相关论文
2010 - Hydrological Processes
Similarity search and pattern discovery in hydrological time series data mining

The rapid development of data mining provides a new method for water resource management, hydrology and hydroinformatics research. In the paper, based on data mining theory and technology, we analyse hydrological daily discharge time series of the Shaligunlanke Station in the Tarim River Basin in China from the year 1961 to 2000. Firstly, according to the four monthly statistics, namely mean monthly discharge, monthly maximum discharge, monthly amplitude and monthly standard deviation, K-mean clustering was used to segment the annual process of the daily discharge. The clustering result showed that the annual process of the daily discharge can be divided into five segments: snowmelt period I (April), snowmelt period II (May), rainfall period I (June-August), rainfall period II (September) and dry period (October-December and January-March). Secondly, dynamic time warping (DTW), which is a different distance metric method from the traditional Euclidian distance metric, was used to look for similarities in the discharge process. On the basis of the similarity matrix, the similar discharge processes can be mined in each period. Thirdly, agglomerative hierarchical clustering was used to cluster and discover the discharge patterns in terms of the autoregressive model. It was found that the discharge had a close relationship with the temperature and the precipitation, and the discharge processes were more similar under the same climatic condition. Our study shows that data mining is a feasible and efficient approach to discover the hidden information in the historical hydrological data and mining the implicative laws under the hydrological process. Copyright (C) 2010 John Wiley & Sons, Ltd.

2014 - International Journal of Electrical Power & Energy Systems
Short-term load forecasting using a hybrid model with a refined exponentially weighted fuzzy time series and an improved harmony search

This article discusses the proposal of an enhanced hybrid algorithm. The algorithm focuses on a sophisticated exponentially weighted fuzzy algorithm that is aligned with an enhanced harmony search. Short-term load forecasting can be performed appropriately with this specific method. The initial phase of this research discusses the recognition of the fuzzy logical relationship order with the aim of autocorrelation analysis. The second phase aims at obtaining the optimal intervals and coefficients for adoption using training data set. The last phase seeks to apply the obtained information and attempts to predict a 48-step-ahead on Short term load forecasting (STLF) problems. It is essential to validate this process. To achieve this goal, eight case studies of actual load data from France and Britain (from 2005) were employed. These data were applied to both the developed algorithm and certain improved STLF predicting models. The subsequent errors from these models were compared. The results of the error analysis exhibit the advantages of the developed algorithm with respect to its prediction preciseness.

2004 - International Conference on Computational Intelligence
Forecasting Enrollment Model Based on First-Order Fuzzy Time Series

This paper proposes a novel improvement of forecasting approach based on using time-invariant fuzzy time series. In contrast to traditional forecasting methods, fuzzy time series can be also applied to problems, in which historical data are linguistic values. It is shown that proposed time-invariant method improves the performance of forecasting process. Further, the effect of using different number of fuzzy sets is tested as well. As with the most of cited papers, historical enrollment of the University of Alabama is used in this study to illustrate the forecasting process. Subsequently, the performance of the proposed method is compared with existing fuzzy time series time-invariant models based on forecasting accuracy. It reveals a certain performance superiority of the proposed method over methods described in the literature.

2011 - Expert Syst. Appl.
A hybrid forecasting model for enrollments based on aggregated fuzzy time series and particle swarm optimization

In this paper, a new forecasting model based on two computational methods, fuzzy time series and particle swarm optimization, is presented for academic enrollments. Most of fuzzy time series forecasting methods are based on modeling the global nature of the series behavior in the past data. To improve forecasting accuracy of fuzzy time series, the global information of fuzzy logical relationships is aggregated with the local information of latest fuzzy fluctuation to find the forecasting value in fuzzy time series. After that, a new forecasting model based on fuzzy time series and particle swarm optimization is developed to adjust the lengths of intervals in the universe of discourse. From the empirical study of forecasting enrollments of students of the University of Alabama, the experimental results show that the proposed model gets lower forecasting errors than those of other existing models including both training and testing phases.

2014 - IEEE Transactions on Pattern Analysis and Machine Intelligence
Structured Time Series Analysis for Human Action Segmentation and Recognition

We address the problem of structure learning of human motion in order to recognize actions from a continuous monocular motion sequence of an arbitrary person from an arbitrary viewpoint. Human motion sequences are represented by multivariate time series in the joint-trajectories space. Under this structured time series framework, we first propose Kernelized Temporal Cut (KTC), an extension of previous works on change-point detection by incorporating Hilbert space embedding of distributions, to handle the nonparametric and high dimensionality issues of human motions. Experimental results demonstrate the effectiveness of our approach, which yields realtime segmentation, and produces high action segmentation accuracy. Second, a spatio-temporal manifold framework is proposed to model the latent structure of time series data. Then an efficient spatio-temporal alignment algorithm Dynamic Manifold Warping (DMW) is proposed for multivariate time series to calculate motion similarity between action sequences (segments). Furthermore, by combining the temporal segmentation algorithm and the alignment algorithm, online human action recognition can be performed by associating a few labeled examples from motion capture data. The results on human motion capture data and 3D depth sensor data demonstrate the effectiveness of the proposed approach in automatically segmenting and recognizing motion sequences, and its ability to handle noisy and partially occluded data, in the transfer learning module.

2007 - 2007 International Conference on Multimedia and Ubiquitous Engineering (MUE'07)
On Clustering Multimedia Time Series Data Using K-Means and Dynamic Time Warping

After the generation of multimedia data turned digital, an explosion of interest in their data storage, retrieval, and processing has drastically increased. This includes videos, images, and audios, where we now have higher expectations in exploiting these data at hands. Typical manipulations are in some forms of video/image/audio processing, including automatic speech recognition, which require fairly large amount of storage and are computationally intensive. In our recent work, we have demonstrated the utility of time series representation in the task of clustering multimedia data using k-medoids method, which allows considerable amount of reduction in computational effort and storage space. However, k- means is a much more generic clustering method when Euclidean distance is used. In this work, we will demonstrate that unfortunately, k-means clustering will sometimes fail to give correct results, an unaware fact that may be overlooked by many researchers. This is especially the case when Dynamic Time Warping (DTW) is used as the distance measure in averaging the shape of time series. We also will demonstrate that the current averaging algorithm may not produce the real average of the time series, thus generates incorrect k-means clustering results, and then show potential causes why DTW averaging methods may not achieve meaningful clustering results. Lastly, we conclude with a suggestion of a method to potentially find the shape-based time series average that satisfies the required properties.

2007 - Journal of bioinformatics and computational biology
Two-Pass Imputation Algorithm for Missing Value Estimation in gene Expression Time Series

Gene expression microarray experiments frequently generate datasets with multiple values missing. However, most of the analysis, mining, and classification methods for gene expression data require a complete matrix of gene array values. Therefore, the accurate estimation of missing values in such datasets has been recognized as an important issue, and several imputation algorithms have already been proposed to the biological community. Most of these approaches, however, are not particularly suitable for time series expression profiles. In view of this, we propose a novel imputation algorithm, which is specially suited for the estimation of missing values in gene expression time series data. The algorithm utilizes Dynamic Time Warping (DTW) distance in order to measure the similarity between time expression profiles, and subsequently selects for each gene expression profile with missing values a dedicated set of candidate profiles for estimation. Three different DTW-based imputation (DTWimpute) algorithms have been considered: position-wise, neighborhood-wise, and two-pass imputation. These have initially been prototyped in Perl, and their accuracy has been evaluated on yeast expression time series data using several different parameter settings. The experiments have shown that the two-pass algorithm consistently outperforms, in particular for datasets with a higher level of missing entries, the neighborhood-wise and the position-wise algorithms. The performance of the two-pass DTWimpute algorithm has further been benchmarked against the weighted K-Nearest Neighbors algorithm, which is widely used in the biological community; the former algorithm has appeared superior to the latter one. Motivated by these findings, indicating clearly the added value of the DTW techniques for missing value estimation in time series data, we have built an optimized C++ implementation of the two-pass DTWimpute algorithm. The software also provides for a choice between three different initial rough imputation methods.

2014 - Entropy
Identifying the Coupling Structure in Complex Systems through the Optimal Causation Entropy Principle

Inferring the coupling structure of complex systems from time series data in general by means of statistical and information-theoretic techniques is a challenging problem in applied science. The reliability of statistical inferences requires the construction of suitable information-theoretic measures that take into account both direct and indirect influences, manifest in the form of information flows, between the components within the system. In this work, we present an application of the optimal causation entropy (oCSE) principle to identify the coupling structure of a synthetic biological system, the repressilator. Specifically, when the system reaches an equilibrium state, we use a stochastic perturbation approach to extract time series data that approximate a linear stochastic process. Then, we present and jointly apply the aggregative discovery and progressive removal algorithms based on the oCSE principle to infer the coupling structure of the system from the measured data. Finally, we show that the success rate of our coupling inferences not only improves with the amount of available data, but it also increases with a higher frequency of sampling and is especially immune to false positives.

2009 - Journal of clinical epidemiology
Methods for estimating confidence intervals in interrupted time series analyses of health interventions.

OBJECTIVE Interrupted time series (ITS) is a strong quasi-experimental research design, which is increasingly applied to estimate the effects of health services and policy interventions. We describe and illustrate two methods for estimating confidence intervals (CIs) around absolute and relative changes in outcomes calculated from segmented regression parameter estimates. STUDY DESIGN AND SETTING We used multivariate delta and bootstrapping methods (BMs) to construct CIs around relative changes in level and trend, and around absolute changes in outcome based on segmented linear regression analyses of time series data corrected for autocorrelated errors. RESULTS Using previously published time series data, we estimated CIs around the effect of prescription alerts for interacting medications with warfarin on the rate of prescriptions per 10,000 warfarin users per month. Both the multivariate delta method (MDM) and the BM produced similar results. CONCLUSION BM is preferred for calculating CIs of relative changes in outcomes of time series studies, because it does not require large sample sizes when parameter estimates are obtained correctly from the model. Caution is needed when sample size is small.

2002 - Econometric Theory
REGRESSION QUANTILES FOR TIME SERIES

In this paper we study nonparametric estimation of regression quantiles for time series data by inverting a weighted Nadaraya–Watson (WNW) estimator of conditional distribution function, which was first used by Hall, Wolff, and Yao (1999, Journal of the American Statistical Association 94, 154–163). First, under some regularity conditions, we establish the asymptotic normality and weak consistency of the WNW conditional distribution estimator for α-mixing time series at both boundary and interior points, and we show that the WNW conditional distribution estimator not only preserves the bias, variance, and, more important, automatic good boundary behavior properties of local linear “double-kernel” estimators introduced by Yu and Jones (1998, Journal of the American Statistical Association 93, 228–237), but also has the additional advantage of always being a distribution itself. Second, it is shown that under some regularity conditions, the WNW conditional quantile estimator is weakly consistent and normally distributed and that it inherits all good properties from the WNW conditional distribution estimator. A small simulation study is carried out to illustrate the performance of the estimates, and a real example is also used to demonstrate the methodology.

2014 - The Scientific World Journal
A Hybrid Algorithm for Clustering of Time Series Data Based on Affinity Search Technique

Time series clustering is an important solution to various problems in numerous fields of research, including business, medical science, and finance. However, conventional clustering algorithms are not practical for time series data because they are essentially designed for static data. This impracticality results in poor clustering accuracy in several systems. In this paper, a new hybrid clustering algorithm is proposed based on the similarity in shape of time series data. Time series data are first grouped as subclusters based on similarity in time. The subclusters are then merged using the k-Medoids algorithm based on similarity in shape. This model has two contributions: (1) it is more accurate than other conventional and hybrid approaches and (2) it determines the similarity in shape among time series data with a low complexity. To evaluate the accuracy of the proposed model, the model is tested extensively using syntactic and real-world time series datasets.

2007 - Cybernetics and Systems
A SIMPLE TIME VARIANT METHOD FOR FUZZY TIME SERIES FORECASTING

Forecasting using fuzzy time series models needs computations of fuzzy relations in adjacent observations of time series data. In view of getting better forecasted values, these fuzzy relations have been considered as time invariant and time variant, and have been computed in several ways. However, the complication lies with the various rules developed for obtaining these fuzzy relations and then the defuzzification process. In this article, we propose a simple time variant method for time series forecasting. It uses the difference operator and the values obtained have been used for developing fuzzy rules for forecast. We develop algorithms to forecast enrollments of the University of Alabama and compared them with existing methods. The method has been also implemented to forecast rice production of Pantnagar (farm), India. The computational algorithms of the proposed method are simple and provide higher accuracy in forecasting.

2007 - Twentieth IEEE International Symposium on Computer-Based Medical Systems (CBMS'07)
Inferring Gene Regulatory Networks from Microarray Time Series Data Using Transfer Entropy

Reverse engineering of gene regulatory networks from microarray time series data has been a challenging problem due to the limit of available data. In this paper, a new approach is proposed based on the concept of transfer entropy. Using this information theoretic measure, causal relations between pairs of genes are assessed to draw a causal network. A heuristic rule is then applied to differentiate direct and indirect causality. Simulation on a synthetic network showed that the transfer entropy can identify both linear and nonlinear causality. Application of the method in a biological data identified many causal interactions with biological information supports.

2016 - ArXiv
Learning Network of Multivariate Hawkes Processes: A Time Series Approach

Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes, the occurrence of an event in one process affects the probability of occurrence of new events in some other processes. Thus, a natural notion of causality exists between such processes captured by the support of the excitation matrix. We show that the resulting causal influence network is equivalent to the Directed Information graph (DIG) of the processes, which encodes the causal factorization of the joint distribution of the processes. Furthermore, we present an algorithm for learning the support of excitation matrix (or equivalently the DIG). The performance of the algorithm is evaluated on synthesized multivariate Hawkes networks as well as a stock market and MemeTracker real-world dataset.

2007 - Comput. Stat. Data Anal.
Forecasting nonlinear time series with neural network sieve bootstrap

A new method to construct nonparametric prediction intervals for nonlinear time series data is proposed. Within the framework of the recently developed sieve bootstrap, the new approach employs neural network models to approximate the original nonlinear process. The method is flexible and easy to implement as a standard residual bootstrap scheme while retaining the advantage of being a nonparametric technique. It is model-free within a general class of nonlinear processes and avoids the specification of a finite dimensional model for the data generating process. The results of a Monte Carlo study are reported in order to investigate the finite sample performances of the proposed procedure.

2019 - IEEE Transactions on Intelligent Transportation Systems
Missing Value Imputation for Traffic-Related Time Series Data Based on a Multi-View Learning Method

In reality, readings of sensors on highways are usually missing at various unexpected moments due to some sensor or communication errors. These missing values do not only influence the real-time traffic monitoring but also prevent further traffic data mining. In this paper, we propose a multi-view learning method to estimate the missing values for traffic-related time series data. The model combines data-driven algorithms (long-short term memory and support vector regression) and collaborative filtering techniques. It can consider the local and global variation in temporal and spatial views to capture more information from the existing data. The estimations of missing values from four views are aggregated to obtain a final value with a kernel function. Data from a highway network are used to evaluate the performance of the proposed model in terms of accuracy, precision, and agreement. The results indicate that our proposed model outperforms other baselines, especially for block missing pattern with a high missing ratio. Furthermore, the sensitivity of the parameters is analyzed. We can conclude that combining different views can improve the performance of the imputation.

2014 - IEEE Transactions on Fuzzy Systems
Anomaly Detection and Characterization in Spatial Time Series Data: A Cluster-Centric Approach

Anomaly detection in spatial time series (spatiotemporal data) is a challenging problem with numerous potential applications. A comprehensive anomaly detection approach not only should be able to detect and identify the emerging anomalies but has to characterize the essence of these anomalies by visualizing the structures revealed within data in a way that is understandable to the end-user as well. In this paper, we consider fuzzy c-means (FCM) as a conceptual and algorithmic setting to deal with the problem of anomaly detection. Using a sliding window, the time series are divided into a number of subsequences, and the available spatiotemporal structure within each time window is discovered using the FCM method. In the sequel, an anomaly score is assigned to each cluster, and using a fuzzy relation formed between revealed structures, a propagation of anomalies occurring in consecutive time intervals is visualized. To illustrate the proposed method, several datasets (synthetic data, a simulated disease outbreak scenario, and Alberta temperature data) have been investigated.

2011 - Pattern Recognit.
Weighted dynamic time warping for time series classification

Dynamic time warping (DTW), which finds the minimum path by providing non-linear alignments between two time series, has been widely used as a distance measure for time series classification and clustering. However, DTW does not account for the relative importance regarding the phase difference between a reference point and a testing point. This may lead to misclassification especially in applications where the shape similarity between two sequences is a major consideration for an accurate recognition. Therefore, we propose a novel distance measure, called a weighted DTW (WDTW), which is a penalty-based DTW. Our approach penalizes points with higher phase difference between a reference point and a testing point in order to prevent minimum distance distortion caused by outliers. The rationale underlying the proposed distance measure is demonstrated with some illustrative examples. A new weight function, called the modified logistic weight function (MLWF), is also proposed to systematically assign weights as a function of the phase difference between a reference point and a testing point. By applying different weights to adjacent points, the proposed algorithm can enhance the detection of similarity between two time series. We show that some popular distance measures such as DTW and Euclidean distance are special cases of our proposed WDTW measure. We extend the proposed idea to other variants of DTW such as derivative dynamic time warping (DDTW) and propose the weighted version of DDTW. We have compared the performances of our proposed procedures with other popular approaches using public data sets available through the UCR Time Series Data Mining Archive for both time series classification and clustering problems. The experimental results indicate that the proposed approaches can achieve improved accuracy for time series classification and clustering problems.

2010 - IEEE Transactions on Automatic Control
On the Problem of Reconstructing an Unknown Topology via Locality Properties of the Wiener Filter

Determining interrelatedness structure of various entities from multiple time series data is of significant interest to many areas. Knowledge of such a structure can aid in identifying cause and effect relationships, clustering of similar entities, identification of representative elements and model reduction. The majority of existing results are based on correlation based indices which effectively assume a static relationship between the time series data and are not suitable for detecting interrelatedness when the time series are dynamically related or when the time series involve loops. In this paper, a methodology for identifying the interrelatedness structure of dynamically related time series data is presented that also allows for the presence of loops in the connectivity structure. A linear dynamic graph model is presented where it is assumed that each time series data is the sum of an independent stochastic noise source and a dynamically weighted sum of other time series data. A link is assumed to be present between two time series if the weight of a time series, which is a linear time-invariant filter, is nonzero in the formation of the other. Reconstruction of the link connectivity structure under various scenarios is considered. It is shown that when the linear dynamic graph is allowed to admit non-causal weights, then the links structure can be recovered with the possibility of identifying spurious connections. However, it is shown that the spurious links remain local, where, a spurious link is restricted to be within one hop of a true link. Furthermore, strategies for exact reconstruction of the link structure when the weights are restricted to be causal are developed. The main tools for determining the network topology are based on variations of Wiener filtering. A significant insight provided by the article is that, in the class of network models considered in the paper, the Wiener filter estimating a stochastic process based on other processes remains local in the sense that the Wiener filter utilizes only measurements local to the node being estimated.

2018 - IEEE/CAA Journal of Automatica Sinica
The UCR time series archive

The UCR time series archive–introduced in 2002, has become an important resource in the time series data mining community, with at least one thousand published papers making use of at least one data set from the archive. The original incarnation of the archive had sixteen data sets but since that time, it has gone through periodic expansions. The last expansion took place in the summer of 2015 when the archive grew from 45 to 85 data sets. This paper introduces and will focus on the new data expansion from 85 to 128 data sets. Beyond expanding this valuable resource, this paper offers pragmatic advice to anyone who may wish to evaluate a new algorithm on the archive. Finally, this paper makes a novel and yet actionable claim: of the hundreds of papers that show an improvement over the standard baseline ( 1-nearest neighbor classification ), a fraction might be mis-attributing the reasons for their improvement. Moreover, the improvements claimed by these papers might have been achievable with a much simpler modification, requiring just a few lines of code.

A hybrid fuzzy time series forecasting model based on granular computing and bio-inspired optimization approaches

Pritpal Singh
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Gaurav Dhiman
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Pritpal Singh
|
Gaurav Dhiman

Abstract:In this article, a novel M-factors fuzzy time series (FTS) forecasting model is presented, which relies upon on the hybridization of two procedures, viz., granular computing and bio-inspired computing. In this investigation, granular computing is utilized to discretize M-factors time series data set to obtain granular intervals. These intervals are additionally used to fuzzify the time series data set. Based on fuzzified time series data set, M-factors fuzzy relations are set-up. These M-factors fuzzy relations are further utilized to acquire forecasting results. Moreover, a novel bio-inspired algorithm is proposed to enhance the forecasting accuracy. The main objective of this algorithm is to adjust the lengths of the intervals (granular and non-granular intervals) in the universe of discourse that are used in forecasting. The proposed model is verified and validated with various real world data sets. Various statistical and comparative analyzes signify that the proposed model can take far better decision with the M-factors time series data sets. Moreover, empirical analysis demonstrates that forecasting accuracy of the proposed model based on granular intervals is better than non-granular intervals.

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