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
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
