Correlating sparse sensing for large-scale traffic speed estimation: A Laplacian-enhanced low-rank tensor kriging approach

Traffic speed is central to characterizing the fluidity of the road network. Many transportation applications rely on it, such as real-time navigation, dynamic route planning, and congestion management. Rapid advances in sensing and communication techniques make traffic speed detection easier than ever. However, due to sparse deployment of static sensors or low penetration of mobile sensors, speeds detected are incomplete and far from network-wide use. In addition, sensors are prone to error or missing data due to various kinds of reasons, speeds from these sensors can become highly noisy. These drawbacks call for effective techniques to recover credible estimates from the incomplete data. In this work, we first identify the issue as a spatiotemporal kriging problem and propose a Laplacian enhanced low-rank tensor completion (LETC) framework featuring both lowrankness and multi-dimensional correlations for large-scale traffic speed kriging under limited observations. To be specific, three types of speed correlation including temporal continuity, temporal periodicity, and spatial proximity are carefully chosen and simultaneously modeled by three different forms of graph Laplacian, named temporal graph Fourier transform, generalized temporal consistency regularization, and diffusion graph regularization. We then design an efficient solution algorithm via several effective numeric techniques to scale up the proposed model to network-wide kriging. By performing experiments on two public million-level traffic speed datasets, we finally draw the conclusion and find our proposed LETC achieves the state-of-the-art kriging performance even under low observation rates, while at the same time saving more than half computing time compared with baseline methods. Some insights into spatiotemporal traffic data modeling and kriging at the network level are provided as well

AI-enabled modeling and monitoring of data-rich advanced manufacturing systems

The infrastructure of cyber-physical systems (CPS) is based on a meta-concept of cybermanufacturing systems (CMS) that synchronizes the Industrial Internet of Things (IIoTs), Cloud Computing, Industrial Control Systems (ICSs), and Big Data analytics in manufacturing operations. Artificial Intelligence (AI) can be incorporated to make intelligent decisions in the day-to-day operations of CMS. Cyberattack spaces in AI-based cybermanufacturing operations pose significant challenges, including unauthorized modification of systems, loss of historical data, destructive malware, software malfunctioning, etc. However, a cybersecurity framework can be implemented to prevent unauthorized access, theft, damage, or other harmful attacks on electronic equipment, networks, and sensitive data. The five main cybersecurity framework steps are divided into procedures and countermeasure efforts, including identifying, protecting, detecting, responding, and recovering. Given the major challenges in AI-enabled cybermanufacturing systems, three research objectives are proposed in this dissertation by incorporating cybersecurity frameworks. The first research aims to detect the in-situ additive manufacturing (AM) process authentication problem using high-volume video streaming data. A side-channel monitoring approach based on an in-situ optical imaging system is established, and a tensor-based layer-wise texture descriptor is constructed to describe the observed printing path. Subsequently, multilinear principal component analysis (MPCA) is leveraged to reduce the dimension of the tensor-based texture descriptor, and low-dimensional features can be extracted for detecting attack-induced alterations. The second research work seeks to address the high-volume data stream problems in multi-channel sensor fusion for diverse bearing fault diagnosis. This second approach proposes a new multi-channel sensor fusion method by integrating acoustics and vibration signals with different sampling rates and limited training data. The frequency-domain tensor is decomposed by MPCA, resulting in low-dimensional process features for diverse bearing fault diagnosis by incorporating a Neural Network classifier. By linking the second proposed method, the third research endeavor is aligned to recovery systems of multi-channel sensing signals when a substantial amount of missing data exists due to sensor malfunction or transmission issues. This study has leveraged a fully Bayesian CANDECOMP/PARAFAC (FBCP) factorization method that enables to capture of multi-linear interaction (channels × signals) among latent factors of sensor signals and imputes missing entries based on observed signals

Estimation of Missing Data in Intelligent Transportation System

Missing data is a challenge in many applications, including intelligent transportation systems (ITS). In this paper, we study traffic speed and travel time estimations in ITS, where portions of the collected data are missing due to sensor instability and communication errors at collection points. These practical issues can be remediated by missing data analysis, which are mainly categorized as either statistical or machine learning(ML)-based approaches. Statistical methods require the prior probability distribution of the data which is unknown in our application. Therefore, we focus on an ML-based approach, Multi-Directional Recurrent Neural Network (M-RNN). M-RNN utilizes both temporal and spatial characteristics of the data. We evaluate the effectiveness of this approach on a TomTom dataset containing spatio-temporal measurements of average vehicle speed and travel time in the Greater Toronto Area (GTA). We evaluate the method under various conditions, where the results demonstrate that M-RNN outperforms existing solutions,e.g., spline interpolation and matrix completion, by up to 58% decreases in Root Mean Square Error (RMSE).Comment: presented at the 2020 92nd IEEE conference on vehicular technology, 18 Nov.-16 Dec 2020 6 pages, 5 figures, 2 table

Representation learning in finance

Finance studies often employ heterogeneous datasets from different sources with different structures and frequencies. Some data are noisy, sparse, and unbalanced with missing values; some are unstructured, containing text or networks. Traditional techniques often struggle to combine and effectively extract information from these datasets. This work explores representation learning as a proven machine learning technique in learning informative embedding from complex, noisy, and dynamic financial data. This dissertation proposes novel factorization algorithms and network modeling techniques to learn the local and global representation of data in two specific financial applications: analysts’ earnings forecasts and asset pricing. Financial analysts’ earnings forecast is one of the most critical inputs for security valuation and investment decisions. However, it is challenging to fully utilize this type of data due to the missing values. This work proposes one matrix-based algorithm, “Coupled Matrix Factorization,” and one tensor-based algorithm, “Nonlinear Tensor Coupling and Completion Framework,” to impute missing values in analysts’ earnings forecasts and then use the imputed data to predict firms’ future earnings. Experimental analysis shows that missing value imputation and representation learning by coupled matrix/tensor factorization from the observed entries improve the accuracy of firm earnings prediction. The results confirm that representing financial time-series in their natural third-order tensor form improves the latent representation of the data. It learns high-quality embedding by overcoming information loss of flattening data in spatial or temporal dimensions. Traditional asset pricing models focus on linear relationships among asset pricing factors and often ignore nonlinear interaction among firms and factors. This dissertation formulates novel methods to identify nonlinear asset pricing factors and develops asset pricing models that capture global and local properties of data. First, this work proposes an artificial neural network “auto enco der” based model to capture the latent asset pricing factors from the global representation of an equity index. It also shows that autoencoder effectively identifies communal and non-communal assets in an index to facilitate portfolio optimization. Second, the global representation is augmented by propagating information from local communities, where the network determines the strength of this information propagation. Based on the Laplacian spectrum of the equity market network, a network factor “Z-score” is proposed to facilitate pertinent information propagation and capture dynamic changes in network structures. Finally, a “Dynamic Graph Learning Framework for Asset Pricing” is proposed to combine both global and local representations of data into one end-to-end asset pricing model. Using graph attention mechanism and information diffusion function, the proposed model learns new connections for implicit networks and refines connections of explicit networks. Experimental analysis shows that the proposed model incorporates information from negative and positive connections, captures the network evolution of the equity market over time, and outperforms other state-of-the-art asset pricing and predictive machine learning models in stock return prediction. In a broader context, this is a pioneering work in FinTech, particularly in understanding complex financial market structures and developing explainable artificial intelligence models for finance applications. This work effectively demonstrates the application of machine learning to model financial networks, capture nonlinear interactions on data, and provide investors with powerful data-driven techniques for informed decision-making

Tensor Learning for Recovering Missing Information: Algorithms and Applications on Social Media

Real-time social systems like Facebook, Twitter, and Snapchat have been growing rapidly, producing exabytes of data in different views or aspects. Coupled with more and more GPS-enabled sharing of videos, images, blogs, and tweets that provide valuable information regarding “who”, “where”, “when” and “what”, these real-time human sensor data promise new research opportunities to uncover models of user behavior, mobility, and information sharing. These real-time dynamics in social systems usually come in multiple aspects, which are able to help better understand the social interactions of the underlying network. However, these multi-aspect datasets are often raw and incomplete owing to various unpredictable or unavoidable reasons; for instance, API limitations and data sampling policies can lead to an incomplete (and often biased) perspective on these multi-aspect datasets. This missing data could raise serious concerns such as biased estimations on structural properties of the network and properties of information cascades in social networks. In order to recover missing values or information in social systems, we identify “4S” challenges: extreme sparsity of the observed multi-aspect datasets, adoption of rich side information that is able to describe the similarities of entities, generation of robust models rather than limiting them on specific applications, and scalability of models to handle real large-scale datasets (billions of observed entries). With these challenges in mind, this dissertation aims to develop scalable and interpretable tensor-based frameworks, algorithms and methods for recovering missing information on social media. In particular, this dissertation research makes four unique contributions: _ The first research contribution of this dissertation research is to propose a scalable framework based on low-rank tensor learning in the presence of incomplete information. Concretely, we formally define the problem of recovering the spatio-temporal dynamics of online memes and tackle this problem by proposing a novel tensor-based factorization approach based on the alternative direction method of multipliers (ADMM) with the integration of the latent relationships derived from contextual information among locations, memes, and times. _ The second research contribution of this dissertation research is to evaluate the generalization of the proposed tensor learning framework and extend it to the recommendation problem. In particular, we develop a novel tensor-based approach to solve the personalized expert recommendation by integrating both the latent relationships between homogeneous entities (e.g., users and users, experts and experts) and the relationships between heterogeneous entities (e.g., users and experts, topics and experts) from the geo-spatial, topical, and social contexts. _ The third research contribution of this dissertation research is to extend the proposed tensor learning framework to the user topical profiling problem. Specifically, we propose a tensor-based contextual regularization model embedded into a matrix factorization framework, which leverages the social, textual, and behavioral contexts across users, in order to overcome identified challenges. _ The fourth research contribution of this dissertation research is to scale up the proposed tensor learning framework to be capable of handling real large-scale datasets that are too big to fit in the main memory of a single machine. Particularly, we propose a novel distributed tensor completion algorithm with the trace-based regularization of the auxiliary information based on ADMM under the proposed tensor learning framework, which is designed to scale up to real large-scale tensors (e.g., billions of entries) by efficiently computing auxiliary variables, minimizing intermediate data, and reducing the workload of updating new tensors

Tensor Learning for Recovering Missing Information: Algorithms and Applications on Social Media

Real-time social systems like Facebook, Twitter, and Snapchat have been growing rapidly, producing exabytes of data in different views or aspects. Coupled with more and more GPS-enabled sharing of videos, images, blogs, and tweets that provide valuable information regarding “who”, “where”, “when” and “what”, these real-time human sensor data promise new research opportunities to uncover models of user behavior, mobility, and information sharing. These real-time dynamics in social systems usually come in multiple aspects, which are able to help better understand the social interactions of the underlying network. However, these multi-aspect datasets are often raw and incomplete owing to various unpredictable or unavoidable reasons; for instance, API limitations and data sampling policies can lead to an incomplete (and often biased) perspective on these multi-aspect datasets. This missing data could raise serious concerns such as biased estimations on structural properties of the network and properties of information cascades in social networks. In order to recover missing values or information in social systems, we identify “4S” challenges: extreme sparsity of the observed multi-aspect datasets, adoption of rich side information that is able to describe the similarities of entities, generation of robust models rather than limiting them on specific applications, and scalability of models to handle real large-scale datasets (billions of observed entries). With these challenges in mind, this dissertation aims to develop scalable and interpretable tensor-based frameworks, algorithms and methods for recovering missing information on social media. In particular, this dissertation research makes four unique contributions: _ The first research contribution of this dissertation research is to propose a scalable framework based on low-rank tensor learning in the presence of incomplete information. Concretely, we formally define the problem of recovering the spatio-temporal dynamics of online memes and tackle this problem by proposing a novel tensor-based factorization approach based on the alternative direction method of multipliers (ADMM) with the integration of the latent relationships derived from contextual information among locations, memes, and times. _ The second research contribution of this dissertation research is to evaluate the generalization of the proposed tensor learning framework and extend it to the recommendation problem. In particular, we develop a novel tensor-based approach to solve the personalized expert recommendation by integrating both the latent relationships between homogeneous entities (e.g., users and users, experts and experts) and the relationships between heterogeneous entities (e.g., users and experts, topics and experts) from the geo-spatial, topical, and social contexts. _ The third research contribution of this dissertation research is to extend the proposed tensor learning framework to the user topical profiling problem. Specifically, we propose a tensor-based contextual regularization model embedded into a matrix factorization framework, which leverages the social, textual, and behavioral contexts across users, in order to overcome identified challenges. _ The fourth research contribution of this dissertation research is to scale up the proposed tensor learning framework to be capable of handling real large-scale datasets that are too big to fit in the main memory of a single machine. Particularly, we propose a novel distributed tensor completion algorithm with the trace-based regularization of the auxiliary information based on ADMM under the proposed tensor learning framework, which is designed to scale up to real large-scale tensors (e.g., billions of entries) by efficiently computing auxiliary variables, minimizing intermediate data, and reducing the workload of updating new tensors