Short-term Classification of Strong Solar Energetic Particle Events Using Multivariate Time-series Classifiers
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Sumanth A. Rotti↗
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Results for “multivariate time-series”
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Fast and Flexible Multivariate Time Series Subsequence Search
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 often contain several gigabytes of data. Surprisingly, research on MTS search is very limited. Most of the 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 algorithms to solve this problem (1) a List Based Search (LBS) algorithm which uses sorted lists for indexing, and (2) a R*-tree Based Search (RBS) which uses Minimum Bounding Rectangles (MBR) to organize the subsequences. Both algorithms guarantee that all matching patterns within the specified thresholds will be returned (no false dismissals). The very few false alarms can be removed by a post-processing step. Since our framework is also capable of Univariate Time-Series (UTS) subsequence search, we first demonstrate the efficiency of our algorithms on several UTS datasets previously used in the literature. We follow this up with experiments 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 (>99%) thus needing actual disk access for only less than 1% of the observations. To the best of our knowledge, MTS subsequence search has never been attempted on datasets of the size we have used in this paper.
Bhaduri, Kanishka↗
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↗
Identification of multivariable high performance turbofan engine dynamics from closed loop data
The multivariable instrumental variable/approximate maximum likelihood (IV/AML) method or recursive time-series analysis is used to identify the multivariable (four inputs-three outputs) dynamics of the Pratt and Whitney F100 engine. A detailed nonlinear engine simulation is used to determine linear engine model structures and parameters at an operating point using open loop data. Also, the IV/AML method is used in a direct identification mode to identify models from actual closed loop engine test data. Models identified from simulated and test data are compared to determine a final model structure and parameterization that can predict engine response for a wide class of inputs. The ability of the IV/AML algorithm to identify useful dynamic models from engine test data is assessed.
Merrill, W.↗
Identification of multivariable high performance turbofan engine dynamics from closed loop data
The multivariable instrumental variable/approximate maximum likelihood (IV/AML) method of recursive time-series analysis is used to identify the multivariable (four inputs-three outputs) dynamics of the Pratt and Whitney F100 engine. A detailed nonlinear engine simulation is used to determine linear engine model structures and parameters at an operating point using open loop data. Also, the IV/AML method is used in a direct identification made to identify models from actual closed loop engine test data. Models identified from simulated and test data are compared to determine a final model structure and parameterization that can predict engine response for a wide class of inputs. The ability of the IV/AML algorithm to identify useful dynamic models from engine test data is assessed. Previously announced in STAR as N82-20339
Merrill, W.↗
The Statistical Consulting Center for Astronomy (SCCA)
The process by which raw astronomical data acquisition is transformed into scientifically meaningful results and interpretation typically involves many statistical steps. Traditional astronomy limits itself to a narrow range of old and familiar statistical methods: means and standard deviations; least-squares methods like chi(sup 2) minimization; and simple nonparametric procedures such as the Kolmogorov-Smirnov tests. These tools are often inadequate for the complex problems and datasets under investigations, and recent years have witnessed an increased usage of maximum-likelihood, survival analysis, multivariate analysis, wavelet and advanced time-series methods. The Statistical Consulting Center for Astronomy (SCCA) assisted astronomers with the use of sophisticated tools, and to match these tools with specific problems. The SCCA operated with two professors of statistics and a professor of astronomy working together. Questions were received by e-mail, and were discussed in detail with the questioner. Summaries of those questions and answers leading to new approaches were posted on the Web (www.state.psu.edu/ mga/SCCA). In addition to serving individual astronomers, the SCCA established a Web site for general use that provides hypertext links to selected on-line public-domain statistical software and services. The StatCodes site (www.astro.psu.edu/statcodes) provides over 200 links in the areas of: Bayesian statistics; censored and truncated data; correlation and regression, density estimation and smoothing, general statistics packages and information; image analysis; interactive Web tools; multivariate analysis; multivariate clustering and classification; nonparametric analysis; software written by astronomers; spatial statistics; statistical distributions; time series analysis; and visualization tools. StatCodes has received a remarkable high and constant hit rate of 250 hits/week (over 10,000/year) since its inception in mid-1997. It is of interest to scientists both within and outside of astronomy. The most popular sections are multivariate techniques, image analysis, and time series analysis. Hundreds of copies of the ASURV, SLOPES and CENS-TAU codes developed by SCCA scientists were also downloaded from the StatCodes site. In addition to formal SCCA duties, SCCA scientists continued a variety of related activities in astrostatistics, including refereeing of statistically oriented papers submitted to the Astrophysical Journal, talks in meetings including Feigelson's talk to science journalists entitled "The reemergence of astrostatistics" at the American Association for the Advancement of Science meeting, and published papers of astrostatistical content.
Akritas, Michael↗
MARGInS Model-Based Analysis of Realizable Goals in Systems
The high complexity of modern aircraft and spacecraft requires elaborate Verification and Validation (V&V) approaches to make sure that such complex systems work properly and reliably. MARGInS is a framework for the analysis, understanding, and prediction of the behavior of a complex, hybrid system. MARGInS contains a set of machine learning and statistical algorithms for multivariate clustering, treatment learning, critical factor determination, time-series analysis, event prediction, and safety-boundary detection and characterization. The framework supports system testing and can be configured to find novel features in test suites, determine classes of behavior, propose new experiments that can efficiently explore and characterize the boundaries between classes of system behavior, and to create visualizations and reports.
He, Yuning↗
Surface Elevation Changes in West Antarctica from Satellite Altimetry: Mass Balance Implications
Time-series of surface elevation change, which are constructed from 7-years (1992-1999) of ERS-1 and 2 satellite radar altimeter data of Antarctica, show significant seasonal, inter-annual, and long-term changes. Elevation time-series are created from altimeter crossovers among 90-day data periods on a 50 km grid to 81.5 degrees S and fit with a multivariate linear/sinusoidal function to give the average rate of elevation change (dH/dt) and account for seasonal changes. On the major Ronne, Filchner, and Ronne ice shelves, the dH/dt are small or near zero. In contrast, the ice shelves of the Antarctic Peninsula and along the West Antarctic coast appear to be thinning significantly, with a 23 +/- 3 cm a(exp -1) surface elevation decrease on the Larsen ice shelf and a 65 +/- 4 cm a(exp -1) decrease on the Dotson ice shelf. Significant elevation decreases are obtained over most of the drainage basins of the Pine Island and Thwaites glaciers. Significant increases are obtained over most of the other grounded ice in Marie Byrd Land, the Antarctic Peninsula, and Coates Land. Over the sector from 85 degrees W to 115 degrees W, which includes the Pine Island and Thwaites basins, the average elevation is significantly decreasing by 8.1 cm a(exp -1). The corresponding ice thickness change is about -11 cm a(exp -1), with a corresponding mass loss of 82 Gt a(exp -1), and a 0.22 mm a(exp -1) contribution to global sea level rise. In terms of elevation change, the decrease in the Pine Island-Thwaites sector is largely balanced by the increase in the Marie Byrd Land, but only balanced by about 1/4 in terms of ice thickness change and contribution to sea level rise. The overall average elevation change for the grounded ice is + 1.2 cm a(exp -1). Using an average bedrock uplift of 2.5 cm a(exp -1), implies an average ice thickness decrease of 1.3 cm a(exp -1), a mass loss of 22 Gt a(exp -1), and a 0.06 mm a(exp -1) contribution to global sea level rise.
Zwally, H. Jay↗
Regional climate change predictions from the Goddard Institute for Space Studies high resolution GCM
A new diagnostic tool is developed for examining relationships between the synoptic scale circulation and regional temperature distributions in GCMs. The 4 x 5 deg GISS GCM is shown to produce accurate simulations of the variance in the synoptic scale sea level pressure distribution over the U.S. An analysis of the observational data set from the National Meteorological Center (NMC) also shows a strong relationship between the synoptic circulation and grid point temperatures. This relationship is demonstrated by deriving transfer functions between a time-series of circulation parameters and temperatures at individual grid points. The circulation parameters are derived using rotated principal components analysis, and the temperature transfer functions are based on multivariate polynomial regression models. The application of these transfer functions to the GCM circulation indicates that there is considerable spatial bias present in the GCM temperature distributions. The transfer functions are also used to indicate the possible changes in U.S. regional temperatures that could result from differences in synoptic scale circulation between a 1XCO2 and a 2xCO2 climate, using a doubled CO2 version of the same GISS GCM.
Crane, Robert G.↗
Nearest-Neighbor Machine Learning Feature Selection for Interpretation of Microbial Molecular Signatures from Isotope Ratio Mass Spectrometry Data
Mass spectrometry (MS) promises to be a powerful tool for potential biosignature detection during astrobiological missions on ocean worlds in our solar system. Accurate and generalizable machine learning methods could enhance science return on investment by predicting seawater chemistry and classifying isotopic biosignatures, either as a signature consistent with microbial life (biotic) or as a novelty (unclassified/unique). However, machine learning models are likely to be complex and involve interactions between MS features, making biosignatures difficult to interpret. Feature selection methods provide biological and chemical context that help interpret the mechanisms of machine learning models, but these methods also need the ability to detect complex interactions. Previously, we developed a machine learning feature selection algorithm called nearest-neighbor projected distance regression (NPDR) that has the ability to identify important model features that involve complex interactions and automatically reduce correlation and the dimensionality in a high-dimensional variable space. The standard distance metrics used in NPDR – Manhattan and Euclidean – assume the multivariate data are isotropic, which is often violated in real data due to differences in the covariance between variables. Thus, we extend NPDR to include a random forest distance, and other anisotropic distance metrics, for computing nearest neighbors. We also augment the isotope-ratio MS data with time-series features from the raw MS signal to improve biotic classification. We test NPDR on our novel experimental ocean world seawater analog MS data. We measure isotope fractionations of volatile CO 2 that could be measured in exospheres or plumes. Samples include baseline abiotic conditions using a range of possible seawater chemistry consistent with Europa and Enceladus, and biotic samples that include microbes in these seawaters. We use penalized NPDR with random forest proximity to identify interpretable microbial molecular signatures. We compare features with random forest importance, and we train a classifier that discriminates between biotic and abiotic samples with high accuracy. These ML-trained ocean-world analog MS data could be used to assist in identifying biosignatures during future missions.
geochemistry↗
Modeling and control for closed environment plant production systems
A computer program was developed to study multiple crop production and control in controlled environment plant production systems. The program simulates crop growth and development under nominal and off-nominal environments. Time-series crop models for wheat (Triticum aestivum), soybean (Glycine max), and white potato (Solanum tuberosum) are integrated with a model-based predictive controller. The controller evaluates and compensates for effects of environmental disturbances on crop production scheduling. The crop models consist of a set of nonlinear polynomial equations, six for each crop, developed using multivariate polynomial regression (MPR). Simulated data from DSSAT crop models, previously modified for crop production in controlled environments with hydroponics under elevated atmospheric carbon dioxide concentration, were used for the MPR fitting. The model-based predictive controller adjusts light intensity, air temperature, and carbon dioxide concentration set points in response to environmental perturbations. Control signals are determined from minimization of a cost function, which is based on the weighted control effort and squared-error between the system response and desired reference signal.
NASA Discipline Life Support Systems↗
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.↗
Antarctic Ice-Sheet Mass Balance from Satellite Altimetry 1992 to 2001
A major uncertainty in understanding the causes of the current rate of sea level rise is the potential contributions from mass imbalances of the Greenland and Antarctic ice sheets. Estimates of the current mass balance of the Antarctic ice sheet are derived from surface- elevation changes obtained from 9 years of ERS - 1 & 2 radar altimeter data. Elevation time-series are created from altimeter crossovers among 90-day data periods on a 50 km grid to 81.5 S. The time series are fit with a multivariate linear/sinusoidal function to give the average rate of elevation change (dH/dt). On the major Rome-Filchner, Ross, and Amery ice shelves, the W d t are small or near zero. In contrast, the ice shelves of the Antarctic Peninsula and along the West Antarctic coast appear to be thinning significantly, with a 23 +/- 3 cm per year surface elevation decrease on the Larsen ice shelf and a 65 +/- 4 cm per year decrease on the Dotson ice shelf. On the grounded ice, significant elevation decreases are obtained over most of the drainage basins of the Pine Island and Thwaites glaciers in West Antarctica and inland of Law Dome in East Antarctica. Significant elevation increases are observed within about 200 km of the coast around much of the rest of the ice sheet. Farther inland, the changes are a mixed pattern of increases and decreases with increases of a few centimeters per year at the highest elevations of the East Antarctic plateau. The derived elevation changes are combined with estimates of the bedrock uplift from several models to provide maps of ice thickness change. The ice thickness changes enable estimates of the ice mass balances for the major drainage basins, the overall mass balance, and the current contribution of the ice sheet to global sea level change.
Zwally, H. Jay↗
X-Windows PVT Widget Class
The X-Windows Process Validation Table (PVT) Widget Class ( Class is used here in the object-oriented-programming sense of the word) was devised to simplify the task of implementing network registration services for Information Sharing Protocol (ISP) graphical-user-interface (GUI) computer programs. Heretofore, ISP PVT programming tasks have required many method calls to identify, query, and interpret the connections and messages exchanged between a client and a PVT server. Normally, programmers have utilized direct access to UNIX socket libraries to implement the PVT protocol queries, necessitating the use of many lines of source code to perform frequent tasks. Now, the X-Windows PVT Widget Class encapsulates ISP client server network registration management tasks within the framework of an X Windows widget. Use of the widget framework enables an X Windows GUI program to interact with PVT services in an abstract way and in the same manner as that of other graphical widgets, making it easier to program PVT clients. Wrapping the PVT services inside the widget framework enables a programmer to treat a PVT server interface as though it were a GUI. Moreover, an alternate subclass could implement another service in a widget of the same type. This program was written by Matthew R. Barry of United Space Alliance for Johnson Space Center. For further information, contact the Johnson Technology Transfer Office at (281) 483-3809. MSC-23582 Shuttle Data Center File- Processing Tool in Java A Java-language computer program has been written to facilitate mining of data in files in the Shuttle Data Center (SDC) archives. This program can be executed on a variety of workstations or via Web-browser programs. This program is partly similar to prior C-language programs used for the same purpose, while differing from those programs in that it exploits the platform-neutrality of Java in implementing several features that are important for analysis of large sets of time-series data. The program supports regular expression queries of SDC archive files, reads the files, interleaves the time-stamped samples according to a chosen output, then transforms the results into that format. A user can choose among a variety of output file formats that are useful for diverse purposes, including plotting, Markov modeling, multivariate density estimation, and wavelet multiresolution analysis, as well as for playback of data in support of simulation and testing.
Barry, Matthew R.↗
Shuttle Data Center File-Processing Tool in Java
A Java-language computer program has been written to facilitate mining of data in files in the Shuttle Data Center (SDC) archives. This program can be executed on a variety of workstations or via Web-browser programs. This program is partly similar to prior C-language programs used for the same purpose, while differing from those programs in that it exploits the platform-neutrality of Java in implementing several features that are important for analysis of large sets of time-series data. The program supports regular expression queries of SDC archive files, reads the files, interleaves the time-stamped samples according to a chosen output, then transforms the results into that format. A user can choose among a variety of output file formats that are useful for diverse purposes, including plotting, Markov modeling, multivariate density estimation, and wavelet multiresolution analysis, as well as for playback of data in support of simulation and testing.
Barry, Matthew R.↗
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↗