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At least 37 records · Page 2

Deep learning for time series forecasting: a survey of recent advances

Time series forecasting plays a critical role in numerous real-world applications, such as finance, healthcare, transportation, and scientific computing. In recent years, deep learning has become a powerful tool for modeling complex temporal patterns and improving forecasting accuracy. This survey provides an overview of recent deep learning approaches for time series forecasting, involving various architectures including RNNs, CNNs, GNNs, transformers, large language models, MLP-based models, and diffusion models. We first identify key challenges in the field, such as temporal dependency, efficiency, and cross-variable dependency, which drive the development of forecasting techniques. Then, the general advantages and limitations of each architecture are discussed to contextualize their adaptation in time series forecasting. Furthermore, we highlight promising design trends like multi-scale modeling, decomposition, and frequency-domain techniques, which are shaping the future of the field. This paper serves as a compact reference for researchers and practitioners seeking to understand the current landscape and future trajectory of deep learning in time series forecasting.

97 MATHEMATICS AND COMPUTING↗

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series: Supporting Data

This dataset consists of soil temperature time series that were used to estimate soil thermal diffusivity and its uncertainty trough the probabilistic modelling approach developed and presented in the article named "Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series" and published in Earth Surface Dynamics. There are two compressed (.zip) files that contains synthetic (Synthetic_soiltemp_Teller.zip) and field (Field_soiltemp_Teller.zip) data. There is one MATLAB file that requires MATLAB to execute but any text editor can open it. The Synthetic_soiltemp_Teller.zip file includes 5 comma-delimited data files (.csv) each of which contains soil temperature time series generated through forward modeling (i.e., heat-conduction process in a heterogeneous medium using an explicit finite difference method) to mimic various types of temperature gradients, trend and fluctuations. These synthetic soil temperatures were used to investigate the impact of different environmental conditions on the uncertainty of thermal diffusivity estimates. The Field_soiltemp_Teller.zip file contains 28 comma-delimited data files (.csv) out of which (a) 27 files includes soil temperature time series recorded from 27 temperature probes located in a site along Teller Road about 40 km northwest of Nome, Alaska (64.72°N, 165.94°W), (b) one includes the name and coordinates of the 27 probes. These field soil temperatures were used to infer soil thermal diffusivity at numerous locations and depths in a discontinuous permafrost environment, and to evaluate the links between the estimated soil thermal diffusivity values and soil physical properties. The comma-delimited data files (.csv) of the synthetic and field soil temperature time series includes date and time (UTC) in the first column and soil temperature from 5 cm below the ground surface to 1.05 m depth (with 5 or 10 cm spacing between sensors) in the other columns. The measurements were acquired every 15 minutes. The Next-Generation Ecosystem Experiments: Arctic (NGEE Arctic), was a research effort to reduce uncertainty in Earth System Models by developing a predictive understanding of carbon-rich Arctic ecosystems and feedbacks to climate. NGEE Arctic was supported by the Department of Energy's Office of Biological and Environmental Research. The NGEE Arctic project had two field research sites: 1) located within the Arctic polygonal tundra coastal region on the Barrow Environmental Observatory (BEO) and the North Slope near Utqiagvik (Barrow), Alaska and 2) multiple areas on the discontinuous permafrost region of the Seward Peninsula north of Nome, Alaska. Through observations, experiments, and synthesis with existing datasets, NGEE Arctic provided an enhanced knowledge base for multi-scale modeling and contributed to improved process representation at global pan-Arctic scales within the Department of Energy's Earth system Model (the Energy Exascale Earth System Model, or E3SM), and specifically within the E3SM Land Model component (ELM).

54 ENVIRONMENTAL SCIENCES↗

Assessing methods in fusion and fitting for time series construction in remote sensing-based earth observations

This study evaluates the comparative performance of spatiotemporal fusion and time-series fitting methods for constructing high-spatiotemporal-resolution remote sensing time-series data. Due to in-class similarity of fusion methods and fitting methods, we employ the Fit-FC (Fitting, spatial Filtering, and residual Compensation) model as a representative fusion method and the linear harmonic fitting model as a representative fitting method. Both Fit-FC and the linear harmonic fitting are widely used for high-spatiotemporal-resolution time-series data construction, and we modify the original Fit-FC model to enable automatic time-series fusion. To ensure data representativeness, we use 3 years (2019–2021) of Harmonized Landsat and Sentinel-2 surface reflectance datasets and Terra MCD43A4 products. Eight experimental regions are selected worldwide to guarantee generalization of the comparative performance between fusion and fitting methods, covering diverse land-use types (cropland, developed land, forest, and grassland) and varying climatological conditions. Time-series of NDVI and surface reflectance are analyzed under both actual observations and simulated data-missing scenarios. The constructed time-series data reveals that (1) the modified Fit-FC and linear harmonic fitting model achieve excellent performance in constructing high-resolution time-series images; (2) the fusion method outperforms the fitting method in constructing time-series of NDVI and surface reflectance images in cropland-, forest-, and grassland-dominated regions; (3) both methods achieve comparable performance in developed-dominated regions; (4) the fusion method is more robust to missing data, and better captures abrupt phenological transitions under conditions of continuous missing data; (5) the fitting method is computationally more efficient, making it suitable for large-scale time-series image reconstruction. This study provides valuable insights for selecting optimal strategies to generate high-resolution time-series images across diverse application scenarios and lays a foundation for extensions to other vegetation indices or land surface variables.

54 ENVIRONMENTAL SCIENCES↗

Deep Cellular Recurrent Network for Efficient Analysis of Time-Series Data With Spatial Information

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high dimensional data. Deep recurrent neural networks have shown promise in automated feature learning for improved time-series processing. However, generic deep recurrent models grow in scale and depth with increased complexity of the data. This is particularly challenging in presence of high dimensional data with temporal and spatial characteristics. Consequently, this work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to efficiently process complex multi-dimensional time series data with spatial information. Here, the cellular recurrent architecture in the proposed model allows for location-aware synchronous processing of time series data from spatially distributed sensor signal sources. Extensive trainable parameter sharing due to cellularity in the proposed architecture ensures efficiency in the use of recurrent processing units with high-dimensional inputs. This study also investigates the versatility of the proposed DCRNN model for classification of multi-class time series data from different application domains. Consequently, the proposed DCRNN architecture is evaluated using two time-series datasets: a multichannel scalp EEG dataset for seizure detection, and a machine fault detection dataset obtained in-house. The results suggest that the proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.

60 APPLIED LIFE SCIENCES↗

Astronomical image time series classification using CONVolutional attENTION (ConvEntion)

Aims: The treatment of astronomical image time series has won increasing attention in recent years. Indeed, numerous surveys following up on transient objects are in progress or under construction, such as the Vera C. Rubin Observatory Legacy Survey for Space and Time (LSST), which is poised to produce huge amounts of these time series. The associated scientific topics are extensive, ranging from the study of objects in our galaxy to the observation of the most distant supernovae for measuring the expansion of the universe. With such a large amount of data available, the need for robust automatic tools to detect and classify celestial objects is growing steadily. Methods: This study is based on the assumption that astronomical images contain more information than light curves. In this paper, we propose a novel approach based on deep learning for classifying different types of space objects directly using images. We named our approach ConvEntion, which stands for CONVolutional attENTION. It is based on convolutions and transformers, which are new approaches for the treatment of astronomical image time series. Our solution integrates spatio-temporal features and can be applied to various types of image datasets with any number of bands. Results: In this work, we solved various problems the datasets tend to suffer from and we present new results for classifications using astronomical image time series with an increase in accuracy of 13%, compared to state-of-the-art approaches that use image time series, and a 12% increase, compared to approaches that use light curves.

79 ASTRONOMY AND ASTROPHYSICS↗

Method for enhancing a computer to estimate an uncertainty of an onset of a signal of interest in time-series noisy data

A computer-implemented method of enhancing a computer to estimate an uncertainty of an onset of a signal of interest in time-series noisy data. A first mathematical model of first time series data that contains only noise is calculated. A second mathematical model of second time series data that contains the noise and an onset of a signal of interest in the second time series data is calculated. A difference is evaluated between a first combination, being the first mathematical model and the second mathematical model, and a second combination, being the first time series data and the second time series data, wherein evaluating is performed using a generalized entropy metric. A specific time when an onset of the signal of interest occurs is estimated from the difference. An “a posteriori” distribution is derived for an uncertainty of the specific time at which the onset occurs.

Stracuzzi, David John↗

Deep learning-enabled probing of irradiation-induced defects in time-series micrographs

Modeling time-series data with convolutional neural networks (CNNs) requires building a model to learn in batches as opposed to training sequentially. Coupling CNNs with in situ or operando techniques opens the possibility of accurately segmenting dynamic reactions and mass transport phenomena to understand how materials behave under the conditions in which they are used. In this article, in situ ion irradiation transmission electron microscopy (TEM) images are used as inputs into the CNN to assess the defect generation rate, defect cluster density, and saturation of defects. We then use the output segmentation maps to correlate with conventional TEM micrographs to assess the model’s ability to detail nanoscale interactions. Next, we discuss the implications of preprocessing and hyperparameters on model variability, accuracy when expanded to other datasets, and the role of regularization when controlling model variance. Ultimately, we eliminate human bias when extrapolating physical metrics, speed up analysis time, decouple reactions that happen at 100 ms intervals, and deploy models that are both accurate and transferable to similar experiments.

Burns, Kory (ORCID:0000000158019909)↗

Detecting hidden transient events in noisy nonlinear time-series

The information impulse function (IIF), running Variance, and local Hölder Exponent are three conceptually different time-series evaluation techniques. These techniques examine time-series for local changes in information content, statistical variation, and point-wise smoothness, respectively. Using simulated data emulating a randomly excited nonlinear dynamical system, this study interrogates the utility of each method to correctly differentiate a transient event from the background while simultaneously locating it in time. Computational experiments are designed and conducted to evaluate the efficacy of each technique by varying pulse size, time location, and noise level in time-series. Our findings reveal that, in most cases, the first instance of a transient event is more easily observed with the information-based approach of IIF than with the Variance and local Hölder Exponent methods. While our study highlights the unique strengths of each technique, the results suggest that very robust and reliable event detection for nonlinear systems producing noisy time-series data can be obtained by incorporating the IIF into the analysis.

42 ENGINEERING↗

Multifractal detrended fluctuation analysis of soil radon ( 222 Rn) and thoron ( 220 Rn) time series

In this paper, we present results of Multifractal Detrended Fluctuation Analysis (MF-DFA) of soil Radon ( 222 Rn) and Thoron ( 220 Rn) time series to examine the scaling and multifractal features. Data consists of 15,692 measurements taken each over forty-minute interval. RTM 1688-2, 222 Rn/ 220 Rn electronic device has been used for measurement purposes. Seasonal periodicities have been removed from the data and MF-DFA was employed on de-seasonalized data. Original 222 Rn and 220 Rn time series have been converted into surrogate and shuffled time series. MFDFA has also been applied to the surrogate and shuffled series to examine the multifractality nature. Results of the study show that $^{222}_{Orig}Rn$, $^{222}_{Surr}Rn$ and $^{220}_{Orig}Rn$, $^{220}_{Surr}Rn$ time series are longrange positively correlated and an increase or decrease in either of radionuclide concentrations will be followed by another increase or decrease of concentrations in future measurements. The $^{220}_{Shuff}Rn$ time series has an independent or short-range dependent structure called white noise and the shuffled time series exhibit a very weak multifractality.

38 RADIATION CHEMISTRY, RADIOCHEMISTRY, AND NUCLEA↗

Multitaper Magnitude‐Squared Coherence for Time Series With Missing Data: Understanding Oscillatory Processes Traced by Multiple Observables

To explore the hypothesis of a common source of variability in two time series, observers may estimate the magnitude-squared coherence (MSC), which is a frequency-domain view of the cross correlation. For time series that do not have uniform observing cadence, MSC can be estimated using Welch's overlapping segment averaging. However, multitaper has superior statistical properties to Welch's method in terms of the tradeoff between bias, variance, and bandwidth. The classical multitaper technique has recently been extended to accommodate time series with underlying uniform observing cadence from which some observations are missing. This situation is common for solar and geomagnetic data sets, which may have gaps due to breaks in satellite coverage, instrument downtime, or poor observing conditions. We demonstrate the scientific use of missing-data multitaper magnitude-squared coherence by detecting known solar mid-term oscillations in simultaneous, missing-data time series of solar Lyman α flux and geomagnetic Disturbance Storm Time index. Due to their superior statistical properties, we recommend that multitaper methods be used for all heliospheric time series with underlying uniform observing cadence.

Astro-statistics techniques (1886)↗

On Neural Architectures for Astronomical Time-series Classification with Application to Variable Stars

Despite the utility of neural networks (NNs) for astronomical time-series classification, the proliferation of learning architectures applied to diverse data sets has thus far hampered a direct intercomparison of different approaches. Here we perform the first comprehensive study of variants of NN-based learning and inference for astronomical time series, aiming to provide the community with an overview on relative performance and, hopefully, a set of best-in-class choices for practical implementations. In both supervised and self-supervised contexts, we study the effects of different time-series-compatible layer choices, namely the dilated temporal convolutional neural network (dTCNs), long-short term memory NNs, gated recurrent units and temporal convolutional NNs (tCNNs). Additionally, we also study the efficacy and performance of encoder-decoder (i.e., autoencoder) networks compared to direct classification networks, different pathways to include auxiliary (non-time-series) metadata, and different approaches to incorporate multi-passband data (i.e., multiple time series per source). Performance—applied to a sample of 17,604 variable stars (VSs) from the MAssive Compact Halo Objects (MACHO) survey across 10 imbalanced classes—is measured in training convergence time, classification accuracy, reconstruction error, and generated latent variables. We find that networks with recurrent NNs generally outperform dTCNs and, in many scenarios, yield to similar accuracy as tCNNs. In learning time and memory requirements, convolution-based layers perform better. We conclude by discussing the advantages and limitations of deep architectures for VS classification, with a particular eye toward next-generation surveys such as the Legacy Survey of Space and Time, the Roman Space Telescope, and Zwicky Transient Facility.

79 ASTRONOMY AND ASTROPHYSICS↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as abrupt time series data shifts. These shifts, which are usually unintentional, may be caused by software or hardware configuration changes on a PV system, and do not reflect an actual change in overall system performance. Locating these shifts and segmenting the associated time series aids in more accurate future PV analysis. In this research, an offline changepoint detection (CPD) algorithm that automatically detects these abrupt data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window for the labeled data sets. To promote further research in this space, we are releasing the labeled data shift sets on U.S. Department of Energy's (DOE) DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package.

changepoint detection↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series: Preprint

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as abrupt time series data shifts. These shifts, which are usually unintentional, may be caused by software or hardware configuration changes on a PV system, and do not reflect an actual change in overall system performance. Locating these shifts and segmenting the associated time series aids in more accurate future PV analysis. In this research, an offline changepoint detection (CPD) algorithm that automatically detects these abrupt data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window for the labeled data sets. To promote further research in this space, we are releasing the labeled data shift sets on U.S. Department of Energy's (DOE) DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package.

changepoint detection↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Conditioned Simulation of Ground-Motion Time Series at Uninstrumented Sites Using Gaussian Process Regression

Ground-motion time series are essential input data in seismic analysis and performance assessment of the built environment. Because instruments to record free-field ground motions are generally sparse, methods are needed to estimate motions at locations with no available ground-motion recording instrumentation. In this study, given a set of observed motions, ground-motion time series at target sites are constructed using a Gaussian process regression (GPR) approach, which treats the real and imaginary parts of the Fourier spectrum as random Gaussian variables. Model training, verification, and applicability studies are carried out using the physics-based simulated ground motions of the 1906 Mw 7.9 San Francisco earthquake and Mw 7.0 Hayward fault scenario earthquake in northern California. Additionally, the method’s performance is further evaluated using the 2019 Mw 7.1 Ridgecrest earthquake ground motions recorded by the Community Seismic Network stations located in southern California. These evaluations indicate that the trained GPR model is able to adequately estimate the ground-motion time series for frequency ranges that are pertinent for most earthquake engineering applications. The trained GPR model exhibits proper performance in predicting the long-period content of the ground motions as well as directivity pulses.

58 GEOSCIENCES↗

Change-point Detection and Image Segmentation for Time Series of Astrophysical Images

Many astrophysical phenomena are time-varying, in the sense that their intensity, energy spectrum, and/or the spatial distribution of the emission suddenly change. This paper develops a method for modeling a time series of images. Under the assumption that the arrival times of the photons follow a Poisson process, the data are binned into 4D grids of voxels (time, energy band, and x-y coordinates), and viewed as a time series of non-homogeneous Poisson images. The method assumes that at each time point, the corresponding multiband image stack is an unknown 3D piecewise constant function including Poisson noise. It also assumes that all image stacks between any two adjacent change points (in time domain) share the same unknown piecewise constant function. The proposed method is designed to estimate the number and the locations of all of the change points (in time domain), as well as all of the unknown piecewise constant functions between any pairs of the change points. The method applies the minimum description length principle to perform this task. A practical algorithm is also developed to solve the corresponding complicated optimization problem. Simulation experiments and applications to real data sets show that the proposed method enjoys very promising empirical properties. Applications to two real data sets, the XMM observation of a flaring star and an emerging solar coronal loop, illustrate the usage of the proposed method and the scientific insight gained from it.

79 ASTRONOMY AND ASTROPHYSICS↗

Database of pharmacokinetic time-series data and parameters for 144 environmental chemicals

Time courses of compound concentrations in plasma are used in chemical safety analysis to evaluate the relationship between external administered doses and internal tissue exposures. This type of experimental data is rarely available for the thousands of non-pharmaceutical chemicals to which people may potentially be unknowingly exposed but is necessary to properly assess the risk of such exposures. In vitro assays and in silico models are often used to craft an understanding of a chemical’s pharmacokinetics; however, the certainty of the quantitative application of these estimates for chemical safety evaluations cannot be determined without in vivo data for external validation. To address this need, we present a public database of chemical time-series concentration data from 567 studies in humans or test animals for 144 environmentally-relevant chemicals and their metabolites (187 analytes total). All major administration routes are incorporated, with concentrations measured in blood/plasma, tissues, and excreta. We also include calculated pharmacokinetic parameters for some studies, and a bibliography of additional source documents to support future extraction of time-series. In addition to pharmacokinetic model calibration and validation, these data may be used for analyses of diferential chemical distribution across chemicals, species, doses, or routes, and for meta-analyses on pharmacokinetic studies.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as time series data shifts. In this research, a changepoint detection (CPD) algorithm that automatically detects data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window across the labeled data sets. Pending approval, we plan to release the labeled data sets for this research on NREL's DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package. By supplying the training sets and algorithm, we hope to encourage further development in this research space.

data shift↗