SYSTEMS AND METHODS FOR MODEL-BASED TIME SERIES ANALYSIS
A system for detecting an event is provided. The system includes a computing device including at least one processor in communication with at least one memory device. The at least one processor is programmed to execute a model for analyzing a time series of data, receive a labeled time series of data including a plurality of variables at a plurality of points in time, analyze the labeled time series of data, generate a causal graph of an event based on the analysis, calculate a predicted value for one or more variables of the plurality of variables at a specific point in time, compare the predicted value to an observed value for the one or more variables, and adjust the model based on the comparison.
1 . A system comprising:
a computing device comprising at least one processor in communication with at least one memory device, wherein the at least one processor is programmed to:
execute a model for analyzing a time series of data;
receive a labeled time series of data including a plurality of variables at a plurality of points in time;
analyze the labeled time series of data;
generate a causal graph of an event based on the analysis;
calculate a predicted value for one or more variables of the plurality of variables at a specific point in time;
compare the predicted value to an observed value for the one or more variables; and
adjust the model based on the comparison.
2 . The system of claim 1 , wherein the labeled time series of data includes at least one label and at least one event, and wherein the at least one label precedes the at least one event.
3 . The system of claim 1 , wherein the at least one processor is further programmed to generate a class for the label and the corresponding event.
4 . The system of claim 1 , wherein the at least one processor is further programmed to analyze the labeled time series of data with a plurality of Gated Recurrent Units (GRUs).
5 . The system of claim 4 , wherein the plurality of GRUs are modified to project data into a temporal embedding space.
6 . The system of claim 4 , wherein the plurality of GRUs include a plurality of layers of GRUs.
7 . The system of claim 6 , wherein the at least one processor is further programmed to utilize results from each layer of GRU to generate the causal graph.
8 . The system of claim 1 , wherein the at least one processor is further programmed to generate a plurality of linear combinations based on the causal graph and the labeled time series of data.
9 . The system of claim 1 , wherein the model is adjusted to detect the event based on the time series of data.
10 . The system of claim 1 , wherein the at least one processor is further programmed to:
receive a plurality of different labeled time series of data; and
adjust the model based on the analysis of each of the plurality of different labeled time series of data.
11 . A system comprising:
a computing device comprising at least one processor in communication with at least one memory device, wherein the at least one processor is programmed to:
execute a model for analyzing a time series of data, wherein the model includes a plurality of classes;
receive an unlabeled time series of data including a plurality of variables at a plurality of points in time;
analyze the unlabeled time series of data;
compare the analyzed data to the plurality of classes;
for each class of the plurality of classes, calculate a predicted value for one or more variables of the plurality of variables at a specific point in time;
compare the plurality of predicted values to an observed value for the one or more variables; and
assign a label to the time series of data based on the comparison.
12 . The system of claim 11 , wherein the unlabeled time series of data is based on sensor data of a device.
13 . The system of claim 11 , wherein the at least one processor is further programmed to adjust performance of a device associated with the time series of data based on the label.
14 . The system of claim 11 , wherein the at least one processor is further programmed to analyze the unlabeled time series of data with a plurality of Gated Recurrent Units (GRUs).
15 . The system of claim 14 , wherein the plurality of GRUs are modified to project data into temporal embedding space.
16 . The system of claim 14 , wherein the plurality of GRUs include a plurality of layers of GRUs.
17 . A method for detecting an event, the method implemented by a computing device including at least one processor in communication with at least one memory device, the method comprising:
executing a model for analyzing a time series of data, wherein the model includes a plurality of classes;
receiving an unlabeled time series of data including a plurality of variables at a plurality of points in time;
analyzing the unlabeled time series of data;
comparing the analyzed data to the plurality of classes;
for each class, calculating a predicted value for one or more variables of the plurality of variables at a specific point in time;
comparing the predicted value to an observed value for the one or more variables; and
assigning a label to the time series of data based on the comparison.
18 . The method of claim 17 , wherein the unlabeled time series of data is based on sensor data of a device, and wherein the method further comprises adjusting performance of a device associated with the time series of data based on the label.
19 . The method of claim 17 further comprising analyzing the unlabeled time series of data with a plurality of Gated Recurrent Units (GRUs), wherein the plurality of GRUs are modified to project data into temporal embedding space, and wherein the plurality of GRUs include a plurality of layers of GRUs.
20 . The method of claim 17 further comprising calculating the predicted value for each class of the plurality of classes, wherein each class is associated with a type of event and wherein the label is associated with the type of event detected.