Sequence-based Learning

From Handling noisy data in multivariate learning to multilevel time series forecasting

Sequenzbasiertes Lernen
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Research on time series analysis has gained momentum in recent years, as insights from time series analysis can improve the decision-making process for industrial and scientific domains. Time series analysis aims to describe patterns and trends that occur in data over time. Among the many useful applications of time series analysis, classification, regression, forecasting, and anomaly detection of time points and events in sequences (time series) are particularly noteworthy as they contribute important information to, for example, business decision making. In today's information-driven world, countless numerical time series are generated by industry and research on any given day. Many applications - including biology, medicine, finance, and industry - require high-dimensional time series. Dealing with such large datasets brings up several new and interesting challenges.

Challenges in natural processes

Despite significant developments in multivariate analysis modeling, problems still occur when dealing with high-dimensional data because not all variables directly affect the target variable. As a result, predictions become inaccurate when unrelated variables are considered. This is often the case in practical applications such as signal processing. Natural processes, as we find in the applications mentioned below, process data described by a multivariate stochastic process to account for relationships that exist between individual time series.

Regression: »Efficient search and representation of tracking data«

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In the »Efficient Search and Representation of Tracking Data« application, space-time data such as video tracking data is processed.
For example, AI accelerates the search for sequences of coordinates (game scenes) representing ball and player trajectories. This includes using Siamese networks and auto-encoders to learn distance-preserving projection into an embedding space and then search within it. Sequence-based AI methods are also used for feature extraction in space-time trajectories to evaluate game scenes. In addition, prediction of defenders' movements (defensive behavior) is performed with Long-Short Term Memory cells (LSTMs) using multi-agent imitation learning.
Reinforcement learning is also used to generate new, creative game sequences from action sequences (actions) and trajectories.

Forecast: »Data-driven positioning«

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The »Data-driven positioning« application is about time series data collected using synchronized antennas. System synchronization is error-prone and collected signal streams are subject to multipath dispersion, fading effects, temperature, motion dynamics in the system long-term stochastic noise. Temporal correlations in the data can help to remove quasi-static noise (called denoising) to expose informative features. Furthermore, data-driven motion models used to analyze motion over time increase the accuracy of position prediction (so-called forecasting), which otherwise suffers from the highly simplified description of conventional model-driven filters.

Forecast: »Comprehensible AI for multimodal state recognition«

The application »Comprehensible AI for multimodal state recognition« processes data from a complex signal processing chain and uses the time sequence to identify correlations of different information sources and predict higher-level actions, e.g. »Four pedestrians are walking on the sidewalk three meters away and will reach the crosswalk in 57 seconds«.

Anomaliedetektion: »Intelligente Leistungselektronik« und »KI-gestützte Zustands- und Störungsdiagnose Funksysteme«

In the applications »Intelligent Power Electronics« and »Monitoring and fault diagnosis of industrial wireless systems«, time series data of different signal processing chains are also processed. In both cases, monitoring the data streams over time is necessary to distinguish desired from anomalous changes. The time history makes it possible to identify and localize sources of interference that cannot be identified from the snapshot perspective of the data.

Together with the applications, various research areas have been identified

Application-specific model optimization

Core areas of interest are appropriate data collection (»What information needs to be collected?«), data analysis (»What level of abstraction is optimal for the problem and process at hand?«), data preprocessing (»How must the data be normalized and standardized to make significant predictions?«), and deriving the optimal features and architecture for a defined and if possible atomic problem to deal with stochastic processes. In an initial analysis phase, application-specific optimal classification and regression methods are derived for target categories and variables but also for the identification, detection and prediction of anomalies. The effects of the fusion of temporal, spatial, spectral and mixed information extractors on the quality of the results are also investigated. Another application-specific focus is the investigation of the effects of the temporal architecture of neural networks such as context vectors in long-term short-term memory cell LSTM as well as attention and traceability of long-term, short-term and future dependencies in continuous information.

Uncertainty minimization of prediction methods

Another focus is to reduce the uncertainty of prediction methods »How can the error variance and bias of the prediction be reduced with increasing complexity and dimension of the data?« Therefore, the effects of Monte Carlo dropout methods on model accuracy and uncertainty and their balancing are explored in the competence pillar, and among others the deep coupling of temporal neural networks with Bayesian methods for reliable prediction is investigated.

Time series data are omnipresent in the overall project

Although time series data is not always directly obvious, from a method perspective, it is almost always useful to identify temporal relationships in the underlying data and information. Often, additional temporal intercorrelations are hidden in the data that should be profitably exploited for resolution. The number of scientific contributions to the competence pillar show that there is a great interest in time series-based learning methods in both methodological and application-centered research communities.

Project PROSPER: »Structural Framework for Time Series Forecasting with Neural Networks in PyTorch«

Applicability analysis has shown that recurrent neural networks RNNs (especially historical consistent neural networks, HCNNs) offer great potential for industrial and macroeconomic applications on time series data, as they provide higher forecasting quality compared to other state-of-the-art techniques. RNNs, especially HCNNs, have been able to show their advantage in some price forecasting applications (electricity, copper, steel price forecasting, etc.) over »no-risk scenarios« where the same targets are processed using shorter time ranges. The quality of the forecast is improved since the future descriptive features are used in the prediction of future time steps. The quality of the orecast is improved since the future descriptive features are used in the prediction of future time steps.

However, since many of these applications have been developed as part of industry projects rather than research activities, evaluation with the necessary scientific accuracy of publicly available datasets has been lacking. In scientific discourse and in a series of tests in real-world projects, three major problems have emerged that have prevented a broad and successful use of HCNNs so far: the selection of the optimal architecture (e.g., a priori feature extraction), the reliability of uncertainty estimation of the models, and the comparison with prominent state-of-the-art and scientific methods. Researchers in the competence pillar adressed these challenges in a cross-campus research collaboration.

»ADA wants to know« Podcast

In our new podcast series, »ADA wants to know«, the people responsible for the competence pillars are in conversation with ADA and provide insight into their research priorities, challenges and methods. In this episode, listen to ADA with Automated Learning expert Christopher Mutschler.

Our focus areas within AI research

Our work at the ADA Lovelace Center is aimed at developing the following methods and procedures in nine domains of artificial intelligence from an applied perspective.

Automatisches Lernen
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Automated Learning covers a large area starting with the automation of feature detection and selection for given datasets as well as model search and optimization, continuing with their automated evaluation, and ending with the adaptive adjustment of models through training data and system feedback.


Erfahrungsbasiertes Lernen
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Learning from Experience refers to methods whereby a system is able to optimize itself by interacting with its environment and evaluating the feedback it receives, or dynamically adjusting to changing environmental conditions. Examples include automatic generation of models for evaluation and optimization of business processes, transport flows, or control systems for robots in industrial production.

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Data-centric AI (DCAI) offers a new perspective on AI modeling that shifts the focus from model building to the curation of high-quality annotated training datasets, because in many AI projects, that is where the leverage for model performance lies. DCAI offers methods such as model-based annotation error detection, design of consistent multi-rater annotation systems for efficient data annotation, use of weak and semi-supervised learning methods to exploit unannotated data, and human-in-the-loop approaches to improve models and data.

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To ensure safe and appropriate adoption of artificial intelligence in fields such as medical decision-making and quality control in manufacturing, it is crucial that the machine learning model is comprehensible to its users. An essential factor in building transparency and trust is to understand the rationale behind the model's decision making and its predictions. The ADA Lovelace Center is conducting research on methods to create comprehensible and trustworthy AI systems in the competence pillar of Trustworthy AI, contributing to human-centered AI for users in business, academia, and society.

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Process-aware Learning is the link between process mining, the data-based analysis and modeling of processes, and machine learning. The focus is on predicting process flows, process metrics, and process anomalies. This is made possible by extracting process knowledge from event logs and transferring it into explainable prediction models. In this way, influencing factors can be identified and predictive process improvement options can be defined.

Mathematical optimization plays a crucial role in model-based decision support, providing planning solutions in areas as diverse as logistics, energy systems, mobility, finance, and building infrastructure, to name but a few examples. The Center is expanding its already extensive expertise in a number of promising areas, in particular real-time planning and control.

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The task of semantics is to describe data and data structures in a formally defined, standardized, consistent and unambiguous manner. For the purposes of Industry 4.0, numerous entities (such as sensors, products, machines, or transport systems) must be able to interpret the properties, capabilities or conditions of other entities in the value chain.

Tiny Machine Learning (TinyML) brings AI even to microcontrollers. It enables low-latency inference on edge devices that typically have only a few milliwatts of power consumption. To achieve this, Fraunhofer IIS is conducting research on multi-objective optimization for efficient design space exploration and advanced compression techniques. Furthermore, hierarchical and informed machine learning, efficient model architectures and genetic AI pipeline composition are explored in our research. We enable the intelligent products of our partners.

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Hardware-aware Machine Learning (HW-aware ML) focuses on algorithms, methods and tools to design, train and deploy HW-specific ML models. This includes a wide range of techniques to increase energy efficiency and robustness against HW faults, e.g. robust training for quantized DNN models using Quantization- and Fault-aware Training, and optimized mapping and deployment to specialized (e.g. neuromorphic) hardware. At Fraunhofer IIS, we complement this with extensive research in the field of Spiking Neural Network training, optimization, and deployment.

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Positioning and networks

In the research area "Positioning and networks" at Fraunhofer IIS, there is further research and application examples for the described competencies and methods.

What the ADA Lovelace Center offers you


The ADA Lovelace Center for Analytics, Data and Applications offers - together with its cooperation partners - continuing education programs around concepts, methods and concrete applications in the topic area of data analytics and AI.

Seminars with the following focus topics are offered: