Univariate time series (UTS), where each timestamp records a single variable, serve as crucial indicators in web systems and cloud servers. Anomaly detection in UTS plays an essential role in both data mining and system reliability management. However, existing reconstruction-based and prediction-based methods struggle to capture certain subtle anomalies, particularly small point anomalies and slowly rising anomalies. To address these challenges, we propose a novel prediction-based framework named Contextual and Seasonal LSTMs (CS-LSTMs). CS-LSTMs are built upon a noise decomposition strategy and jointly leverage contextual dependencies and seasonal patterns, thereby strengthening the detection of subtle anomalies. By integrating both time-domain and frequency-domain representations, CS-LSTMs achieve more accurate modeling of periodic trends and anomaly localization. Extensive evaluations on public benchmark datasets demonstrate that CS-LSTMs consistently outperform state-of-the-art methods, highlighting their effectiveness and practical value in robust time series anomaly detection.
Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in these contexts. In this paper, we propose Long Short-Term Memory Multi-Seasonal Net (LSTM-MSNet), a decomposition based, unified prediction framework to forecast time series with multiple seasonal patterns. The current state of the art in this space are typically univariate methods, in which the model parameters of each time series are estimated independently. …
Building an accurate load forecasting model with minimal underpredictions is vital to prevent any undesired power outages due to underproduction of electricity. However, the power consumption patterns of the residential sector contain fluctuations and anomalies making them challenging to predict. In this paper, we propose multiple Long Short-Term Memory (LSTM) frameworks with different asymmetric loss functions to impose a higher penalty on underpredictions. We also apply a density-based spatial clustering of applications with noise (DBSCAN) anomaly detection approach, prior to the load foreca…
Chiang Mai University（清迈大学）；Data Science Research Center（数据科学研究中心）
Short-term precipitation forecasting is essential for planning of human activities in multiple scales, ranging from individuals' planning, urban management to flood prevention. Yet the short-term atmospheric dynamics are highly nonlinear that it cannot be easily captured with classical time series models. On the other hand, deep learning models are good at learning nonlinear interactions, but they are not designed to deal with the seasonality in time series. In this study, we aim to develop a forecasting model that can both handle the nonlinearities and detect the seasonality hidden within the…
School of Computer Science and Technology（计算机科学与技术学院）；Taiyuan Normal University（太原师范学院）；Institute of Computer Science（计算机科学研究所）；University of Göttingen（哥廷根大学）；James Watt School of Engineering（詹姆斯·瓦特工程学院）；University of Glasgow（格拉斯哥大学）；Laboratory of Intelligent Home Appliances（智能家电实验室）；College of Science and Technology（科学与技术学院）；Ningbo University（宁波大学）
Frequency-Aware Attention-LSTM for PM$_{2.5}$ Time Series Forecasting
Institute of Software Chinese Academy of Sciences（中国科学院软件研究所）；College of Computer Science and AI Southwest Minzu University（西南民族大学计算机科学与人工智能学院）；School of Information Technology Guangxi Police College（广西警察学院信息技术学院）
North Carolina State University（北卡罗来纳州立大学）；Intuit AI（Intuit 人工智能）
Robust Anomaly Detection (AD) on time series data is a key component for monitoring many complex modern systems. These systems typically generate high-dimensional time series that can be highly noisy, seasonal, and inter-correlated. This paper explores some of the challenges in such data, and proposes a new approach that makes inroads towards increased robustness on seasonal and contaminated data, while providing a better root cause identification of anomalies. In particular, we propose the use of Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN) that extends recent advance…
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…
As large scale cloud computing centers become more popular than individual servers, predicting future resource demand need has become an important problem. Forecasting resource need allows public cloud providers to proactively allocate or deallocate resources for cloud services. This work seeks to predict one resource, CPU usage, over both a short term and long term time scale. To gain insight into the model characteristics that best support specific tasks, we consider two vastly different architectures: the historically relevant SARIMA model and the more modern neural network, LSTM model. We …
The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a large scope, while the well selected medians for each page can keep the special seasonality of different pages so that the future trend will not fluctuate too much from the reality. A recent Kaggle competition on 145K Web Traffic Time Series Forecasting [1] is used to thoroughly illustrate and test this idea.
Czestochowa University of Technology（琴斯托霍瓦理工大学）；Uber Technologies（优步科技公司）
This work presents a hybrid and hierarchical deep learning model for mid-term load forecasting. The model combines exponential smoothing (ETS), advanced Long Short-Term Memory (LSTM) and ensembling. ETS extracts dynamically the main components of each individual time series and enables the model to learn their representation. Multi-layer LSTM is equipped with dilated recurrent skip connections and a spatial shortcut path from lower layers to allow the model to better capture long-term seasonal relationships and ensure more efficient training. A common learning procedure for LSTM and ETS, with …
TRIZ Method for Urban Building Energy Optimization: GWO-SARIMA-LSTM Forecasting model
Purdue University（普渡大学）；George Washington University（乔治·华盛顿大学）；University of Pennsylvania（宾夕法尼亚大学）；Georgia Institute of Technology（佐治亚理工学院）；Koforidua Technical University（科福里杜亚技术大学）
University of Maryland, Baltimore County（马里兰大学巴尔的摩县分校）
Accurately forecasting Arctic sea ice from subseasonal to seasonal scales has been a major scientific effort with fundamental challenges at play. In addition to physics-based earth system models, researchers have been applying multiple statistical and machine learning models for sea ice forecasting. Looking at the potential of data-driven sea ice forecasting, we propose an attention-based Long Short Term Memory (LSTM) ensemble method to predict monthly sea ice extent up to 1 month ahead. Using daily and monthly satellite retrieved sea ice data from NSIDC and atmospheric and oceanic variables f…
Clemson University（克莱姆森大学）；West Virginia University（西弗吉尼亚大学）
The prediction of high-resolution hourly traffic volumes of a given roadway is essential for transportation planning. Traditionally, Automatic Traffic Recorders (ATR) are used to collect this hourly volume data. These large datasets are time series data characterized by long-term temporal dependencies and missing values. Regarding the temporal dependencies, all roadways are characterized by seasonal variations that can be weekly, monthly or yearly, depending on the cause of the variation. Regarding the missing data in a time-series sequence, traditional time series forecasting models perform p…
This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality. The cells we compare include classical long short term memory (LSTM), gated recurrent unit (GRU), modified LSTM with dilation, and two new cells we proposed recently, which are equipped with dilation and attention mechanisms. To model the temporal dependencies of different scales, our RNN architecture has multiple dilated recurrent layers stacked with hierarchical dilations. The proposed RNN produces both point forecasts and predictive intervals (PIs) …
As the volatility of electricity demand increases owing to climate change and electrification, the importance of accurate peak load forecasting is increasing. Traditional peak load forecasting has been conducted through time series-based models; however, recently, new models based on machine or deep learning are being introduced. This study performs a comparative analysis to determine the most accurate peak load-forecasting model for Korea, by comparing the performance of time series, machine learning, and hybrid models. Seasonal autoregressive integrated moving average with exogenous variable…
Short-Term Regional Electricity Demand Forecasting in Argentina Using LSTM Networks
Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET), Instituto de Investigaciones en Fisicoquímica de Córdoba (INFIQC), Universidad Nacional de Córdoba, Facultad de Ciencias Químicas, Departamento de Química Teórica y Computacional（阿根廷国家科学研究与技术理事会（CONICET）、科里亚物理化学研究所（INFIQC）、科里亚国立大学、化学科学学院、理论与计算化学系）
Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper, we propose conventional time-series analysis approaches, the Seasonal Autoregressive Integrated Moving Average (SARIMA) model and Seasonal Trend decomposition using Loess (STL), to detect complex and various anomalies. Usually, SARIMA and STL are used only for stationary and periodic time-series, but by combining, we show they can detect anomalies with high a…
Norwegian University of Science and Technology（挪威科技大学）
This paper presents an ensemble forecasting method that shows strong results on the M4 Competition dataset by decreasing feature and model selection assumptions, termed DONUT (DO Not UTilize human beliefs). Our assumption reductions, primarily consisting of auto-generated features and a more diverse model pool for the ensemble, significantly outperform the statistical, feature-based ensemble method FFORMA by Montero-Manso et al. (2020). We also investigate feature extraction with a Long Short-term Memory Network (LSTM) Autoencoder and find that such features contain crucial information not cap…
Meta；Czestochowa University of Technology（琴斯托霍瓦工业大学）
In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of two simultaneously trained tracks: the context track and the main track. The context track introduces additional information to the main track. It is extracted from representative series and dynamically modulated to adjust to the individual series forecasted by the main track. The RNN architecture consists of multiple recurrent layers stacked with hierarchi…
Scour is the number one cause of bridge failure in many parts of the world. Considering the lack of reliability in existing empirical equations for scour depth estimation and the complexity and uncertainty of scour as a physical phenomenon, it is essential to develop more reliable solutions for scour risk assessment. This study introduces a novel AI approach for early forecast of scour based on real-time monitoring data obtained from sonar and stage sensors installed at bridge piers. Long-short Term Memory networks (LSTMs), a prominent Deep Learning algorithm successfully used for time-series …
A multimodal Transformer for InSAR-based ground deformation forecasting with cross-site generalization across Europe
The ADAPT SFI Research Centre, Dublin, Ireland（ADAPT SFI研究机构，都柏林，爱尔兰）；School of Computer Science, University College Dublin, Belfield, Dublin, Ireland（计算机科学学院，都柏林大学学院，贝尔菲德，都柏林，爱尔兰）
Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient anomaly detection is necessary. Conventional detection approaches rely on statistical and time-invariant methods that fail to address the complex and dynamic nature of anomalies. With advances in artificial intelligence and increasing importance for anomaly detection and prevention in various domains, artificial neural network approaches enable the detection of…
Ben-Gurion University of the Negev（内盖夫本-古里安大学）；Telekom Innovation Laboratories at BGU（BGU德国电信创新实验室）；Stern School of Business, New York University（纽约大学斯特恩商学院）
Context-aware recommender systems (CARSs) apply sensing and analysis of user context in order to provide personalized services. Adding context to a recommendation model is challenging, since the addition of context may increases both the dimensionality and sparsity of the model. Recent research has shown that modeling contextual information as a latent vector may address the sparsity and dimensionality challenges. We suggest a new latent modeling of sequential context by generating sequences of contextual information and reducing their contextual space to a compressed latent space.We train a l…
University of California, Berkeley（加州大学伯克利分校）；Google Brain（谷歌大脑）
The driving force behind the recent success of LSTMs has been their ability to learn complex and non-linear relationships. Consequently, our inability to describe these relationships has led to LSTMs being characterized as black boxes. To this end, we introduce contextual decomposition (CD), an interpretation algorithm for analysing individual predictions made by standard LSTMs, without any changes to the underlying model. By decomposing the output of a LSTM, CD captures the contributions of combinations of words or variables to the final prediction of an LSTM. On the task of sentiment analysi…
We inspect the long-term learning ability of Long Short-Term Memory language models (LSTM LMs) by evaluating a contextual extension based on the Continuous Bag-of-Words (CBOW) model for both sentence- and discourse-level LSTM LMs and by analyzing its performance. We evaluate on text and speech. Sentence-level models using the long-term contextual module perform comparably to vanilla discourse-level LSTM LMs. On the other hand, the extension does not provide gains for discourse-level models. These findings indicate that discourse-level LSTM LMs already rely on contextual information to perform …
Salesforce Research Asia（赛富时亚洲研究院）；Singapore Management University（新加坡管理大学）
Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers. Motivated by the recent success of representation learning in computer vision and natural language processing, we argue that a more promising paradigm for time series forecasting, is to first learn disentangled feature representations, followed by a simple regression fine-tuning step -- we justify such a paradigm from a causal perspective. Following this princi…
This paper describes the system submitted by ANA Team for the SemEval-2019 Task 3: EmoContext. We propose a novel Hierarchical LSTMs for Contextual Emotion Detection (HRLCE) model. It classifies the emotion of an utterance given its conversational context. The results show that, in this task, our HRCLE outperforms the most recent state-of-the-art text classification framework: BERT. We combine the results generated by BERT and HRCLE to achieve an overall score of 0.7709 which ranked 5th on the final leader board of the competition among 165 Teams.
This paper improves wind power prediction via weather forecast-contextualized Long Short-Term Memory Neural Network (LSTM) models. Initially, only wind power data was fed to a generic LSTM, but this model performed poorly, with erratic and naive behavior observed on even low-variance data sections. To address this issue, weather forecast data was added to better contextualize the power data, and LSTM modifications were made to address specific model shortcomings. These models were tested through both a Normalized Mean Absolute Error and the Naive Ratio (NR), which is a score introduced by this…
Image Captioning, or the automatic generation of descriptions for images, is one of the core problems in Computer Vision and has seen considerable progress using Deep Learning Techniques. We propose to use Inception-ResNet Convolutional Neural Network as encoder to extract features from images, Hierarchical Context based Word Embeddings for word representations and a Deep Stacked Long Short Term Memory network as decoder, in addition to using Image Data Augmentation to avoid over-fitting. For data Augmentation, we use Horizontal and Vertical Flipping in addition to Perspective Transformations …
A Deep Learning Framework for Sequence Mining with Bidirectional LSTM and Multi-Scale Attention
Illinois Institute of Technology（伊利诺伊理工大学）；Fordham University（福特汉姆大学）；Northeastern University（东北大学）；University of Rochester（罗切斯特大学）；University of Saskatchewan（萨斯喀彻温大学）
Exploring Machine Learning, Deep Learning, and Explainable AI Methods for Seasonal Precipitation Prediction in South America
Laboratório de Inteligência ARtificial para Aplicações AeroEspaciais e Ambientais (LIAREA)（人工智能应用航空与环境实验室）；Coordenação de Pesquisa Aplicada e Desenvolvimento Tecnológico (COPDT)（应用研究与技术开发协调处）；Programa de Pós-Graduação em Computação Aplicada (PGCAP)（应用计算硕士项目）；Instituto Nacional de Pesquisas Espaciais (INPE)（国家空间科学研究院）；Instituto de Estudos Avançados (IEAv)（高级研究学院）
Shenzhen Urban Transport Planning Center Co. Ltd（深圳市城市交通规划设计研究中心股份有限公司）
Advanced travel information and warning, if provided accurately, can help road users avoid traffic congestion through dynamic route planning and behavior change. It also enables traffic control centres mitigate the impact of congestion by activating Intelligent Transport System (ITS) proactively. Deep learning has become increasingly popular in recent years, following a surge of innovative GPU technology, high-resolution, big datasets and thriving machine learning algorithms. However, there are few examples exploiting this emerging technology to develop applications for traffic prediction. Thi…
University of Hyogo（兵库县立大学）；Vanderbilt University（范德堡大学）；BRAC University（BRAC大学）；North South University（北南大学）
Temperature and rainfall have a significant impact on economic growth as well as the outbreak of seasonal diseases in a region. In spite of that inadequate studies have been carried out for analyzing the weather pattern of Bangladesh implementing the artificial neural network. Therefore, in this study, we are implementing a Long Short-term Memory (LSTM) model to forecast the month-wise temperature and rainfall by analyzing 115 years (1901-2015) of weather data of Bangladesh. The LSTM model has shown a mean error of -0.38oC in case of predicting the month-wise temperature for 2 years and -17.64…
A Combination Model for Time Series Prediction using LSTM via Extracting Dynamic Features Based on Spatial Smoothing and Sequential General Variational Mode Decomposition
JiangXi University of Finances and Economics（江西财经大学）
Yahoo Research（雅虎研究院）；University of Southern California（南加州大学）
Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle correlated multivariate time series input, and (ii) forecast the targeted temporal sequence by explicitly learning/extracting the trend, seasonality, and event components. The trend is learned via a 1D and 2D temporal CNN and LSTM hierarchical neural net. The CNN-LSTM architecture can (i) seamlessly leverage the dependency among multiple correlated time series in a…
