Path Signatures for Seizure Forecasting

Forecasting the state of a system from an observed time series is the subject of research in many domains, such as computational neuroscience. Here, the prediction of epileptic seizures from brain measurements is an unresolved problem. There are neither complete models describing underlying brain dynamics, nor do individual patients exhibit a single seizure onset pattern, which complicates the development of a `one-size-fits-all' solution. Based on a longitudinal patient data set, we address the automated discovery and quantification of statistical features (biomarkers) that can be used to forecast seizures in a patient-specific way. We use existing and novel feature extraction algorithms, in particular the path signature, a recent development in time series analysis. Of particular interest is how this set of complex, nonlinear features performs compared to simpler, linear features on this task. Our inference is based on statistical classification algorithms with in-built subset selection to discern time series with and without an impending seizure while selecting only a small number of relevant features. This study may be seen as a step towards a generalisable pattern recognition pipeline for time series in a broader context

EEG Eye State Identification Using Incremental Attribute Learning with Time-Series Classification

Eye state identification is a kind of common time-series classification problem which is also a hot spot in recent research. Electroencephalography (EEG) is widely used in eye state classification to detect human's cognition state. Previous research has validated the feasibility of machine learning and statistical approaches for EEG eye state classification. This paper aims to propose a novel approach for EEG eye state identification using incremental attribute learning (IAL) based on neural networks. IAL is a novel machine learning strategy which gradually imports and trains features one by one. Previous studies have verified that such an approach is applicable for solving a number of pattern recognition problems. However, in these previous works, little research on IAL focused on its application to time-series problems. Therefore, it is still unknown whether IAL can be employed to cope with time-series problems like EEG eye state classification. Experimental results in this study demonstrates that, with proper feature extraction and feature ordering, IAL can not only efficiently cope with time-series classification problems, but also exhibit better classification performance in terms of classification error rates in comparison with conventional and some other approaches

시계열 데이터 패턴 분석을 위한 종단 심층 학습망 설계 방법론

학위논문 (박사)-- 서울대학교 대학원 : 공과대학 컴퓨터공학부, 2019. 2. 장병탁.Pattern recognition within time series data became an important avenue of research in artificial intelligence following the paradigm shift of the fourth industrial revolution. A number of studies related to this have been conducted over the past few years, and research using deep learning techniques are becoming increasingly popular. Due to the nonstationary, nonlinear and noisy nature of time series data, it is essential to design an appropriate model to extract its significant features for pattern recognition. This dissertation not only discusses the study of pattern recognition using various hand-crafted feature engineering techniques using physiological time series signals, but also suggests an end-to-end deep learning design methodology without any feature engineering. Time series signal can be classified into signals having periodic and non-periodic characteristics in the time domain. This thesis proposes two end-to-end deep learning design methodologies for pattern recognition of periodic and non-periodic signals. The first proposed deep learning design methodology is Deep ECGNet. Deep ECGNet offers a design scheme for an end-to-end deep learning model using periodic characteristics of Electrocardiogram (ECG) signals. ECG, recorded from the electrophysiologic patterns of heart muscle during heartbeat, could be a promising candidate to provide a biomarker to estimate event-based stress level. Conventionally, the beat-to-beat alternations, heart rate variability (HRV), from ECG have been utilized to monitor the mental stress status as well as the mortality of cardiac patients. These HRV parameters have the disadvantage of having a 5-minute measurement period. In this thesis, human's stress states were estimated without special hand-crafted feature engineering using only 10-second interval data with the deep learning model. The design methodology of this model incorporates the periodic characteristics of the ECG signal into the model. The main parameters of 1D CNNs and RNNs reflecting the periodic characteristics of ECG were updated corresponding to the stress states. The experimental results proved that the proposed method yielded better performance than those of the existing HRV parameter extraction methods and spectrogram methods. The second proposed methodology is an automatic end-to-end deep learning design methodology using Bayesian optimization for non-periodic signals. Electroencephalogram (EEG) is elicited from the central nervous system (CNS) to yield genuine emotional states, even at the unconscious level. Due to the low signal-to-noise ratio (SNR) of EEG signals, spectral analysis in frequency domain has been conventionally applied to EEG studies. As a general methodology, EEG signals are filtered into several frequency bands using Fourier or wavelet analyses and these band features are then fed into a classifier. This thesis proposes an end-to-end deep learning automatic design method using optimization techniques without this basic feature engineering. Bayesian optimization is a popular optimization technique for machine learning to optimize model hyperparameters. It is often used in optimization problems to evaluate expensive black box functions. In this thesis, we propose a method to perform whole model hyperparameters and structural optimization by using 1D CNNs and RNNs as basic deep learning models and Bayesian optimization. In this way, this thesis proposes the Deep EEGNet model as a method to discriminate human emotional states from EEG signals. Experimental results proved that the proposed method showed better performance than that of conventional method based on the conventional band power feature method. In conclusion, this thesis has proposed several methodologies for time series pattern recognition problems from the feature engineering-based conventional methods to the end-to-end deep learning design methodologies with only raw time series signals. Experimental results showed that the proposed methodologies can be effectively applied to pattern recognition problems using time series data.시계열 데이터의 패턴 인식 문제는 4차 산업 혁명의 패러다임 전환과 함께 매우 중요한 인공 지능의 한 분야가 되었다. 이에 따라, 지난 몇 년간 이와 관련된 많은 연구들이 이루어져 왔으며, 최근에는 심층 학습망 (deep learning networks) 모델을 이용한 연구들이 주를 이루어 왔다. 시계열 데이터는 비정상, 비선형 그리고 잡음 (nonstationary, nonlinear and noisy) 특성으로 인하여 시계열 데이터의 패턴 인식 수행을 위해선, 데이터의 주요한 특징점을 추출하기 위한 최적화된 모델의 설계가 필수적이다. 본 논문은 대표적인 시계열 데이터인 생체 신호를 사용하여 여러 특징 벡터 추출 방법 (hand-crafted feature engineering methods)을 이용한 패턴 인식 기법에 대하여 논할 뿐만 아니라, 궁극적으로는 특징 벡터 추출 과정이 없는 종단 심층 학습망 설계 방법론에 대한 연구 내용을 담고 있다. 시계열 신호는 시간 축 상에서 크게 주기적 신호와 비주기적 신호로 구분할 수 있는데, 본 연구는 이러한 두 유형의 신호들에 대한 패턴 인식을 위해 두 가지 종단 심층 학습망에 대한 설계 방법론을 제안한다. 첫 번째 제안된 방법론을 이용해 설계된 모델은 신호의 주기적 특성을 이용한 Deep ECGNet이다. 심장 근육의 전기 생리학적 패턴으로부터 기록된 심전도 (Electrocardiogram, ECG)는 이벤트 기반 스트레스 수준을 추정하기 위한 척도 (bio marker)를 제공하는 유효한 데이터가 될 수 있다. 전통적으로 심전도의 심박수 변동성 (Herat Rate Variability, HRV) 매개변수 (parameter)는 심장 질환 환자의 정신적 스트레스 상태 및 사망률을 모니터링하는 데 사용되었다. 하지만, 표준 심박수 변동성 매개 변수는 측정 주기가 5분 이상으로, 측정 시간이 길다는 단점이 있다. 본 논문에서는 심층 학습망 모델을 이용하여 10초 간격의 ECG 데이터만을 이용하여, 추가적인 특징 벡터의 추출 과정 없이 인간의 스트레스 상태를 인식할 수 있음을 보인다. 제안된 설계 기법은 ECG 신호의 주기적 특성을 모델에 반영하였는데, ECG의 은닉 특징 추출기로 사용된 1D CNNs 및 RNNs 모델의 주요 매개 변수에 주기적 특성을 반영함으로써, 한 주기 신호의 스트레스 상태에 따른 주요 특징점을 종단 학습망 내부적으로 추출할 수 있음을 보였다. 실험 결과 제안된 방법이 기존 심박수 변동성 매개변수와 spectrogram 추출 기법 기반의 패턴 인식 방법보다 좋은 성능을 나타내고 있음을 확인할 수 있었다. 두 번째 제안된 방법론은 비 주기적이며 비정상, 비선형 그리고 잡음 특성을 지닌 신호의 패턴인식을 위한 최적 종단 심층 학습망 자동 설계 방법론이다. 뇌파 신호 (Electroencephalogram, EEG)는 중추 신경계 (CNS)에서 발생되어 무의식 상태에서도 본연의 감정 상태를 나타내는데, EEG 신호의 낮은 신호 대 잡음비 (SNR)로 인해 뇌파를 이용한 감정 상태 판정을 위해서 주로 주파수 영역의 스펙트럼 분석이 뇌파 연구에 적용되어 왔다. 통상적으로 뇌파 신호는 푸리에 (Fourier) 또는 웨이블렛 (wavelet) 분석을 사용하여 여러 주파수 대역으로 필터링 된다. 이렇게 추출된 주파수 특징 벡터는 보통 얕은 학습 분류기 (shallow machine learning classifier)의 입력으로 사용되어 패턴 인식을 수행하게 된다. 본 논문에서는 이러한 기본적인 특징 벡터 추출 과정이 없는 베이지안 최적화 (Bayesian optimization) 기법을 이용한 종단 심층 학습망 자동 설계 기법을 제안한다. 베이지안 최적화 기법은 초 매개변수 (hyperparamters)를 최적화하기 위한 기계 학습 분야의 대표적인 최적화 기법인데, 최적화 과정에서 평가 시간이 많이 소요되는 목적 함수 (expensive black box function)를 갖고 있는 최적화 문제에 적합하다. 이러한 베이지안 최적화를 이용하여 기본적인 학습 모델인 1D CNNs 및 RNNs의 전체 모델의 초 매개변수 및 구조적 최적화를 수행하는 방법을 제안하였으며, 제안된 방법론을 바탕으로 Deep EEGNet이라는 인간의 감정상태를 판별할 수 있는 모델을 제안하였다. 여러 실험을 통해 제안된 모델이 기존의 주파수 특징 벡터 (band power feature) 추출 기법 기반의 전통적인 감정 패턴 인식 방법보다 좋은 성능을 나타내고 있음을 확인할 수 있었다. 결론적으로 본 논문은 시계열 데이터를 이용한 패턴 인식문제를 여러 특징 벡터 추출 기법 기반의 전통적인 방법을 통해 설계하는 방법부터, 추가적인 특징 벡터 추출 과정 없이 원본 데이터만을 이용하여 종단 심층 학습망을 설계하는 방법까지 제안하였다. 또한, 다양한 실험을 통해 제안된 방법론이 시계열 신호 데이터를 이용한 패턴 인식 문제에 효과적으로 적용될 수 있음을 보였다.Chapter 1 Introduction 1 1.1 Pattern Recognition in Time Series 1 1.2 Major Problems in Conventional Approaches 7 1.3 The Proposed Approach and its Contribution 8 1.4 Thesis Organization 10 Chapter 2 Related Works 12 2.1 Pattern Recognition in Time Series using Conventional Methods 12 2.1.1 Time Domain Features 12 2.1.2 Frequency Domain Features 14 2.1.3 Signal Processing based on Multi-variate Empirical Mode Decomposition (MEMD) 15 2.1.4 Statistical Time Series Model (ARIMA) 18 2.2 Fundamental Deep Learning Algorithms 20 2.2.1 Convolutional Neural Networks (CNNs) 20 2.2.2 Recurrent Neural Networks (RNNs) 22 2.3 Hyper Parameters and Structural Optimization Techniques 24 2.3.1 Grid and Random Search Algorithms 24 2.3.2 Bayesian Optimization 25 2.3.3 Neural Architecture Search 28 2.4 Research Trends related to Time Series Data 29 2.4.1 Generative Model of Raw Audio Waveform 30 Chapter 3 Preliminary Researches: Patten Recognition in Time Series using Various Feature Extraction Methods 31 3.1 Conventional Methods using Time and Frequency Features: Motor Imagery Brain Response Classification 31 3.1.1 Introduction 31 3.1.2 Methods 32 3.1.3 Ensemble Classification Method (Stacking & AdaBoost) 32 3.1.4 Sensitivity Analysis 33 3.1.5 Classification Results 36 3.2 Statistical Feature Extraction Methods: ARIMA Model Based Feature Extraction Methodology 38 3.2.1 Introduction 38 3.2.2 ARIMA Model 38 3.2.3 Signal Processing 39 3.2.4 ARIMA Model Conformance Test 40 3.2.5 Experimental Results 40 3.2.6 Summary 43 3.3 Application on Specific Time Series Data: Human Stress States Recognition using Ultra-Short-Term ECG Spectral Feature 44 3.3.1 Introduction 44 3.3.2 Experiments 45 3.3.3 Classification Methods 49 3.3.4 Experimental Results 49 3.3.5 Summary 56 Chapter 4 Master Framework for Pattern Recognition in Time Series 57 4.1 The Concept of the Proposed Framework for Pattern Recognition in Time Series 57 4.1.1 Optimal Basic Deep Learning Models for the Proposed Framework 57 4.2 Two Categories for Pattern Recognition in Time Series Data 59 4.2.1 The Proposed Deep Learning Framework for Periodic Time Series Signals 59 4.2.2 The Proposed Deep Learning Framework for Non-periodic Time Series Signals 61 4.3 Expanded Models of the Proposed Master Framework for Pattern Recogntion in Time Series 63 Chapter 5 Deep Learning Model Design Methodology for Periodic Signals using Prior Knowledge: Deep ECGNet 65 5.1 Introduction 65 5.2 Materials and Methods 67 5.2.1 Subjects and Data Acquisition 67 5.2.2 Conventional ECG Analysis Methods 72 5.2.3 The Initial Setup of the Deep Learning Architecture 75 5.2.4 The Deep ECGNet 78 5.3 Experimental Results 83 5.4 Summary 98 Chapter 6 Deep Learning Model Design Methodology for Non-periodic Time Series Signals using Optimization Techniques: Deep EEGNet 100 6.1 Introduction 100 6.2 Materials and Methods 104 6.2.1 Subjects and Data Acquisition 104 6.2.2 Conventional EEG Analysis Methods 106 6.2.3 Basic Deep Learning Units and Optimization Technique 108 6.2.4 Optimization for Deep EEGNet 109 6.2.5 Deep EEGNet Architectures using the EEG Channel Grouping Scheme 111 6.3 Experimental Results 113 6.4 Summary 124 Chapter 7 Concluding Remarks 126 7.1 Summary of Thesis and Contributions 126 7.2 Limitations of the Proposed Methods 128 7.3 Suggestions for Future Works 129 Bibliography 131 초 록 139Docto

Mining Heterogeneous Multivariate Time-Series for Learning Meaningful Patterns: Application to Home Health Telecare

For the last years, time-series mining has become a challenging issue for researchers. An important application lies in most monitoring purposes, which require analyzing large sets of time-series for learning usual patterns. Any deviation from this learned profile is then considered as an unexpected situation. Moreover, complex applications may involve the temporal study of several heterogeneous parameters. In that paper, we propose a method for mining heterogeneous multivariate time-series for learning meaningful patterns. The proposed approach allows for mixed time-series -- containing both pattern and non-pattern data -- such as for imprecise matches, outliers, stretching and global translating of patterns instances in time. We present the early results of our approach in the context of monitoring the health status of a person at home. The purpose is to build a behavioral profile of a person by analyzing the time variations of several quantitative or qualitative parameters recorded through a provision of sensors installed in the home

Mapping and monitoring forest remnants : a multiscale analysis of spatio-temporal data

KEYWORDS : Landsat, time series, machine learning, semideciduous Atlantic forest, Brazil, wavelet transforms, classification, change detectionForests play a major role in important global matters such as carbon cycle, climate change, and biodiversity. Besides, forests also influence soil and water dynamics with major consequences for ecological relations and decision-making. One basic requirement to quantify and model these processes is the availability of accurate maps of forest cover. Data acquisition and analysis at appropriate scales is the keystone to achieve the mapping accuracy needed for development and reliable use of ecological models.The current and upcoming production of high-resolution data sets plus the ever-increasing time series that have been collected since the seventieth must be effectively explored. Missing values and distortions further complicate the analysis of this data set. Thus, integration and proper analysis is of utmost importance for environmental research. New conceptual models in environmental sciences, like the perception of multiple scales, require the development of effective implementation techniques.This thesis presents new methodologies to map and monitor forests on large, highly fragmented areas with complex land use patterns. The use of temporal information is extensively explored to distinguish natural forests from other land cover types that are spectrally similar. In chapter 4, novel schemes based on multiscale wavelet analysis are introduced, which enabled an effective preprocessing of long time series of Landsat data and improved its applicability on environmental assessment.In chapter 5, the produced time series as well as other information on spectral and spatial characteristics were used to classify forested areas in an experiment relating a number of combinations of attribute features. Feature sets were defined based on expert knowledge and on data mining techniques to be input to traditional and machine learning algorithms for pattern recognition, viz . maximum likelihood, univariate and multivariate decision trees, and neural networks. The results showed that maximum likelihood classification using temporal texture descriptors as extracted with wavelet transforms was most accurate to classify the semideciduous Atlantic forest in the study area.In chapter 6, a multiscale approach to digital change detection was developed to deal with multisensor and noisy remotely sensed images. Changes were extracted according to size classes minimising the effects of geometric and radiometric misregistration.Finally, in chapter 7, an automated procedure for GIS updating based on feature extraction, segmentation and classification was developed to monitor the remnants of semideciduos Atlantic forest. The procedure showed significant improvements over post classification comparison and direct multidate classification based on artificial neural networks.</p

Forecasting with time series imaging

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on the manual choice of an appropriate set of features. Exploiting machine learning methods to extract features from time series automatically becomes crucial in state-of-the-art time series analysis. In this paper, we introduce an automated approach to extract time series features based on time series imaging. We first transform time series into recurrence plots, from which local features can be extracted using computer vision algorithms. The extracted features are used for forecast model averaging. Our experiments show that forecasting based on automatically extracted features, with less human intervention and a more comprehensive view of the raw time series data, yields highly comparable performances with the best methods in the largest forecasting competition dataset (M4) and outperforms the top methods in the Tourism forecasting competition dataset

Imaging time series for the classification of EMI discharge sources

In this work, we aim to classify a wider range of Electromagnetic Interference (EMI) discharge sources collected from new power plant sites across multiple assets. This engenders a more complex and challenging classification task. The study involves an investigation and development of new and improved feature extraction and data dimension reduction algorithms based on image processing techniques. The approach is to exploit the Gramian Angular Field technique to map the measured EMI time signals to an image, from which the significant information is extracted while removing redundancy. The image of each discharge type contains a unique fingerprint. Two feature reduction methods called the Local Binary Pattern (LBP) and the Local Phase Quantisation (LPQ) are then used within the mapped images. This provides feature vectors that can be implemented into a Random Forest (RF) classifier. The performance of a previous and the two new proposed methods, on the new database set, is compared in terms of classification accuracy, precision, recall, and F-measure. Results show that the new methods have a higher performance than the previous one, where LBP features achieve the best outcome