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At least 19 records

Large Deviations Anomaly Detection (LAD) for collection of multivariate time series data: Applications to COVID-19 data

Time series anomaly detection is frequently used to identify extreme behaviors within a single time series. Identifying extreme trends in relation to a collection of other time series, on the other hand, is frequently of significant interest, such as in public health policy, social justice, and pandemic propagation. Using concepts from large deviations theory , we propose an algorithm that can scale to large collections of time series data. This paper expands on the LAD algorithm presented in Guggilam et al. (2022). The proposed algorithm is an online anomaly detection method for identifying anomalies in a collection of multivariate time series that takes advantage of the algorithm’s ability to scale to high-dimensional data. We show how the proposed Large Deviations Anomaly Detection (LAD) algorithm can be used to identify regions with anomalous trends in COVID-19 cases, deaths, biweekly growth rates, vaccinations, and fatality rates. Several of the observed anomalous trends are associated with regions that have demonstrated poor response to the COVID pandemic.

97 MATHEMATICS AND COMPUTING↗

DEEP CELLULAR RECURRENT NEURAL ARCHITECTURE FOR EFFICIENT MULTIDIMENSIONAL TIME-SERIES DATA PROCESSING

Efficient processing of time series data is a fundamental yet challenging problem in pattern recognition. Though recent developments in machine learning and deep learning have enabled remarkable improvements in processing large scale datasets in many application domains, most are designed and regulated to handle inputs that are static in time. Many real-world data, such as in biomedical, surveillance and security, financial, manufacturing and engineering applications, are rarely static in time, and demand models able to recognize patterns in both space and time. Current machine learning (ML) and deep learning (DL) models adapted for time series processing tend to grow in complexity and size to accommodate the additional dimensionality of time. Specifically, the biologically inspired learning based models known as artificial neural networks that have shown extraordinary success in pattern recognition, tend to grow prohibitively large and cumbersome in the presence of large scale multi-dimensional time series biomedical data such as EEG. Consequently, this work aims to develop representative ML and DL models for robust and efficient large scale time series processing. First, we design a novel ML pipeline with efficient feature engineering to process a large scale multi-channel scalp EEG dataset for automated detection of epileptic seizures. With the use of a sophisticated yet computationally efficient time-frequency analysis technique known as harmonic wavelet packet transform and an efficient self-similarity computation based on fractal dimension, we achieve state-of-the-art performance for automated seizure detection in EEG data. Subsequently, we investigate the development of a novel efficient deep recurrent learning model for large scale time series processing. For this, we first study the functionality and training of a biologically inspired neural network architecture known as cellular simultaneous recurrent neural network (CSRN). We obtain a generalization of this network for multiple topological image processing tasks and investigate the learning efficacy of the complex cellular architecture using several state-of-the?art training methods. Finally, we develop a novel deep cellular recurrent neural network (CDRNN) architecture based on the biologically inspired distributed processing used in CSRN for processing time series data. The proposed DCRNN leverages the cellular recurrent architecture to promote extensive weight sharing and efficient, individualized, synchronous processing of multi-source time series data. Experiments on a large scale multi-channel scalp EEG, and a machine fault detection dataset show that the proposed DCRNN offers state-of-the-art recognition performance while using substantially fewer trainable recurrent units.

Vidyaratne, Lasitha S.↗

Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data

Standard of practice approaches to time series cluster analysis involve careful feature engineering, often utilizing expert input to tune and select features by hand. In many cases, expert input may not be readily available, or there may not yet exist a community consensus on the ideal features for a given application. This paper compares the results of several cluster analysis methods, using both hand selected features and those extracted automatically, when applied to large geospatial time series telematics data from commercial trucking fleets. The impacts of feature selection, dimensionality reduction, and choice of clustering algorithm on the quality of clustering results are explored. Results from this analysis confirm prior results that domain agnostic features are competitive with the hand engineered features with respect to clustering quality metrics. These results also provide new insight into the most successful strategies for identifying structure in large unstructured vehicle telematics data, and suggest that time series clustering using automatic feature extraction can be an effective approach to extract structure from large scale geospatial time series data in cases when hand selected features are not available.

33 ADVANCED PROPULSION SYSTEMS↗

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↗

PVAnalytics: A Python Package for Automated Processing of Solar Time Series Data

Multiple publicly available software packages exist that analyze solar time series data, including RdTools and Solar Data Tools, among others. Several of these packages contain their own unique quality assurance (QA) and feature recognition algorithms. The python PVAnalytics package was developed to offer an internally consistent source for these analysis tools, making it easier for the end user to deploy these routines on his or her solar data. The PVAnalytics package currently contains routines for outlier detection, inverter clipping detection, irradiance and temperature checks, orientation checks, and data shift detection, among other functions. These functions have been aggregated from various sources including Solar Forecast Arbiter, RdTools, and the QA process developed by NREL's PV Fleets Initiative. We are continuously adding new functionality to the package, including documentation, examples and algorithms. By bundling QA functionality into a single software package, we hope to make PVAnalytics a comprehensive software library to support analysis of solar metadata and time series data.

data cleaning↗

CoMTE: Counterfactual Explanations for Supervised Machine Learning Frameworks on Multivariate Time Series Data

CoMTE is a novel explainability technique that provides counterfactual explanations for supervised machine learning frameworks on multivariate time series data. CoMTE outperforms state-of-the-art explainability methods on several different machine learning frameworks and data sets in comprehensibility and robustness. CoMTE can be used to debug machine learning frameworks and gain a better understanding of the underlying multivariate time series data. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525. SAND2021-1686 O

Leung, VitusJ.↗

Elastic Changepoint Detection for Globally-indexed Functional Time Series Data with Climate Applications

Changepoint detection is a vital tool in the application of climate data analysis. Numerous types of climate observation data are most properly represented by functional time series, implying a need for accurate changepoint detection methods applicable to functional time series data. Such data taken at a global scale often contain both spatial heterogeneity and dependence as well as phase (time) misalignment. In this report, we present methods which can detect spatially-dependent changepoints while allowing different estimates of change time and change strength depending on location. Additionally, we provide extensions to this spatially-predicted model which controls for phase variability among observations. Our methods provide the ability to detect a single change, or control for epidemic changes (where a “return-to-normal” change is more likely to be detected than the initial change). We showcase results analyzing the June 1991 eruption of Mt. Pinatubo, where our methods demonstrate the ability to accurately detect both single and epidemic changepoints even in the presence of strong seasonal variability. We find that our spatially-predicted model improves the detection of relevant changepoints versus methods which do not take spatial information into account, and we find that controlling for phase variability helps to control the false discovery rate during the detection process.

54 ENVIRONMENTAL SCIENCES↗

Challenging problems of quality assurance and quality control (QA/QC) of meteorological time series data

Abstract Representativeness and quality of collected meteorological data impact accuracy and precision of climate, hydrological, and biogeochemical analyses and predictions. We developed a comprehensive Quality Assurance (QA) and Quality Control (QC) statistical framework, consisting of three major phases: Phase I—Preliminary data exploration, i.e., processing of raw datasets, with the challenging problems of time formatting and combining datasets of different lengths and different time intervals; Phase II—QA of the datasets, including detecting and flagging of duplicates, outliers, and extreme data; and Phase III—the development of time series of a desired frequency, imputation of missing values, visualization and a final statistical summary. The paper includes two use cases based on the time series data collected at the Billy Barr meteorological station (East River Watershed, Colorado), and the Barro Colorado Island (BCI, Panama) meteorological station. The developed statistical framework is suitable for both real-time and post-data-collection QA/QC analysis of meteorological datasets.

54 ENVIRONMENTAL SCIENCES↗

Code Artifact for: Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data [SWR-21-96]

This repository contains data ingestion, feature extraction, and analysis code used in NREL Technical report "Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data." The code is written in Python. The ETL and feature extraction code must be run in a Spark context. The analysis code can be run without Spark, provided you have pre-computed features in a CSV file. Analysis code related to the NREL Technical Report NREL/TP-2C00-74212. Includes PySpark functions to perform trip segmentation and feature extraction over big time series data in Apache Spark. Includes "domain specific" features such as Aerodynamic Speed (ft/s), Characteristic Acceleration (ft/s2), Percent Below 55 (%), Percent Zero (%), Stops Per Mile, Average Speed (mph), Maximum Speed (mph), and Speed Standard Deviation (mph). Includes Pyspark UDF to compute "domain agnostic" features using the TSFresh library. This software record also includes the analysis notebooks and code to generate the results in the previously mentioned technical report.

Perr-Sauer, Jordan↗

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↗

Delegated Regressor, A Robust Approach for Automated Anomaly Detection in the Soil Radon Time Series Data

We propose a new method based on the idea of delegating regressors for predicting the soil radon gas concentration (SRGC) and anomalies in radon or any other time series data. The proposed method is compared to different traditional boosting e.g., Extreme Gradient Boosting (EGB) and simple regression methods e.g., support vector regressors with linear kernel and radial kernel in terms of accurate predictions. R language has been used for the statistical analysis of radon time series (RTS) data. The results obtained show that the proposed methodology predicts SRGC more accurately when compared to different traditional boosting and regression methods. The best correlation is found between the actual and predicted radon concentration for window size of 2 i.e., two days before and after the start of seismic activities. RTS data was collected from 05 February 2017 to 16 February 2018, including 7 seismic events recorded during the study period. Findings of study show that the proposed methodology predicts the SRGC with more precision, for all the window sizes, by overlapping predicted with the actual radon time series concentrations.

54 ENVIRONMENTAL SCIENCES↗

Leveraging Gaussian Mixture Models for Detecting Anomalies in Time-Series Data

Test systems must be capable of classifying measured data as expected or anomalous in real time. Anomalous results may portend system failure, and, if undetected, may result in damage to the unit, test equipment, or potential harm to personnel. This report investigates the use of Gaussian Mixture Models (GMMs) as a clustering tool in classifying time-series data.

Wilke, Rudeger H.T. [Sandia National Laboratories ↗

Quality Assurance and Quality Control (QA/QC) of Meteorological Time Series Data for Billy Barr, East River, Colorado USA

A comprehensive Quality Assurance (QA) and Quality Control (QC) statistical framework consists of three major phases: Phase 1—Preliminary raw data sets exploration, including time formatting and combining datasets of different lengths and different time intervals; Phase 2—QA of the datasets, including detecting and flagging of duplicates, outliers, and extreme values; and Phase 3—the development of time series of a desired frequency, imputation of missing values, visualization and a final statistical summary. The time series data collected at the Billy Barr meteorological station (East River Watershed, Colorado) were analyzed. The developed statistical framework is suitable for both real-time and post-data-collection QA/QC analysis of meteorological datasets.The files that are in this data package include one excel file, converted to CSV format (Billy_Barr_raw_qaqc.csv) that contains the raw meteorological data, i.e., input data used for the QA/QC analysis. The second CSV file (Billy_Barr_1hr.csv) is the QA/QC and flagged meteorological data, i.e., output data from the QA/QC analysis. The last file (QAQC_Billy_Barr_2021-03-22.R) is a script written in R that implements the QA/QC and flagging process. The purpose of the CSV data files included in this package is to provide input and output files implemented in the R script.

54 ENVIRONMENTAL SCIENCES↗

Long-term missing value imputation for time series data using deep neural networks

We present an approach that uses a deep learning model, in particular, a MultiLayer Perceptron, for estimating the missing values of a variable in multivariate time series data. We focus on filling a long continuous gap (e.g., multiple months of missing daily observations) rather than on individual randomly missing observations. Our proposed gap filling algorithm uses an automated method for determining the optimal MLP model architecture, thus allowing for optimal prediction performance for the given time series. We tested our approach by filling gaps of various lengths (three months to three years) in three environmental datasets with different time series characteristics, namely daily groundwater levels, daily soil moisture, and hourly Net Ecosystem Exchange. We compared the accuracy of the gap-filled values obtained with our approach to the widely used R-based time series gap filling methods ImputeTS and mtsdi. The results indicate that using an MLP for filling a large gap leads to better results, especially when the data behave nonlinearly. Thus, our approach enables the use of datasets that have a large gap in one variable, which is common in many long-term environmental monitoring observations.

97 MATHEMATICS AND COMPUTING↗

Extraction and Analysis of Time Series Data from Building Automation Systems Using Large Language Models

Semantic schemas like Haystack 4, Brick and ASHRAE standard 223 enable the structured, standardized, and machine-readable representation of building data, facilitating interoperability, data integration, and advanced analytics. However, extracting information from these models requires specialized expertise in SPARQL and other programming languages, skills that are not commonly found among building professionals. Recent advancements in Large Language Models (LLMs), such as ChatGPT, enable the construction of queries using natural language, making it easier for individuals to interact with these systems in a manner that resembles everyday speech. However, these methods have not yet been tested on building semantic ontologies. This paper introduces a novel workflow and tool for enabling users to ask questions about a specific building's data, using natural language and receive answers automatically generated by GPT-4o. Our approach integrates semantic ontologies with advanced LLM capabilities to automate three critical steps: (1) generating SPARQL queries to retrieve time series references from ontological models, (2) extracting the corresponding time series data from the Building Automation System, and (3) performing computations and visualizations tailored to the user's query. The proposed method simplifies access to BAS data, allowing both domain experts and non-specialists to conduct sophisticated analyses without needing extensive technical knowledge of semantic web technologies. By demonstrating this pipeline, we facilitate more accessible and scalable data-driven decision-making in building operations and management.

Mulayim, Ozan Baris↗

Extraction and Analysis of Time Series Data from Building Automation Systems Using Large Language Models

Semantic schemas like Haystack 4, Brick and ASHRAE standard 223 enable the structured, standardized, and machine-readable representation of building data, facilitating interoperability, data integration, and advanced analytics. However, extracting information from these models requires specialized expertise in SPARQL and other programming languages, skills that are not commonly found among building professionals. Recent advancements in Large Language Models (LLMs), such as ChatGPT, enable the construction of queries using natural language, making it easier for individuals to interact with these systems in a manner that resembles everyday speech. However, these methods have not yet been tested on building semantic ontologies. This paper introduces a novel workflow and tool for enabling users to ask questions about a specific building's data, using natural language and receive answers automatically generated by GPT-4o. Our approach integrates semantic ontologies with advanced LLM capabilities to automate three critical steps: (1) generating SPARQL queries to retrieve time series references from ontological models, (2) extracting the corresponding time series data from the Building Automation System, and (3) performing computations and visualizations tailored to the user's query. The proposed method simplifies access to BAS data, allowing both domain experts and non-specialists to conduct sophisticated analyses without needing extensive technical knowledge of semantic web technologies. By demonstrating this pipeline, we facilitate more accessible and scalable data-driven decision-making in building operations and management.

Mulayim, Ozan Baris↗

Computer Model Calibration with Time Series Data Using Deep Learning and Quantile Regression

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiments is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer input parameters by combining information from model runs and observational data. The existing standard calibration framework suffers from inferential issues when the model output and observational data are high-dimensional dependent data, such as large time series, due to the difficulty in building an emulator and the nonidentifiability between effects from input parameters and data-model discrepancy. To overcome these challenges, we, in this work, propose a new calibration framework based on a deep neural network (DNN) with long short-term memory layers that directly emulates the inverse relationship between the model output and input parameters. Adopting the “learning with noise” idea, we train our DNN model to filter out the effects from data-model discrepancy on input parameter inference. We also formulate a new way to construct interval predictions for DNN using quantile regression to quantify the uncertainty in input parameter estimates. Through a simulation study and real data application with the Weather Research and Forecasting Model Hydrological modeling system (WRF-Hydro), we show our approach can yield accurate point estimates and well-calibrated interval estimates for input parameters.

97 MATHEMATICS AND COMPUTING↗