8,954 research outputs found
Implications of Z-normalization in the matrix profile
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
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
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
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
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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