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- Genre: Doctoral Dissertation
Description
Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning of the relevant patterns This dissertation proposes TS representations and methods for supervised TS analysis. The approaches combine new representations that handle translations and dilations of patterns with bag-of-features strategies and tree-based ensemble learning. This provides flexibility in handling time-warped patterns in a computationally efficient way. The ensemble learners provide a classification framework that can handle high-dimensional feature spaces, multiple classes and interaction between features. The proposed representations are useful for classification and interpretation of the TS data of varying complexity. The first contribution handles the problem of time warping with a feature-based approach. An interval selection and local feature extraction strategy is proposed to learn a bag-of-features representation. This is distinctly different from common similarity-based time warping. This allows for additional features (such as pattern location) to be easily integrated into the models. The learners have the capability to account for the temporal information through the recursive partitioning method. The second contribution focuses on the comprehensibility of the models. A new representation is integrated with local feature importance measures from tree-based ensembles, to diagnose and interpret time intervals that are important to the model. Multivariate time series (MTS) are especially challenging because the input consists of a collection of TS and both features within TS and interactions between TS can be important to models. Another contribution uses a different representation to produce computationally efficient strategies that learn a symbolic representation for MTS. Relationships between the multiple TS, nominal and missing values are handled with tree-based learners. Applications such as speech recognition, medical diagnosis and gesture recognition are used to illustrate the methods. Experimental results show that the TS representations and methods provide better results than competitive methods on a comprehensive collection of benchmark datasets. Moreover, the proposed approaches naturally provide solutions to similarity analysis, predictive pattern discovery and feature selection.
ContributorsBaydogan, Mustafa Gokce (Author) / Runger, George C. (Thesis advisor) / Atkinson, Robert (Committee member) / Gel, Esma (Committee member) / Pan, Rong (Committee member) / Arizona State University (Publisher)
Created2012
Description
The primary objective in time series analysis is forecasting. Raw data often exhibits nonstationary behavior: trends, seasonal cycles, and heteroskedasticity. After data is transformed to a weakly stationary process, autoregressive moving average (ARMA) models may capture the remaining temporal dynamics to improve forecasting. Estimation of ARMA can be performed through regressing current values on previous realizations and proxy innovations. The classic paradigm fails when dynamics are nonlinear; in this case, parametric, regime-switching specifications model changes in level, ARMA dynamics, and volatility, using a finite number of latent states. If the states can be identified using past endogenous or exogenous information, a threshold autoregressive (TAR) or logistic smooth transition autoregressive (LSTAR) model may simplify complex nonlinear associations to conditional weakly stationary processes. For ARMA, TAR, and STAR, order parameters quantify the extent past information is associated with the future. Unfortunately, even if model orders are known a priori, the possibility of over-fitting can lead to sub-optimal forecasting performance. By intentionally overestimating these orders, a linear representation of the full model is exploited and Bayesian regularization can be used to achieve sparsity. Global-local shrinkage priors for AR, MA, and exogenous coefficients are adopted to pull posterior means toward 0 without over-shrinking relevant effects. This dissertation introduces, evaluates, and compares Bayesian techniques that automatically perform model selection and coefficient estimation of ARMA, TAR, and STAR models. Multiple Monte Carlo experiments illustrate the accuracy of these methods in finding the "true" data generating process. Practical applications demonstrate their efficacy in forecasting.
ContributorsGiacomazzo, Mario (Author) / Kamarianakis, Yiannis (Thesis advisor) / Reiser, Mark R. (Committee member) / McCulloch, Robert (Committee member) / Hahn, Richard (Committee member) / Fricks, John (Committee member) / Arizona State University (Publisher)
Created2018
Description
For many years now, researchers have documented evidence of fractal scaling in psychological time series. Explanations of fractal scaling have come from many sources but those that have gained the most traction in the literature are theories that suggest fractal scaling originates from the interactions among the multiple scales that make up behavior. Those theories, originating in the study of dynamical systems, suffer from the limitation that fractal analysis reveals only indirect evidence of multiscale interactions. Multiscale interactions must be demonstrated directly because there are many means to generate fractal properties. In two experiments, participants performed a pursuit tracking task while I recorded multiple behavioral and physiological time series. A new analytical technique, multiscale lagged regression, was introduced to capture how those many psychological time series coordinate across multiple scales and time. The results were surprising in that coordination among psychological time series tends to be oscillatory in nature, even when the series are not oscillatory themselves. Those and other results demonstrate the existence of multiscale interactions in psychological systems.
ContributorsLikens, Aaron D (Author) / Amazeen, Polemnia G (Thesis advisor) / Amazeen, Eric L (Committee member) / Cooke, Nancy L (Committee member) / Glenberg, Arthur M. (Committee member) / Arizona State University (Publisher)
Created2016
Description
The power of science lies in its ability to infer and predict the
existence of objects from which no direct information can be obtained
experimentally or observationally. A well known example is to
ascertain the existence of black holes of various masses in different
parts of the universe from indirect evidence, such as X-ray emissions.
In the field of complex networks, the problem of detecting
hidden nodes can be stated, as follows. Consider a network whose
topology is completely unknown but whose nodes consist of two types:
one accessible and another inaccessible from the outside world. The
accessible nodes can be observed or monitored, and it is assumed that time
series are available from each node in this group. The inaccessible
nodes are shielded from the outside and they are essentially
``hidden.'' The question is, based solely on the
available time series from the accessible nodes, can the existence and
locations of the hidden nodes be inferred? A completely data-driven,
compressive-sensing based method is developed to address this issue by utilizing
complex weighted networks of nonlinear oscillators, evolutionary game
and geospatial networks.
Both microbes and multicellular organisms actively regulate their cell
fate determination to cope with changing environments or to ensure
proper development. Here, the synthetic biology approaches are used to
engineer bistable gene networks to demonstrate that stochastic and
permanent cell fate determination can be achieved through initializing
gene regulatory networks (GRNs) at the boundary between dynamic
attractors. This is experimentally realized by linking a synthetic GRN
to a natural output of galactose metabolism regulation in yeast.
Combining mathematical modeling and flow cytometry, the
engineered systems are shown to be bistable and that inherent gene expression
stochasticity does not induce spontaneous state transitioning at
steady state. By interfacing rationally designed synthetic
GRNs with background gene regulation mechanisms, this work
investigates intricate properties of networks that illuminate possible
regulatory mechanisms for cell differentiation and development that
can be initiated from points of instability.
existence of objects from which no direct information can be obtained
experimentally or observationally. A well known example is to
ascertain the existence of black holes of various masses in different
parts of the universe from indirect evidence, such as X-ray emissions.
In the field of complex networks, the problem of detecting
hidden nodes can be stated, as follows. Consider a network whose
topology is completely unknown but whose nodes consist of two types:
one accessible and another inaccessible from the outside world. The
accessible nodes can be observed or monitored, and it is assumed that time
series are available from each node in this group. The inaccessible
nodes are shielded from the outside and they are essentially
``hidden.'' The question is, based solely on the
available time series from the accessible nodes, can the existence and
locations of the hidden nodes be inferred? A completely data-driven,
compressive-sensing based method is developed to address this issue by utilizing
complex weighted networks of nonlinear oscillators, evolutionary game
and geospatial networks.
Both microbes and multicellular organisms actively regulate their cell
fate determination to cope with changing environments or to ensure
proper development. Here, the synthetic biology approaches are used to
engineer bistable gene networks to demonstrate that stochastic and
permanent cell fate determination can be achieved through initializing
gene regulatory networks (GRNs) at the boundary between dynamic
attractors. This is experimentally realized by linking a synthetic GRN
to a natural output of galactose metabolism regulation in yeast.
Combining mathematical modeling and flow cytometry, the
engineered systems are shown to be bistable and that inherent gene expression
stochasticity does not induce spontaneous state transitioning at
steady state. By interfacing rationally designed synthetic
GRNs with background gene regulation mechanisms, this work
investigates intricate properties of networks that illuminate possible
regulatory mechanisms for cell differentiation and development that
can be initiated from points of instability.
ContributorsSu, Ri-Qi (Author) / Lai, Ying-Cheng (Thesis advisor) / Wang, Xiao (Thesis advisor) / Bliss, Daniel (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Arizona State University (Publisher)
Created2015