Buses are the primary means of public transportation in the city of Rio de Janeiro, carrying around 100 million passengers every month. Recently, real-time GPS coordinates of all operating public buses has been made publicly available - roughly 1 million GPS entries each captured each day. In an initial study, we observed that a substantial number of buses follow trajectories that do not follow the expected behavior. In this paper, we present RioBusData, a tool that helps users identify and explore, through different visualizations, the behavior of outlier trajectories. We describe how the system automatically detects these outliers using a Convolutional Neural Network (CNN) and we also discuss a series of case studies which show how RioBusData helps users better understand not only the flow and service of outlier buses but also the bus system as a whole.
The detection of outliers in temporal series has not been widely explored in the context of Deep Learning algorithms. However, various works already demonstrated the potential of neural network techniques for the time series tasks. @cite_2 , for example, deep neural networks were applied for ultra-short-term wind prediction, and the results showed that deep neural networks outperform shallow architectures.
@cite_2
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Design of a transferable time series anomaly detection method.Novel deep neural network structure facilitates learning short and long-term pattern interdependencies.Detection of anomalies in the Seismic Electrical Signal for predicting earthquake activity.Detection of road anomalies using smartphone data, facilitating crowdsourcing applications. The quest for more efficient real-time detection of anomalies in time series data is critically important in numerous applications and systems ranging from intelligent transportation, structural health monitoring, heart disease, and earthquake prediction. Although the range of application is wide, anomaly detection algorithms are usually domain specific and build on experts knowledge. Here a new signal processing algorithm inspired by the deep learning paradigm is presented that combines wavelets, neural networks, and Hilbert transform. The algorithm performs robustly and is transferable. The proposed neural network structure facilitates learning short and long-term pattern interdependencies; a task usually hard to accomplish using standard neural network training algorithms. The paper provides guidelines for selecting the neural network's buffer size, training algorithm, and anomaly detection features. The algorithm learns the system's normal behavior and does not require the existence of anomalous data for assessing its statistical significance. This is an essential attribute in applications that require customization. Anomalies are detected by analysing hierarchically the instantaneous frequency and amplitude of the residual signal using probabilistic Receiver Operating Characteristics. The method is shown to be able to automatically detect anomalies in the Seismic Electrical Signal that could be used to predict earthquake activity. Furthermore, the method can be used in combination with crowdsourcing of smartphone data to locate road defects such as potholes and bumps for intervention and repair. Recurrent neural network architectures have been shown to efficiently model long term temporal dependencies between acoustic events. However the training time of recurrent networks is higher than feedforward networks due to the sequential nature of the learning algorithm. In this paper we propose a time delay neural network architecture which models long term temporal dependencies with training times comparable to standard feed-forward DNNs. The network uses sub-sampling to reduce computation during training. On the Switchboard task we show a relative improvement of 6 over the baseline DNN model. We present results on several LVCSR tasks with training data ranging from 3 to 1800 hours to show the effectiveness of the TDNN architecture in learning wider temporal dependencies in both small and large data scenarios. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. The aim of this paper is to present input variable selection algorithm and deep neural networks application to ultra-short-term wind prediction. Shallow and deep neural networks coupled with input variable selection algorithm are compared on the ultra-short-term wind prediction task for a set of different locations. Results show that carefully selected deep neural networks outperform shallow ones. Input variable selection use reduces the neural network complexity and simplifies deep neural network training.