Scale-Based Monotonicity Analysis in Qualitative Modelling with Flat Segments

Qualitative models are often more suitable than classical quantitative models in tasks such as Model-based Diagnosis (MBD), explaining system behavior, and designing novel devices from first principles. Monotonicity is an important feature to leverage when constructing qualitative models. Detecting monotonic pieces robustly and efficiently from sensor or simulation data remains an open problem. This paper presents scale-based monotonicity: the notion that monotonicity can be defined relative to a scale. Real-valued functions defined on a finite set of reals e.g. sensor data or simulation results, can be partitioned into quasi-monotonic segments, i.e. segments monotonic with respect to a scale, in linear time. A novel segmentation algorithm is introduced along with a scale-based definition of "flatness"

An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting a sequence in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for this problem using the l_inf norm, and we present an optimal linear time algorithm based on novel formalism. Moreover, given a precomputation in time O(n log n) consisting of a labeling of all extrema, we compute any optimal segmentation in constant time. We compare experimentally its performance to two piecewise linear segmentation heuristics (top-down and bottom-up). We show that our algorithm is faster and more accurate. Applications include pattern recognition and qualitative modeling.Comment: This is the extended version of our ICDM'05 paper (arXiv:cs/0702142

An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for this problem, present an optimal linear time algorithm based on novel formalism, and compare experimentally its performance to a linear time top-down regression algorithm. We show that our algorithm is faster and more accurate. Applications include pattern recognition and qualitative modeling

An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for this problem, present an optimal linear time algorithm based on novel formalism, and compare experimentally its performance to a linear time top-down regression algorithm. We show that our algorithm is faster and more accurate. Applications include pattern recognition and qualitative modeling

A Better Alternative to Piecewise Linear Time Series Segmentation

Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast linear time algorithms. The popular piecewise linear model can determine where the data goes up or down and at what rate. Unfortunately, when the data does not follow a linear model, the computation of the local slope creates overfitting. We propose an adaptive time series model where the polynomial degree of each interval vary (constant, linear and so on). Given a number of regressors, the cost of each interval is its polynomial degree: constant intervals cost 1 regressor, linear intervals cost 2 regressors, and so on. Our goal is to minimize the Euclidean (l_2) error for a given model complexity. Experimentally, we investigate the model where intervals can be either constant or linear. Over synthetic random walks, historical stock market prices, and electrocardiograms, the adaptive model provides a more accurate segmentation than the piecewise linear model without increasing the cross-validation error or the running time, while providing a richer vocabulary to applications. Implementation issues, such as numerical stability and real-world performance, are discussed.Comment: to appear in SIAM Data Mining 200

Formulation, existence, and computation of boundedly rational dynamic user equilibrium with fixed or endogenous user tolerance

This paper analyzes dynamic user equilibrium (DUE) that incorporates the notion of boundedly rational (BR) user behavior in the selection of departure times and routes. Intrinsically, the boundedly rational dynamic user equilibrium (BR-DUE) model we present assumes that travelers do not always seek the least costly route-and-departure-time choice. Rather, their perception of travel cost is affected by an indifference band describing travelers’ tolerance of the difference between their experienced travel costs and the minimum travel cost. An extension of the BR-DUE problem is the so-called variable tolerance dynamic user equilibrium (VT-BR-DUE) wherein endogenously determined tolerances may depend not only on paths, but also on the established path departure rates. This paper presents a unified approach for modeling both BR-DUE and VT-BR-DUE, which makes significant contributions to the model formulation, analysis of existence, solution characterization, and numerical computation of such problems. The VT-BR-DUE problem, together with the BR-DUE problem as a special case, is formulated as a variational inequality. We provide a very general existence result for VT-BR-DUE and BR-DUE that relies on assumptions weaker than those required for normal DUE models. Moreover, a characterization of the solution set is provided based on rigorous topological analysis. Finally, three computational algorithms with convergence results are proposed based on the VI and DVI formulations. Numerical studies are conducted to assess the proposed algorithms in terms of solution quality, convergence, and computational efficiency