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Time-Sensitive Networking (TSN) has been recognized as one of the key enabling technologies for Industry 4.0 and has been deployed in many time- and mission-critical industrial applications, e.g., automotive and aerospace systems. Given the stringent real-time communication requirements raised by these applications, the Time-Aware Shaper (TAS) draws special attention among the many traffic shapers developed for TSN, due to its ability to achieve deterministic latency guarantees. Extensive efforts on the designs of scheduling methods for TAS shapers have been reported in recent years to improve the system schedulability, each with their own distinct focuses and concerns. However, these scheduling methods have yet to be thoroughly evaluated, especially through experimental comparisons, to provide a systematical understanding on their performance using different evaluation metrics in various application scenarios. In this paper, we fill this gap by presenting a comprehensive experimental study on the existing TAS-based scheduling methods for TSN. We first categorize the system models employed in these work along with their formulated problems, and outline the fundamental considerations in the designs of TAS-based scheduling methods. We then perform extensive evaluation on 16 representative solutions and compare their performance under both synthetic scenarios and real-life industrial use cases. Through these experimental studies, we identify the limitations of individual scheduling methods and highlight several important findings. This work will provide foundational knowledge for the future studies on TSN real-time scheduling problems, and serve as the performance benchmarking for scheduling method development in TSN.

Multivariate time series classification is a rapidly growing research field with practical applications in finance, healthcare, engineering, and more. The complexity of classifying multivariate time series data arises from its high dimensionality, temporal dependencies, and varying lengths. This paper introduces a novel ensemble classifier called RED CoMETS (Random Enhanced Co-eye for Multivariate Time Series), which addresses these challenges. RED CoMETS builds upon the success of Co-eye, an ensemble classifier specifically designed for symbolically represented univariate time series, and extends its capabilities to handle multivariate data. The performance of RED CoMETS is evaluated on benchmark datasets from the UCR archive, where it demonstrates competitive accuracy when compared to state-of-the-art techniques in multivariate settings. Notably, it achieves the highest reported accuracy in the literature for the 'HandMovementDirection' dataset. Moreover, the proposed method significantly reduces computation time compared to Co-eye, making it an efficient and effective choice for multivariate time series classification.

The analysis of brain signals holds considerable importance in enhancing our comprehension of diverse learning techniques and cognitive mechanisms. Game-based learning is increasingly being recognized for its interactive and engaging educational approach. A pilot study of twelve participants divided into experimental and control groups was conducted to understand its effects on cognitive processes. Both groups were provided with the same contents regarding the basic structure of the graph. The participants in the experimental group engaged in a quiz-based game, while those in the control group watched a pre-recorded video. Functional Near-Infrared Spectroscopy (fNIRS) was employed to acquire cerebral signals, and a series of pre and post-tests were administered. The findings of our study indicate that the group engaged in the game activity displayed elevated levels of oxygenated hemoglobin compared to the group involved in watching videos. Conversely, the deoxygenated hemoglobin levels remained relatively consistent across both groups throughout the learning process. The aforementioned findings suggest that the use of game-based learning has a substantial influence on cognitive processes. Furthermore, it is evident that both the game and video groups exhibited higher neural activity in the Lateral Prefrontal cortex (PFC). The oxygenated hemoglobin ratio demonstrates that the game group had 2.33 times more neural processing in the Lateral PFC than the video group. This data is further supported by the knowledge gain analysis, which indicates that the game-based approach resulted in a 47.74% higher knowledge gain than the video group, as calculated from the difference in pre-and post-test scores.

This article intends to systematically identify and comparatively analyze state-of-the-art supply chain (SC) forecasting strategies and technologies. A novel framework has been proposed incorporating Big Data Analytics in SC Management (problem identification, data sources, exploratory data analysis, machine-learning model training, hyperparameter tuning, performance evaluation, and optimization), forecasting effects on human-workforce, inventory, and overall SC. Initially, the need to collect data according to SC strategy and how to collect them has been discussed. The article discusses the need for different types of forecasting according to the period or SC objective. The SC KPIs and the error-measurement systems have been recommended to optimize the top-performing model. The adverse effects of phantom inventory on forecasting and the dependence of managerial decisions on the SC KPIs for determining model performance parameters and improving operations management, transparency, and planning efficiency have been illustrated. The cyclic connection within the framework introduces preprocessing optimization based on the post-process KPIs, optimizing the overall control process (inventory management, workforce determination, cost, production and capacity planning). The contribution of this research lies in the standard SC process framework proposal, recommended forecasting data analysis, forecasting effects on SC performance, machine learning algorithms optimization followed, and in shedding light on future research.

This article presents an experiment focused on optimizing the MLOps (Machine Learning Operations) process, a crucial aspect of efficiently implementing machine learning projects. The objective is to identify patterns and insights to enhance the MLOps workflow, considering its iterative and interdependent nature in real-world model development scenarios. The experiment involves a comprehensive MLOps workflow, covering essential phases like problem definition, data acquisition, data preparation, model development, model deployment, monitoring, management, scalability, and governance and compliance. Practical tips and recommendations are derived from the results, emphasizing proactive planning and continuous improvement for the MLOps workflow. The experimental investigation was strategically integrated within a real-world ML project which followed essential phases of the MLOps process in a production environment, handling large-scale structured data. A systematic tracking approach was employed to document revisits to specific phases from a main phase under focus, capturing the reasons for such revisits. By constructing a matrix to quantify the degree of overlap between phases, the study unveils the dynamic and iterative nature of the MLOps workflow. The resulting data provides visual representations of the MLOps process's interdependencies and iterative characteristics within the experimental framework, offering valuable insights for optimizing the workflow and making informed decisions in real-world scenarios. This analysis contributes to enhancing the efficiency and effectiveness of machine learning projects through an improved MLOps process. Keywords: MLOps, Machine Learning Operations, Optimization, Experimental Analysis, Iterative Process, Pattern Identification.

Many common clustering methods cannot be used for clustering multivariate longitudinal data in cases where variables exhibit high autocorrelations. In this article, a copula kernel mixture model (CKMM) is proposed for clustering data of this type. The CKMM is a finite mixture model which decomposes each mixture component's joint density function into its copula and marginal distribution functions. In this decomposition, the Gaussian copula is used due to its mathematical tractability and Gaussian kernel functions are used to estimate the marginal distributions. A generalized expectation-maximization algorithm is used to estimate the model parameters. The performance of the proposed model is assessed in a simulation study and on two real datasets. The proposed model is shown to have effective performance in comparison to standard methods, such as K-means with dynamic time warping clustering and latent growth models.

Dimension reduction techniques have long been an important topic in statistics, and active subspaces (AS) have received much attention this past decade in the computer experiments literature. The most common approach towards estimating the AS is to use Monte Carlo with numerical gradient evaluation. While sensible in some settings, this approach has obvious drawbacks. Recent research has demonstrated that active subspace calculations can be obtained in closed form, conditional on a Gaussian process (GP) surrogate, which can be limiting in high-dimensional settings for computational reasons. In this paper, we produce the relevant calculations for a more general case when the model of interest is a linear combination of tensor products. These general equations can be applied to the GP, recovering previous results as a special case, or applied to the models constructed by other regression techniques including multivariate adaptive regression splines (MARS). Using a MARS surrogate has many advantages including improved scaling, better estimation of active subspaces in high dimensions and the ability to handle a large number of prior distributions in closed form. In one real-world example, we obtain the active subspace of a radiation-transport code with 240 inputs and 9,372 model runs in under half an hour.

Current deep learning research is dominated by benchmark evaluation. A method is regarded as favorable if it empirically performs well on the dedicated test set. This mentality is seamlessly reflected in the resurfacing area of continual learning, where consecutively arriving sets of benchmark data are investigated. The core challenge is framed as protecting previously acquired representations from being catastrophically forgotten due to the iterative parameter updates. However, comparison of individual methods is nevertheless treated in isolation from real world application and typically judged by monitoring accumulated test set performance. The closed world assumption remains predominant. It is assumed that during deployment a model is guaranteed to encounter data that stems from the same distribution as used for training. This poses a massive challenge as neural networks are well known to provide overconfident false predictions on unknown instances and break down in the face of corrupted data. In this work we argue that notable lessons from open set recognition, the identification of statistically deviating data outside of the observed dataset, and the adjacent field of active learning, where data is incrementally queried such that the expected performance gain is maximized, are frequently overlooked in the deep learning era. Based on these forgotten lessons, we propose a consolidated view to bridge continual learning, active learning and open set recognition in deep neural networks. Our results show that this not only benefits each individual paradigm, but highlights the natural synergies in a common framework. We empirically demonstrate improvements when alleviating catastrophic forgetting, querying data in active learning, selecting task orders, while exhibiting robust open world application where previously proposed methods fail.

Clustering is one of the most fundamental and wide-spread techniques in exploratory data analysis. Yet, the basic approach to clustering has not really changed: a practitioner hand-picks a task-specific clustering loss to optimize and fit the given data to reveal the underlying cluster structure. Some types of losses---such as k-means, or its non-linear version: kernelized k-means (centroid based), and DBSCAN (density based)---are popular choices due to their good empirical performance on a range of applications. Although every so often the clustering output using these standard losses fails to reveal the underlying structure, and the practitioner has to custom-design their own variation. In this work we take an intrinsically different approach to clustering: rather than fitting a dataset to a specific clustering loss, we train a recurrent model that learns how to cluster. The model uses as training pairs examples of datasets (as input) and its corresponding cluster identities (as output). By providing multiple types of training datasets as inputs, our model has the ability to generalize well on unseen datasets (new clustering tasks). Our experiments reveal that by training on simple synthetically generated datasets or on existing real datasets, we can achieve better clustering performance on unseen real-world datasets when compared with standard benchmark clustering techniques. Our meta clustering model works well even for small datasets where the usual deep learning models tend to perform worse.

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.