Lluis Mas-Ribas

Bikash Kharel, Emmanuel Fonseca, Charanjot Brar et al.

We present a deep learning approach to classify fast radio bursts (FRBs) based purely on morphology as encoded on recorded dynamic spectrum from CHIME/FRB Catalog 2. We implemented transfer learning with a pretrained ConvNext architecture, exploiting its powerful feature extraction ability. ConvNext was adapted to classify dedispersed dynamic spectra (which we treat as images) of the FRBs into one of the two sub-classes, i.e., repeater and non-repeater, based on their various temporal and spectral properties and relation between the sub-pulse structures. Additionally, we also used mathematical model representation of the total intensity data to interpret the deep learning model. Upon fine-tuning the pretrained ConvNext on the FRB spectrograms, we were able to achieve high classification metrics while substantially reducing training time and computing power as compared to training a deep learning model from scratch with random weights and biases without any feature extraction ability. Importantly, our results suggest that the morphological differences between CHIME repeating and non-repeating events persist in Catalog 2 and the deep learning model leveraged these differences for classification. The fine-tuned deep learning model can be used for inference, which enables us to predict whether an FRB's morphology resembles that of repeaters or non-repeaters. Such inferences may become increasingly significant when trained on larger data sets that will exist in the near future.

Håkon Hanisch Kjærnli, Lluis Mas-Ribas, Hans Jakob Håland et al.

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data, and machine learning models lack robustness in these settings. Robustness can be improved by using deep generative models or genetic algorithms to augment time series datasets, but these approaches lack interpretability and are computationally expensive. In this work, we develop an interpretable and simple framework for generating time series. Our method combines time-series decompositions with analytic functions, and is able to generate time series with characteristics matching both in- and out-of-distribution data. This approach allows users to generate new time series in an interpretable fashion, which can be used to augment the dataset and improve forecasting robustness. We demonstrate our framework through EXPRTS, a visual analytics tool designed for univariate time series forecasting models and datasets. Different visualizations of the data distribution, forecasting errors and single time series instances enable users to explore time series datasets, apply transformations, and evaluate forecasting model robustness across diverse scenarios. We show how our framework can generate meaningful OOD time series that improve model robustness, and we validate EXPRTS effectiveness and usability through three use-cases and a user study.