Patrick Siarry

Jiang You, Arben Cela, René Natowicz et al.

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics such as delay time and horizons of anomalies, which generally require extensive post-analysis. This paper introduces a novel approach for time series anomaly prediction, incorporating temporal information directly into the prediction results. We propose a new dataset specifically designed to evaluate this approach and conduct comprehensive experiments using several state-of-the-art methods. Our results demonstrate the efficacy of our approach in providing timely and accurate anomaly predictions, setting a new benchmark for future research in this field.

Jiang You, Arben Cela, René Natowicz et al.

Time series forecasting task predicts future trends based on historical information. Transformer-based U-Net architectures, despite their success in medical image segmentation, have limitations in both expressiveness and computation efficiency in time series forecasting as evidenced in YFormer. To tackle these challenges, we introduce Kernel-U-Net, a flexible and kernel-customizable U-shape neural network architecture. The kernel-U-Net encoder compresses the input series into latent vectors, and its symmetric decoder subsequently expands these vectors into output series. Specifically, Kernel-U-Net separates the procedure of partitioning input time series into patches from kernel manipulation, thereby providing the convenience of customized executing kernels. Our method offers two primary advantages: 1) Flexibility in kernel customization to adapt to specific datasets; and 2) Enhanced computational efficiency, with the complexity of the Transformer layer reduced to linear. Experiments on seven real-world datasets, demonstrate that Kernel-U-Net's performance either exceeds or meets that of the existing state-of-the-art model in the majority of cases in channel-independent settings. The source code for Kernel-U-Net will be made publicly available for further research and application.

Jiang You, Arben Cela, René Natowicz et al.

Forecasting multivariate time series is a computationally intensive task challenged by extreme or redundant samples. Recent resampling methods aim to increase training efficiency by reweighting samples based on their running losses. However, these methods do not solve the problems caused by heavy-tailed distribution losses, such as overfitting to outliers. To tackle these issues, we introduce a novel approach: a Gaussian loss-weighted sampler that multiplies their running losses with a Gaussian distribution weight. It reduces the probability of selecting samples with very low or very high losses while favoring those close to average losses. As it creates a weighted loss distribution that is not heavy-tailed theoretically, there are several advantages to highlight compared to existing methods: 1) it relieves the inefficiency in learning redundant easy samples and overfitting to outliers, 2) It improves training efficiency by preferentially learning samples close to the average loss. Application on real-world time series forecasting datasets demonstrate improvements in prediction quality for 1%-4% using mean square error measurements in channel-independent settings. The code will be available online after 1 the review.

Asma Baghdadi, Yassine Aribi, Rahma Fourati et al.

Anxiety affects human capabilities and behavior as much as it affects productivity and quality of life. It can be considered as the main cause of depression and suicide. Anxious states are easily detectable by humans due to their acquired cognition, humans interpret the interlocutor's tone of speech, gesture, facial expressions and recognize their mental state. There is a need for non-invasive reliable techniques that performs the complex task of anxiety detection. In this paper, we present DASPS database containing recorded Electroencephalogram (EEG) signals of 23 participants during anxiety elicitation by means of face-to-face psychological stimuli. EEG signals were captured with Emotiv Epoc headset as it's a wireless wearable low-cost equipment. In our study, we investigate the impact of different parameters, notably: trial duration, feature type, feature combination and anxiety levels number. Our findings showed that anxiety is well elicited in 1 second. For instance, stacked sparse autoencoder with different type of features achieves 83.50% and 74.60% for 2 and 4 anxiety levels detection, respectively. The presented results prove the benefits of the use of a low-cost EEG headset instead of medical non-wireless devices and create a starting point for new researches in the field of anxiety detection.