Explaining Aviation Safety Incidents Using Deep Temporal Multiple Instance Learning

Although aviation accidents are rare, safety incidents occur more frequently and require a careful analysis to detect and mitigate risks in a timely manner. Analyzing safety incidents using operational data and producing event-based explanations is invaluable to airline companies as well as to governing organizations such as the Federal Aviation Administration (FAA) in the United States. However, this task is challenging because of the complexity involved in mining multi-dimensional heterogeneous time series data, the lack of time-step-wise annotation of events in a flight, and the lack of scalable tools to perform analysis over a large number of events. In this work, we propose a precursor mining algorithm that identifies events in the multidimensional time series that are correlated with the safety incident. Precursors are valuable to systems health and safety monitoring and in explaining and forecasting safety incidents. Current methods suffer from poor scalability to high dimensional time series data and are inefficient in capturing temporal behavior. We propose an approach by combining multiple-instance learning (MIL) and deep recurrent neural networks (DRNN) to take advantage of MIL's ability to learn using weakly supervised data and DRNN's ability to model temporal behavior. We describe the algorithm, the data, the intuition behind taking a MIL approach, and a comparative analysis of the proposed algorithm with baseline models. We also discuss the application to a real-world aviation safety problem using data from a commercial airline company and discuss the model's abilities and shortcomings, with some final remarks about possible deployment directions

Exploring Interpretable LSTM Neural Networks over Multi-Variable Data

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim to capture different dynamics in multi-variable time series and distinguish the contribution of variables to the prediction. With these variable-wise hidden states, a mixture attention mechanism is proposed to model the generative process of the target. Then we develop associated training methods to jointly learn network parameters, variable and temporal importance w.r.t the prediction of the target variable. Extensive experiments on real datasets demonstrate enhanced prediction performance by capturing the dynamics of different variables. Meanwhile, we evaluate the interpretation results both qualitatively and quantitatively. It exhibits the prospect as an end-to-end framework for both forecasting and knowledge extraction over multi-variable data.Comment: Accepted to International Conference on Machine Learning (ICML), 201

A Neural Stochastic Volatility Model

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time series analysis and prediction in finance. The model comprises a pair of complementary stochastic recurrent neural networks: the generative network models the joint distribution of the stochastic volatility process; the inference network approximates the conditional distribution of the latent variables given the observables. Our focus here is on the formulation of temporal dynamics of volatility over time under a stochastic recurrent neural network framework. Experiments on real-world stock price datasets demonstrate that the proposed model generates a better volatility estimation and prediction that outperforms mainstream methods, e.g., deterministic models such as GARCH and its variants, and stochastic models namely the MCMC-based model \emph{stochvol} as well as the Gaussian process volatility model \emph{GPVol}, on average negative log-likelihood