Data Mining Practical Machine Learning Tools and Techniques

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.

https://link.springer.com/content/pdf/10.1007/s10618-019-00619-1.pdf

Deep learning for time series classification: a review

Deep learning for smart manufacturing: Methods and applications

https://escholarship.org/content/qt5ns8r3fs/qt5ns8r3fs.pdf?t=pihyfp

Remaining useful life estimation in prognostics using deep convolution neural networks

In recent years, deep learning has garnered tremendous success in a variety of application domains. This new field of machine learning has been growing rapidly and has been applied to most traditional application domains, as well as some new areas that present more opportunities. Different methods have been proposed based on different categories of learning, including supervised, semi-supervised, and un-supervised learning. Experimental results show state-of-the-art performance using deep learning when compared to traditional machine learning approaches in the fields of image processing, computer vision, speech recognition, machine translation, art, medical imaging, medical information processing, robotics and control, bioinformatics, natural language processing, cybersecurity, and many others. This survey presents a brief survey on the advances that have occurred in the area of Deep Learning (DL), starting with the Deep Neural Network (DNN). The survey goes on to cover Convolutional Neural Network (CNN), Recurrent Neural Network (RNN), including Long Short-Term Memory (LSTM) and Gated Recurrent Units (GRU), Auto-Encoder (AE), Deep Belief Network (DBN), Generative Adversarial Network (GAN), and Deep Reinforcement Learning (DRL). Additionally, we have discussed recent developments, such as advanced variant DL techniques based on these DL approaches. This work considers most of the papers published after 2012 from when the history of deep learning began. Furthermore, DL approaches that have been explored and evaluated in different application domains are also included in this survey. We also included recently developed frameworks, SDKs, and benchmark datasets that are used for implementing and evaluating deep learning approaches. There are some surveys that have been published on DL using neural networks and a survey on Reinforcement Learning (RL). However, those papers have not discussed individual advanced techniques for training large-scale deep learning models and the recently developed method of generative models.

A State-of-the-Art Survey on Deep Learning Theory and Architectures

Long Short Term Memory (LSTM) networks have been demonstrated to be particularly useful for learning sequences containing longer term patterns of unknown length, due to their ability to maintain long term memory. Stacking recurrent hidden layers in such networks also enables the learning of higher level temporal features, for faster learning with sparser representations. In this paper, we use stacked LSTM networks for anomaly/fault detection in time series. A network is trained on non-anomalous data and used as a predictor over a number of time steps. The resulting prediction errors are modeled as a multivariate Gaussian distribution, which is used to assess the likelihood of anomalous behavior. The efficacy of this approach is demonstrated on four datasets: ECG, space shuttle, power demand, and multi-sensor engine dataset.

Long Short Term Memory Networks for Anomaly Detection in Time Series.

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For instance, manual controls and/or unmonitored environmental conditions or load may lead to inherently unpredictable time-series. Detecting anomalies in such scenarios becomes challenging using standard approaches based on mathematical models that rely on stationarity, or prediction models that utilize prediction errors to detect anomalies. We propose a Long Short Term Memory Networks based Encoder-Decoder scheme for Anomaly Detection (EncDec-AD) that learns to reconstruct 'normal' time-series behavior, and thereafter uses reconstruction error to detect anomalies. We experiment with three publicly available quasi predictable time-series datasets: power demand, space shuttle, and ECG, and two real-world engine datasets with both predictive and unpredictable behavior. We show that EncDec-AD is robust and can detect anomalies from predictable, unpredictable, periodic, aperiodic, and quasi-periodic time-series. Further, we show that EncDec-AD is able to detect anomalies from short time-series (length as small as 30) as well as long time-series (length as large as 500).

LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection

Many approaches for estimation of Remaining Useful Life (RUL) of a machine, using its operational sensor data, make assumptions about how a system degrades or a fault evolves, e.g., exponential degradation. However, in many domains degradation may not follow a pattern. We propose a Long Short Term Memory based Encoder-Decoder (LSTM-ED) scheme to obtain an unsupervised health index (HI) for a system using multi-sensor time-series data. LSTM-ED is trained to reconstruct the time-series corresponding to healthy state of a system. The reconstruction error is used to compute HI which is then used for RUL estimation. We evaluate our approach on publicly available Turbofan Engine and Milling Machine datasets. We also present results on a real-world industry dataset from a pulverizer mill where we find significant correlation between LSTM-ED based HI and maintenance costs.

Multi-Sensor Prognostics using an Unsupervised Health Index based on LSTM Encoder-Decoder.

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using sequence to sequence (seq2seq) models to extract features from time series. Rather than relying on data from the problem domain, TimeNet attempts to generalize time series representation across domains by ingesting time series from several domains simultaneously. Once trained, TimeNet can be used as a generic off-the-shelf feature extractor for time series. The representations or embeddings given by a pre-trained TimeNet are found to be useful for time series classification (TSC). For several publicly available datasets from UCR TSC Archive and an industrial telematics sensor data from vehicles, we observe that a classifier learned over the TimeNet embeddings yields significantly better performance compared to (i) a classifier learned over the embeddings given by a domain-specific RNN, as well as (ii) a nearest neighbor classifier based on Dynamic Time Warping.

TimeNet: Pre-trained deep recurrent neural network for time series classification

We consider the problem of estimating the remaining useful life (RUL) of a system or a machine from sensor data. Many approaches for RUL estimation based on sensor data make assumptions about how machines degrade. Additionally, sensor data from machines is noisy and often suffers from missing values in many practical settings. We propose Embed-RUL: a novel approach for RUL estimation from sensor data that does not rely on any degradation-trend assumptions, is robust to noise, and handles missing values. Embed-RUL utilizes a sequence-to-sequence model based on Recurrent Neural Networks (RNNs) to generate embeddings for multivariate time series subsequences. The embeddings for normal and degraded machines tend to be different, and are therefore found to be useful for RUL estimation. We show that the embeddings capture the overall pattern in the time series while filtering out the noise, so that the embeddings of two machines with similar operational behavior are close to each other, even when their sensor readings have significant and varying levels of noise content. We perform experiments on publicly available turbofan engine dataset and a proprietary real-world dataset, and demonstrate that Embed-RUL outperforms the previously reported state-of-the-art (Malhotra, TV, et al., 2016) on several metrics.

/pdf/predicting-remaining-useful-life-using-time-series-j3wy71vrul.pdf

Puneet Agarwal

Papers

Long Short Term Memory Networks for Anomaly Detection in Time Series.

LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection

Multi-Sensor Prognostics using an Unsupervised Health Index based on LSTM Encoder-Decoder.

TimeNet: Pre-trained deep recurrent neural network for time series classification

Predicting Remaining Useful Life using Time Series Embeddings based on Recurrent Neural Networks