Anahita Khojandi

Matt Baucum, Anahita Khojandi, Theodore Papamarkou

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve parameter estimation and predictive performance. To allow for this, we develop hidden Markov recurrent neural networks (HMRNNs), a special case of recurrent neural networks that combine neural networks' flexibility with HMMs' interpretability. The HMRNN can be reduced to a standard HMM, with an identical likelihood function and parameter interpretations, but it can also combine an HMM with other predictive neural networks that take patient information as input. The HMRNN estimates all parameters simultaneously via gradient descent. Using a dataset of Alzheimer's disease patients, we demonstrate how the HMRNN can combine an HMM with other predictive neural networks to improve disease forecasting and to offer a novel clinical interpretation compared with a standard HMM trained via expectation-maximization.

Yiyang Wang, Neda Masoud, Anahita Khojandi

In this paper we propose a novel observer-based method for anomaly detection in connected and automated vehicles (CAVs). The proposed method utilizes an augmented extended Kalman filter (AEKF) to smooth sensor readings of a CAV based on a nonlinear car-following motion model with time delay, where the leading vehicle's trajectory is used by the subject vehicle to detect sensor anomalies. We use the classic $χ^2$ fault detector in conjunction with the proposed AEKF for anomaly detection. To make the proposed model more suitable for real-world applications, we consider a stochastic communication time delay in the car-following model. Our experiments conducted on real-world connected vehicle data indicate that the AEKF with $χ^2$-detector can achieve a high anomaly detection performance.

Yiyang Wang, Neda Masoud, Anahita Khojandi

In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods. Specifically, we use adaptive extended Kalman filter (AEKF) to smooth sensor readings of a CAV based on a nonlinear car-following motion model. Under the assumption of a car-following model, the subject vehicle utilizes its leading vehicle's information to detect sensor anomalies by employing previously-trained One Class Support Vector Machine (OCSVM) models. This approach allows the AEKF to estimate the state of a vehicle not only based on the vehicle's location and speed, but also by taking into account the state of the surrounding traffic. A communication time delay factor is considered in the car-following model to make it more suitable for real-world applications. Our experiments show that compared with the AEKF with a traditional $χ^2$-detector, our proposed method achieves a better anomaly detection performance. We also demonstrate that a larger time delay factor has a negative impact on the overall detection performance.