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Time Series Classification Based on Visualization of Recurrence Plots

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November 08, 2019

Time Series Classification Based on Visualization of Recurrence Plots

Lyudmyla Kirichenko and Petro Zinchenko

International Conference on Software Testing, Machine Learning and Complex Process Analysis (TMPA-2019)
7-9 November 2019, Tbilisi

Video: https://youtu.be/V5JYJmEzSog

TMPA Conference website https://tmpaconf.org/
TMPA Conference on Facebook https://www.facebook.com/groups/tmpaconf/

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November 08, 2019
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  1. Time series classification based on visualization of recurrence plots Lyudmyla

    Kirichenko, Petro Zinchenko Kharkiv National University of Radio Electronics, Kharkiv, Ukraine
  2. OUTLINE 1. TASK OF TIME SERIES CLASSIFICATION 2. CLASSIFICATION BY

    RECURRENCE PLOTS 3. DESCRIPTION OF THE EXPERIMENT 4. RESULTS OF CLASSIFICATION 5. APPLICATION TO DETECT DDOS ATTACKS 2
  3. TIME SERIES:CLASSIFICATION TASK 2000 4000 6000 8000 250 500 750

    1000 1250 1500 Medical and biological signals Financial time series Network traffic Geophysical signals 3
  4. 4 NORMAL MACHINE LEARNING CLASSIFICATION

  5. 5 The purpose of work is to conduct a comparative

    classification of noisy time series based on the visualization of recurrence plots PROPOSED MACHINE LEARNING CLASSIFICATION
  6. RECURRENCE PLOTS Time series Recurrence plot numbers of time series

    values numbers of time series values numbers of time series values
  7. RECURRENCE PLOTS Simple sinusoid realization

  8. Complex oscillating realizations RECURRENCE PLOTS

  9. RECURRENCE PLOTS Noise realizations

  10. 10 The convolutional neural network is a class of deep

    learning neural networks. CNNs represent a huge breakthrough in image recognition. They are most commonly used to analyze visual imagery EXPERIMENT
  11. EXPERIMENT 11 Python with libraries that implement machine learning methods

    was used. The training of models for each class was conducted on 200 (100 and 100 for every class) examples of time series and tested on 50 test cases. The classification was performed for time series with different lengths, the main attention was paid to the series of length 256 values. For each time series, recurrence plots were constructed that were the input of the neural network.
  12. EXPERIMENT: NEURAL NETWORK 12 The ReLU non-linearity is applied to

    the output of every convolutional and fully- connected layer. For training the network was used Adam is an adaptive learning rate optimization algorithm Our convolutional neural network
  13. INPUT DATA: TIME SERIES 13 Time realization is sum of

    a sinusoid and noise component: (t) (t) z(t) X Y   , where Y(t) is time series, z(t) – additive noise. As a value characterizing the ratio of signal to noise, the coefficient Snr was used [Y(t)]/ [z(t)] Snr S S  , where S is standard deviation.
  14. 14 The input time series were split into two classes.

    The first class consisted of sinus- oids, for which the frequencies varied in the range 2 f fR  , for the second class the frequency range was 2 f fR  . The frequency choice to the sine wave from the ranges 1 f fR  and 2 f fR  was carried out randomly. The values 1 f , 2 f , fR , and 1 2 Fdist f f   varied during the experiment. INPUT DATA: TIME SERIES
  15. 15 INPUT DATA: TIME SERIES 1st class 2nd class 1

    Snr  0.7 Snr  0.4 Snr 
  16. 16 INPUT DATA: RECURRENCE PLOTS

  17. 17 EXPERIMENT Example of part of sample recurrence plots

  18. 18 Noise level Snr Accuracy Number of epochs Without noise

    0.9999 8 1 0.992 10 0.7 0.967 14 0.6 0.945 17 0.5 0.778 24 0.4 0.66 29 EXPERIMENT: RESULTS
  19. 19 2 classes: normal traffic and attacked traffic Binary classification

    task: DDoS attacks detection
  20. 20 ( ) ( ) ( )* A A T

    t T t A t level   DATA: ATTACKED AND NORMAL TRAFFICS Attacked traffic is sum of normal traffic and attack:
  21. 21 RECURRENCE PLOTS of ATTACKED AND NORMAL TRAFFICS

  22. RESULTS 22 Attack level Accuracy 20% 0.84 30% 0.92 40%

    0.97 Dependence on attack level
  23. • Method for classifying time series based on the construction

    of recurrence plots using the simple architecture of a convolutional neural network have been investigated. • A comparative analysis of the classification of noisy time series was carried out. • The results showed that the considered method has a fairly high classification accuracy even with a large degree of noise. • The results of the work can be used for the classification of time series of stochastic type by machine learning methods. 23 CONCLUSION
  24. Thanks for your attention 24