Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting

This work proposes a novel approach for multiple time series forecasting. At first, multi-way delay embedding transform (MDT) is employed to represent time series as low-rank block Hankel tensors (BHT). Then, the higher-order tensors are projected to compressed core tensors by applying Tucker decomposition. At the same time, the generalized tensor Autoregressive Integrated Moving Average (ARIMA) is explicitly used on consecutive core tensors to predict future samples. In this manner, the proposed approach tactically incorporates the unique advantages of MDT tensorization (to exploit mutual correlations) and tensor ARIMA coupled with low-rank Tucker decomposition into a unified framework. This framework exploits the low-rank structure of block Hankel tensors in the embedded space and captures the intrinsic correlations among multiple TS, which thus can improve the forecasting results, especially for multiple short time series. Experiments conducted on three public datasets and two industrial datasets verify that the proposed BHT-ARIMA effectively improves forecasting accuracy and reduces computational cost compared with the state-of-the-art methods.Comment: Accepted by AAAI 202

Tensor representation-based transferability analytics and selective transfer learning of prognostic knowledge for remaining useful life prediction across machines

In recent years, deep transfer learning techniques have been successfully applied to solve RUL prediction across different working conditions. However, for RUL prediction across different machines in which the data distribution and fault evolution characteristics vary largely, the extraction and transition of prognostic knowledge become more challenging. Even if fault mode information can assist in the knowledge transfer, model bias will inevitably exist on the target machine with mixed or unknown faults. To address this issue from a transferability perspective, this paper proposes a novel selective transfer learning approach for RUL prediction across machines. First, the paper utilizes the tensor representation to construct the meta-degradation trend of each fault mode and evaluates the transferability of source domain data from fault mode and degradation characteristics through a new cross-machine transfer degree indicator (M-TDI). Second, a Long Short-Term Memory (LSTM)-based selective transfer strategy is proposed using the M-TDIs. The paper designs a training algorithm with an alternating optimization scheme to seek the optimal tensor decomposition and knowledge transfer effect. Theoretical analysis proves that the proposed approach significantly reduces the upper bound of prediction error. Furthermore, experimental results on three benchmark datasets prove the effectiveness of the proposed approach

Urban Mobility Analytics: Understanding, Inference and Forecasting

Transport systems are the backbones of social and economic activities, which promote industry development and accelerate the process of urbanization. However, the contradiction between the pursuit of travel quality and unbalanced/inadequate development needs the rational construction and operation of transport systems. Owing to the evolution of a massive amount of multi-source data from transport systems, urban mobility analytics, including understanding, inference, and forecasting, support the management and control of transport, which attracts great attention in the long term and becomes more essential in smart transport research. In this thesis, we focus on inferring passenger demographics and predicting passenger demand by understanding travel patterns based on deep spatial-temporal learning algorithms. We first review the latest state-of-the-art deep learning methods for traffic understanding and attributes inference, traffic forecasting, and demand forecasting to form an overview of the current research progress. Second, we introduce the study public transport dataset collected from the Greater Sydney area and analyze the distributions and similarities of multiple transport modes. Third, we study the investigation of spatial and temporal features in order to infer traveler attributes by proposing a deep-based network with two modules (i.e., a Product-based Spatial-Temporal Module and an Auto-Encoder-based Compression Module). In addition, we study providing confidence interval-based passenger demand forecasting by proposing Probabilistic Graph Convolution Model to help relevant authorities and institutions to better accommodate demand uncertainty/variability. Then, to explore the relations in multimodal transport to boost the demand prediction performance, we propose two deep-based networks for knowledge adaptation between different transport modes by data sharing and model sharing, respectively. Finally, we provide promising directions for future works and conclude the thesis