arXiv subjects

Themis Palpanas

Publications and source records attributed to Themis Palpanas.

At least 37 records · Page 2Linked to original sources

arXiv2025

MS-Index: Fast Top-k Subsequence Search for Multivariate Time Series under Euclidean Distance

Modern applications frequently collect and analyze temporal data in the form of multivariate time series (MTS) -- time series that contain multiple channels. A common task in this context is subsequence search, which involves identifying all MTS that contain subsequences highly similar to a query time series. In practical scenarios, not all channels of an MTS are relevant to every query. For instance, airplane sensors may gather data on a plethora of components and subsystems, but only a few of these are relevant to a specific query, such as identifying the cause of a malfunctioning landing gear, or a specific flight maneuver. Consequently, the relevant query channels are often specified at query time. In this work, we introduce the Multivariate Subsequence Index (MS-Index), a novel algorithm for nearest neighbor MTS subsequence search under Euclidean distance that supports ad-hoc selection of query channels. The algorithm is exact and demonstrates query performance that scales sublinearly to the number of query channels. We examine the properties of \name with a thorough experimental evaluation over 34 datasets, and show that it outperforms the state-of-the-art one to two orders of magnitude for both raw and normalized subsequences.

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arXiv2025

MSAD: A Deep Dive into Model Selection for Time series Anomaly Detection

Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the literature, recent benchmarks and evaluation studies demonstrated that no overall best anomaly detection methods exist when applied to very heterogeneous time series datasets. Therefore, the only scalable and viable solution to solve anomaly detection over very different time series collected from diverse domains is to propose a model selection method that will select, based on time series characteristics, the best anomaly detection methods to run. Existing AutoML solutions are, unfortunately, not directly applicable to time series anomaly detection, and no evaluation of time series-based approaches for model selection exists. Towards that direction, this paper studies the performance of time series classification methods used as model selection for anomaly detection. In total, we evaluate 234 model configurations derived from 16 base classifiers across more than 1980 time series, and we propose the first extensive experimental evaluation of time series classification as model selection for anomaly detection. Our results demonstrate that model selection methods outperform every single anomaly detection method while being in the same order of magnitude regarding execution time. This evaluation is the first step to demonstrate the accuracy and efficiency of time series classification algorithms for anomaly detection, and represents a strong baseline that can then be used to guide the model selection step in general AutoML pipelines. Preprint version of an article accepted at the VLDB Journal.

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arXiv2025

Toward Efficient and Scalable Design of In-Memory Graph-Based Vector Search

Vector data is prevalent across business and scientific applications, and its popularity is growing with the proliferation of learned embeddings. Vector data collections often reach billions of vectors with thousands of dimensions, thus, increasing the complexity of their analysis. Vector search is the backbone of many critical analytical tasks, and graph-based methods have become the best choice for analytical tasks that do not require guarantees on the quality of the answers. Although several paradigms (seed selection, incremental insertion, neighborhood propagation, neighborhood diversification, and divide-and-conquer) have been employed to design in-memory graph-based vector search algorithms, a systematic comparison of the key algorithmic advances is still missing. We conduct an exhaustive experimental evaluation of twelve state-of-the-art methods on seven real data collections, with sizes up to 1 billion vectors. We share key insights about the strengths and limitations of these methods; e.g., the best approaches are typically based on incremental insertion and neighborhood diversification, and the choice of the base graph can hurt scalability. Finally, we discuss open research directions, such as the importance of devising more sophisticated data adaptive seed selection and diversification strategies.

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arXiv2025

Graph-Based Vector Search: An Experimental Evaluation of the State-of-the-Art

Vector data is prevalent across business and scientific applications, and its popularity is growing with the proliferation of learned embeddings. Vector data collections often reach billions of vectors with thousands of dimensions, thus, increasing the complexity of their analysis. Vector search is the backbone of many critical analytical tasks, and graph-based methods have become the best choice for analytical tasks that do not require guarantees on the quality of the answers. We briefly survey in-memory graph-based vector search, outline the chronology of the different methods and classify them according to five main design paradigms: seed selection, incremental insertion, neighborhood propagation, neighborhood diversification, and divide-and-conquer. We conduct an exhaustive experimental evaluation of twelve state-of-the-art methods on seven real data collections, with sizes up to 1 billion vectors. We share key insights about the strengths and limitations of these methods; e.g., the best approaches are typically based on incremental insertion and neighborhood diversification, and the choice of the base graph can hurt scalability. Finally, we discuss open research directions, such as the importance of devising more sophisticated data-adaptive seed selection and diversification strategies.

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arXiv2025

DARTH: Declarative Recall Through Early Termination for Approximate Nearest Neighbor Search

Approximate Nearest Neighbor Search (ANNS) presents an inherent tradeoff between performance and recall (i.e., result quality). Each ANNS algorithm provides its own algorithm-dependent parameters to allow applications to influence the recall/performance tradeoff of their searches. This situation is doubly problematic. First, the application developers have to experiment with these algorithm-dependent parameters to fine-tune the parameters that produce the desired recall for each use case. This process usually takes a lot of effort. Even worse, the chosen parameters may produce good recall for some queries, but bad recall for hard queries. To solve these problems, we present DARTH, a method that uses target declarative recall. DARTH uses a novel method for providing target declarative recall on top of an ANNS index by employing an adaptive early termination strategy integrated into the search algorithm. Through a wide range of experiments, we demonstrate that DARTH effectively meets user-defined recall targets while achieving significant speedups, up to 14.6x (average: 6.8x; median: 5.7x) faster than the search without early termination for HNSW and up to 41.8x (average: 13.6x; median: 8.1x) for IVF. This paper appeared in ACM SIGMOD 2026.

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arXiv2025

TiVy: Time Series Visual Summary for Scalable Visualization

Visualizing multiple time series presents fundamental tradeoffs between scalability and visual clarity. Time series capture the behavior of many large-scale real-world processes, from stock market trends to urban activities. Users often gain insights by visualizing them as line charts, juxtaposing or superposing multiple time series to compare them and identify trends and patterns. However, existing representations struggle with scalability: when covering long time spans, leading to visual clutter from too many small multiples or overlapping lines. We propose TiVy, a new algorithm that summarizes time series using sequential patterns. It transforms the series into a set of symbolic sequences based on subsequence visual similarity using Dynamic Time Warping (DTW), then constructs a disjoint grouping of similar subsequences based on the frequent sequential patterns. The grouping result, a visual summary of time series, provides uncluttered superposition with fewer small multiples. Unlike common clustering techniques, TiVy extracts similar subsequences (of varying lengths) aligned in time. We also present an interactive time series visualization that renders large-scale time series in real-time. Our experimental evaluation shows that our algorithm (1) extracts clear and accurate patterns when visualizing time series data, (2) achieves a significant speed-up (1000X) compared to a straightforward DTW clustering. We also demonstrate the efficiency of our approach to explore hidden structures in massive time series data in two usage scenarios.

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arXiv2025

Few Labels are all you need: A Weakly Supervised Framework for Appliance Localization in Smart-Meter Series

Improving smart grid system management is crucial in the fight against climate change, and enabling consumers to play an active role in this effort is a significant challenge for electricity suppliers. In this regard, millions of smart meters have been deployed worldwide in the last decade, recording the main electricity power consumed in individual households. This data produces valuable information that can help them reduce their electricity footprint; nevertheless, the collected signal aggregates the consumption of the different appliances running simultaneously in the house, making it difficult to apprehend. Non-Intrusive Load Monitoring (NILM) refers to the challenge of estimating the power consumption, pattern, or on/off state activation of individual appliances using the main smart meter signal. Recent methods proposed to tackle this task are based on a fully supervised deep-learning approach that requires both the aggregate signal and the ground truth of individual appliance power. However, such labels are expensive to collect and extremely scarce in practice, as they require conducting intrusive surveys in households to monitor each appliance. In this paper, we introduce CamAL, a weakly supervised approach for appliance pattern localization that only requires information on the presence of an appliance in a household to be trained. CamAL merges an ensemble of deep-learning classifiers combined with an explainable classification method to be able to localize appliance patterns. Our experimental evaluation, conducted on 4 real-world datasets, demonstrates that CamAL significantly outperforms existing weakly supervised baselines and that current SotA fully supervised NILM approaches require significantly more labels to reach CamAL performances. The source of our experiments is available at: https://github.com/adrienpetralia/CamAL. This paper appeared in ICDE 2025.

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arXiv2025

DeviceScope: An Interactive App to Detect and Localize Appliance Patterns in Electricity Consumption Time Series

In recent years, electricity suppliers have installed millions of smart meters worldwide to improve the management of the smart grid system. These meters collect a large amount of electrical consumption data to produce valuable information to help consumers reduce their electricity footprint. However, having non-expert users (e.g., consumers or sales advisors) understand these data and derive usage patterns for different appliances has become a significant challenge for electricity suppliers because these data record the aggregated behavior of all appliances. At the same time, ground-truth labels (which could train appliance detection and localization models) are expensive to collect and extremely scarce in practice. This paper introduces DeviceScope, an interactive tool designed to facilitate understanding smart meter data by detecting and localizing individual appliance patterns within a given time period. Our system is based on CamAL (Class Activation Map-based Appliance Localization), a novel weakly supervised approach for appliance localization that only requires the knowledge of the existence of an appliance in a household to be trained. This paper appeared in ICDE 2025.

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arXiv2025

NILMFormer: Non-Intrusive Load Monitoring that Accounts for Non-Stationarity

Millions of smart meters have been deployed worldwide, collecting the total power consumed by individual households. Based on these data, electricity suppliers offer their clients energy monitoring solutions to provide feedback on the consumption of their individual appliances. Historically, such estimates have relied on statistical methods that use coarse-grained total monthly consumption and static customer data, such as appliance ownership. Non-Intrusive Load Monitoring (NILM) is the problem of disaggregating a household's collected total power consumption to retrieve the consumed power for individual appliances. Current state-of-the-art (SotA) solutions for NILM are based on deep-learning (DL) and operate on subsequences of an entire household consumption reading. However, the non-stationary nature of real-world smart meter data leads to a drift in the data distribution within each segmented window, which significantly affects model performance. This paper introduces NILMFormer, a Transformer-based architecture that incorporates a new subsequence stationarization/de-stationarization scheme to mitigate the distribution drift and that uses a novel positional encoding that relies only on the subsequence's timestamp information. Experiments with 4 real-world datasets show that NILMFormer significantly outperforms the SotA approaches. Our solution has been deployed as the backbone algorithm for EDF's (Electricité De France) consumption monitoring service, delivering detailed insights to millions of customers about their individual appliances' power consumption. This paper appeared in KDD 2025.

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arXiv2025

LEAD: Iterative Data Selection for Efficient LLM Instruction Tuning

Instruction tuning has emerged as a critical paradigm for improving the capabilities and alignment of large language models (LLMs). However, existing iterative model-aware data selection methods incur significant computational overhead, as they rely on repeatedly performing full-dataset model inference to estimate sample utility for subsequent training iterations, creating a fundamental efficiency bottleneck. In this paper, we propose LEAD, an efficient iterative data selection framework that accurately estimates sample utility entirely within the standard training loop, eliminating the need for costly additional model inference. At its core, LEAD introduces Instance-Level Dynamic Uncertainty (IDU), a theoretically grounded utility function combining instantaneous training loss, gradient-based approximation of loss changes, and exponential smoothing of historical loss signals. To further scale efficiently to large datasets, LEAD employs a two-stage, coarse-to-fine selection strategy, adaptively prioritizing informative clusters through a multi-armed bandit mechanism, followed by precise fine-grained selection of high-utility samples using IDU. Extensive experiments across four diverse benchmarks show that LEAD significantly outperforms state-of-the-art methods, improving average model performance by 6.1%-10.8% while using only 2.5% of the training data and reducing overall training time by 5-10x.

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arXiv2025

Graphint: Graph-based Time Series Clustering Visualisation Tool

With the exponential growth of time series data across diverse domains, there is a pressing need for effective analysis tools. Time series clustering is important for identifying patterns in these datasets. However, prevailing methods often encounter obstacles in maintaining data relationships and ensuring interpretability. We present Graphint, an innovative system based on the $k$-Graph methodology that addresses these challenges. Graphint integrates a robust time series clustering algorithm with an interactive tool for comparison and interpretation. More precisely, our system allows users to compare results against competing approaches, identify discriminative subsequences within specified datasets, and visualize the critical information utilized by $k$-Graph to generate outputs. Overall, Graphint offers a comprehensive solution for extracting actionable insights from complex temporal datasets.

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arXiv2025

Dimensionality-Reduction Techniques for Approximate Nearest Neighbor Search: A Survey and Evaluation

Approximate Nearest Neighbor Search (ANNS) on high-dimensional vectors has become a fundamental and essential component in various machine learning tasks. Recently, with the rapid development of deep learning models and the applications of Large Language Models (LLMs), the dimensionality of the vectors keeps growing in order to accommodate a richer semantic representation. This poses a major challenge to the ANNS solutions since distance calculation cost in ANNS grows linearly with the dimensionality of vectors. To overcome this challenge, dimensionality-reduction techniques can be leveraged to accelerate the distance calculation in the search process. In this paper, we investigate six dimensionality-reduction techniques that have the potential to improve ANNS solutions, including classical algorithms such as PCA and vector quantization, as well as algorithms based on deep learning approaches. We further describe two frameworks to apply these techniques in the ANNS workflow, and theoretically analyze the time and space costs, as well as the beneficial threshold for the pruning ratio of these techniques. The surveyed techniques are evaluated on six public datasets. The analysis of the results reveals the characteristics of the different families of techniques and provides insights into the promising future research directions.

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arXiv2025

$k$-Graph: A Graph Embedding for Interpretable Time Series Clustering

Time series clustering poses a significant challenge with diverse applications across domains. A prominent drawback of existing solutions lies in their limited interpretability, often confined to presenting users with centroids. In addressing this gap, our work presents $k$-Graph, an unsupervised method explicitly crafted to augment interpretability in time series clustering. Leveraging a graph representation of time series subsequences, $k$-Graph constructs multiple graph representations based on different subsequence lengths. This feature accommodates variable-length time series without requiring users to predetermine subsequence lengths. Our experimental results reveal that $k$-Graph outperforms current state-of-the-art time series clustering algorithms in accuracy, while providing users with meaningful explanations and interpretations of the clustering outcomes.

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arXiv2025

VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detection

Anomaly detection (AD) is a fundamental task for time-series analytics with important implications for the downstream performance of many applications. In contrast to other domains where AD mainly focuses on point-based anomalies (i.e., outliers in standalone observations), AD for time series is also concerned with range-based anomalies (i.e., outliers spanning multiple observations). Nevertheless, it is common to use traditional point-based information retrieval measures, such as Precision, Recall, and F-score, to assess the quality of methods by thresholding the anomaly score to mark each point as an anomaly or not. However, mapping discrete labels into continuous data introduces unavoidable shortcomings, complicating the evaluation of range-based anomalies. Notably, the choice of evaluation measure may significantly bias the experimental outcome. Despite over six decades of attention, there has never been a large-scale systematic quantitative and qualitative analysis of time-series AD evaluation measures. This paper extensively evaluates quality measures for time-series AD to assess their robustness under noise, misalignments, and different anomaly cardinality ratios. Our results indicate that measures producing quality values independently of a threshold (i.e., AUC-ROC and AUC-PR) are more suitable for time-series AD. Motivated by this observation, we first extend the AUC-based measures to account for range-based anomalies. Then, we introduce a new family of parameter-free and threshold-independent measures, Volume Under the Surface (VUS), to evaluate methods while varying parameters. We also introduce two optimized implementations for VUS that reduce significantly the execution time of the initial implementation. Our findings demonstrate that our four measures are significantly more robust in assessing the quality of time-series AD methods.

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arXiv2025

Automated Data Quality Validation in an End-to-End GNN Framework

Ensuring data quality is crucial in modern data ecosystems, especially for training or testing datasets in machine learning. Existing validation approaches rely on computing data quality metrics and/or using expert-defined constraints. Although there are automated constraint generation methods, they are often incomplete and may be too strict or too soft, causing false positives or missed errors, thus requiring expert adjustment. These methods may also fail to detect subtle data inconsistencies hidden by complex interdependencies within the data. In this paper, we propose DQuag, an end-to-end data quality validation and repair framework based on an improved Graph Neural Network (GNN) and multi-task learning. The proposed method incorporates a dual-decoder design: one for data quality validation and the other for data repair. Our approach captures complex feature relationships within tabular datasets using a multi-layer GNN architecture to automatically detect explicit and hidden data errors. Unlike previous methods, our model does not require manual input for constraint generation and learns the underlying feature dependencies, enabling it to identify complex hidden errors that traditional systems often miss. Moreover, it can recommend repair values, improving overall data quality. Experimental results validate the effectiveness of our approach in identifying and resolving data quality issues. The paper appeared in EDBT 2025.

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arXiv2025

LeaFi: Data Series Indexes on Steroids with Learned Filters

The ever-growing collections of data series create a pressing need for efficient similarity search, which serves as the backbone for various analytics pipelines. Recent studies have shown that tree-based series indexes excel in many scenarios. However, we observe a significant waste of effort during search, due to suboptimal pruning. To address this issue, we introduce LeaFi, a novel framework that uses machine learning models to boost pruning effectiveness of tree-based data series indexes. These models act as learned filters, which predict tight node-wise distance lower bounds that are used to make pruning decisions, thus, improving pruning effectiveness. We describe the LeaFi-enhanced index building algorithm, which selects leaf nodes and generates training data to insert and train machine learning models, as well as the LeaFi-enhanced search algorithm, which calibrates learned filters at query time to support the user-defined quality target of each query. Our experimental evaluation, using two different tree-based series indexes and five diverse datasets, demonstrates the advantages of the proposed approach. LeaFi-enhanced data-series indexes improve pruning ratio by up to 20x and search time by up to 32x, while maintaining a target recall of 99%.

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arXiv2025

Subspace Collision: An Efficient and Accurate Framework for High-dimensional Approximate Nearest Neighbor Search

Approximate Nearest Neighbor (ANN) search in high-dimensional Euclidean spaces is a fundamental problem with a wide range of applications. However, there is currently no ANN method that performs well in both indexing and query answering performance, while providing rigorous theoretical guarantees for the quality of the answers. In this paper, we first design SC-score, a metric that we show follows the Pareto principle and can act as a proxy for the Euclidean distance between data points. Inspired by this, we propose a novel ANN search framework called Subspace Collision (SC), which can provide theoretical guarantees on the quality of its results. We further propose SuCo, which achieves efficient and accurate ANN search by designing a clustering-based lightweight index and query strategies for our proposed subspace collision framework. Extensive experiments on real-world datasets demonstrate that both the indexing and query answering performance of SuCo outperform state-of-the-art ANN methods that can provide theoretical guarantees, performing 1-2 orders of magnitude faster query answering with only up to one-tenth of the index memory footprint. Moreover, SuCo achieves top performance (best for hard datasets) even when compared to methods that do not provide theoretical guarantees. This paper was published in SIGMOD 2025.

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arXiv2024

Dive into Time-Series Anomaly Detection: A Decade Review

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important activity, entailing various applications in fields such as cyber security, financial markets, law enforcement, and health care. While traditional literature on anomaly detection is centered on statistical measures, the increasing number of machine learning algorithms in recent years call for a structured, general characterization of the research methods for time-series anomaly detection. This survey groups and summarizes anomaly detection existing solutions under a process-centric taxonomy in the time series context. In addition to giving an original categorization of anomaly detection methods, we also perform a meta-analysis of the literature and outline general trends in time-series anomaly detection research.

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