A Bayesian network approach to explaining time series with changing structure

Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any model that is learnt from the data will average over the different dependency structures. Paradigms that try to explain underlying processes and observed events in multivariate time series must explicitly model these changes in order to allow non-experts to analyse and understand such data. In this paper we have developed a method for generating explanations in multivariate time series that takes into account changing dependency structure. We make use of a dynamic Bayesian network model with hidden nodes. We introduce a representa- tion and search technique for learning such models from data and test it on synthetic time series and real-world data from an oil refinery, both of which contain changing underlying structure. We compare our method to an existing EM-based method for learning structure. Results are very promising for our method and we include sample explanations, generated from models learnt from the refinery dataset

Modeling Interdependent and Periodic Real-World Action Sequences

Mobile health applications, including those that track activities such as exercise, sleep, and diet, are becoming widely used. Accurately predicting human actions is essential for targeted recommendations that could improve our health and for personalization of these applications. However, making such predictions is extremely difficult due to the complexities of human behavior, which consists of a large number of potential actions that vary over time, depend on each other, and are periodic. Previous work has not jointly modeled these dynamics and has largely focused on item consumption patterns instead of broader types of behaviors such as eating, commuting or exercising. In this work, we develop a novel statistical model for Time-varying, Interdependent, and Periodic Action Sequences. Our approach is based on personalized, multivariate temporal point processes that model time-varying action propensities through a mixture of Gaussian intensities. Our model captures short-term and long-term periodic interdependencies between actions through Hawkes process-based self-excitations. We evaluate our approach on two activity logging datasets comprising 12 million actions taken by 20 thousand users over 17 months. We demonstrate that our approach allows us to make successful predictions of future user actions and their timing. Specifically, our model improves predictions of actions, and their timing, over existing methods across multiple datasets by up to 156%, and up to 37%, respectively. Performance improvements are particularly large for relatively rare and periodic actions such as walking and biking, improving over baselines by up to 256%. This demonstrates that explicit modeling of dependencies and periodicities in real-world behavior enables successful predictions of future actions, with implications for modeling human behavior, app personalization, and targeting of health interventions.Comment: Accepted at WWW 201

Heavy Duty Vehicle Fuel Consumption Modelling Using Artificial Neural Networks.

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.In this paper an artificial neural network (ANN) approach to modelling fuel consumption of heavy duty vehicles is presented. The proposed method uses easy accessible data collected via CAN bus of the truck. As a benchmark a conventional method, which is based on polynomial regression model, is used. The fuel consumption is measured in two different tests, performed by using a unique test bench to apply the load to the engine. Firstly, a transient state test was performed, in order to evaluate the polynomial regression and 25 ANN models with different parameters. Based on the results, the best ANN model was chosen. Then, validation test was conducted using real duty cycle loads for model comparison. The neural network model outperformed the conventional method and represents fuel consumption of the engine operating in transient states significantly better. The presented method can be applied in order to reduce fuel consumption in utility vehicles delivering accurate fuel economy model of truck engines, in particular in low engine speed and torque range