320,623 research outputs found
Adversarial Unsupervised Representation Learning for Activity Time-Series
Sufficient physical activity and restful sleep play a major role in the
prevention and cure of many chronic conditions. Being able to proactively
screen and monitor such chronic conditions would be a big step forward for
overall health. The rapid increase in the popularity of wearable devices
provides a significant new source, making it possible to track the user's
lifestyle real-time. In this paper, we propose a novel unsupervised
representation learning technique called activity2vec that learns and
"summarizes" the discrete-valued activity time-series. It learns the
representations with three components: (i) the co-occurrence and magnitude of
the activity levels in a time-segment, (ii) neighboring context of the
time-segment, and (iii) promoting subject-invariance with adversarial training.
We evaluate our method on four disorder prediction tasks using linear
classifiers. Empirical evaluation demonstrates that our proposed method scales
and performs better than many strong baselines. The adversarial regime helps
improve the generalizability of our representations by promoting subject
invariant features. We also show that using the representations at the level of
a day works the best since human activity is structured in terms of daily
routinesComment: Accepted at AAAI'19. arXiv admin note: text overlap with
arXiv:1712.0952
IDENTIFICATION OF COVER SONGS USING INFORMATION THEORETIC MEASURES OF SIMILARITY
13 pages, 5 figures, 4 tables. v3: Accepted version13 pages, 5 figures, 4 tables. v3: Accepted version13 pages, 5 figures, 4 tables. v3: Accepted versio
Verification tools for probabilistic forecasts of continuous hydrological variables
In the present paper we describe some methods for verifying and evaluating probabilistic forecasts of hydrological variables. We propose an extension to continuous-valued variables of a verification method originated in the meteorological literature for the analysis of binary variables, and based on the use of a suitable cost-loss function to evaluate the quality of the forecasts. We find that this procedure is useful and reliable when it is complemented with other verification tools, borrowed from the economic literature, which are addressed to verify the statistical correctness of the probabilistic forecast. We illustrate our findings with a detailed application to the evaluation of probabilistic and deterministic forecasts of hourly discharge value
A Functional Wavelet-Kernel Approach for Continuous-time Prediction
We consider the prediction problem of a continuous-time stochastic process on
an entire time-interval in terms of its recent past. The approach we adopt is
based on functional kernel nonparametric regression estimation techniques where
observations are segments of the observed process considered as curves. These
curves are assumed to lie within a space of possibly inhomogeneous functions,
and the discretized times series dataset consists of a relatively small,
compared to the number of segments, number of measurements made at regular
times. We thus consider only the case where an asymptotically non-increasing
number of measurements is available for each portion of the times series. We
estimate conditional expectations using appropriate wavelet decompositions of
the segmented sample paths. A notion of similarity, based on wavelet
decompositions, is used in order to calibrate the prediction. Asymptotic
properties when the number of segments grows to infinity are investigated under
mild conditions, and a nonparametric resampling procedure is used to generate,
in a flexible way, valid asymptotic pointwise confidence intervals for the
predicted trajectories. We illustrate the usefulness of the proposed functional
wavelet-kernel methodology in finite sample situations by means of three
real-life datasets that were collected from different arenas
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