In-network Sparsity-regularized Rank Minimization: Algorithms and Applications

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming compressed sensing, matrix completion, and principal components pursuit. This paper develops algorithms for distributed sparsity-regularized rank minimization over networks, when the nuclear- and $\ell_1$-norm are used as surrogates to the rank and nonzero entry counts of the sought matrices, respectively. While nuclear-norm minimization has well-documented merits when centralized processing is viable, non-separability of the singular-value sum challenges its distributed minimization. To overcome this limitation, an alternative characterization of the nuclear norm is adopted which leads to a separable, yet non-convex cost minimized via the alternating-direction method of multipliers. The novel distributed iterations entail reduced-complexity per-node tasks, and affordable message passing among single-hop neighbors. Interestingly, upon convergence the distributed (non-convex) estimator provably attains the global optimum of its centralized counterpart, regardless of initialization. Several application domains are outlined to highlight the generality and impact of the proposed framework. These include unveiling traffic anomalies in backbone networks, predicting networkwide path latencies, and mapping the RF ambiance using wireless cognitive radios. Simulations with synthetic and real network data corroborate the convergence of the novel distributed algorithm, and its centralized performance guarantees.Comment: 30 pages, submitted for publication on the IEEE Trans. Signal Proces

Robustness of proxy-based climate field reconstruction methods

We present results from continued investigations into the fidelity of covariance-based climate field reconstruction (CFR) approaches used in proxy-based climate reconstruction. Our experiments employ synthetic “pseudoproxy” data derived from simulations of forced climate changes over the past millennium. Using networks of these pseudoproxy data, we investigate the sensitivity of CFR performance to signal-to-noise ratios, the noise spectrum, the spatial sampling of pseudoproxy locations, the statistical representation of predictors used, and the diagnostic used to quantify reconstruction skill. Our results reinforce previous conclusions that CFR methods, correctly implemented and applied to suitable networks of proxy data, should yield reliable reconstructions of past climate histories within estimated uncertainties. Our results also demonstrate the deleterious impact of a linear detrending procedure performed recently in certain CFR studies and illustrate flaws in some previously proposed metrics of reconstruction skill

Data based identification and prediction of nonlinear and complex dynamical systems

We thank Dr. R. Yang (formerly at ASU), Dr. R.-Q. Su (formerly at ASU), and Mr. Zhesi Shen for their contributions to a number of original papers on which this Review is partly based. This work was supported by ARO under Grant No. W911NF-14-1-0504. W.-X. Wang was also supported by NSFC under Grants No. 61573064 and No. 61074116, as well as by the Fundamental Research Funds for the Central Universities, Beijing Nova Programme.Peer reviewedPostprin

A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. Approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: Forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and, finally, discuss mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting both the foundations, practical applications, and opportunities of graph neural networks for time series analysis.Comment: 27 pages, 6 figures, 5 table

Report on Stratosphere Task Force

Recognising the importance of the stratosphere for skilful seasonal and sub-seasonal prediction, the Stratosphere Task Force was set up in 2016 to improve the representation of the stratosphere in ECMWF forecast and analysis systems. This report synthesizes the most notable findings of the Task Force and provides recommendations for the way forward. The main focus is on: 1) Global-mean temperature biases; 2) Horizontal resolution sensitivity of the mid- to lower stratospheric temperatures; 3) Stratospheric meridional circulation and polar vortex variability; 4) Extratropical lower stratospheric cold temperature bias; 5) New sponge design; and, 6) Representation of tropical winds

Designing the next generation intelligent transportation sensor system using big data driven machine learning techniques

Accurate traffic data collection is essential for supporting advanced traffic management system operations. This study investigated a large-scale data-driven sequential traffic sensor health monitoring (TSHM) module that can be used to monitor sensor health conditions over large traffic networks. Our proposed module consists of three sequential steps for detecting different types of abnormal sensor issues. The first step detects sensors with abnormally high missing data rates, while the second step uses clustering anomaly detection to detect sensors reporting abnormal records. The final step introduces a novel Bayesian changepoint modeling technique to detect sensors reporting abnormal traffic data fluctuations by assuming a constant vehicle length distribution based on average effective vehicle length (AEVL). Our proposed method is then compared with two benchmark algorithms to show its efficacy. Results obtained by applying our method to the statewide traffic sensor data of Iowa show it can successfully detect different classes of sensor issues. This demonstrates that sequential TSHM modules can help transportation agencies determine traffic sensors’ exact problems, thereby enabling them to take the required corrective steps. The second research objective will focus on the traffic data imputation after we discard the anomaly/missing data collected from failure traffic sensors. Sufficient high-quality traffic data are a crucial component of various Intelligent Transportation System (ITS) applications and research related to congestion prediction, speed prediction, incident detection, and other traffic operation tasks. Nonetheless, missing traffic data are a common issue in sensor data which is inevitable due to several reasons, such as malfunctioning, poor maintenance or calibration, and intermittent communications. Such missing data issues often make data analysis and decision-making complicated and challenging. In this study, we have developed a generative adversarial network (GAN) based traffic sensor data imputation framework (TSDIGAN) to efficiently reconstruct the missing data by generating realistic synthetic data. In recent years, GANs have shown impressive success in image data generation. However, generating traffic data by taking advantage of GAN based modeling is a challenging task, since traffic data have strong time dependency. To address this problem, we propose a novel time-dependent encoding method called the Gramian Angular Summation Field (GASF) that converts the problem of traffic time-series data generation into that of image generation. We have evaluated and tested our proposed model using the benchmark dataset provided by Caltrans Performance Management Systems (PeMS). This study shows that the proposed model can significantly improve the traffic data imputation accuracy in terms of Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE) compared to state-of-the-art models on the benchmark dataset. Further, the model achieves reasonably high accuracy in imputation tasks even under a very high missing data rate (\u3e50%), which shows the robustness and efficiency of the proposed model. Besides the loop and radar sensors, traffic cameras have shown great ability to provide insightful traffic information using the image and video processing techniques. Therefore, the third and final part of this work aimed to introduce an end to end real-time cloud-enabled traffic video analysis (IVA) framework to support the development of the future smart city. As Artificial intelligence (AI) growing rapidly, Computer vision (CV) techniques are expected to significantly improve the development of intelligent transportation systems (ITS), which are anticipated to be a key component of future Smart City (SC) frameworks. Powered by computer vision techniques, the converting of existing traffic cameras into connected ``smart sensors called intelligent video analysis (IVA) systems has shown the great capability of producing insightful data to support ITS applications. However, developing such IVA systems for large-scale, real-time application deserves further study, as the current research efforts are focused more on model effectiveness instead of model efficiency. Therefore, we have introduced a real-time, large-scale, cloud-enabled traffic video analysis framework using NVIDIA DeepStream, which is a streaming analysis toolkit for AI-based video and image analysis. In this study, we have evaluated the technical and economic feasibility of our proposed framework to help traffic agency to build IVA systems more efficiently. Our study shows that the daily operating cost for our proposed framework on Google Cloud Platform (GCP) is less than $0.14 per camera, and that, compared with manual inspections, our framework achieves an average vehicle-counting accuracy of 83.7% on sunny days