Neural Networks for Complex Data

Artificial neural networks are simple and efficient machine learning tools. Defined originally in the traditional setting of simple vector data, neural network models have evolved to address more and more difficulties of complex real world problems, ranging from time evolving data to sophisticated data structures such as graphs and functions. This paper summarizes advances on those themes from the last decade, with a focus on results obtained by members of the SAMM team of Universit\'e Paris

Data Driven Techniques for Modeling Coupled Dynamics in Transient Processes

We study the problem of modeling coupled dynamics in transient processes that happen in a network. The problem is considered at two levels. At the node level, the coupling between underlying sub-processes of a node in a network is considered. At the network level, the direct influence among the nodes is considered. After the model is constructed, we develop a network-based approach for change detection in high dimension transient processes. The overall contribution of our work is a more accurate model to describe the underlying transient dynamics either for each individual node or for the whole network and a new statistic for change detection in multi-dimensional time series. Specifically, at the node level, we developed a model to represent the coupled dynamics between the two processes. We provide closed form formulas on the conditions for the existence of periodic trajectory and the stability of solutions. Numerical studies suggest that our model can capture the nonlinear characteristics of empirical data while reducing computation time by about 25% on average, compared to a benchmark modeling approach. In the last two problems, we provide a closed form formula for the bound in the sparse regression formulation, which helps to reduce the effort of trial and error to find an appropriate bound. Compared to other benchmark methods in inferring network structure from time series, our method reduces inference error by up to 5 orders of magnitudes and maintain better sparsity. We also develop a new method to infer dynamic network structure from a single time series. This method is the basis for introducing a new spectral graph statistic for change detection. This statistic can detect changes in simulation scenario with modified area under curve (mAUC) of 0.96. When applying to the problem of detecting seizure from EEG signal, our statistic can capture the physiology of the process while maintaining a detection rate of 40% by itself. Therefore, it can serve as an effective feature to detect change and can be added to the current set of features for detecting seizures from EEG signal

Global Temperature Trends

Are global temperatures on a warming trend? It is difficult to be certain about trends when there is so much variation in the data and very high correlation from year to year. We investigate the question using statistical time series methods. Our analysis shows that the upward movement over the last 130-160 years is persistent and not explained by the high correlation, so it is best described as a trend. The warming trend becomes steeper after the mid-1970s, but there is no significant evidence for a break in trend in the late 1990s. Viewed from the perspective of 30 or 50 years ago, the temperatures recorded in most of the last decade lie above the confidence band of forecasts produced by a model that does not allow for a warming trend.Land and ocean temperatures; deterministic and stochastic trends; persistence; piecewise linear trends

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it - an improved and generalized version of Bayesian Blocks (Scargle 1998) - that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piecewise linear and piecewise exponential representations, multi-variate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by (Arias-Castro, Donoho and Huo 2003). In the spirit of Reproducible Research (Donoho et al. 2008) all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.Comment: Added some missing script files and updated other ancillary data (code and data files). To be submitted to the Astophysical Journa