Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for balanced datasets, most real-life time series datasets are imbalanced. The Skewed distribution is a problem for time series classification both in distance-based and feature-based algorithms under the condition of poor class separability. To address the imbalance problem, both sampling-based and algorithmic approaches are used in this paper. Different methods significantly improve time series classification's performance on imbalanced datasets. Despite having a high imbalance ratio, the result showed that F score could be as high as 97.6% for the simulated TwoPatterns Dataset.
Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor overheating. In some of these tasks, we are interested in predicting accurately some particular moments which often are underrepresented in the dataset, resulting in a problem known as imbalanced regression. In the literature, while recognized as a challenging problem, limited attention has been devoted on how to handle the problem in a practical setting. In this…
Ulsan National Institute of Science and Technology（蔚山科学技术院）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Analyzing multivariate time series data is important for many applications such as automated control, fault diagnosis and anomaly detection. One of the key challenges is to learn latent features automatically from dynamically changing multivariate input. In visual recognition tasks, convolutional neural networks (CNNs) have been successful to learn generalized feature extractors with shared parameters over the spatial domain. However, when high-dimensional multivariate time series is given, designing an appropriate CNN model structure becomes challenging because the kernels may need to be exte…
Temporal Attention Evolutional Graph Convolutional Network for Multivariate Time Series Forecasting
College of Information Science and Engineering, China University of Petroleum Beijing（信息科学与工程学院，中国石油大学（北京））；Beijing Key Laboratory of Petroleum Data Mining, China University of Petroleum Beijing（北京石油数据挖掘重点实验室，中国石油大学（北京））
Recently, Liu and Zhang studied the rather challenging problem of time series forecasting from the perspective of compressed sensing. They proposed a no-learning method, named Convolution Nuclear Norm Minimization (CNNM), and proved that CNNM can exactly recover the future part of a series from its observed part, provided that the series is convolutionally low-rank. While impressive, the convolutional low-rankness condition may not be satisfied whenever the series is far from being seasonal, and is in fact brittle to the presence of trends and dynamics. This paper tries to approach the issues …
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for timeseries prediction that utilizes convolutional layers for feature extraction, a recurrent encoder and a linear autoregressive component. We motivate the model and we test and compare it against a baseline of widely used existing architectures for univariate and multivariate timeseries. The proposed model appears to outperform the baselines in almost every cas…
Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence time series forecasting(LSTF) problems. To improve the efficiency and enhance the locality of Transformer, these studies combine Transformer with CNN in varying degrees. However, their combinations are loosely-coupled and do not make full use of CNN. To address this issue, we propose the concept of tightly-coupled convolutional Transformer(TCCT) and three TCCT …
Mechanical and Electrical Engineering Institute of CUMTB（中国矿业大学（北京）机电工程学院）
Some deep convolutional neural networks were proposed for time-series classification and class imbalanced problems. However, those models performed degraded and even failed to recognize the minority class of an imbalanced temporal sequences dataset. Minority samples would bring troubles for temporal deep learning classifiers due to the equal treatments of majority and minority class. Until recently, there were few works applying deep learning on imbalanced time-series classification (ITSC) tasks. Here, this paper aimed at tackling ITSC problems with deep learning. An adaptive cost-sensitive le…
Ricoh Software Research Center (Beijing) Co., Ltd.（理光软件研究所（北京）有限公司）；Japan Advanced Institute of Science and Technology (JAIST)（日本北陆先端科学技术大学院大学（JAIST））；Yale University School of Medicine（耶鲁大学医学院）；The Second Xiangya Hospital, Central South University（中南大学湘雅二医院）
Machine learning has been widely used in healthcare applications to approximate complex models, for clinical diagnosis, prognosis, and treatment. As deep learning has the outstanding ability to extract information from time series, its true capabilities on sparse, irregularly sampled, multivariate, and imbalanced physiological data are not yet fully explored. In this paper, we systematically examine the performance of machine learning models for the clinical prediction task based on the EHR, especially physiological time series. We choose Physionet 2019 challenge public dataset to predict Seps…
Huazhong University of Science and Technology（华中科技大学）
Despite the superiority of convolutional neural networks demonstrated in time series modeling and forecasting, it has not been fully explored on the design of the neural network architecture and the tuning of the hyper-parameters. Inspired by the incremental construction strategy for building a random multilayer perceptron, we propose a novel Error-feedback Stochastic Modeling (ESM) strategy to construct a random Convolutional Neural Network (ESM-CNN) for time series forecasting task, which builds the network architecture adaptively. The ESM strategy suggests that random filters and neurons of…
North Carolina State University（北卡罗来纳州立大学）；Intuit Inc.（财捷公司）
Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We condu…
Adaptive Convolutional Forecasting Network Based on Time Series Feature-Driven
School of Computer Science and Engineering, Southeast University（东南大学计算机科学与工程学院）；College of Design and Engineering, National University of Singapore（新加坡国立大学设计与工程学院）
University of Birjand（比尔詹德大学）；Islamic Azad University（伊斯兰阿扎德大学）；Fasa University（法萨大学）；Luleå University of Technology（吕勒奥理工大学）；Dibrugarh University（迪布鲁格尔大学）
Imbalanced Data (ID) is a problem that deters Machine Learning (ML) models for achieving satisfactory results. ID is the occurrence of a situation where the quantity of the samples belonging to one class outnumbers that of the other by a wide margin, making such models learning process biased towards the majority class. In recent years, to address this issue, several solutions have been put forward, which opt for either synthetically generating new data for the minority class or reducing the number of majority classes for balancing the data. Hence, in this paper, we investigate the effectivene…
Differential Convolutional Fuzzy Time Series Forecasting
University of Electronic Science and Technology of China（电子科技大学）；Huawei Cloud（华为云）；China Mobile Information Technology Center（中国移动信息技术中心）；Vanderbilt University（范德堡大学）
Bigo Inc.（Bigo公司）；Beihang University（北京航空航天大学）；IBM China CIC（IBM中国创新中心）；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric settings. More specifically, stacked residual blocks based on dilated causal convolutional nets are constructed to capture the temporal dependencies of the series. Combined with representation learning, our approach is able to learn complex patterns such as seasonality, holiday effects within and across series, and to leverage those patterns for more accurate for…
The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate predictions is still an open issue. Most of modern models only focus on a short range of information, which are fatal for problems such as time series forecasting which needs to capture long-term information characteristics. As a result, the main concern of this work is to further mine relationship between local and global information contained in time series…
The monitoring and management of numerous and diverse time series data at Alibaba Group calls for an effective and scalable time series anomaly detection service. In this paper, we propose RobustTAD, a Robust Time series Anomaly Detection framework by integrating robust seasonal-trend decomposition and convolutional neural network for time series data. The seasonal-trend decomposition can effectively handle complicated patterns in time series, and meanwhile significantly simplifies the architecture of the neural network, which is an encoder-decoder architecture with skip connections. This arch…
Data imbalance remains one of the open challenges in the contemporary machine learning. It is especially prevalent in case of medical data, such as histopathological images. Traditional data-level approaches for dealing with data imbalance are ill-suited for image data: oversampling methods such as SMOTE and its derivatives lead to creation of unrealistic synthetic observations, whereas undersampling reduces the amount of available data, critical for successful training of convolutional neural networks. To alleviate the problems associated with over- and undersampling we propose a novel two-st…
IBM Tokyo Laboratory（IBM东京实验室）；IBM Research - Tokyo（IBM东京研究院）
Lung nodule classification is a class imbalanced problem, as nodules are found with much lower frequency than non-nodules. In the class imbalanced problem, conventional classifiers tend to be overwhelmed by the majority class and ignore the minority class. We showed that cascaded convolutional neural networks can classify the nodule candidates precisely for a class imbalanced nodule candidate data set in our previous study. In this paper, we propose Fusion classifier in conjunction with the cascaded convolutional neural network models. To fuse the models, nodule probabilities are calculated by…
Changsha University（长沙学院）；Hunan University of Finance and Economics（湖南财政经济学院）；Jiangxi Vocational Technical College of Industry and Trade（江西工业贸易职业技术学院）；Zhejiang Gongshang University（浙江工商大学）
Many important real-world applications involve time-series data with skewed distribution. Compared to conventional imbalance learning problems, the classification of imbalanced time-series data is more challenging due to high dimensionality and high inter-variable correlation. This paper proposes a structure preserving Oversampling method to combat the High-dimensional Imbalanced Time-series classification (OHIT). OHIT first leverages a density-ratio based shared nearest neighbor clustering algorithm to capture the modes of minority class in high-dimensional space. It then for each mode applie…
Automatic analysis of the video is one of most complex problems in the fields of computer vision and machine learning. A significant part of this research deals with (human) activity recognition (HAR) since humans, and the activities that they perform, generate most of the video semantics. Video-based HAR has applications in various domains, but one of the most important and challenging is HAR in sports videos. Some of the major issues include high inter- and intra-class variations, large class imbalance, the presence of both group actions and single player actions, and recognizing simultaneou…
Sharif University of Technology（谢里夫理工大学）；Technical University of Munich（慕尼黑工业大学）；Johns Hopkins University（约翰斯·霍普金斯大学）
Disease prediction is a well-known classification problem in medical applications. GCNs provide a powerful tool for analyzing the patients' features relative to each other. This can be achieved by modeling the problem as a graph node classification task, where each node is a patient. Due to the nature of such medical datasets, class imbalance is a prevalent issue in the field of disease prediction, where the distribution of classes is skewed. When the class imbalance is present in the data, the existing graph-based classifiers tend to be biased towards the major class(es) and neglect the sampl…
Toyota Technological Institute at Chicago（芝加哥丰田技术研究院）；University of Chicago（芝加哥大学）
Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This manuscript presents Deep Convolutional Neural Fields (DeepCNF), a combination of DCNN with Conditional Random Field (CRF), for sequence labeling with highly imbalanced label distribution. The widely-used training methods, such as maximum-likelihood and maximum labelwise accuracy, do not work well on highly imbalanced data. To handle this, we present a new training algorithm called maximum-AUC for DeepCNF. That is, we train DeepCNF by directly maximizing the empirical Area Unde…
University of Science and Technology of China（中国科学技术大学）；Suzhou Institute for Advanced Research, University of Science and Technology of China（中国科学技术大学苏州高等研究院）
Deep convolutional neural networks often perform poorly when faced with datasets that suffer from quantity imbalances and classification difficulties. Despite advances in the field, existing two-stage approaches still exhibit dataset bias or domain shift. To counter this, a phased progressive learning schedule has been proposed that gradually shifts the emphasis from representation learning to training the upper classifier. This approach is particularly beneficial for datasets with larger imbalances or fewer samples. Another new method a coupling-regulation-imbalance loss function is proposed,…
China-EU Institute for Clean and Renewable Energy, Huazhong University of Science and Technology（华中科技大学中欧清洁与可再生能源学院）；School of Artificial Intelligence and Automation, Huazhong University of Science and Technology（华中科技大学人工智能与自动化学院）；State Key Lab of Digital Manufacturing Equipment and Technology（数字制造装备与技术国家重点实验室）
This paper proposes a novel fault diagnosis approach based on generative adversarial networks (GAN) for imbalanced industrial time series where normal samples are much larger than failure cases. We combine a well-designed feature extractor with GAN to help train the whole network. Aimed at obtaining data distribution and hidden pattern in both original distinguishing features and latent space, the encoder-decoder-encoder three-sub-network is employed in GAN, based on Deep Convolution Generative Adversarial Networks (DCGAN) but without Tanh activation layer and only trained on normal samples. I…
University of Notre Dame（圣母大学）；National Research Council of Canada（加拿大国家研究委员会）；Virginia Commonwealth University（弗吉尼亚联邦大学）
Deep learning models tend to memorize training data, which hurts their ability to generalize to under-represented classes. We empirically study a convolutional neural network's internal representation of imbalanced image data and measure the generalization gap between a model's feature embeddings in the training and test sets, showing that the gap is wider for minority classes. This insight enables us to design an efficient three-phase CNN training framework for imbalanced data. The framework involves training the network end-to-end on imbalanced data to learn accurate feature embeddings, perf…
Time Series Data Augmentation as an Imbalanced Learning Problem
Faculdade de Engenharia da Universidade do Porto（波尔图大学工程学院）；Laboratory for Artificial Intelligence and Computer Science (LIACC)（人工智能与计算机科学实验室（LIACC））；Notre Dame University（圣母大学）；Fraunhofer Portugal AICOS（弗劳恩霍夫葡萄牙AICOS机构）
Predicting the subcellular localization of proteins is an important and challenging problem. Traditional experimental approaches are often expensive and time-consuming. Consequently, a growing number of research efforts employ a series of machine learning approaches to predict the subcellular location of proteins. There are two main challenges among the state-of-the-art prediction methods. First, most of the existing techniques are designed to deal with multi-class rather than multi-label classification, which ignores connections between multiple labels. In reality, multiple locations of parti…
Elliptic；The University of Sheffield（谢菲尔德大学）；Telecom SudParis（南巴黎电信学院）；Polytechnic Institute of Paris（巴黎综合理工学院）
We show that a modification of the first layer of a Graph Convolutional Network (GCN) can be used to effectively propagate label information across neighbor nodes, for binary and multi-class classification problems. This is done by selectively eliminating self-loops for the label features during the training phase of a GCN. The GCN architecture is otherwise unchanged, without any extra hyper-parameters, and can be used in both a transductive and inductive setting. We show through several experiments that, depending on how many labels are available during the inference phase, this strategy can …
Imperial College London（帝国理工学院）；Hellebore Capital Limited（Hellebore Capital有限公司）；Ecole Polytechnique（巴黎综合理工学院）
We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating mechanisms used in recurrent neural networks. It involves an AR-like weighting system, where the final predictor is obtained as a weighted sum of adjusted regressors, while the weights are datadependent functions learnt through a convolutional network. The architecture was designed for applications on asynchronous time series and is evaluated on such datasets: a hed…
We demonstrate a simple connection between dictionary methods for time series classification, which involve extracting and counting symbolic patterns in time series, and methods based on transforming input time series using convolutional kernels, namely ROCKET and its variants. We show that by adjusting a single hyperparameter it is possible to move by degrees between models resembling dictionary methods and models resembling ROCKET. We present HYDRA, a simple, fast, and accurate dictionary method for time series classification using competing convolutional kernels, combining key aspects of bo…
Deep learning models utilizing convolution layers have achieved state-of-the-art performance on univariate time series classification tasks. In this work, we propose improving CNN based time series classifiers by utilizing Octave Convolutions (OctConv) to outperform themselves. These network architectures include Fully Convolutional Networks (FCN), Residual Neural Networks (ResNets), LSTM-Fully Convolutional Networks (LSTM-FCN), and Attention LSTM-Fully Convolutional Networks (ALSTM-FCN). The proposed layers significantly improve each of these models with minimally increased network parameters…
Southern University of Science and Technology（南方科技大学）；The University of Queensland（昆士兰大学）
Imbalanced classification on graphs is ubiquitous yet challenging in many real-world applications, such as fraudulent node detection. Recently, graph neural networks (GNNs) have shown promising performance on many network analysis tasks. However, most existing GNNs have almost exclusively focused on the balanced networks, and would get unappealing performance on the imbalanced networks. To bridge this gap, in this paper, we present a generative adversarial graph network model, called ImGAGN to address the imbalanced classification problem on graphs. It introduces a novel generator for graph st…
The Australian National University（澳大利亚国立大学）；Alibaba Group（阿里巴巴集团）；National University of Singapore（新加坡国立大学）
A bipartite network is a graph structure where nodes are from two distinct domains and only inter-domain interactions exist as edges. A large number of network embedding methods exist to learn vectorial node representations from general graphs with both homogeneous and heterogeneous node and edge types, including some that can specifically model the distinct properties of bipartite networks. However, these methods are inadequate to model multiplex bipartite networks (e.g., in e-commerce), that have multiple types of interactions (e.g., click, inquiry, and buy) and node attributes. Most real-wo…
Politecnico di Milano（米兰理工大学）；University of Victoria（维多利亚大学）；Swiss Federal Institute of Technology at Lausanne (EPFL)（洛桑联邦理工学院（EPFL））
Fault diagnosis plays an essential role in reducing the maintenance costs of rotating machinery manufacturing systems. In many real applications of fault detection and diagnosis, data tend to be imbalanced, meaning that the number of samples for some fault classes is much less than the normal data samples. At the same time, in an industrial condition, accelerometers encounter high levels of disruptive signals and the collected samples turn out to be heavily noisy. As a consequence, many traditional Fault Detection and Diagnosis (FDD) frameworks get poor classification performances when dealing…
Time series data are often obtained only within a limited time range due to interruptions during observation process. To classify such partial time series, we need to account for 1) the variable-length data drawn from 2) different timestamps. To address the first problem, existing convolutional neural networks use global pooling after convolutional layers to cancel the length differences. This architecture suffers from the trade-off between incorporating entire temporal correlations in long data and avoiding feature collapse for short data. To resolve this tradeoff, we propose Adaptive Multi-s…
Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex observation processes, such as health care, climate science, and astronomy, to name a few. Because of the asynchronous nature, they pose a significant challenge to deep learning architectures, which presume that the time series presented to them are regularly sampled, fully observed, and aligned with respect to time. This paper proposes a novel framework, tha…
GTCN-G: A Residual Graph-Temporal Fusion Network for Imbalanced Intrusion Detection
Peking University（北京大学）；RWTH Aachen University（亚琛工业大学）；University of Texas at Austin（德克萨斯大学奥斯汀分校）；Northeastern University（东北大学）；Thales Group（泰雷兹集团）；Chinese Medical Information and Big Data Association（中国医学信息与大数据协会）
The fact that image datasets are often imbalanced poses an intense challenge for deep learning techniques. In this paper, we propose a method to restore the balance in imbalanced images, by coalescing two concurrent methods, generative adversarial networks (GANs) and capsule network. In our model, generative and discriminative networks play a novel competitive game, in which the generator generates samples towards specific classes from multivariate probabilities distribution. The discriminator of our model is designed in a way that while recognizing the real and fake samples, it is also requir…
Rochester Data Science Consortium（罗切斯特数据科学联盟）；University of Rochester（罗切斯特大学）
Myotonia, which refers to delayed muscle relaxation after contraction, is the main symptom of myotonic dystrophy patients. We propose a hierarchical attention-based temporal convolutional network (HA-TCN) for myotonic dystrohpy diagnosis from handgrip time series data, and introduce mechanisms that enable model explainability. We compare the performance of the HA-TCN model against that of benchmark TCN models, LSTM models with and without attention mechanisms, and SVM approaches with handcrafted features. In terms of classification accuracy and F1 score, we found all deep learning models have …
Duke University（杜克大学）；Purdue University（普渡大学）；IIT Kanpur（印度理工学院坎普尔分校）
We present Earliness-Aware Deep Convolutional Networks (EA-ConvNets), an end-to-end deep learning framework, for early classification of time series data. Unlike most existing methods for early classification of time series data, that are designed to solve this problem under the assumption of the availability of a good set of pre-defined (often hand-crafted) features, our framework can jointly perform feature learning (by learning a deep hierarchy of \emph{shapelets} capturing the salient characteristics in each time series), along with a dynamic truncation model to help our deep feature learn…
