PPGF: Probability Pattern-Guided Time Series Forecasting

Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical application data contain different internal mechanisms, resulting in a mixture of multiple patterns. That is, the model's ability to fit different patterns is different and generates different errors. In order to solve this problem, we propose an end-to-end framework, namely probability pattern-guided time series forecasting (PPGF). PPGF reformulates the TSF problem as a forecasting task guided by probabilistic pattern classification. Firstly, we propose the grouping strategy to approach forecasting problems as classification and alleviate the impact of data imbalance on classification. Secondly, we predict in the corresponding class interval to guarantee the consistency of classification and forecasting. In addition, True Class Probability (TCP) is introduced to pay more attention to the difficult samples to improve the classification accuracy. Detailedly, PPGF classifies the different patterns to determine which one the target value may belong to and estimates it accurately in the corresponding interval. To demonstrate the effectiveness of the proposed framework, we conduct extensive experiments on real-world datasets, and PPGF achieves significant performance improvements over several baseline methods. Furthermore, the effectiveness of TCP and the necessity of consistency between classification and forecasting are proved in the experiments. All data and codes are available online: https://github.com/syrGitHub/PPGF.

Anomaly Detection of UAV State Data Based on Single-class Triangular Global Alignment Kernel Extreme Learning Machine

Unmanned Aerial Vehicles (UAVs) are widely used and meet many demands in military and civilian fields. With the continuous enrichment and extensive expansion of application scenarios, the safety of UAVs is constantly being challenged. To address this challenge, we propose algorithms to detect anomalous data collected from drones to improve drone safety. We deployed a one-class kernel extreme learning machine (OCKELM) to detect anomalies in drone data. By default, OCKELM uses the radial basis (RBF) kernel function as the kernel function of the model. To improve the performance of OCKELM, we choose a Triangular Global Alignment Kernel (TGAK) instead of an RBF Kernel and introduce the Fast Independent Component Analysis (FastICA) algorithm to reconstruct UAV data. Based on the above improvements, we create a novel anomaly detection strategy FastICA-TGAK-OCELM. The method is finally validated on the UCI dataset and detected on the Aeronautical Laboratory Failures and Anomalies (ALFA) dataset. The experimental results show that compared with other methods, the accuracy of this method is improved by more than 30%, and point anomalies are effectively detected.