In many real-world applications today, it is critical to continuously record and monitor certain machine or system health indicators to discover malfunctions or other abnormal behavior at an early... Show moreIn many real-world applications today, it is critical to continuously record and monitor certain machine or system health indicators to discover malfunctions or other abnormal behavior at an early stage and prevent potential harm. The demand for such reliable monitoring systems is expected to increase in the coming years. Particularly in the industrial context, in the course of ongoing digitization, it is becoming increasingly important to analyze growing volumes of data in an automated manner using state-of-the-art algorithms. In many practical applications, one has to deal with temporal data in the form of data streams or time series. The problem of detecting unusual (or anomalous) behavior in time series is commonly referred to as time series anomaly detection. Anomalies are events observed in the data that do not conform to the normal or expected behavior when viewed in their temporal context.This thesis focuses on unsupervised machine learning algorithms for anomaly detection in time series. In an unsupervised learning setup, a model attempts to learn the normal behavior in a time series — which might already be contaminated with anomalies — without any external assistance. The model can then use its learned notion of normality to detect anomalous events. Show less
It is a common technique in global optimization with expensive black-box functions to learn a surrogate-model of the response function from past evaluations and use it to decide on the location of... Show moreIt is a common technique in global optimization with expensive black-box functions to learn a surrogate-model of the response function from past evaluations and use it to decide on the location of future evaluations.In surrogate-model-assisted optimization, selecting the right modeling technique without preliminary knowledge about the objective function can be challenging. It might be beneficial if the algorithm trains many different surrogate models and selects the model with the smallest training error. This approach is known as model selection.In this thesis, a generalization of this approach is developed. Instead of choosing a single model, the optimal convex combinations of model predictions is used to combine surrogate models into one more accurate ensemble surrogate model.This approach is studied in a fundamental way, by first evaluating minimalistic ensembles of only two surrogate models in detail and then proceeding to ensembles with more surrogate models.Finally, the approach is adopted and evaluated in the context of sequential parameter optimization. Besides discussing the general strategy, the optimal frequency of learning the convex combination of weights is investigated.The results provide insights into the performance, scalability, and robustness of the approach. Show less
A P300-based Brain Computer Interface character speller, also known as P300 speller, has been an important communication pathway, under extensive research, for people who lose motor ability, such... Show moreA P300-based Brain Computer Interface character speller, also known as P300 speller, has been an important communication pathway, under extensive research, for people who lose motor ability, such as patients with Amyotrophic Lateral Sclerosis or spinal-cord injury because a P300 speller allows human-beings to directly spell characters using eye-gazes, thereby building communication between the human brain and a computer. Unfortunately, P300 spellers are still not used in human’s daily life and remain in an experimental stage at research labs. The reason for this situation is that the performance and the efficiency of current P300 spellers are unacceptably low for BCI users in their daily life. Therefore, in this thesis, we have focused our attention on developing high performance and efficient P300 spellers in order to bring P300 spellers into practical use. More specifically, in order to increase the performance of a P300 speller, we have developed methods to increase the character spelling accuracy and the Information Transfer Rate. In order to improve the efficiency of a P300 speller, we have developed methods to reduce the number of sensors needed to acquire EEG signals as well as to reduce the complexity of the classifier used in a P300 speller without losing the performance. Show less
Mining time series is a machine learning subfield that focuses on a particular data structure, where variables are measured over (short or long) periods of time. In this thesis we focus on... Show moreMining time series is a machine learning subfield that focuses on a particular data structure, where variables are measured over (short or long) periods of time. In this thesis we focus on multivariate time series, with multiple vari- ables measured over the same period of time. In most cases, such variables are collected at different sampling rates. When combined, these variables can be explored with machine learning methods for multiple purposes.Firstly, we consider the possibility of unsupervised learning. In this case, we propose a pattern recognition method that discovers subsets of variables that show consistent behavior in a number of shared time segments. Fur- thermore, when in a supervised setting, given a dependent variable (target),we propose a method that aggregates independent variables into meaningful features.Additionally to the methods above, we provide two tools in the form of Software as a Service, where users without programming background can intuitively follow the learning and testing methodologies for both methods.Finally, we present an applied study of machine learning to improve speed skating athletes performance. Here, we make a deep analysis of historical data, in order to help optimize performance results. Show less
Many databases do not consist of a single table of fixed dimensions, but of objects that are related to each other: the databases are relational, or structured. We study the discovery of patterns... Show moreMany databases do not consist of a single table of fixed dimensions, but of objects that are related to each other: the databases are relational, or structured. We study the discovery of patterns in such data. In our approach, a data analyst specifies constraints on patterns that she believes to be of interest, and the computer searches for patterns that satisfy these constraints. An important constraint on which we focus, is the constraint that a pattern should have a significant number of occurrences in the data. Constraints like this allow the search to be performed reasonably efficiently. We develop algorithms for searching ppatterns taht are represented in formal first order logic, tree data structures and graph data structures. We perform experiments in which these algorithms, and algorithms proposed by other researchers, are compared with each other, and study which properties determine the efficiency of the algorithms. As a result, we are able to develop more efficient algorithms. As application we study the discovery of fragments in molecular datasets. The aim is to discover fragments that relate the structure of molecules to their activity. Show less
