Time Series Data Augmentation and Dropout Roles in Deep Learning Applied to Fall Detection

2020 ◽  
pp. 563-570
Author(s):  
Enol García González ◽  
José Ramón Villar ◽  
Enrique de la Cal
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Data Augmentation ◽  
Time Series Data ◽  
Fall Detection ◽  
Series Data

scholarly journals Time Series Data Augmentation for Deep Learning: A Survey

2021 ◽  
Author(s):  
Qingsong Wen ◽  
Liang Sun ◽  
Fan Yang ◽  
Xiaomin Song ◽  
Jingkun Gao ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Anomaly Detection ◽  
Data Augmentation ◽  
Time Series Data ◽  
Training Data ◽  
Superior Performance ◽  
Series Data ◽  
Future Directions

Deep learning performs remarkably well on many time series analysis tasks recently. The superior performance of deep neural networks relies heavily on a large number of training data to avoid overfitting. However, the labeled data of many real-world time series applications may be limited such as classification in medical time series and anomaly detection in AIOps. As an effective way to enhance the size and quality of the training data, data augmentation is crucial to the successful application of deep learning models on time series data. In this paper, we systematically review different data augmentation methods for time series. We propose a taxonomy for the reviewed methods, and then provide a structured review for these methods by highlighting their strengths and limitations. We also empirically compare different data augmentation methods for different tasks including time series classification, anomaly detection, and forecasting. Finally, we discuss and highlight five future directions to provide useful research guidance.

scholarly journals Load forecasting of refrigerated display cabinet based on CEEMD–IPSO–LSTM combined model

Open Physics ◽  
2021 ◽  
Vol 19 (1) ◽  
pp. 360-374
Author(s):  
Yuan Pei ◽  
Lei Zhenglin ◽  
Zeng Qinghui ◽  
Wu Yixiao ◽  
Lu Yanli ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Load Forecasting ◽  
Series Data ◽  
Forecasting Model ◽  
Combined Model ◽  
Forecasting Accuracy ◽  
Forecasting Method ◽  
Consumption Reduction

Abstract The load of the showcase is a nonlinear and unstable time series data, and the traditional forecasting method is not applicable. Deep learning algorithms are introduced to predict the load of the showcase. Based on the CEEMD–IPSO–LSTM combination algorithm, this paper builds a refrigerated display cabinet load forecasting model. Compared with the forecast results of other models, it finally proves that the CEEMD–IPSO–LSTM model has the highest load forecasting accuracy, and the model’s determination coefficient is 0.9105, which is obviously excellent. Compared with other models, the model constructed in this paper can predict the load of showcases, which can provide a reference for energy saving and consumption reduction of display cabinet.

scholarly journals Deep Learning for Anomaly Detection in Time-Series Data: Review, Analysis, and Guidelines

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 120043-120065
Author(s):  
Kukjin Choi ◽  
Jihun Yi ◽  
Changhwa Park ◽  
Sungroh Yoon
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Series Data ◽  
Review Analysis

scholarly journals Implementation of IoT Framework with Data Analysis Using Deep Learning Methods for Occupancy Prediction in a Building

2021 ◽  
Vol 13 (3) ◽  
pp. 67
Author(s):  
Eric Hitimana ◽  
Gaurav Bajpai ◽  
Richard Musabe ◽  
Louis Sibomana ◽  
Jayavel Kayalvizhi
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Support Vector ◽  
Human Beings ◽  
Feed Forward Network

Many countries worldwide face challenges in controlling building incidence prevention measures for fire disasters. The most critical issues are the localization, identification, detection of the room occupant. Internet of Things (IoT) along with machine learning proved the increase of the smartness of the building by providing real-time data acquisition using sensors and actuators for prediction mechanisms. This paper proposes the implementation of an IoT framework to capture indoor environmental parameters for occupancy multivariate time-series data. The application of the Long Short Term Memory (LSTM) Deep Learning algorithm is used to infer the knowledge of the presence of human beings. An experiment is conducted in an office room using multivariate time-series as predictors in the regression forecasting problem. The results obtained demonstrate that with the developed system it is possible to obtain, process, and store environmental information. The information collected was applied to the LSTM algorithm and compared with other machine learning algorithms. The compared algorithms are Support Vector Machine, Naïve Bayes Network, and Multilayer Perceptron Feed-Forward Network. The outcomes based on the parametric calibrations demonstrate that LSTM performs better in the context of the proposed application.

Outlier Detection Using Convolutional Neural Network for Wireless Sensor Network

2021 ◽  
Vol 17 (2) ◽  
pp. 0-0
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Deep Learning ◽  
Wireless Sensor Network ◽  
Convolutional Neural Network ◽  
Sensor Network ◽  
Time Series Data ◽  
Wireless Sensor ◽  
Series Data ◽  
Detection Accuracy

Over the recent years, the term deep learning has been considered as one of the primary choice for handling huge amount of data. Having deeper hidden layers, it surpasses classical methods for detection of outlier in wireless sensor network. The Convolutional Neural Network (CNN) is a biologically inspired computational model which is one of the most popular deep learning approaches. It comprises neurons that self-optimize through learning. EEG generally known as Electroencephalography is a tool used for investigation of brain function and EEG signal gives time-series data as output. In this paper, we propose a state-of-the-art technique designed by processing the time-series data generated by the sensor nodes stored in a large dataset into discrete one-second frames and these frames are projected onto a 2D map images. A convolutional neural network (CNN) is then trained to classify these frames. The result improves detection accuracy and encouraging.

Corporation financial distress prediction with deep learning: analysis of public listed companies in Malaysia

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Zulkifli Halim ◽  
Shuhaida Mohamed Shuhidan ◽  
Zuraidah Mohd Sanusi
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Financial Distress ◽  
Time Series Data ◽  
Series Data ◽  
Learning Models ◽  
Content Type ◽  
Financial Distress Prediction ◽  
Distress Prediction ◽  
Gated Recurrent Unit

PurposeIn the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the performance of deep learning models: recurrent neural network, long short-term memory and gated recurrent unit for the financial distress prediction among the Malaysian public listed corporation over the time-series data. This study also compares the performance of logistic regression, support vector machine, neural network, decision tree and the deep learning models on single-year data.Design/methodology/approachThe data used are the financial data of public listed companies that been classified as PN17 status (distress) and non-PN17 (not distress) in Malaysia. This study was conducted using machine learning library of Python programming language.FindingsThe findings indicate that all deep learning models used for this study achieved 90% accuracy and above with long short-term memory (LSTM) and gated recurrent unit (GRU) getting 93% accuracy. In addition, deep learning models consistently have good performance compared to the other models over single-year data. The results show LSTM and GRU getting 90% and recurrent neural network (RNN) 88% accuracy. The results also show that LSTM and GRU get better precision and recall compared to RNN. The findings of this study show that the deep learning approach will lead to better performance in financial distress prediction studies. To be added, time-series data should be highlighted in any financial distress prediction studies since it has a big impact on credit risk assessment.Research limitations/implicationsThe first limitation of this study is the hyperparameter tuning only applied for deep learning models. Secondly, the time-series data are only used for deep learning models since the other models optimally fit on single-year data.Practical implicationsThis study proposes recommendations that deep learning is a new approach that will lead to better performance in financial distress prediction studies. Besides that, time-series data should be highlighted in any financial distress prediction studies since the data have a big impact on the assessment of credit risk.Originality/valueTo the best of authors' knowledge, this article is the first study that uses the gated recurrent unit in financial distress prediction studies based on time-series data for Malaysian public listed companies. The findings of this study can help financial institutions/investors to find a better and accurate approach for credit risk assessment.

scholarly journals Ranking Information Extracted from Uncertainty Quantification of the Prediction of a Deep Learning Model on Medical Time Series Data

Mathematics ◽  
2020 ◽  
Vol 8 (7) ◽  
pp. 1078
Author(s):  
Ruxandra Stoean ◽  
Catalin Stoean ◽  
Miguel Atencia ◽  
Roberto Rodríguez-Labrada ◽  
Gonzalo Joya
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Deep Learning ◽  
Uncertainty Quantification ◽  
Time Series Data ◽  
Short Term Memory ◽  
Learning Model ◽  
Series Data ◽  
Real World Problem ◽  
Uncertainty Estimates

Uncertainty quantification in deep learning models is especially important for the medical applications of this complex and successful type of neural architectures. One popular technique is Monte Carlo dropout that gives a sample output for a record, which can be measured statistically in terms of average probability and variance for each diagnostic class of the problem. The current paper puts forward a convolutional–long short-term memory network model with a Monte Carlo dropout layer for obtaining information regarding the model uncertainty for saccadic records of all patients. These are next used in assessing the uncertainty of the learning model at the higher level of sets of multiple records (i.e., registers) that are gathered for one patient case by the examining physician towards an accurate diagnosis. Means and standard deviations are additionally calculated for the Monte Carlo uncertainty estimates of groups of predictions. These serve as a new collection where a random forest model can perform both classification and ranking of variable importance. The approach is validated on a real-world problem of classifying electrooculography time series for an early detection of spinocerebellar ataxia 2 and reaches an accuracy of 88.59% in distinguishing between the three classes of patients.

scholarly journals Edge4TSC: Binary Distribution Tree-Enabled Time Series Classification in Edge Environment

Sensors ◽  
2020 ◽  
Vol 20 (7) ◽  
pp. 1908
Author(s):  
Chao Ma ◽  
Xiaochuan Shi ◽  
Wei Li ◽  
Weiping Zhu
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Classification Accuracy ◽  
Time Series Data ◽  
Series Representation ◽  
Series Data ◽  
Feature Engineering ◽  
Time Series Classification ◽  
Binary Distribution ◽  
New Time

In the past decade, time series data have been generated from various fields at a rapid speed, which offers a huge opportunity for mining valuable knowledge. As a typical task of time series mining, Time Series Classification (TSC) has attracted lots of attention from both researchers and domain experts due to its broad applications ranging from human activity recognition to smart city governance. Specifically, there is an increasing requirement for performing classification tasks on diverse types of time series data in a timely manner without costly hand-crafting feature engineering. Therefore, in this paper, we propose a framework named Edge4TSC that allows time series to be processed in the edge environment, so that the classification results can be instantly returned to the end-users. Meanwhile, to get rid of the costly hand-crafting feature engineering process, deep learning techniques are applied for automatic feature extraction, which shows competitive or even superior performance compared to state-of-the-art TSC solutions. However, because time series presents complex patterns, even deep learning models are not capable of achieving satisfactory classification accuracy, which motivated us to explore new time series representation methods to help classifiers further improve the classification accuracy. In the proposed framework Edge4TSC, by building the binary distribution tree, a new time series representation method was designed for addressing the classification accuracy concern in TSC tasks. By conducting comprehensive experiments on six challenging time series datasets in the edge environment, the potential of the proposed framework for its generalization ability and classification accuracy improvement is firmly validated with a number of helpful insights.

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