Sliced average variance estimation for multivariate time series

Supervised dimension reduction for time series is challenging as there may be temporal dependence between the response y and the predictors . Recently a time series version of sliced inverse regression, TSIR, was suggested, which applies approximate joint diagonalization of several supervised lagged covariance matrices to consider the temporal nature of the data. In this paper, we develop this concept further and propose a time series version of sliced average variance estimation, TSAVE. As both TSIR and TSAVE have their own advantages and disadvantages, we consider furthermore a hybrid version of TSIR and TSAVE. Based on examples and simulations we demonstrate and evaluate the differences between the three methods and show also that they are superior to apply their iid counterparts to when also using lagged values of the explaining variables as predictors

A review of second-order blind identification methods

Second-order source separation (SOS) is a data analysis tool which can be used for revealing hidden structures in multivariate time series data or as a tool for dimension reduction. Such methods are nowadays increasingly important as more and more high-dimensional multivariate time series data are measured in numerous fields of applied science. Dimension reduction is crucial, as modeling such high-dimensional data with multivariate time series models is often impractical as the number of parameters describing dependencies between the component time series is usually too high. SOS methods have their roots in the signal processing literature, where they were first used to separate source signals from an observed signal mixture. The SOS model assumes that the observed time series (signals) is a linear mixture of latent time series (sources) with uncorrelated components. The methods make use of the second-order statistics-hence the name "second-order source separation." In this review, we discuss the classical SOS methods and their extensions to more complex settings. An example illustrates how SOS can be performed.This article is categorized under:Statistical Models > Time Series ModelsStatistical and Graphical Methods of Data Analysis > Dimension ReductionData: Types and Structure > Time Series, Stochastic Processes, and Functional Dat

Computational Methods for Cognitive and Cooperative Robotics

In the last decades design methods in control engineering made substantial progress in the areas of robotics and computer animation. Nowadays these methods incorporate the newest developments in machine learning and artificial intelligence. But the problems of flexible and online-adaptive combinations of motor behaviors remain challenging for human-like animations and for humanoid robotics. In this context, biologically-motivated methods for the analysis and re-synthesis of human motor programs provide new insights in and models for the anticipatory motion synthesis. This thesis presents the author’s achievements in the areas of cognitive and developmental robotics, cooperative and humanoid robotics and intelligent and machine learning methods in computer graphics. The first part of the thesis in the chapter “Goal-directed Imitation for Robots” considers imitation learning in cognitive and developmental robotics. The work presented here details the author’s progress in the development of hierarchical motion recognition and planning inspired by recent discoveries of the functions of mirror-neuron cortical circuits in primates. The overall architecture is capable of ‘learning for imitation’ and ‘learning by imitation’. The complete system includes a low-level real-time capable path planning subsystem for obstacle avoidance during arm reaching. The learning-based path planning subsystem is universal for all types of anthropomorphic robot arms, and is capable of knowledge transfer at the level of individual motor acts. Next, the problems of learning and synthesis of motor synergies, the spatial and spatio-temporal combinations of motor features in sequential multi-action behavior, and the problems of task-related action transitions are considered in the second part of the thesis “Kinematic Motion Synthesis for Computer Graphics and Robotics”. In this part, a new approach of modeling complex full-body human actions by mixtures of time-shift invariant motor primitives in presented. The online-capable full-body motion generation architecture based on dynamic movement primitives driving the time-shift invariant motor synergies was implemented as an online-reactive adaptive motion synthesis for computer graphics and robotics applications. The last chapter of the thesis entitled “Contraction Theory and Self-organized Scenarios in Computer Graphics and Robotics” is dedicated to optimal control strategies in multi-agent scenarios of large crowds of agents expressing highly nonlinear behaviors. This last part presents new mathematical tools for stability analysis and synthesis of multi-agent cooperative scenarios.In den letzten Jahrzehnten hat die Forschung in den Bereichen der Steuerung und Regelung komplexer Systeme erhebliche Fortschritte gemacht, insbesondere in den Bereichen Robotik und Computeranimation. Die Entwicklung solcher Systeme verwendet heutzutage neueste Methoden und Entwicklungen im Bereich des maschinellen Lernens und der künstlichen Intelligenz. Die flexible und echtzeitfähige Kombination von motorischen Verhaltensweisen ist eine wesentliche Herausforderung für die Generierung menschenähnlicher Animationen und in der humanoiden Robotik. In diesem Zusammenhang liefern biologisch motivierte Methoden zur Analyse und Resynthese menschlicher motorischer Programme neue Erkenntnisse und Modelle für die antizipatorische Bewegungssynthese. Diese Dissertation präsentiert die Ergebnisse der Arbeiten des Autors im Gebiet der kognitiven und Entwicklungsrobotik, kooperativer und humanoider Robotersysteme sowie intelligenter und maschineller Lernmethoden in der Computergrafik. Der erste Teil der Dissertation im Kapitel “Zielgerichtete Nachahmung für Roboter” behandelt das Imitationslernen in der kognitiven und Entwicklungsrobotik. Die vorgestellten Arbeiten beschreiben neue Methoden für die hierarchische Bewegungserkennung und -planung, die durch Erkenntnisse zur Funktion der kortikalen Spiegelneuronen-Schaltkreise bei Primaten inspiriert wurden. Die entwickelte Architektur ist in der Lage, ‘durch Imitation zu lernen’ und ‘zu lernen zu imitieren’. Das komplette entwickelte System enthält ein echtzeitfähiges Pfadplanungssubsystem zur Hindernisvermeidung während der Durchführung von Armbewegungen. Das lernbasierte Pfadplanungssubsystem ist universell und für alle Arten von anthropomorphen Roboterarmen in der Lage, Wissen auf der Ebene einzelner motorischer Handlungen zu übertragen. Im zweiten Teil der Arbeit “Kinematische Bewegungssynthese für Computergrafik und Robotik” werden die Probleme des Lernens und der Synthese motorischer Synergien, d.h. von räumlichen und räumlich-zeitlichen Kombinationen motorischer Bewegungselemente bei Bewegungssequenzen und bei aufgabenbezogenen Handlungs übergängen behandelt. Es wird ein neuer Ansatz zur Modellierung komplexer menschlicher Ganzkörperaktionen durch Mischungen von zeitverschiebungsinvarianten Motorprimitiven vorgestellt. Zudem wurde ein online-fähiger Synthesealgorithmus für Ganzköperbewegungen entwickelt, der auf dynamischen Bewegungsprimitiven basiert, die wiederum auf der Basis der gelernten verschiebungsinvarianten Primitive konstruiert werden. Dieser Algorithmus wurde für verschiedene Probleme der Bewegungssynthese für die Computergrafik- und Roboteranwendungen implementiert. Das letzte Kapitel der Dissertation mit dem Titel “Kontraktionstheorie und selbstorganisierte Szenarien in der Computergrafik und Robotik” widmet sich optimalen Kontrollstrategien in Multi-Agenten-Szenarien, wobei die Agenten durch eine hochgradig nichtlineare Kinematik gekennzeichnet sind. Dieser letzte Teil präsentiert neue mathematische Werkzeuge für die Stabilitätsanalyse und Synthese von kooperativen Multi-Agenten-Szenarien

On the use of joint diagonalization in blind signal processing

Blind source separation (BSS) tries to decompose a given multivariate data set into the product of a mixing matrix and a source vector, both of which are unknown. The sources can be recovered if we pose additional constraints to this model. One class of BSS algorithms is given by algebraic BSS, which recovers the mixing structure by jointly diagonalizing various source condition matrices corresponding to different source models. We review classical BSS algorithms such as FOBI, JADE, AMUSE, SOBI, TDSEP and SONS within this framework; combination of the respective source conditions can then yield additional algorithms as implemented e.g. by JADETD. Extensions to dependent component analysis models such as spatiotemporal or multidimensional BSS are discussed