pipeline, and produce a search strategy within the given search space. PyODDS enables end-to-end executions based on an Apache Spark backend server and a light-weight database. It also provides unified interfaces and visualizations for users with or without data science or machine learning background. In particular, we demonstrate PyODDS on several real-world datasets, with quantification analysis and visualization results.Comment: In Companion Proceedings of the Web Conference 2020 (WWW 20