8,954 research outputs found

    Implications of Z-normalization in the matrix profile

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    Companies are increasingly measuring their products and services, resulting in a rising amount of available time series data, making techniques to extract usable information needed. One state-of-the-art technique for time series is the Matrix Profile, which has been used for various applications including motif/discord discovery, visualizations and semantic segmentation. Internally, the Matrix Profile utilizes the z-normalized Euclidean distance to compare the shape of subsequences between two series. However, when comparing subsequences that are relatively flat and contain noise, the resulting distance is high despite the visual similarity of these subsequences. This property violates some of the assumptions made by Matrix Profile based techniques, resulting in worse performance when series contain flat and noisy subsequences. By studying the properties of the z-normalized Euclidean distance, we derived a method to eliminate this effect requiring only an estimate of the standard deviation of the noise. In this paper we describe various practical properties of the z-normalized Euclidean distance and show how these can be used to correct the performance of Matrix Profile related techniques. We demonstrate our techniques using anomaly detection using a Yahoo! Webscope anomaly dataset, semantic segmentation on the PAMAP2 activity dataset and for data visualization on a UCI activity dataset, all containing real-world data, and obtain overall better results after applying our technique. Our technique is a straightforward extension of the distance calculation in the Matrix Profile and will benefit any derived technique dealing with time series containing flat and noisy subsequences

    Feature-based time-series analysis

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    This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of feature-based representations for time series that have been developed to aid interpretable insights into time-series structure. Particular emphasis is given to emerging research that facilitates wide comparison of feature-based representations that allow us to understand the properties of a time-series dataset that make it suited to a particular feature-based representation or analysis algorithm. The future of time-series analysis is likely to embrace approaches that exploit machine learning methods to partially automate human learning to aid understanding of the complex dynamical patterns in the time series we measure from the world.Comment: 28 pages, 9 figure

    Topological Complexity of Frictional Interfaces: Friction Networks

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    Through research conducted in this study, a network approach to the correlation patterns of void spaces in rough fractures (crack type II) was developed. We characterized friction networks with several networks characteristics. The correlation among network properties with the fracture permeability is the result of friction networks. The revealed hubs in the complex aperture networks confirmed the importance of highly correlated groups to conduct the highlighted features of the dynamical aperture field. We found that there is a universal power law between the nodes' degree and motifs frequency (for triangles it reads T(k)\proptok{\beta} ({\beta} \approx2\pm0.3)). The investigation of localization effects on eigenvectors shows a remarkable difference in parallel and perpendicular aperture patches. Furthermore, we estimate the rate of stored energy in asperities so that we found that the rate of radiated energy is higher in parallel friction networks than it is in transverse directions. The final part of our research highlights 4 point sub-graph distribution and its correlation with fluid flow. For shear rupture, we observed a similar trend in sub-graph distribution, resulting from parallel and transversal aperture profiles (a superfamily phenomenon)

    Deepr: A Convolutional Net for Medical Records

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    Feature engineering remains a major bottleneck when creating predictive systems from electronic medical records. At present, an important missing element is detecting predictive regular clinical motifs from irregular episodic records. We present Deepr (short for Deep record), a new end-to-end deep learning system that learns to extract features from medical records and predicts future risk automatically. Deepr transforms a record into a sequence of discrete elements separated by coded time gaps and hospital transfers. On top of the sequence is a convolutional neural net that detects and combines predictive local clinical motifs to stratify the risk. Deepr permits transparent inspection and visualization of its inner working. We validate Deepr on hospital data to predict unplanned readmission after discharge. Deepr achieves superior accuracy compared to traditional techniques, detects meaningful clinical motifs, and uncovers the underlying structure of the disease and intervention space

    Rethinking Recurrent Latent Variable Model for Music Composition

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    We present a model for capturing musical features and creating novel sequences of music, called the Convolutional Variational Recurrent Neural Network. To generate sequential data, the model uses an encoder-decoder architecture with latent probabilistic connections to capture the hidden structure of music. Using the sequence-to-sequence model, our generative model can exploit samples from a prior distribution and generate a longer sequence of music. We compare the performance of our proposed model with other types of Neural Networks using the criteria of Information Rate that is implemented by Variable Markov Oracle, a method that allows statistical characterization of musical information dynamics and detection of motifs in a song. Our results suggest that the proposed model has a better statistical resemblance to the musical structure of the training data, which improves the creation of new sequences of music in the style of the originals.Comment: Published as a conference paper at IEEE MMSP 201
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