arXiv subjects

Themis Palpanas

Publications and source records attributed to Themis Palpanas.

At least 55 records · Page 3Linked to original sources

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.

cs.LG↗

arXiv2024

DumpyOS: A Data-Adaptive Multi-ary Index for Scalable Data Series Similarity Search

Data series indexes are necessary for managing and analyzing the increasing amounts of data series collections that are nowadays available. These indexes support both exact and approximate similarity search, with approximate search providing high-quality results within milliseconds, which makes it very attractive for certain modern applications. Reducing the pre-processing (i.e., index building) time and improving the accuracy of search results are two major challenges. DSTree and the iSAX index family are state-of-the-art solutions for this problem. However, DSTree suffers from long index building times, while iSAX suffers from low search accuracy. In this paper, we identify two problems of the iSAX index family that adversely affect the overall performance. First, we observe the presence of a proximity-compactness trade-off related to the index structure design (i.e., the node fanout degree), significantly limiting the efficiency and accuracy of the resulting index. Second, a skewed data distribution will negatively affect the performance of iSAX. To overcome these problems, we propose Dumpy, an index that employs a novel multi-ary data structure with an adaptive node splitting algorithm and an efficient building workflow. Furthermore, we devise Dumpy-Fuzzy as a variant of Dumpy which further improves search accuracy by proper duplication of series. To fully leverage the potential of modern hardware including multicore CPUs and Solid State Drives (SSDs), we parallelize Dumpy to DumpyOS with sophisticated indexing and pruning-based querying algorithms. An optimized approximate search algorithm, DumpyOS-F which prominently improves the search accuracy without violating the index, is also proposed.

cs.DB↗

arXiv2024

Fast and Exact Similarity Search in less than a Blink of an Eye

Similarity search is a fundamental operation for analyzing data series (DS), which are ordered sequences of real values. To enhance efficiency, summarization techniques are employed that reduce the dimensionality of DS. SAX-based approaches are the state-of-the-art for exact similarity queries, but their performance degrades for high-frequency signals, such as noisy data, or for high-frequency DS. In this work, we present the SymbOlic Fourier Approximation index (SOFA), which implements fast, exact similarity queries. SOFA is based on two building blocks: a tree index (inspired by MESSI) and the SFA symbolic summarization. It makes use of a learned summarization method called Symbolic Fourier Approximation (SFA), which is based on the Fourier transform and utilizes a data-adaptive quantization of the frequency domain. To better capture relevant information in high-frequency signals, SFA selects the Fourier coefficients by highest variance, resulting in a larger value range, thus larger quantization bins. The tree index solution employed by SOFA makes use of the GEMINI-approach to answer exact similarity search queries using lower bounding distance measures, and an efficient SIMD implementation. We further propose a novel benchmark comprising $17$ diverse datasets, encompassing 1 billion DS. Our experimental results demonstrate that SOFA outperforms existing methods on exact similarity queries: it is up to 10 times faster than a parallel sequential scan, 3-4 times faster than FAISS, and 2 times faster on average than MESSI. For high-frequency datasets, we observe a remarkable 38-fold performance improvement.

cs.DB↗

arXiv2024

Data Quality Awareness: A Journey from Traditional Data Management to Data Science Systems

Artificial intelligence (AI) has transformed various fields, significantly impacting our daily lives. A major factor in AI success is high-quality data. In this paper, we present a comprehensive review of the evolution of data quality (DQ) awareness from traditional data management systems to modern data-driven AI systems, which are integral to data science. We synthesize the existing literature, highlighting the quality challenges and techniques that have evolved from traditional data management to data science including big data and ML fields. As data science systems support a wide range of activities, our focus in this paper lies specifically in the analytics aspect driven by machine learning. We use the cause-effect connection between the quality challenges of ML and those of big data to allow a more thorough understanding of emerging DQ challenges and the related quality awareness techniques in data science systems. To the best of our knowledge, our paper is the first to provide a review of DQ awareness spanning traditional and emergent data science systems. We hope that readers will find this journey through the evolution of data quality awareness insightful and valuable.

cs.DB↗

arXiv2024

User-friendly Foundation Model Adapters for Multivariate Time Series Classification

Foundation models, while highly effective, are often resource-intensive, requiring substantial inference time and memory. This paper addresses the challenge of making these models more accessible with limited computational resources by exploring dimensionality reduction techniques. Our goal is to enable users to run large pre-trained foundation models on standard GPUs without sacrificing performance. We investigate classical methods such as Principal Component Analysis alongside neural network-based adapters, aiming to reduce the dimensionality of multivariate time series data while preserving key features. Our experiments show up to a 10x speedup compared to the baseline model, without performance degradation, and enable up to 4.5x more datasets to fit on a single GPU, paving the way for more user-friendly and scalable foundation models.

cs.LG↗

arXiv2024

$\boldsymbol{Steiner}$-Hardness: A Query Hardness Measure for Graph-Based ANN Indexes

Graph-based indexes have been widely employed to accelerate approximate similarity search of high-dimensional vectors. However, the performance of graph indexes to answer different queries varies vastly, leading to an unstable quality of service for downstream applications. This necessitates an effective measure to test query hardness on graph indexes. Nonetheless, popular distance-based hardness measures like LID lose their effects due to the ignorance of the graph structure. In this paper, we propose $Steiner$-hardness, a novel connection-based graph-native query hardness measure. Specifically, we first propose a theoretical framework to analyze the minimum query effort on graph indexes and then define $Steiner$-hardness as the minimum effort on a representative graph. Moreover, we prove that our $Steiner$-hardness is highly relevant to the classical Directed $Steiner$ Tree (DST) problems. In this case, we design a novel algorithm to reduce our problem to DST problems and then leverage their solvers to help calculate $Steiner$-hardness efficiently. Compared with LID and other similar measures, $Steiner$-hardness shows a significantly better correlation with the actual query effort on various datasets. Additionally, an unbiased evaluation designed based on $Steiner$-hardness reveals new ranking results, indicating a meaningful direction for enhancing the robustness of graph indexes. This paper is accepted by PVLDB 2025.

cs.DB↗

arXiv2024

Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a multi-task optimization problem as a regularization technique to enable single-task models to leverage multi-task learning information. We derive a closed-form solution for multi-task optimization in the context of linear models. Our analysis provides valuable insights by linking the multi-task learning performance to various model statistics such as raw data covariances, signal-generating hyperplanes, noise levels, as well as the size and number of datasets. We finally propose a consistent estimation of training and testing errors, thereby offering a robust foundation for hyperparameter optimization in multi-task regression scenarios. Experimental validations on both synthetic and real-world datasets in regression and multivariate time series forecasting demonstrate improvements on univariate models, incorporating our method into the training loss and thus leveraging multivariate information.

stat.ML↗

arXiv2024

SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention

Transformer-based architectures achieved breakthrough performance in natural language processing and computer vision, yet they remain inferior to simpler linear baselines in multivariate long-term forecasting. To better understand this phenomenon, we start by studying a toy linear forecasting problem for which we show that transformers are incapable of converging to their true solution despite their high expressive power. We further identify the attention of transformers as being responsible for this low generalization capacity. Building upon this insight, we propose a shallow lightweight transformer model that successfully escapes bad local minima when optimized with sharpness-aware optimization. We empirically demonstrate that this result extends to all commonly used real-world multivariate time series datasets. In particular, SAMformer surpasses current state-of-the-art methods and is on par with the biggest foundation model MOIRAI while having significantly fewer parameters. The code is available at https://github.com/romilbert/samformer.

cs.LG↗

arXiv2023

ADF & TransApp: A Transformer-Based Framework for Appliance Detection Using Smart Meter Consumption Series

Over the past decade, millions of smart meters have been installed by electricity suppliers worldwide, allowing them to collect a large amount of electricity consumption data, albeit sampled at a low frequency (one point every 30min). One of the important challenges these suppliers face is how to utilize these data to detect the presence/absence of different appliances in the customers' households. This valuable information can help them provide personalized offers and recommendations to help customers towards the energy transition. Appliance detection can be cast as a time series classification problem. However, the large amount of data combined with the long and variable length of the consumption series pose challenges when training a classifier. In this paper, we propose ADF, a framework that uses subsequences of a client consumption series to detect the presence/absence of appliances. We also introduce TransApp, a Transformer-based time series classifier that is first pretrained in a self-supervised way to enhance its performance on appliance detection tasks. We test our approach on two real datasets, including a publicly available one. The experimental results with two large real datasets show that the proposed approach outperforms current solutions, including state-of-the-art time series classifiers applied to appliance detection. This paper appeared in VLDB 2024.

eess.SP↗

arXiv2023

Breaking Boundaries: Balancing Performance and Robustness in Deep Wireless Traffic Forecasting

Balancing the trade-off between accuracy and robustness is a long-standing challenge in time series forecasting. While most of existing robust algorithms have achieved certain suboptimal performance on clean data, sustaining the same performance level in the presence of data perturbations remains extremely hard. In this paper, we study a wide array of perturbation scenarios and propose novel defense mechanisms against adversarial attacks using real-world telecom data. We compare our strategy against two existing adversarial training algorithms under a range of maximal allowed perturbations, defined using $\ell_{\infty}$-norm, $\in [0.1,0.4]$. Our findings reveal that our hybrid strategy, which is composed of a classifier to detect adversarial examples, a denoiser to eliminate noise from the perturbed data samples, and a standard forecaster, achieves the best performance on both clean and perturbed data. Our optimal model can retain up to $92.02\%$ the performance of the original forecasting model in terms of Mean Squared Error (MSE) on clean data, while being more robust than the standard adversarially trained models on perturbed data. Its MSE is 2.71$\times$ and 2.51$\times$ lower than those of comparing methods on normal and perturbed data, respectively. In addition, the components of our models can be trained in parallel, resulting in better computational efficiency. Our results indicate that we can optimally balance the trade-off between the performance and robustness of forecasting models by improving the classifier and denoiser, even in the presence of sophisticated and destructive poisoning attacks.

cs.LG↗

arXiv2023

A Critical Re-evaluation of Benchmark Datasets for (Deep) Learning-Based Matching Algorithms

Entity resolution (ER) is the process of identifying records that refer to the same entities within one or across multiple databases. Numerous techniques have been developed to tackle ER challenges over the years, with recent emphasis placed on machine and deep learning methods for the matching phase. However, the quality of the benchmark datasets typically used in the experimental evaluations of learning-based matching algorithms has not been examined in the literature. To cover this gap, we propose four different approaches to assessing the difficulty and appropriateness of 13 established datasets: two theoretical approaches, which involve new measures of linearity and existing measures of complexity, and two practical approaches: the difference between the best non-linear and linear matchers, as well as the difference between the best learning-based matcher and the perfect oracle. Our analysis demonstrates that most of the popular datasets pose rather easy classification tasks. As a result, they are not suitable for properly evaluating learning-based matching algorithms. To address this issue, we propose a new methodology for yielding benchmark datasets. We put it into practice by creating four new matching tasks, and we verify that these new benchmarks are more challenging and therefore more suitable for further advancements in the field.

cs.DB↗

arXiv2023

FreSh: A Lock-Free Data Series Index

We present FreSh, a lock-free data series index that exhibits good performance (while being robust). FreSh is based on Refresh, which is a generic approach we have developed for supporting lock-freedom in an efficient way on top of any localityaware data series index. We believe Refresh is of independent interest and can be used to get well-performed lock-free versions of other locality-aware blocking data structures. For developing FreSh, we first studied in depth the design decisions of current state-of-the-art data series indexes, and the principles governing their performance. This led to a theoretical framework, which enables the development and analysis of data series indexes in a modular way. The framework allowed us to apply Refresh, repeatedly, to get lock-free versions of the different phases of a family of data series indexes. Experiments with several synthetic and real datasets illustrate that FreSh achieves performance that is as good as that of the state-of-the-art blocking in-memory data series index. This shows that the helping mechanisms of FreSh are light-weight, respecting certain principles that are crucial for performance in locality-aware data structures.This paper was published in SRDS 2023.

cs.DB↗

arXiv2023

A Hierarchical Transformer Encoder to Improve Entire Neoplasm Segmentation on Whole Slide Image of Hepatocellular Carcinoma

In digital histopathology, entire neoplasm segmentation on Whole Slide Image (WSI) of Hepatocellular Carcinoma (HCC) plays an important role, especially as a preprocessing filter to automatically exclude healthy tissue, in histological molecular correlations mining and other downstream histopathological tasks. The segmentation task remains challenging due to HCC's inherent high-heterogeneity and the lack of dependency learning in large field of view. In this article, we propose a novel deep learning architecture with a hierarchical Transformer encoder, HiTrans, to learn the global dependencies within expanded 4096$\times$4096 WSI patches. HiTrans is designed to encode and decode the patches with larger reception fields and the learned global dependencies, compared to the state-of-the-art Fully Convolutional Neural networks (FCNN). Empirical evaluations verified that HiTrans leads to better segmentation performance by taking into account regional and global dependency information.

eess.IV↗

arXiv2023

PrivSketch: A Private Sketch-based Frequency Estimation Protocol for Data Streams

Local differential privacy (LDP) has recently become a popular privacy-preserving data collection technique protecting users' privacy. The main problem of data stream collection under LDP is the poor utility due to multi-item collection from a very large domain. This paper proposes PrivSketch, a high-utility frequency estimation protocol taking advantage of sketches, suitable for private data stream collection. Combining the proposed background information and a decode-first collection-side workflow, PrivSketch improves the utility by reducing the errors introduced by the sketching algorithm and the privacy budget utilization when collecting multiple items. We analytically prove the superior accuracy and privacy characteristics of PrivSketch, and also evaluate them experimentally. Our evaluation, with several diverse synthetic and real datasets, demonstrates that PrivSketch is 1-3 orders of magnitude better than the competitors in terms of utility in both frequency estimation and frequent item estimation, while being up to ~100x faster.

cs.CR↗

arXiv2023

Appliance Detection Using Very Low-Frequency Smart Meter Time Series

In recent years, smart meters have been widely adopted by electricity suppliers to improve the management of the smart grid system. These meters usually collect energy consumption data at a very low frequency (every 30min), enabling utilities to bill customers more accurately. To provide more personalized recommendations, the next step is to detect the appliances owned by customers, which is a challenging problem, due to the very-low meter reading frequency. Even though the appliance detection problem can be cast as a time series classification problem, with many such classifiers having been proposed in the literature, no study has applied and compared them on this specific problem. This paper presents an in-depth evaluation and comparison of state-of-the-art time series classifiers applied to detecting the presence/absence of diverse appliances in very low-frequency smart meter data. We report results with five real datasets. We first study the impact of the detection quality of 13 different appliances using 30min sampled data, and we subsequently propose an analysis of the possible detection performance gain by using a higher meter reading frequency. The results indicate that the performance of current time series classifiers varies significantly. Some of them, namely deep learning-based classifiers, provide promising results in terms of accuracy (especially for certain appliances), even using 30min sampled data, and are scalable to the large smart meter time series collections of energy consumption data currently available to electricity suppliers. Nevertheless, our study shows that more work is needed in this area to further improve the accuracy of the proposed solutions. This paper appeared in ACM e-Energy 2023.

eess.SP↗

arXiv2023

Dumpy: A Compact and Adaptive Index for Large Data Series Collections

Data series indexes are necessary for managing and analyzing the increasing amounts of data series collections that are nowadays available. These indexes support both exact and approximate similarity search, with approximate search providing high-quality results within milliseconds, which makes it very attractive for certain modern applications. Reducing the pre-processing (i.e., index building) time and improving the accuracy of search results are two major challenges. DSTree and the iSAX index family are state-of-the-art solutions for this problem. However, DSTree suffers from long index building times, while iSAX suffers from low search accuracy. In this paper, we identify two problems of the iSAX index family that adversely affect the overall performance. First, we observe the presence of a proximity-compactness trade-off related to the index structure design (i.e., the node fanout degree), significantly limiting the efficiency and accuracy of the resulting index. Second, a skewed data distribution will negatively affect the performance of iSAX. To overcome these problems, we propose Dumpy, an index that employs a novel multi-ary data structure with an adaptive node splitting algorithm and an efficient building workflow. Furthermore, we devise Dumpy-Fuzzy as a variant of Dumpy which further improves search accuracy by proper duplication of series. Experiments with a variety of large, real datasets demonstrate that the Dumpy solutions achieve considerably better efficiency, scalability and search accuracy than its competitors. This paper was published in SIGMOD'23.

cs.DB↗

arXiv2023

Odyssey: A Journey in the Land of Distributed Data Series Similarity Search

This paper presents Odyssey, a novel distributed data-series processing framework that efficiently addresses the critical challenges of exhibiting good speedup and ensuring high scalability in data series processing by taking advantage of the full computational capacity of modern clusters comprised of multi-core servers. Odyssey addresses a number of challenges in designing efficient and highly scalable distributed data series index, including efficient scheduling, and load-balancing without paying the prohibitive cost of moving data around. It also supports a flexible partial replication scheme, which enables Odyssey to navigate through a fundamental trade-off between data scalability and good performance during query answering. Through a wide range of configurations and using several real and synthetic datasets, our experimental analysis demonstrates that Odyssey achieves its challenging goals.

cs.DC↗

arXiv2022

ProS: Data Series Progressive k-NN Similarity Search and Classification with Probabilistic Quality Guarantees

Existing systems dealing with the increasing volume of data series cannot guarantee interactive response times, even for fundamental tasks such as similarity search. Therefore, it is necessary to develop analytic approaches that support exploration and decision making by providing progressive results, before the final and exact ones have been computed. Prior works lack both efficiency and accuracy when applied to large-scale data series collections. We present and experimentally evaluate ProS, a new probabilistic learning-based method that provides quality guarantees for progressive Nearest Neighbor (NN) query answering. We develop our method for k-NN queries and demonstrate how it can be applied with the two most popular distance measures, namely, Euclidean and Dynamic Time Warping (DTW). We provide both initial and progressive estimates of the final answer that are getting better during the similarity search, as well suitable stopping criteria for the progressive queries. Moreover, we describe how this method can be used in order to develop a progressive algorithm for data series classification (based on a k-NN classifier), and we additionally propose a method designed specifically for the classification task. Experiments with several and diverse synthetic and real datasets demonstrate that our prediction methods constitute the first practical solutions to the problem, significantly outperforming competing approaches. This paper was published in the VLDB Journal (2022).

cs.DB↗