Time series analysis focuses on data is a sequence of data points that are collected over time. The data points can be anything that can be measured over time, such as sales, prices, or customer behavior. Time series data can be used to predict future values, identify trends, and understand the relationships between variables. Our lab is interested in various aspects of time series analysis, ranging from adversarial attacks to real-life applications such as predicting epidemiological trends.
2023
Chen, Zeyu; Dost, Katharina; Zhu, Xuan; Chang, Xinglong; Dobbie, Gillian; Wicker, Jörg
Targeted Attacks on Time Series Forecasting Proceedings Article
In: Kashima, Hisashi; Ide, Tsuyoshi; Peng, Wen-Chih (Ed.): The 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD), pp. 314-327, Springer Nature Switzerland, Cham, 2023, ISSN: 978-3-031-33383-5.
@inproceedings{Chen2023targeted,
title = {Targeted Attacks on Time Series Forecasting},
author = {Zeyu Chen and Katharina Dost and Xuan Zhu and Xinglong Chang and Gillian Dobbie and J\"{o}rg Wicker},
editor = {Hisashi Kashima and Tsuyoshi Ide and Wen-Chih Peng},
url = {https://github.com/wickerlab/nvita},
doi = {10.1007/978-3-031-33383-5_25},
issn = {978-3-031-33383-5},
year = {2023},
date = {2023-05-26},
urldate = {2023-05-25},
booktitle = {The 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD)},
pages = {314-327},
publisher = {Springer Nature Switzerland},
address = {Cham},
abstract = {Abstract. Time Series Forecasting (TSF) is well established in domains dealing with temporal data to predict future events yielding the basis for strategic decision-making. Previous research indicated that forecasting models are vulnerable to adversarial attacks, that is, maliciously crafted perturbations of the original data with the goal of altering the model’s predictions. However, attackers targeting specific outcomes pose a substantially more severe threat as they could manipulate the model and bend it to their needs. Regardless, there is no systematic approach for targeted adversarial learning in the TSF domain yet. In this paper, we introduce targeted attacks on TSF in a systematic manner. We establish a new experimental design standard regarding attack goals and perturbation control for targeted adversarial learning on TSF. For this purpose, we present a novel indirect sparse black-box evasion attack on TSF, nVita. Additionally, we adapt the popular white-box attacks Fast Gradient Sign Method (FGSM) and Basic Iterative Method (BIM). Our experiments confirm not only that all three methods are effective but also that current state-of-the-art TSF models are indeed susceptible to attacks. These results motivate future research in this area to achieve higher reliability of forecasting models.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
Abstract. Time Series Forecasting (TSF) is well established in domains dealing with temporal data to predict future events yielding the basis for strategic decision-making. Previous research indicated that forecasting models are vulnerable to adversarial attacks, that is, maliciously crafted perturbations of the original data with the goal of altering the model’s predictions. However, attackers targeting specific outcomes pose a substantially more severe threat as they could manipulate the model and bend it to their needs. Regardless, there is no systematic approach for targeted adversarial learning in the TSF domain yet. In this paper, we introduce targeted attacks on TSF in a systematic manner. We establish a new experimental design standard regarding attack goals and perturbation control for targeted adversarial learning on TSF. For this purpose, we present a novel indirect sparse black-box evasion attack on TSF, nVita. Additionally, we adapt the popular white-box attacks Fast Gradient Sign Method (FGSM) and Basic Iterative Method (BIM). Our experiments confirm not only that all three methods are effective but also that current state-of-the-art TSF models are indeed susceptible to attacks. These results motivate future research in this area to achieve higher reliability of forecasting models.
2022
Poonawala-Lohani, Nooriyan; Riddle, Pat; Adnan, Mehnaz; Wicker, Jörg
Geographic Ensembles of Observations using Randomised Ensembles of Autoregression Chains: Ensemble methods for spatio-temporal Time Series Forecasting of Influenza-like Illness Proceedings Article
In: pp. 1-7, Association for Computing Machinery, New York, NY, USA, 2022, ISBN: 9781450393867.
@inproceedings{Poonawala-Lohani2022geographic,
title = {Geographic Ensembles of Observations using Randomised Ensembles of Autoregression Chains: Ensemble methods for spatio-temporal Time Series Forecasting of Influenza-like Illness},
author = {Nooriyan Poonawala-Lohani and Pat Riddle and Mehnaz Adnan and J\"{o}rg Wicker},
doi = {10.1145/3535508.3545562},
isbn = {9781450393867},
year = {2022},
date = {2022-08-07},
pages = {1-7},
publisher = {Association for Computing Machinery},
address = {New York, NY, USA},
abstract = {Influenza is a communicable respiratory illness that can cause serious public health hazards. Flu surveillance in New Zealand tracks case counts from various District health boards (DHBs) in the country to monitor the spread of influenza in different geographic locations. Many factors contribute to the spread of the influenza across a geographic region, and it can be challenging to forecast cases in one region without taking into account case numbers in another region. This paper proposes a novel ensemble method called Geographic Ensembles of Observations using Randomised Ensembles of Autoregression Chains (GEO-Reach). GEO-Reach is an ensemble technique that uses a two layer approach to utilise interdependence of historical case counts between geographic regions in New Zealand. This work extends a previously published method by the authors called Randomized Ensembles of Auto-regression chains (Reach). State-of-the-art forecasting models look at studying the spread of the virus. They focus on accurate forecasting of cases for a location using historical case counts for the same location and other data sources based on human behaviour such as movement of people across cities/geographic regions. This new approach is evaluated using Influenza like illness (ILI) case counts in 7 major regions in New Zealand from the years 2015-2019 and compares its performance with other standard methods such as Dante, ARIMA, Autoregression and Random Forests. The results demonstrate that the proposed method performed better than baseline methods when applied to this multi-variate time series forecasting problem.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
Influenza is a communicable respiratory illness that can cause serious public health hazards. Flu surveillance in New Zealand tracks case counts from various District health boards (DHBs) in the country to monitor the spread of influenza in different geographic locations. Many factors contribute to the spread of the influenza across a geographic region, and it can be challenging to forecast cases in one region without taking into account case numbers in another region. This paper proposes a novel ensemble method called Geographic Ensembles of Observations using Randomised Ensembles of Autoregression Chains (GEO-Reach). GEO-Reach is an ensemble technique that uses a two layer approach to utilise interdependence of historical case counts between geographic regions in New Zealand. This work extends a previously published method by the authors called Randomized Ensembles of Auto-regression chains (Reach). State-of-the-art forecasting models look at studying the spread of the virus. They focus on accurate forecasting of cases for a location using historical case counts for the same location and other data sources based on human behaviour such as movement of people across cities/geographic regions. This new approach is evaluated using Influenza like illness (ILI) case counts in 7 major regions in New Zealand from the years 2015-2019 and compares its performance with other standard methods such as Dante, ARIMA, Autoregression and Random Forests. The results demonstrate that the proposed method performed better than baseline methods when applied to this multi-variate time series forecasting problem.
Poonawala-Lohani, Nooriyan; Riddle, Pat; Adnan, Mehnaz; Wicker, Jörg
A Novel Approach for Time Series Forecasting of Influenza-like Illness Using a Regression Chain Method Proceedings Article
In: Altman, Russ; Dunker, Keith; Hunter, Lawrence; Ritchie, Marylyn; Murray, Tiffany; Klein, Teri (Ed.): Pacific Symposium on Biocomputing, pp. 301-312, 2022.
@inproceedings{poonawala-lohani2022novel,
title = {A Novel Approach for Time Series Forecasting of Influenza-like Illness Using a Regression Chain Method},
author = {Nooriyan Poonawala-Lohani and Pat Riddle and Mehnaz Adnan and J\"{o}rg Wicker},
editor = {Russ Altman and Keith Dunker and Lawrence Hunter and Marylyn Ritchie and Tiffany Murray and Teri Klein},
url = {https://www.worldscientific.com/doi/abs/10.1142/9789811250477_0028
http://psb.stanford.edu/psb-online/proceedings/psb22/poorawala-lohani.pdf},
doi = {10.1142/9789811250477_0028},
year = {2022},
date = {2022-01-03},
urldate = {2022-01-03},
booktitle = {Pacific Symposium on Biocomputing},
volume = {27},
pages = {301-312},
abstract = {Influenza is a communicable respiratory illness that can cause serious public health hazards. Due to its huge threat to the community, accurate forecasting of Influenza-like-illness (ILI) can diminish the impact of an influenza season by enabling early public health interventions. Current forecasting models are limited in their performance, particularly when using a longer forecasting window. To support better forecasts over a longer forecasting window, we propose to use additional features such as weather data. Commonly used methods to fore-cast ILI, including statistical methods such as ARIMA, limit prediction performance when using additional data sources that might have complex non-linear associations with ILI incidence. This paper proposes a novel time series forecasting method, Randomized Ensembles of Auto-regression chains (Reach). Reach implements an ensemble of random chains for multi-step time series forecasting. This new approach is evaluated on ILI case counts in Auckland, New Zealand from the years 2015-2018 and compared to other standard methods. The results demonstrate that the proposed method performed better than baseline methods when applied to this multi-variate time series forecasting problem.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
Influenza is a communicable respiratory illness that can cause serious public health hazards. Due to its huge threat to the community, accurate forecasting of Influenza-like-illness (ILI) can diminish the impact of an influenza season by enabling early public health interventions. Current forecasting models are limited in their performance, particularly when using a longer forecasting window. To support better forecasts over a longer forecasting window, we propose to use additional features such as weather data. Commonly used methods to fore-cast ILI, including statistical methods such as ARIMA, limit prediction performance when using additional data sources that might have complex non-linear associations with ILI incidence. This paper proposes a novel time series forecasting method, Randomized Ensembles of Auto-regression chains (Reach). Reach implements an ensemble of random chains for multi-step time series forecasting. This new approach is evaluated on ILI case counts in Auckland, New Zealand from the years 2015-2018 and compared to other standard methods. The results demonstrate that the proposed method performed better than baseline methods when applied to this multi-variate time series forecasting problem.
2019
Williams, Jonathan; Stönner, Christof; Edtbauer, Achim; Derstorff, Bettina; Bourtsoukidis, Efstratios; Klüpfel, Thomas; Krauter, Nicolas; Wicker, Jörg; Kramer, Stefan
What can we learn from the air chemistry of crowds? Proceedings Article
In: Hansel, Armin; Dunkl, Jürgen (Ed.): 8th International Conference on Proton Transfer Reaction Mass Spectrometry and its Applications, pp. 121-123, Innsbruck University Press, Innsbruck, 2019.
@inproceedings{williams2019what,
title = {What can we learn from the air chemistry of crowds?},
author = {Jonathan Williams and Christof St\"{o}nner and Achim Edtbauer and Bettina Derstorff and Efstratios Bourtsoukidis and Thomas Kl\"{u}pfel and Nicolas Krauter and J\"{o}rg Wicker and Stefan Kramer},
editor = {Armin Hansel and J\"{u}rgen Dunkl},
url = {https://www.ionicon.com/sites/default/files/uploads/doc/Contributions_8th-PTR-MS-Conference-2019_web.pdf#page=122},
year = {2019},
date = {2019-05-10},
booktitle = {8th International Conference on Proton Transfer Reaction Mass Spectrometry and its Applications},
pages = {121-123},
publisher = {Innsbruck University Press},
address = {Innsbruck},
abstract = {Current PTR-MS technology allows hundreds of volatile trace gases in air to be measured every second at extremely low levels (parts per trillion). These instruments are often used in atmospheric research on planes and ships and even in the Amazon rainforest. Recently, we have used this technology to examine air composition changes caused by large groups of people (10,000-30,000) under real world conditions at a football match and in a movie theater. In both cases the trace gas signatures measured in ambient air are shown to reflect crowd behavior. By applying advanced data mining techniques we have shown that groups of people reproducibly respond to certain emotional stimuli (e.g. suspense and comedy) by exhaling specific trace gases. Furthermore, we explore whether this information can be used to determine the age classification of films.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
Current PTR-MS technology allows hundreds of volatile trace gases in air to be measured every second at extremely low levels (parts per trillion). These instruments are often used in atmospheric research on planes and ships and even in the Amazon rainforest. Recently, we have used this technology to examine air composition changes caused by large groups of people (10,000-30,000) under real world conditions at a football match and in a movie theater. In both cases the trace gas signatures measured in ambient air are shown to reflect crowd behavior. By applying advanced data mining techniques we have shown that groups of people reproducibly respond to certain emotional stimuli (e.g. suspense and comedy) by exhaling specific trace gases. Furthermore, we explore whether this information can be used to determine the age classification of films.
2018
Stönner, Christof; Edtbauer, Achim; Derstorff, Bettina; Bourtsoukidis, Efstratios; Klüpfel, Thomas; Wicker, Jörg; Williams, Jonathan
Proof of concept study: Testing human volatile organic compounds as tools for age classification of films Journal Article
In: PLOS One, vol. 13, no. 10, pp. 1-14, 2018.
@article{Stonner2018,
title = {Proof of concept study: Testing human volatile organic compounds as tools for age classification of films},
author = {Christof St\"{o}nner and Achim Edtbauer and Bettina Derstorff and Efstratios Bourtsoukidis and Thomas Kl\"{u}pfel and J\"{o}rg Wicker and Jonathan Williams},
doi = {10.1371/journal.pone.0203044},
year = {2018},
date = {2018-10-11},
journal = {PLOS One},
volume = {13},
number = {10},
pages = {1-14},
publisher = {Public Library of Science},
abstract = {Humans emit numerous volatile organic compounds (VOCs) through breath and skin. The nature and rate of these emissions are affected by various factors including emotional state. Previous measurements of VOCs and CO2 in a cinema have shown that certain chemicals are reproducibly emitted by audiences reacting to events in a particular film. Using data from films with various age classifications, we have studied the relationship between the emission of multiple VOCs and CO2 and the age classifier (0, 6, 12, and 16) with a view to developing a new chemically based and objective film classification method. We apply a random forest model built with time independent features extracted from the time series of every measured compound, and test predictive capability on subsets of all data. It was found that most compounds were not able to predict all age classifiers reliably, likely reflecting the fact that current classification is based on perceived sensibilities to many factors (e.g. incidences of violence, sex, antisocial behaviour, drug use, and bad language) rather than the visceral biological responses expressed in the data. However, promising results were found for isoprene which reliably predicted 0, 6 and 12 age classifiers for a variety of film genres and audience age groups. Therefore, isoprene emission per person might in future be a valuable aid to national classification boards, or even offer an alternative, objective, metric for rating films based on the reactions of large groups of people.},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
Humans emit numerous volatile organic compounds (VOCs) through breath and skin. The nature and rate of these emissions are affected by various factors including emotional state. Previous measurements of VOCs and CO2 in a cinema have shown that certain chemicals are reproducibly emitted by audiences reacting to events in a particular film. Using data from films with various age classifications, we have studied the relationship between the emission of multiple VOCs and CO2 and the age classifier (0, 6, 12, and 16) with a view to developing a new chemically based and objective film classification method. We apply a random forest model built with time independent features extracted from the time series of every measured compound, and test predictive capability on subsets of all data. It was found that most compounds were not able to predict all age classifiers reliably, likely reflecting the fact that current classification is based on perceived sensibilities to many factors (e.g. incidences of violence, sex, antisocial behaviour, drug use, and bad language) rather than the visceral biological responses expressed in the data. However, promising results were found for isoprene which reliably predicted 0, 6 and 12 age classifiers for a variety of film genres and audience age groups. Therefore, isoprene emission per person might in future be a valuable aid to national classification boards, or even offer an alternative, objective, metric for rating films based on the reactions of large groups of people.
2016
Raza, Atif; Wicker, Jörg; Kramer, Stefan
Trading Off Accuracy for Efficiency by Randomized Greedy Warping Proceedings Article
In: Proceedings of the 31st Annual ACM Symposium on Applied Computing, pp. 883-890, ACM, New York, NY, USA, 2016, ISBN: 978-1-4503-3739-7.
@inproceedings{raza2016trading,
title = {Trading Off Accuracy for Efficiency by Randomized Greedy Warping},
author = {Atif Raza and J\"{o}rg Wicker and Stefan Kramer},
url = {https://wicker.nz/nwp-acm/authorize.php?id=N10030
http://doi.acm.org/10.1145/2851613.2851651},
doi = {10.1145/2851613.2851651},
isbn = {978-1-4503-3739-7},
year = {2016},
date = {2016-01-01},
booktitle = {Proceedings of the 31st Annual ACM Symposium on Applied Computing},
pages = {883-890},
publisher = {ACM},
address = {New York, NY, USA},
series = {SAC '16},
abstract = {Dynamic Time Warping (DTW) is a widely used distance measure for time series data mining. Its quadratic complexity requires the application of various techniques (e.g. warping constraints, lower-bounds) for deployment in real-time scenarios. In this paper we propose a randomized greedy warping algorithm for f i nding similarity between time series instances.We show that the proposed algorithm outperforms the simple greedy approach and also provides very good time series similarity approximation consistently, as compared to DTW. We show that the Randomized Time Warping (RTW) can be used in place of DTW as a fast similarity approximation technique by trading some classification accuracy for very fast classification.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
Dynamic Time Warping (DTW) is a widely used distance measure for time series data mining. Its quadratic complexity requires the application of various techniques (e.g. warping constraints, lower-bounds) for deployment in real-time scenarios. In this paper we propose a randomized greedy warping algorithm for f i nding similarity between time series instances.We show that the proposed algorithm outperforms the simple greedy approach and also provides very good time series similarity approximation consistently, as compared to DTW. We show that the Randomized Time Warping (RTW) can be used in place of DTW as a fast similarity approximation technique by trading some classification accuracy for very fast classification.
Williams, Jonathan; Stönner, Christof; Wicker, Jörg; Krauter, Nicolas; Derstorff, Bettina; Bourtsoukidis, Efstratios; Klüpfel, Thomas; Kramer, Stefan
Cinema audiences reproducibly vary the chemical composition of air during films, by broadcasting scene specific emissions on breath Journal Article
In: Scientific Reports, vol. 6, 2016.
@article{williams2015element,
title = {Cinema audiences reproducibly vary the chemical composition of air during films, by broadcasting scene specific emissions on breath},
author = {Jonathan Williams and Christof St\"{o}nner and J\"{o}rg Wicker and Nicolas Krauter and Bettina Derstorff and Efstratios Bourtsoukidis and Thomas Kl\"{u}pfel and Stefan Kramer},
url = {http://www.nature.com/articles/srep25464},
doi = {10.1038/srep25464},
year = {2016},
date = {2016-01-01},
urldate = {2016-01-01},
journal = {Scientific Reports},
volume = {6},
publisher = {Nature Publishing Group},
abstract = {Human beings continuously emit chemicals into the air by breath and through the skin. In order to determine whether these emissions vary predictably in response to audiovisual stimuli, we have continuously monitored carbon dioxide and over one hundred volatile organic compounds in a cinema. It was found that many airborne chemicals in cinema air varied distinctively and reproducibly with time for a particular film, even in different screenings to different audiences. Application of scene labels and advanced data mining methods revealed that specific film events, namely "suspense" or "comedy" caused audiences to change their emission of specific chemicals. These event-type synchronous, broadcasted human chemosignals open the possibility for objective and non-invasive assessment of a human group response to stimuli by continuous measurement of chemicals in air. Such methods can be applied to research fields such as psychology and biology, and be valuable to industries such as film making and advertising.},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
Human beings continuously emit chemicals into the air by breath and through the skin. In order to determine whether these emissions vary predictably in response to audiovisual stimuli, we have continuously monitored carbon dioxide and over one hundred volatile organic compounds in a cinema. It was found that many airborne chemicals in cinema air varied distinctively and reproducibly with time for a particular film, even in different screenings to different audiences. Application of scene labels and advanced data mining methods revealed that specific film events, namely "suspense" or "comedy" caused audiences to change their emission of specific chemicals. These event-type synchronous, broadcasted human chemosignals open the possibility for objective and non-invasive assessment of a human group response to stimuli by continuous measurement of chemicals in air. Such methods can be applied to research fields such as psychology and biology, and be valuable to industries such as film making and advertising.
2015
Wicker, Jörg; Krauter, Nicolas; Derstorff, Bettina; Stönner, Christof; Bourtsoukidis, Efstratios; Klüpfel, Thomas; Williams, Jonathan; Kramer, Stefan
Cinema Data Mining: The Smell of Fear Proceedings Article
In: Proceedings of the 21st ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 1235-1304, ACM ACM, New York, NY, USA, 2015, ISBN: 978-1-4503-3664-2.
@inproceedings{wicker2015cinema,
title = {Cinema Data Mining: The Smell of Fear},
author = {J\"{o}rg Wicker and Nicolas Krauter and Bettina Derstorff and Christof St\"{o}nner and Efstratios Bourtsoukidis and Thomas Kl\"{u}pfel and Jonathan Williams and Stefan Kramer},
url = {https://wicker.nz/nwp-acm/authorize.php?id=N10031
http://doi.acm.org/10.1145/2783258.2783404},
doi = {10.1145/2783258.2783404},
isbn = {978-1-4503-3664-2},
year = {2015},
date = {2015-01-01},
booktitle = {Proceedings of the 21st ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
pages = {1235-1304},
publisher = {ACM},
address = {New York, NY, USA},
organization = {ACM},
series = {KDD '15},
abstract = {While the physiological response of humans to emotional events or stimuli is well-investigated for many modalities (like EEG, skin resistance, ...), surprisingly little is known about the exhalation of so-called Volatile Organic Compounds (VOCs) at quite low concentrations in response to such stimuli. VOCs are molecules of relatively small mass that quickly evaporate or sublimate and can be detected in the air that surrounds us. The paper introduces a new field of application for data mining, where trace gas responses of people reacting on-line to films shown in cinemas (or movie theaters) are related to the semantic content of the films themselves. To do so, we measured the VOCs from a movie theatre over a whole month in intervals of thirty seconds, and annotated the screened films by a controlled vocabulary compiled from multiple sources. To gain a better understanding of the data and to reveal unknown relationships, we have built prediction models for so-called forward prediction (the prediction of future VOCs from the past), backward prediction (the prediction of past scene labels from future VOCs) and for some forms of abductive reasoning and Granger causality. Experimental results show that some VOCs and some labels can be predicted with relatively low error, and that hints for causality with low p-values can be detected in the data.},
keywords = {},
pubstate = {published},
tppubtype = {inproceedings}
}
While the physiological response of humans to emotional events or stimuli is well-investigated for many modalities (like EEG, skin resistance, …), surprisingly little is known about the exhalation of so-called Volatile Organic Compounds (VOCs) at quite low concentrations in response to such stimuli. VOCs are molecules of relatively small mass that quickly evaporate or sublimate and can be detected in the air that surrounds us. The paper introduces a new field of application for data mining, where trace gas responses of people reacting on-line to films shown in cinemas (or movie theaters) are related to the semantic content of the films themselves. To do so, we measured the VOCs from a movie theatre over a whole month in intervals of thirty seconds, and annotated the screened films by a controlled vocabulary compiled from multiple sources. To gain a better understanding of the data and to reveal unknown relationships, we have built prediction models for so-called forward prediction (the prediction of future VOCs from the past), backward prediction (the prediction of past scene labels from future VOCs) and for some forms of abductive reasoning and Granger causality. Experimental results show that some VOCs and some labels can be predicted with relatively low error, and that hints for causality with low p-values can be detected in the data.