Event detection in time series is a challenging task due to the prevalence of imbalanced datasets, rare events, and time interval-defined events. Traditional supervised deep learning methods primarily employ binary classification, where each time step is assigned a binary label indicating the presence or absence of an event. However, these methods struggle to handle these specific scenarios effectively. To address these limitations, we propose a novel supervised regression-based deep learning approach that offers several advantages over classification-based methods. Our approach, with a limited number of parameters, can effectively handle various types of events within a unified framework, including rare events and imbalanced datasets. We provide theoretical justifications for its universality and precision and demonstrate its superior performance across diverse domains, particularly for rare events and imbalanced datasets.
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Driven by the proliferation of real-world application scenarios and scales, time series anomaly detection (TSAD) has attracted considerable scholarly and industrial interest. However, existing algorithms exhibit a gap in terms of training paradigm, online detection paradigm, and evaluation criteria when compared to the actual needs of real-world industrial systems. Firstly, current algorithms typically train a specific model for each individual time series. In a large-scale online system with tens of thousands of curves, maintaining such a multitude of models is impractical. The performance of using merely one single unified model to detect anomalies remains unknown. Secondly, most TSAD models are trained on the historical part of a time series and are tested on its future segment. In distributed systems, however, there are frequent system deployments and upgrades, with new, previously unseen time series emerging daily. The performance of testing newly incoming unseen time series on current TSAD algorithms remains unknown. Lastly, although some papers have conducted detailed surveys, the absence of an online evaluation platform prevents answering questions like "Who is the best at anomaly detection at the current stage?" In this paper, we propose TimeSeriesBench, an industrial-grade benchmark that we continuously maintain as a leaderboard. On this leaderboard, we assess the performance of existing algorithms across more than 168 evaluation settings combining different training and testing paradigms, evaluation metrics and datasets. Through our comprehensive analysis of the results, we provide recommendations for the future design of anomaly detection algorithms. To address known issues with existing public datasets, we release an industrial dataset to the public together with TimeSeriesBench. All code, data, and the online leaderboard have been made publicly available.
Modeling continuous-time dynamics on irregular time series is critical to account for data evolution and correlations that occur continuously. Traditional methods including recurrent neural networks or Transformer models leverage inductive bias via powerful neural architectures to capture complex patterns. However, due to their discrete characteristic, they have limitations in generalizing to continuous-time data paradigms. Though neural ordinary differential equations (Neural ODEs) and their variants have shown promising results in dealing with irregular time series, they often fail to capture the intricate correlations within these sequences. It is challenging yet demanding to concurrently model the relationship between input data points and capture the dynamic changes of the continuous-time system. To tackle this problem, we propose ContiFormer that extends the relation modeling of vanilla Transformer to the continuous-time domain, which explicitly incorporates the modeling abilities of continuous dynamics of Neural ODEs with the attention mechanism of Transformers. We mathematically characterize the expressive power of ContiFormer and illustrate that, by curated designs of function hypothesis, many Transformer variants specialized in irregular time series modeling can be covered as a special case of ContiFormer. A wide range of experiments on both synthetic and real-world datasets have illustrated the superior modeling capacities and prediction performance of ContiFormer on irregular time series data. The project link is //seqml.github.io/contiformer/.
Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising performance averaged over the predicted window. We observe that this can lead to disparate distributions of errors across forecasting steps, especially for recent transformer architectures trained on popular forecasting benchmarks. That is, optimising performance on average can lead to undesirably large errors at specific time-steps. In this work, we present a Constrained Learning approach for long-term time series forecasting that aims to find the best model in terms of average performance that respects a user-defined upper bound on the loss at each time-step. We call our approach loss shaping constraints because it imposes constraints on the loss at each time step, and leverage recent duality results to show that despite its non-convexity, the resulting problem has a bounded duality gap. We propose a practical Primal-Dual algorithm to tackle it, and demonstrate that the proposed approach exhibits competitive average performance in time series forecasting benchmarks, while shaping the distribution of errors across the predicted window.
Communication over a classical multiple-access channel (MAC) with entanglement resources is considered, whereby two transmitters share entanglement resources a priori before communication begins. Leditzky et al. (2020) presented an example of a classical MAC, defined in terms of a pseudo telepathy game, such that the sum rate with entangled transmitters is strictly higher than the best achievable sum rate without such resources. Here, we establish inner and outer bounds on the capacity region for the general MAC with entangled transmitters, and show that the previous result can be obtained as a special case. It has long been known that the capacity region of the classical MAC under a message-average error criterion can be strictly larger than with a maximal error criterion (Dueck, 1978). We observe that given entanglement resources, the regions coincide. Furthermore, we address the combined setting of entanglement resources and conferencing, where the transmitters can also communicate with each other over rate-limited links. Using superdense coding, entanglement can double the conferencing rate.
Face recognition technology has advanced significantly in recent years due largely to the availability of large and increasingly complex training datasets for use in deep learning models. These datasets, however, typically comprise images scraped from news sites or social media platforms and, therefore, have limited utility in more advanced security, forensics, and military applications. These applications require lower resolution, longer ranges, and elevated viewpoints. To meet these critical needs, we collected and curated the first and second subsets of a large multi-modal biometric dataset designed for use in the research and development (R&D) of biometric recognition technologies under extremely challenging conditions. Thus far, the dataset includes more than 350,000 still images and over 1,300 hours of video footage of approximately 1,000 subjects. To collect this data, we used Nikon DSLR cameras, a variety of commercial surveillance cameras, specialized long-rage R&D cameras, and Group 1 and Group 2 UAV platforms. The goal is to support the development of algorithms capable of accurately recognizing people at ranges up to 1,000 m and from high angles of elevation. These advances will include improvements to the state of the art in face recognition and will support new research in the area of whole-body recognition using methods based on gait and anthropometry. This paper describes methods used to collect and curate the dataset, and the dataset's characteristics at the current stage.
Denoising diffusion models represent a recent emerging topic in computer vision, demonstrating remarkable results in the area of generative modeling. A diffusion model is a deep generative model that is based on two stages, a forward diffusion stage and a reverse diffusion stage. In the forward diffusion stage, the input data is gradually perturbed over several steps by adding Gaussian noise. In the reverse stage, a model is tasked at recovering the original input data by learning to gradually reverse the diffusion process, step by step. Diffusion models are widely appreciated for the quality and diversity of the generated samples, despite their known computational burdens, i.e. low speeds due to the high number of steps involved during sampling. In this survey, we provide a comprehensive review of articles on denoising diffusion models applied in vision, comprising both theoretical and practical contributions in the field. First, we identify and present three generic diffusion modeling frameworks, which are based on denoising diffusion probabilistic models, noise conditioned score networks, and stochastic differential equations. We further discuss the relations between diffusion models and other deep generative models, including variational auto-encoders, generative adversarial networks, energy-based models, autoregressive models and normalizing flows. Then, we introduce a multi-perspective categorization of diffusion models applied in computer vision. Finally, we illustrate the current limitations of diffusion models and envision some interesting directions for future research.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
With the extremely rapid advances in remote sensing (RS) technology, a great quantity of Earth observation (EO) data featuring considerable and complicated heterogeneity is readily available nowadays, which renders researchers an opportunity to tackle current geoscience applications in a fresh way. With the joint utilization of EO data, much research on multimodal RS data fusion has made tremendous progress in recent years, yet these developed traditional algorithms inevitably meet the performance bottleneck due to the lack of the ability to comprehensively analyse and interpret these strongly heterogeneous data. Hence, this non-negligible limitation further arouses an intense demand for an alternative tool with powerful processing competence. Deep learning (DL), as a cutting-edge technology, has witnessed remarkable breakthroughs in numerous computer vision tasks owing to its impressive ability in data representation and reconstruction. Naturally, it has been successfully applied to the field of multimodal RS data fusion, yielding great improvement compared with traditional methods. This survey aims to present a systematic overview in DL-based multimodal RS data fusion. More specifically, some essential knowledge about this topic is first given. Subsequently, a literature survey is conducted to analyse the trends of this field. Some prevalent sub-fields in the multimodal RS data fusion are then reviewed in terms of the to-be-fused data modalities, i.e., spatiospectral, spatiotemporal, light detection and ranging-optical, synthetic aperture radar-optical, and RS-Geospatial Big Data fusion. Furthermore, We collect and summarize some valuable resources for the sake of the development in multimodal RS data fusion. Finally, the remaining challenges and potential future directions are highlighted.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.
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.
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