6.6LGDec 28, 2023
Joint Signal Recovery and Graph Learning from Incomplete Time-SeriesAmirhossein Javaheri, Arash Amini, Farokh Marvasti et al.
Learning a graph from data is the key to taking advantage of graph signal processing tools. Most of the conventional algorithms for graph learning require complete data statistics, which might not be available in some scenarios. In this work, we aim to learn a graph from incomplete time-series observations. From another viewpoint, we consider the problem of semi-blind recovery of time-varying graph signals where the underlying graph model is unknown. We propose an algorithm based on the method of block successive upperbound minimization (BSUM), for simultaneous inference of the signal and the graph from incomplete data. Simulation results on synthetic and real time-series demonstrate the performance of the proposed method for graph learning and signal recovery.
4.6LGNov 25, 2024
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder FrameworkAmirabbas Afzali, Hesam Hosseini, Mohmmadamin Mirzai et al.
Time series data analysis is prevalent across various domains, including finance, healthcare, and environmental monitoring. Traditional time series clustering methods often struggle to capture the complex temporal dependencies inherent in such data. In this paper, we propose the Variational Mixture Graph Autoencoder (VMGAE), a graph-based approach for time series clustering that leverages the structural advantages of graphs to capture enriched data relationships and produces Gaussian mixture embeddings for improved separability. Comparisons with baseline methods are included with experimental results, demonstrating that our method significantly outperforms state-of-the-art time-series clustering techniques. We further validate our method on real-world financial data, highlighting its practical applications in finance. By uncovering community structures in stock markets, our method provides deeper insights into stock relationships, benefiting market prediction, portfolio optimization, and risk management.
5.7RODec 18, 2020
Distributed Map Classification using Local ObservationsGuangyi Liu, Arash Amini, Martin Takáč et al.
We consider the problem of classifying a map using a team of communicating robots. It is assumed that all robots have localized visual sensing capabilities and can exchange their information with neighboring robots. Using a graph decomposition technique, we proposed an offline learning structure that makes every robot capable of communicating with and fusing information from its neighbors to plan its next move towards the most informative parts of the environment for map classification purposes. The main idea is to decompose a given undirected graph into a union of directed star graphs and train robots w.r.t a bounded number of star graphs. This will significantly reduce the computational cost of offline training and makes learning scalable (independent of the number of robots). Our approach is particularly useful for fast map classification in large environments using a large number of communicating robots. We validate the usefulness of our proposed methodology through extensive simulations.