In the realm of data analysis and bioinformatics, representing time series data in a manner akin to biological sequences offers a novel approach to leverage sequence analysis techniques. Transforming time series signals into molecular sequence-type representations allows us to enhance pattern recognition by applying sophisticated sequence analysis techniques (e.g. $k$-mers based representation) developed in bioinformatics, uncovering hidden patterns and relationships in complex, non-linear time series data. This paper proposes a method to transform time series signals into biological/molecular sequence-type representations using a unique alphabetic mapping technique. By generating 26 ranges corresponding to the 26 letters of the English alphabet, each value within the time series is mapped to a specific character based on its range. This conversion facilitates the application of sequence analysis algorithms, typically used in bioinformatics, to analyze time series data. We demonstrate the effectiveness of this approach by converting real-world time series signals into character sequences and performing sequence classification. The resulting sequences can be utilized for various sequence-based analysis techniques, offering a new perspective on time series data representation and analysis.

Data augmentation is an area of research which has seen active development in many machine learning fields, such as in image-based learning models, reinforcement learning for self driving vehicles, and general noise injection for point cloud data. However, convincing methods for general time series data augmentation still leaves much to be desired, especially since the methods developed for these models do not readily cross-over. Three common approaches for time series data augmentation include: (i) Constructing a physics-based model and then imbuing uncertainty over the coefficient space (for example), (ii) Adding noise to the observed data set(s), and, (iii) Having access to ample amounts of time series data sets from which a robust generative neural network model can be trained. However, for many practical problems that work with time series data in the industry: (i) One usually does not have access to a robust physical model, (ii) The addition of noise can in of itself require large or difficult assumptions (for example, what probability distribution should be used? Or, how large should the noise variance be?), and, (iii) In practice, it can be difficult to source a large representative time series data base with which to train the neural network model for the underlying problem. In this paper, we propose a methodology which attempts to simultaneously tackle all three of these previous limitations to a large extent. The method relies upon the well-studied matrix differential geometry of the Stiefel manifold, as it proposes a simple way in which time series signals can placed on, and then smoothly perturbed over the manifold. We attempt to clarify how this method works by showcasing several potential use cases which in particular work to take advantage of the unique properties of this underlying manifold.

A critical factor in trustworthy machine learning is to develop robust representations of the training data. Only under this guarantee methods are legitimate to artificially generate data, for example, to counteract imbalanced datasets or provide counterfactual explanations for blackbox decision-making systems. In recent years, Generative Adversarial Networks (GANs) have shown considerable results in forming stable representations and generating realistic data. While many applications focus on generating image data, less effort has been made in generating time series data, especially multivariate signals. In this work, a Transformer-based autoencoder is proposed that is regularized using an adversarial training scheme to generate artificial multivariate time series signals. The representation is evaluated using t-SNE visualizations, Dynamic Time Warping (DTW) and Entropy scores. Our results indicate that the generated signals exhibit higher similarity to an exemplary dataset than using a convolutional network approach.

We present an open-source Python library for building and using datasets where inputs are clusters of textual data, and outputs are sequences of real values representing one or more time series signals. The news-signals library supports diverse data science and NLP problem settings related to the prediction of time series behaviour using textual data feeds. For example, in the news domain, inputs are document clusters corresponding to daily news articles about a particular entity, and targets are explicitly associated real-valued time series: the volume of news about a particular person or company, or the number of pageviews of specific Wikimedia pages. Despite many industry and research use cases for this class of problem settings, to the best of our knowledge, News Signals is the only open-source library designed specifically to facilitate data science and research settings with natural language inputs and time series targets. In addition to the core codebase for building and interacting with datasets, we also conduct a suite of experiments using several popular Machine Learning libraries, which are used to establish baselines for time series anomaly prediction using textual inputs.

This paper focuses on human activity recognition (HAR) problem, in which inputs are multichannel time series signals acquired from a set of body-worn inertial sensors and outputs are predefined human activities. In this problem, extracting effective features for identifying activities is a critical but challenging task. Most existing work relies on heuristic hand-crafted feature design and shallow feature learning architectures, which cannot find those distinguishing features to accurately classify different activities. In this paper, we propose a systematic feature learning method for HAR problem. This method adopts a deep convolutional neural networks (CNN) to automate feature learning from the raw inputs in a systematic way. Through the deep architecture, the learned features are deemed as the higher level abstract representation of low level raw time series signals. By leveraging the labelled information via supervised learning, the learned features are endowed with more discriminative power. Unified in one model, feature learning and classification are mutually enhanced. All these unique advantages of the CNN make it outperform other HAR algorithms, as verified in the experiments on the Opportunity Activity Recognition Challenge and other benchmark datasets.

\textit{SummerTime} seeks to summarize globally time series signals and provides a fixed-length, robust summarization of the variable-length time series. Many classical machine learning methods for classification and regression depend on data instances with a fixed number of features. As a result, those methods cannot be directly applied to variable-length time series data. One common approach is to perform classification over a sliding window on the data and aggregate the decisions made at local sections of the time series in some way, through majority voting for classification or averaging for regression. The downside to this approach is that minority local information is lost in the voting process and averaging assumes that each time series measurement is equal in significance. Also, since time series can be of varying length, the quality of votes and averages could vary greatly in cases where there is a close voting tie or bimodal distribution of regression domain. Summarization conducted by the \textit{SummerTime} method will be a fixed-length feature vector which can be used in-place of the time series dataset for use with classical machine learning methods. We use Gaussian Mixture models (GMM) over small same-length disjoint windows in the time series to group local data into clusters. The time series' rate of membership for each cluster will be a feature in the summarization. The model is naturally capable of converging to an appropriate cluster count. We compare our results to state-of-the-art studies in physical activity classification and show high-quality improvement by classifying with only the summarization. Finally, we show that regression using the summarization can augment energy expenditure estimation, producing more robust and precise results.

Monitoring patients in ICU is a challenging and high-cost task. Hence, predicting the condition of patients during their ICU stay can help provide better acute care and plan the hospital's resources. There has been continuous progress in machine learning research for ICU management, and most of this work has focused on using time series signals recorded by ICU instruments. In our work, we show that adding clinical notes as another modality improves the performance of the model for three benchmark tasks: in-hospital mortality prediction, modeling decompensation, and length of stay forecasting that play an important role in ICU management. While the time-series data is measured at regular intervals, doctor notes are charted at irregular times, making it challenging to model them together. We propose a method to model them jointly, achieving considerable improvement across benchmark tasks over baseline time-series model. Our implementation can be found at \url{https://github.com/kaggarwal/ClinicalNotesICU}.