ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series Forecasting

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters over time or space. The result is that the overall architecture is time-invariant (shift-invariant in the spatial domain) or stationary. We argue that time-invariance can reduce the capacity to perform multi-step-ahead forecasting, where modelling the dynamics at a range of scales and resolutions is required. We propose ForecastNet which uses a deep feed-forward architecture to provide a time-variant model. An additional novelty of ForecastNet is interleaved outputs, which we show assist in mitigating vanishing gradients. ForecastNet is demonstrated to outperform statistical and deep learning benchmark models on several datasets

A unified model for context-based behavioural modelling and classification

A unified Bayesian model that simultaneously performs behavioural modelling, information fusion and classification is presented. The model is expressed in the form of a dynamic Bayesian network (DBN). Behavioural modelling is performed by tracking the continuous dynamics of a entity and incorporating various contextual elements that influence behaviour. The entity is classified according to its behaviour. Classification is expressed as a conditional probability of the entity class given its tracked trajectory and the contextual elements. Inference in the DBN is performed using a derived Gaussian sum filter. The model is applied to classify vessels, according to their behaviour, in a maritime piracy situation. The novel aspects of this work include the unified approach to behaviour modelling and classification, the way in which contextual information is fused, the unique approach to classification according to behaviour and the associated derived Gaussian sum filter inference algorithm.South African National Research Foundation (NRF) and the the Advanced Sensors and Electronics Defence (ASED) Centre of KACST through the Council for Scientific and Industrial Research (CSIR).http://www.elsevier.com/locate/eswa2016-11-30hb201

Maritime piracy situation modelling with dynamic Bayesian networks

A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a larger DBN. The application of synthetic data fabrication of maritime vessel behaviour is considered. Behaviour of various vessels in a maritime piracy situation is simulated. A means to integrate information from context based external factors that influence behaviour is provided. Simulated observations of the vessels kinematic states are generated. The generated data may be used for the purpose of developing and evaluating counter-piracy methods and algorithms. A novel methodology for evaluating and optimising behavioural models such as the proposed model is presented. The log-likelihood, cross entropy, Bayes factor and the Bhattacharyya distance measures are applied for evaluation. The results demonstrate that the generative model is able to model both spatial and temporal datasets.The Advanced Sensors and Electronics Defence (ASED) Centre of KACST through the Council for Scientific and Industrial Research (CSIR) and the South African National Research Foundation (NRF).http://www.elsevier.com/locate/inffushj201

Quality Control in Weather Monitoring with Dynamic Linear Models

Decisions in agriculture are frequently based on weather. With an increase in the availability and affordability of off-the-shelf weather stations, farmers able to acquire localised weather information. However, with uncertainty in the sensor and installation quality, farmers are at risk of making poor decisions based on incorrect data. We present an automated approach to perform quality control on weather sensors. Our approach uses time-series modelling and data fusion with Bayesian principles to provide predictions with uncertainty quantification. These predictions and uncertainty are used to estimate the validity of a sensor observation. We test on temperature, wind, and humidity data and achieve error hit rates above 80% and false negative rates below 11%

Bayesian Physics Informed Neural Networks for Data Assimilation and Spatio-Temporal Modelling of Wildfires

We apply the Physics Informed Neural Network (PINN) to the problem of wildfire fire-front modelling. We use the PINN to solve the level-set equation, which is a partial differential equation that models a fire-front through the zero-level-set of a level-set function. The result is a PINN that simulates a fire-front as it propagates through the spatio-temporal domain. We show that popular optimisation cost functions used in the literature can result in PINNs that fail to maintain temporal continuity in modelled fire-fronts when there are extreme changes in exogenous forcing variables such as wind direction. We thus propose novel additions to the optimisation cost function that improves temporal continuity under these extreme changes. Furthermore, we develop an approach to perform data assimilation within the PINN such that the PINN predictions are drawn towards observations of the fire-front. Finally, we incorporate our novel approaches into a Bayesian PINN (B-PINN) to provide uncertainty quantification in the fire-front predictions. This is significant as the standard solver, the level-set method, does not naturally offer the capability for data assimilation and uncertainty quantification. Our results show that, with our novel approaches, the B-PINN can produce accurate predictions with high quality uncertainty quantification on real-world data.Comment: Accepted for publication in Spatial Statistic

Search for new particles in events with energetic jets and large missing transverse momentum in proton-proton collisions at root s=13 TeV

A search is presented for new particles produced at the LHC in proton-proton collisions at root s = 13 TeV, using events with energetic jets and large missing transverse momentum. The analysis is based on a data sample corresponding to an integrated luminosity of 101 fb(-1), collected in 2017-2018 with the CMS detector. Machine learning techniques are used to define separate categories for events with narrow jets from initial-state radiation and events with large-radius jets consistent with a hadronic decay of a W or Z boson. A statistical combination is made with an earlier search based on a data sample of 36 fb(-1), collected in 2016. No significant excess of events is observed with respect to the standard model background expectation determined from control samples in data. The results are interpreted in terms of limits on the branching fraction of an invisible decay of the Higgs boson, as well as constraints on simplified models of dark matter, on first-generation scalar leptoquarks decaying to quarks and neutrinos, and on models with large extra dimensions. Several of the new limits, specifically for spin-1 dark matter mediators, pseudoscalar mediators, colored mediators, and leptoquarks, are the most restrictive to date.Peer reviewe

MUSiC : a model-unspecific search for new physics in proton-proton collisions at root s=13TeV

Results of the Model Unspecific Search in CMS (MUSiC), using proton-proton collision data recorded at the LHC at a centre-of-mass energy of 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1), are presented. The MUSiC analysis searches for anomalies that could be signatures of physics beyond the standard model. The analysis is based on the comparison of observed data with the standard model prediction, as determined from simulation, in several hundred final states and multiple kinematic distributions. Events containing at least one electron or muon are classified based on their final state topology, and an automated search algorithm surveys the observed data for deviations from the prediction. The sensitivity of the search is validated using multiple methods. No significant deviations from the predictions have been observed. For a wide range of final state topologies, agreement is found between the data and the standard model simulation. This analysis complements dedicated search analyses by significantly expanding the range of final states covered using a model independent approach with the largest data set to date to probe phase space regions beyond the reach of previous general searches.Peer reviewe

Measurement of prompt open-charm production cross sections in proton-proton collisions at root s=13 TeV

The production cross sections for prompt open-charm mesons in proton-proton collisions at a center-of-mass energy of 13TeV are reported. The measurement is performed using a data sample collected by the CMS experiment corresponding to an integrated luminosity of 29 nb(-1). The differential production cross sections of the D*(+/-), D-+/-, and D-0 ((D) over bar (0)) mesons are presented in ranges of transverse momentum and pseudorapidity 4 < p(T) < 100 GeV and vertical bar eta vertical bar < 2.1, respectively. The results are compared to several theoretical calculations and to previous measurements.Peer reviewe

Combined searches for the production of supersymmetric top quark partners in proton-proton collisions at root s=13 TeV

A combination of searches for top squark pair production using proton-proton collision data at a center-of-mass energy of 13 TeV at the CERN LHC, corresponding to an integrated luminosity of 137 fb(-1) collected by the CMS experiment, is presented. Signatures with at least 2 jets and large missing transverse momentum are categorized into events with 0, 1, or 2 leptons. New results for regions of parameter space where the kinematical properties of top squark pair production and top quark pair production are very similar are presented. Depending on themodel, the combined result excludes a top squarkmass up to 1325 GeV for amassless neutralino, and a neutralinomass up to 700 GeV for a top squarkmass of 1150 GeV. Top squarks with masses from 145 to 295 GeV, for neutralino masses from 0 to 100 GeV, with a mass difference between the top squark and the neutralino in a window of 30 GeV around the mass of the top quark, are excluded for the first time with CMS data. The results of theses searches are also interpreted in an alternative signal model of dark matter production via a spin-0 mediator in association with a top quark pair. Upper limits are set on the cross section for mediator particle masses of up to 420 GeV