A New Ensemble Learning Method for Temporal Pattern Identification

AbstractIn this paper we present a method for identification of temporal patterns predictive of significant events in a dynamic data system. A new hybrid model using Reconstructed Phase Space (MRPS) and Hidden Markov Model (HMM) is applied to identify temporal patterns. This method constructs phase space embedding by using individual embedding of each variable sequences. We also employ Hidden Markov Models (HMM) to the multivariate sequence data to categorize multi-dimensional data into three states, e.g. normal, patterns and events. A support vector machine optimization method is used to search an optimal classifier to identify temporal patterns that are predictive of future events. We performed two experimental applications using chaotic time series and natural gas usage series related to the natural gas usage forecasting problem. Experiments show that the new method significantly outperforms the original RPS framework and neural network method

Hyper-Spectral Image Analysis with Partially-Latent Regression and Spatial Markov Dependencies

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between physical parameters and spectra has been established in a data-driven fashion, the learned relationship can be used to estimate physical parameters for new hyper-spectral observations. Within this framework, we propose a spatially-constrained and partially-latent regression method which maps high-dimensional inputs (hyper-spectral images) onto low-dimensional responses (physical parameters such as the local chemical composition of the soil). The proposed regression model comprises two key features. Firstly, it combines a Gaussian mixture of locally-linear mappings (GLLiM) with a partially-latent response model. While the former makes high-dimensional regression tractable, the latter enables to deal with physical parameters that cannot be observed or, more generally, with data contaminated by experimental artifacts that cannot be explained with noise models. Secondly, spatial constraints are introduced in the model through a Markov random field (MRF) prior which provides a spatial structure to the Gaussian-mixture hidden variables. Experiments conducted on a database composed of remotely sensed observations collected from the Mars planet by the Mars Express orbiter demonstrate the effectiveness of the proposed model.Comment: 12 pages, 4 figures, 3 table

The Mathematics of Phylogenomics

The grand challenges in biology today are being shaped by powerful high-throughput technologies that have revealed the genomes of many organisms, global expression patterns of genes and detailed information about variation within populations. We are therefore able to ask, for the first time, fundamental questions about the evolution of genomes, the structure of genes and their regulation, and the connections between genotypes and phenotypes of individuals. The answers to these questions are all predicated on progress in a variety of computational, statistical, and mathematical fields. The rapid growth in the characterization of genomes has led to the advancement of a new discipline called Phylogenomics. This discipline results from the combination of two major fields in the life sciences: Genomics, i.e., the study of the function and structure of genes and genomes; and Molecular Phylogenetics, i.e., the study of the hierarchical evolutionary relationships among organisms and their genomes. The objective of this article is to offer mathematicians a first introduction to this emerging field, and to discuss specific mathematical problems and developments arising from phylogenomics.Comment: 41 pages, 4 figure

Modeling and Classifying Six-Dimensional Trajectories for Teleoperation Under a Time Delay

Within the context of teleoperating the JSC Robonaut humanoid robot under 2-10 second time delays, this paper explores the technical problem of modeling and classifying human motions represented as six-dimensional (position and orientation) trajectories. A dual path research agenda is reviewed which explored both deterministic approaches and stochastic approaches using Hidden Markov Models. Finally, recent results are shown from a new model which represents the fusion of these two research paths. Questions are also raised about the possibility of automatically generating autonomous actions by reusing the same predictive models of human behavior to be the source of autonomous control. This approach changes the role of teleoperation from being a stand-in for autonomy into the first data collection step for developing generative models capable of autonomous control of the robot

Binary hidden Markov models and varieties

The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly non-linear statistical models, and just as linear models are amenable to linear algebraic techniques, non-linear models are amenable to commutative algebra and algebraic geometry. This paper closely examines HMMs in which all the hidden random variables are binary. Its main contributions are (1) a birational parametrization for every such HMM, with an explicit inverse for recovering the hidden parameters in terms of observables, (2) a semialgebraic model membership test for every such HMM, and (3) minimal defining equations for the 4-node fully binary model, comprising 21 quadrics and 29 cubics, which were computed using Grobner bases in the cumulant coordinates of Sturmfels and Zwiernik. The new model parameters in (1) are rationally identifiable in the sense of Sullivant, Garcia-Puente, and Spielvogel, and each model's Zariski closure is therefore a rational projective variety of dimension 5. Grobner basis computations for the model and its graph are found to be considerably faster using these parameters. In the case of two hidden states, item (2) supersedes a previous algorithm of Schonhuth which is only generically defined, and the defining equations (3) yield new invariants for HMMs of all lengths $\geq 4$. Such invariants have been used successfully in model selection problems in phylogenetics, and one can hope for similar applications in the case of HMMs