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Time series analysis comprises statistical methods for analyzing a sequence of data points collected over an interval of time to identify interesting patterns and trends.
Papers and Code
PUB: Plot Understanding Benchmark and Dataset for Evaluating Large Language Models on Synthetic Visual Data Interpretation
Sep 04, 2024
The ability of large language models (LLMs) to interpret visual representations of data is crucial for advancing their application in data analysis and decision-making processes. This paper presents a novel synthetic dataset designed to evaluate the proficiency of LLMs in interpreting various forms of data visualizations, including plots like time series, histograms, violins, boxplots, and clusters. Our dataset is generated using controlled parameters to ensure comprehensive coverage of potential real-world scenarios. We employ multimodal text prompts with questions related to visual data in images to benchmark several state-of-the-art models like ChatGPT or Gemini, assessing their understanding and interpretative accuracy. To ensure data integrity, our benchmark dataset is generated automatically, making it entirely new and free from prior exposure to the models being tested. This strategy allows us to evaluate the models' ability to truly interpret and understand the data, eliminating possibility of pre-learned responses, and allowing for an unbiased evaluation of the models' capabilities. We also introduce quantitative metrics to assess the performance of the models, providing a robust and comprehensive evaluation tool. Benchmarking several state-of-the-art LLMs with this dataset reveals varying degrees of success, highlighting specific strengths and weaknesses in interpreting diverse types of visual data. The results provide valuable insights into the current capabilities of LLMs and identify key areas for improvement. This work establishes a foundational benchmark for future research and development aimed at enhancing the visual interpretative abilities of language models. In the future, improved LLMs with robust visual interpretation skills can significantly aid in automated data analysis, scientific research, educational tools, and business intelligence applications.
Neural Networks with LSTM and GRU in Modeling Active Fires in the Amazon
Sep 04, 2024This study presents a comprehensive methodology for modeling and forecasting the historical time series of fire spots detected by the AQUA_M-T satellite in the Amazon, Brazil. The approach utilizes a mixed Recurrent Neural Network (RNN) model, combining Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) architectures to predict monthly accumulations of daily detected fire spots. A summary of the data revealed a consistent seasonality over time, with annual maximum and minimum fire spot values tending to repeat at the same periods each year. The primary objective is to verify whether the forecasts capture this inherent seasonality through rigorous statistical analysis. The methodology involved careful data preparation, model configuration, and training using cross-validation with two seeds, ensuring that the data generalizes well to the test and validation sets, and confirming the convergence of the model parameters. The results indicate that the mixed LSTM and GRU model offers improved accuracy in forecasting 12 months ahead, demonstrating its effectiveness in capturing complex temporal patterns and modeling the observed time series. This research significantly contributes to the application of deep learning techniques in environmental monitoring, specifically in fire spot forecasting. In addition to improving forecast accuracy, the proposed approach highlights the potential for adaptation to other time series forecasting challenges, opening new avenues for research and development in machine learning and natural phenomenon prediction. Keywords: Time Series Forecasting, Recurrent Neural Networks, Deep Learning.
Boosting Certificate Robustness for Time Series Classification with Efficient Self-Ensemble
Sep 04, 2024Recently, the issue of adversarial robustness in the time series domain has garnered significant attention. However, the available defense mechanisms remain limited, with adversarial training being the predominant approach, though it does not provide theoretical guarantees. Randomized Smoothing has emerged as a standout method due to its ability to certify a provable lower bound on robustness radius under $\ell_p$-ball attacks. Recognizing its success, research in the time series domain has started focusing on these aspects. However, existing research predominantly focuses on time series forecasting, or under the non-$\ell_p$ robustness in statistic feature augmentation for time series classification~(TSC). Our review found that Randomized Smoothing performs modestly in TSC, struggling to provide effective assurances on datasets with poor robustness. Therefore, we propose a self-ensemble method to enhance the lower bound of the probability confidence of predicted labels by reducing the variance of classification margins, thereby certifying a larger radius. This approach also addresses the computational overhead issue of Deep Ensemble~(DE) while remaining competitive and, in some cases, outperforming it in terms of robustness. Both theoretical analysis and experimental results validate the effectiveness of our method, demonstrating superior performance in robustness testing compared to baseline approaches.
Objective Features Extracted from Motor Activity Time Series for Food Addiction Analysis Using Machine Learning
Aug 31, 2024This study investigates machine learning algorithms to identify objective features for diagnosing food addiction (FA) and assessing confirmed symptoms (SC). Data were collected from 81 participants (mean age: 21.5 years, range: 18-61 years, women: 77.8%) whose FA and SC were measured using the Yale Food Addiction Scale (YFAS). Participants provided demographic and anthropometric data, completed the YFAS, the Zung Self-Rating Depression Scale, and the Dutch Eating Behavior Questionnaire, and wore an actimeter on the non-dominant wrist for a week to record motor activity. Analysis of the actimetric data identified significant statistical and entropy-based features that accurately predicted FA and SC using ML. The Matthews correlation coefficient (MCC) was the primary metric. Activity-related features were more effective for FA prediction (MCC=0.88) than rest-related features (MCC=0.68). For SC, activity segments yielded MCC=0.47, rest segments MCC=0.38, and their combination MCC=0.51. Significant correlations were also found between actimetric features related to FA, emotional, and restrained eating behaviors, supporting the model's validity. Our results support the concept of a human bionic suite composed of IoT devices and ML sensors, which implements health digital assistance with real-time monitoring and analysis of physiological indicators related to FA and SC.
Breaking Down Financial News Impact: A Novel AI Approach with Geometric Hypergraphs
Aug 31, 2024In the fast-paced and volatile financial markets, accurately predicting stock movements based on financial news is critical for investors and analysts. Traditional models often struggle to capture the intricate and dynamic relationships between news events and market reactions, limiting their ability to provide actionable insights. This paper introduces a novel approach leveraging Explainable Artificial Intelligence (XAI) through the development of a Geometric Hypergraph Attention Network (GHAN) to analyze the impact of financial news on market behaviours. Geometric hypergraphs extend traditional graph structures by allowing edges to connect multiple nodes, effectively modelling high-order relationships and interactions among financial entities and news events. This unique capability enables the capture of complex dependencies, such as the simultaneous impact of a single news event on multiple stocks or sectors, which traditional models frequently overlook. By incorporating attention mechanisms within hypergraphs, GHAN enhances the model's ability to focus on the most relevant information, ensuring more accurate predictions and better interpretability. Additionally, we employ BERT-based embeddings to capture the semantic richness of financial news texts, providing a nuanced understanding of the content. Using a comprehensive financial news dataset, our GHAN model addresses key challenges in financial news impact analysis, including the complexity of high-order interactions, the necessity for model interpretability, and the dynamic nature of financial markets. Integrating attention mechanisms and SHAP values within GHAN ensures transparency, highlighting the most influential factors driving market predictions. Empirical validation demonstrates the superior effectiveness of our approach over traditional sentiment analysis and time-series models.
Geospatial foundation models for image analysis: evaluating and enhancing NASA-IBM Prithvi's domain adaptability
Aug 31, 2024Research on geospatial foundation models (GFMs) has become a trending topic in geospatial artificial intelligence (AI) research due to their potential for achieving high generalizability and domain adaptability, reducing model training costs for individual researchers. Unlike large language models, such as ChatGPT, constructing visual foundation models for image analysis, particularly in remote sensing, encountered significant challenges such as formulating diverse vision tasks into a general problem framework. This paper evaluates the recently released NASA-IBM GFM Prithvi for its predictive performance on high-level image analysis tasks across multiple benchmark datasets. Prithvi was selected because it is one of the first open-source GFMs trained on time-series of high-resolution remote sensing imagery. A series of experiments were designed to assess Prithvi's performance as compared to other pre-trained task-specific AI models in geospatial image analysis. New strategies, including band adaptation, multi-scale feature generation, and fine-tuning techniques, are introduced and integrated into an image analysis pipeline to enhance Prithvi's domain adaptation capability and improve model performance. In-depth analyses reveal Prithvi's strengths and weaknesses, offering insights for both improving Prithvi and developing future visual foundation models for geospatial tasks.
Time Series Analysis for Education: Methods, Applications, and Future Directions
Aug 27, 2024Recent advancements in the collection and analysis of sequential educational data have brought time series analysis to a pivotal position in educational research, highlighting its essential role in facilitating data-driven decision-making. However, there is a lack of comprehensive summaries that consolidate these advancements. To the best of our knowledge, this paper is the first to provide a comprehensive review of time series analysis techniques specifically within the educational context. We begin by exploring the landscape of educational data analytics, categorizing various data sources and types relevant to education. We then review four prominent time series methods-forecasting, classification, clustering, and anomaly detection-illustrating their specific application points in educational settings. Subsequently, we present a range of educational scenarios and applications, focusing on how these methods are employed to address diverse educational tasks, which highlights the practical integration of multiple time series methods to solve complex educational problems. Finally, we conclude with a discussion on future directions, including personalized learning analytics, multimodal data fusion, and the role of large language models (LLMs) in educational time series. The contributions of this paper include a detailed taxonomy of educational data, a synthesis of time series techniques with specific educational applications, and a forward-looking perspective on emerging trends and future research opportunities in educational analysis. The related papers and resources are available and regularly updated at the project page.
Real-Time Energy Pricing in New Zealand: An Evolving Stream Analysis
Aug 29, 2024This paper introduces a group of novel datasets representing real-time time-series and streaming data of energy prices in New Zealand, sourced from the Electricity Market Information (EMI) website maintained by the New Zealand government. The datasets are intended to address the scarcity of proper datasets for streaming regression learning tasks. We conduct extensive analyses and experiments on these datasets, covering preprocessing techniques, regression tasks, prediction intervals, concept drift detection, and anomaly detection. Our experiments demonstrate the datasets' utility and highlight the challenges and opportunities for future research in energy price forecasting.
MPADA: Open source framework for multimodal time series antenna array measurements
Aug 29, 2024This paper presents an open-source framework for collecting time series S-parameter measurements across multiple antenna elements, dubbed MPADA: Multi-Port Antenna Data Acquisition. The core of MPADA relies on the standard SCPI protocol to be compatible with a wide range of hardware platforms. Time series measurements are enabled through the use of a high-precision real-time clock (RTC), allowing MPADA to periodically trigger the VNA and simultaneously acquire other sensor data for synchronized cross-modal data fusion. A web-based user interface has been developed to offer flexibility in instrumentation, visualization, and analysis. The interface is accessible from a broad range of devices, including mobile ones. Experiments are performed to validate the reliability and accuracy of the data collected using the proposed framework. First, we show the framework's capacity to collect highly repeatable measurements from a complex measurement protocol using a microwave tomography imaging system. The data collected from a test phantom attain high fidelity where a position-varying clutter is visible through coherent subtraction. Second, we demonstrate timestamp accuracy for collecting time series motion data jointly from an RF kinematic sensor and an angle sensor. We achieved an average of 11.8 ms MSE timestamp accuracy at a mixed sampling rate of 10 to 20 Hz over a total of 16-minute test data. We make the framework openly available to benefit the antenna measurement community, providing researchers and engineers with a versatile tool for research and instrumentation. Additionally, we offer a potential education tool to engage engineering students in the subject, fostering hands-on learning through remote experimentation.
Channel-wise Influence: Estimating Data Influence for Multivariate Time Series
Aug 27, 2024
The influence function, a technique from robust statistics, measures the impact on model parameters or related functions when training data is removed or modified. This effective and valuable post-hoc method allows for studying the interpretability of machine learning models without requiring costly model retraining. It would provide extensions like increasing model performance, improving model generalization, and offering interpretability. Recently, Multivariate Time Series (MTS) analysis has become an important yet challenging task, attracting significant attention. However, there is no preceding research on the influence functions of MTS to shed light on the effects of modifying the channel of training MTS. Given that each channel in an MTS plays a crucial role in its analysis, it is essential to characterize the influence of different channels. To fill this gap, we propose a channel-wise influence function, which is the first method that can estimate the influence of different channels in MTS, utilizing a first-order gradient approximation that leverages the more informative average gradient of the data set. Additionally, we demonstrate how this influence function can be used to estimate the impact of a channel in MTS. Finally, we validated the accuracy and effectiveness of our influence estimation function in critical MTS analysis tasks, such as MTS anomaly detection and MTS forecasting. According to abundant experiments on real-world dataset, the original influence function performs worse than our method and even fail for the channel pruning problem, which demonstrate the superiority and necessity of channel-wise influence function in MTS analysis tasks.