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At least 55 records · Page 3

CHMMPP: A c++ library for constrained Hidden Markov Models

SAND2024-13027O The CHMMPP: A c++ Library for Constrained Hidden Markov Models (HMM) software supports the analysis of multivariate time series data to detect patterns using HMM. Many applications involve the detection and characterization of hidden or latent states in a complex system using observable states and variables. This software supports inference of latent states integrating both an HMM and application-specific constraints that reflect known relationships in hidden states. The CHMMPP software supports application-specific and generic methods for constrained inference. This includes a framework for customized Viterbi methods, constrained inference of hidden states with A* and integer programming methods, and various constraint-informed methods for learning HMM model parameters. CHMMPP focuses on supporting generic methods that enable the agile expression of complex sets of constraints that naturally arise in many real-world applications.

Hart, William↗

Mesh Failure Prediction Using Deep Learning Techniques

The goal of this joint effort between SRI and LLNL has been to investigate the use of state-of-the-art deep learning architectures to effectively explore the correlations between a set of mesh zone attributes and manifestations of failure in a given mesh simulation and draw useful conclusions towards a practical failure detection system. Each zone attribute is a scalar feature that is recorded separately for each zone during simulation, resulting in a multivariate time series signal for each zone. Currently, these features are used to manually decide where to apply manual relaxations so that simulations run without any failures. Our long-term vision is to build a machine learning system that is capable of reliably detecting upcoming failures and is able to apply finer-grained targeted relaxations automatically to relevant zones to avoid an expected failure.

97 MATHEMATICS AND COMPUTING↗

Deep anomaly detection for industrial systems: a case study

We explore the use of deep neural networks for anomaly detection of industrial systems where the data are multivariate time series measurements. We formulate the problem as a self-supervised learning where data under normal operation are used to train a deep neural network autoregressive model, i.e., use a window of time series data to predict future data values. The aim of such a model is to learn to represent the system dynamic behavior under normal conditions, while expect higher model vs. measurement discrepancies under faulty conditions. In real world applications, many control settings are discrete in nature. In this paper, vector embedding and joint losses are employed to deal with such situations. Both LSTM and CNN based deep neural network backbones are studied on the Secure Water Treatment (SWaT) testbed datasets. Also, Support Vector Data Description (SVDD) method is adapted to such anomaly detection settings with deep neural networks. Evaluation methods and results are discussed based on the SWaT dataset along with potential pitfalls.

anomaly detection, deep neural network↗

Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties

Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar’s brightness contains valuable information about its physical properties. The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. Latent SDEs are machine learning models well suited for modeling quasar variability, as they can explicitly capture the underlying stochastic dynamics. In this work, we adapt latent SDEs to jointly reconstruct multivariate quasar light curves and infer their physical properties such as the black hole mass, inclination angle, and temperature slope. Our model is trained on realistic simulations of LSST ten year quasar light curves, and we demonstrate its ability to reconstruct quasar light curves even in the presence of long seasonal gaps and irregular sampling across different bands, outperforming a multioutput Gaussian process regression baseline. Our method has the potential to provide a deeper understanding of the physical properties of quasars and is applicable to a wide range of other multivariate time series with missing data and irregular sampling.

79 ASTRONOMY AND ASTROPHYSICS↗

Joint Modeling of Quasar Variability and Accretion Disk Reprocessing Using Latent Stochastic Differential Equations

Quasars are bright active galactic nuclei powered by the accretion of matter around supermassive black holes at the center of galaxies. Their stochastic brightness variability depends on the physical properties of the accretion disk and black hole. The upcoming Rubin Observatory Legacy Survey of Space and Time (LSST) is expected to observe tens of millions of quasars, so there is a need for efficient techniques like machine learning that can handle the large volume of data. Quasar variability is believed to be driven by an X-ray corona, which is reprocessed by the accretion disk and emitted as UV/optical variability. We are the first to introduce an auto-differentiable simulation of the accretion disk and reprocessing. We use the simulation as a direct component of our neural network to jointly model the driving variability and reprocessing, trained with supervised learning on simulated LSST-like 10 yr quasar light curves. We encode the light curves using a transformer encoder, and the driving variability is reconstructed using latent stochastic differential equations, a physically motivated generative deep learning method that can model continuous-time stochastic dynamics. By embedding the physical processes of the driving signal and reprocessing into our network, we achieve a model that is more robust and interpretable. We demonstrate that our model outperforms a Gaussian process regression baseline and can infer accretion disk parameters and time delays between wave bands, even for out-of-distribution driving signals. Our approach provides a powerful framework that can be adapted to solve other inverse problems in multivariate time series.

Fagin, Joshua [City Univ. of New York (CUNY), NY (↗

Data augmentation for disruption prediction via robust surrogate models

The goal of this work is to generate large statistically representative datasets to train machine learning models for disruption prediction provided by data from few existing discharges. Such a comprehensive training database is important to achieve satisfying and reliable prediction results in artificial neural network classifiers. Here, we aim for a robust augmentation of the training database for multivariate time series data using Student-t process regression. We apply Student-t process regression in a state space formulation via Bayesian filtering to tackle challenges imposed by outliers and noise in the training data set and to reduce the computational complexity. Thus, the method can also be used if the time resolution is high. We use an uncorrelated model for each dimension and impose correlations afterwards via coloring transformations. We demonstrate the efficacy of our approach on plasma diagnostics data of three different disruption classes from the DIII-D tokamak. To evaluate if the distribution of the generated data is similar to the training data, we additionally perform statistical analyses using methods from time series analysis, descriptive statistics, and classic machine learning clustering algorithms.

97 MATHEMATICS AND COMPUTING↗

Spatial estimation from remotely sensed data via empirical Bayes models

Multichannel satellite image data, available as LANDSAT imagery, are recorded as a multivariate time series (four channels, multiple passovers) in two spatial dimensions. The application of parametric empirical Bayes theory to classification of, and estimating the probability of, each crop type at each of a large number of pixels is considered. This theory involves both the probability distribution of imagery data, conditional on crop types, and the prior spatial distribution of crop types. For the latter Markov models indexed by estimable parameters are used. A broad outline of the general theory reveals several questions for further research. Some detailed results are given for the special case of two crop types when only a line transect is analyzed. Finally, the estimation of an underlying continuous process on the lattice is discussed which would be applicable to such quantities as crop yield.

Hill, J. R.↗

Biogeochemical Response to Mesoscale Physical Forcing in the California Current System

In the first part of the project, we investigated the local response of the coastal ocean ecosystems (changes in chlorophyll, concentration and chlorophyll, fluorescence quantum yield) to physical forcing by developing and deploying Autonomous Drifting Ocean Stations (ADOS) within several mesoscale features along the U.S. west coast. Also, we compared the temporal and spatial variability registered by sensors mounted in the drifters to that registered by the sensors mounted in the satellites in order to assess the scales of variability that are not resolved by the ocean color satellite. The second part of the project used the existing WOCE SVP Surface Lagrangian drifters to track individual water parcels through time. The individual drifter tracks were used to generate multivariate time series by interpolating/extracting the biological and physical data fields retrieved by remote sensors (ocean color, SST, wind speed and direction, wind stress curl, and sea level topography). The individual time series of the physical data (AVHRR, TOPEX, NCEP) were analyzed against the ocean color (SeaWiFS) time-series to determine the time scale of biological response to the physical forcing. The results from this part of the research is being used to compare the decorrelation scales of chlorophyll from a Lagrangian and Eulerian framework. The results from both parts of this research augmented the necessary time series data needed to investigate the interactions between the ocean mesoscale features, wind, and the biogeochemical processes. Using the historical Lagrangian data sets, we have completed a comparison of the decorrelation scales in both the Eulerian and Lagrangian reference frame for the SeaWiFS data set. We are continuing to investigate how these results might be used in objective mapping efforts.

Niiler, Pearn P.↗

Temporal Variability of Observed and Simulated Hyperspectral Earth Reflectance

The Climate Absolute Radiance and Refractivity Observatory (CLARREO) is a climate observation system designed to study Earth's climate variability with unprecedented absolute radiometric accuracy and SI traceability. Observation System Simulation Experiments (OSSEs) were developed using GCM output and MODTRAN to simulate CLARREO reflectance measurements during the 21st century as a design tool for the CLARREO hyperspectral shortwave imager. With OSSE simulations of hyperspectral reflectance, Feldman et al. [2011a,b] found that shortwave reflectance is able to detect changes in climate variables during the 21st century and improve time-to-detection compared to broadband measurements. The OSSE has been a powerful tool in the design of the CLARREO imager and for understanding the effect of climate change on the spectral variability of reflectance, but it is important to evaluate how well the OSSE simulates the Earth's present-day spectral variability. For this evaluation we have used hyperspectral reflectance measurements from the Scanning Imaging Absorption Spectrometer for Atmospheric Cartography (SCIAMACHY), a shortwave spectrometer that was operational between March 2002 and April 2012. To study the spectral variability of SCIAMACHY-measured and OSSE-simulated reflectance, we used principal component analysis (PCA), a spectral decomposition technique that identifies dominant modes of variability in a multivariate data set. Using quantitative comparisons of the OSSE and SCIAMACHY PCs, we have quantified how well the OSSE captures the spectral variability of Earth?s climate system at the beginning of the 21st century relative to SCIAMACHY measurements. These results showed that the OSSE and SCIAMACHY data sets share over 99% of their total variance in 2004. Using the PCs and the temporally distributed reflectance spectra projected onto the PCs (PC scores), we can study the temporal variability of the observed and simulated reflectance spectra. Multivariate time series analysis of the PC scores using techniques such as Singular Spectrum Analysis (SSA) and Multichannel SSA will provide information about the temporal variability of the dominant variables. Quantitative comparison techniques can evaluate how well the OSSE reproduces the temporal variability observed by SCIAMACHY spectral reflectance measurements during the first decade of the 21st century. PCA of OSSE-simulated reflectance can also be used to study how the dominant spectral variables change on centennial scales for forced and unforced climate change scenarios. To have confidence in OSSE predictions of the spectral variability of hyperspectral reflectance, it is first necessary for us to evaluate the degree to which the OSSE simulations are able to reproduce the Earth?s present-day spectral variability.

Roberts, Yolanda↗

A Novel Machine Learning Method for Surface PM2.5 Estimations from Geostationary Satellites

Particulate matter (PM) with a diameter of less or equal to 2.5 μm, known as PM , affects human health as it penetrates the respiratory system. The Environmental Protection Agency (EPA) measures the atmospheric concentration of PM using air quality monitors stationed throughout the Continental United States (CONUS). Such measurements are points on a spatial domain and therefore, might not be representative of the air quality at nearby areas considering that the composition of the atmosphere is highly variable from place to place. Satellite based AOD permits a spatially uniform means of estimating PM and new geostationary satellites provide high temporal and spatial resolution estimation of AOD. However, the concentration of PM is non-linearly dependent on other atmospheric parameters that include relative humidity, temperature, and height of the planetary boundary layer. This information may be estimated at similar spatial and temporal resolutions as AOD from numerical modeling such as from the National Oceanic and Atmospheric Administration’s (NOAA) High Resolution Rapid Refresh (HRRR) model which resolves near real-time atmospheric conditions over the CONUS. The estimation of PM concentration is a multi-parametric problem that considers the effect of temporal dependencies among the different parameters. Deep learning approaches are appropriate for such complex estimation problems as they intrinsically capture relations among multiple non-linear parameters. This study compares deep-learning methods to traditional regression analysis to demonstrate the capabilities of these methods in predicting PM2.5 concentrations. Additionally, a novel ensemble learning approach is employed to identify scientific processes that could further improve the estimation of PM concentration. Utilizing Long Short-Term Memory (LSTM) neural networks, which are suitable for multivariate time series estimation problems as they are capable of learning long-term dependencies, individual models are created for each EPA station and trained on the aforementioned dataset collocated over each station. Individual station models are merged if the model's performance is improved by reducing the root mean squared error (RMSE) metric. This ensemble training method ultimately reduces the RMSE value. Evaluation of these results provide insights into physical processes and related observable parameters that may contribute to PM concentrations. Identified parameters evaluated to be statistically different between the merged and unmerged models are expected to improve overall performance. These new parameters are then utilized for reevaluation of the deep learning methods with an extreme gradient boosting model with an RMSE of 5.5 providing the best results.

George Priftis↗

Anomaly Detection in Flight Operational Data Using Deep Learning

In this session, we demonstrate two recently developed deep learning models for anomaly detection in flight operational data by the Data Sciences Group at NASA Ames Research Center. The first model is Convolutional Variational Auto-Encoder (CVAE) [1], which is an unsupervised deep encoder-decoder model, designed specifically for finding anomalies in heterogeneous multivariate time series data. We will demonstrate its application to finding anomalies in streaming data from NASA’s Digital Information Platform’s Fuser source. CVAE identifies data instances that are not representative of expected nominal behavior as anomalous. Since it is an unsupervised approach, the flagged anomalies will need to be reviewed by the subject matter experts (SMEs) for validation and labeling and is designed to assist with vulnerability discovery within Safety Monitoring System programs. The second model is Robust and Explainable Semi-supervised Anomaly Detection (RESAD) model [2], which builds on CVAE to allow learning from both minimally labeled data (previously reviewed by the SMEs) as well as majority unlabeled data. RESAD takes advantage of graph theoretic techniques to propagate the labels from the labeled data to the unlabeled data based on a pre-defined similarity metric and structures the learned feature space from flight time-series so that data of the same class would cluster tightly together. This model characteristic is enabled by training with an augmented loss function and allows learning of a more informative feature space for down-stream tasks such as search and active learning. We demonstrate RESAD using data from the NASA DASHlink project [3].

anomaly detection↗

Reliable machine prognostic health management in the presence of missing data

Prognostics and health management enables the prediction of future degradation and remaining useful life (RUL) for in-service systems based on historical and contemporary data, showing promise for many practical applications. One major challenge for prognostics is the common occurrence of missing values in time-series data, often caused by disruptions in sensor communication or hardware/software failures. Another major concern is that the sufficient prior knowledge of critical component degradation with a clear failure threshold is often not readily available in practice. These issues can significantly hinder the application of advanced signal and data analysis methods and consequently degrade the health management performance. In this article, we propose a novel data-driven framework that is capable of providing accurate and reliable predictions of degradation and RUL. In this approach, one-hot health state indicators are appended to the historical time series so that the model learns end-of-life automatically. A modified gate recurrent unit based variational autoencoder is employed in generative adversarial networks to model the temporal irregularity of the incomplete time series. Furthermore, experiments on multivariate time-series datasets collected from real-world aeroengines verify that significant performance improvement can be achieved using the proposed model for robust long-term prognostics.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Online evolutionary neural architecture search for multivariate non-stationary time series forecasting

Time series forecasting (TSF) is one of the most important tasks in data science. TSF models are usually pre-trained with historical data and then applied on future unseen datapoints. However, real-world time series data is usually non-stationary and models trained offline usually face problems from data drift. Models trained and designed in an offline fashion can not quickly adapt to changes quickly or be deployed in real-time. To address these issues, this work presents the Online NeuroEvolution-based Neural Architecture Search (ONE-NAS) algorithm, which is a novel neural architecture search method capable of automatically designing and dynamically training recurrent neural networks (RNNs) for online forecasting tasks. Without any pre-training, ONE-NAS utilizes populations of RNNs that are continuously updated with new network structures and weights in response to new multivariate input data. ONE-NAS is tested on real-world, large-scale multivariate wind turbine data as well as the univariate Dow Jones Industrial Average (DJIA) dataset. These results demonstrate that ONE-NAS outperforms traditional statistical time series forecasting methods, including online linear regression, fixed long short-term memory (LSTM) and gated recurrent unit (GRU) models trained online, as well as state-of-the-art, online ARIMA strategies. Additionally, results show that utilizing multiple populations of RNNs which are periodically repopulated provide significant performance improvements, allowing this online neural network architecture design and training to be successful.

97 MATHEMATICS AND COMPUTING↗

Latent Neural ODE for Integrating Multi-Timescale Measurements in Smart Distribution Grids

Under a smart grid paradigm, there has been an increase in sensor installations to enhance situational awareness. The measurements from these sensors can be leveraged for real-time monitoring, control, and protection. However, these measurements are typically irregularly sampled. These measure-ments may also be intermittent due to communication bandwidth limitations. To tackle this problem, this paper proposes a novel latent neural ordinary differential equations (LODE) approach to aggregate the unevenly sampled multivariate time-series measurements. The proposed approach is flexible in performing both imputations and predictions while being computationally efficient. Simulation results on IEEE 37 bus test systems illustrate the efficiency of the proposed approach.

multi time-scale measurements↗

Missing-Data Nonparametric Coherency Estimation

Chave recently proposed an estimator for multitaper spectral density where the time series contains missing values. In this article we generalize this technique to a multitaper estimator of coherence and phase and show that one can also obtain bootstrapped confidence intervals. Additionally, we give two examples. The first is a toy example in which the true coherence is known. In the second example we show that the multitaper missing-data coherence estimator computed on real data with a single gap comprising 11% of the data outperforms the Daniell-smoothed coherence estimator where there are no gaps. The case where the two time series have different missing indices is also discussed.

42 ENGINEERING↗

Fast Multivariate Search on Large Aviation Datasets

Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical monitoring, and financial systems. Domain experts are often interested in searching for interesting multivariate patterns from these MTS databases which can contain up to several gigabytes of data. Surprisingly, research on MTS search is very limited. Most existing work only supports queries with the same length of data, or queries on a fixed set of variables. In this paper, we propose an efficient and flexible subsequence search framework for massive MTS databases, that, for the first time, enables querying on any subset of variables with arbitrary time delays between them. We propose two provably correct algorithms to solve this problem (1) an R-tree Based Search (RBS) which uses Minimum Bounding Rectangles (MBR) to organize the subsequences, and (2) a List Based Search (LBS) algorithm which uses sorted lists for indexing. We demonstrate the performance of these algorithms using two large MTS databases from the aviation domain, each containing several millions of observations Both these tests show that our algorithms have very high prune rates (>95%) thus needing actual

Bhaduri, Kanishka↗

GenAI-Based Digital Twins Aided Data Augmentation Increases Accuracy in Real-Time Cokurtosis-Based Anomaly Detection of Wearable Data

Early detection of potential infectious disease outbreaks is crucial for developing effective interventions. In this study, we introduce advanced anomaly detection methods tailored for health datasets collected from wearables, offering insights at both individual and population levels. Leveraging real-world physiological data from wearables, including heart rate and activity, we developed a framework for the early detection of infection in individuals. Despite the availability of data from recent pandemics, substantial gaps remain in data collection, hindering method development. To bridge this gap, we utilized Wasserstein Generative Adversarial Networks (WGANs) to generate realistic synthetic wearable data, augmenting our dataset for training. Subsequently, we use these augmented datasets to implement a cokurtosis-based technique for anomaly detection in multivariate time-series data. Our approach includes a comprehensive assessment of uncertainties in synthetic data compared to the actual data upon which it was modeled, as well as the uncertainty associated with fine-tuning anomaly detection thresholds in physiological measurements. Through our work, we present an enhanced method for early anomaly detection in multivariate datasets, with promising applications in healthcare and beyond. This framework could revolutionize early detection strategies and significantly impact public health response efforts in future pandemics.

Data-Driven Digital Twins↗

Parallel hybrid quantum-classical machine learning for kernelized time-series classification

Supervised time-series classification garners widespread interest because of its applicability throughout a broad application domain including finance, astronomy, biosensors, and many others. Here, in this work, we tackle this problem with hybrid quantum-classical machine learning, deducing pairwise temporal relationships between time-series instances using a timeseries Hamiltonian kernel (TSHK). A TSHK is constructed with a sum of inner products generated by quantum states evolved using a parameterized time evolution operator. This sum is then optimally weighted using techniques derived from multiple kernel learning. Because we treat the kernel weighting step as a differentiable convex optimization problem, our method can be regarded as an end-to-end learnable hybrid quantum-classical-convex neural network, or QCC-net, whose output is a data set-generalized kernel function suitable for use in any kernelized machine learning technique such as the support vector machine (SVM). Using our TSHK as input to a SVM, we classify univariate and multivariate time-series using quantum circuit simulators and demonstrate the efficient parallel deployment of the algorithm to 127-qubit superconducting quantum processors using quantum multi-programming.

97 MATHEMATICS AND COMPUTING↗