Transferable Time-Series Forecasting under Causal Conditional ShiftZijian Li, Ruichu Cai, Tom Z. J Fu et al.
This paper focuses on the problem of semi-supervised domain adaptation for time-series forecasting, which is underexplored in literatures, despite being often encountered in practice. Existing methods on time-series domain adaptation mainly follow the paradigm designed for the static data, which cannot handle domain-specific complex conditional dependencies raised by data offset, time lags, and variant data distributions. In order to address these challenges, we analyze variational conditional dependencies in time-series data and find that the causal structures are usually stable among domains, and further raise the causal conditional shift assumption. Enlightened by this assumption, we consider the causal generation process for time-series data and propose an end-to-end model for the semi-supervised domain adaptation problem on time-series forecasting. Our method can not only discover the Granger-Causal structures among cross-domain data but also address the cross-domain time-series forecasting problem with accurate and interpretable predicted results. We further theoretically analyze the superiority of the proposed method, where the generalization error on the target domain is bounded by the empirical risks and by the discrepancy between the causal structures from different domains. Experimental results on both synthetic and real data demonstrate the effectiveness of our method for the semi-supervised domain adaptation method on time-series forecasting.
4.8LGOct 13, 2019
Causal Mechanism Transfer Network for Time Series Domain Adaptation in Mechanical SystemsZijian Li, Ruichu Cai, Kok Soon Chai et al.
Data-driven models are becoming essential parts in modern mechanical systems, commonly used to capture the behavior of various equipment and varying environmental characteristics. Despite the advantages of these data-driven models on excellent adaptivity to high dynamics and aging equipment, they are usually hungry to massive labels over historical data, mostly contributed by human engineers at an extremely high cost. The label demand is now the major limiting factor to modeling accuracy, hindering the fulfillment of visions for applications. Fortunately, domain adaptation enhances the model generalization by utilizing the labelled source data as well as the unlabelled target data and then we can reuse the model on different domains. However, the mainstream domain adaptation methods cannot achieve ideal performance on time series data, because most of them focus on static samples and even the existing time series domain adaptation methods ignore the properties of time series data, such as temporal causal mechanism. In this paper, we assume that causal mechanism is invariant and present our Causal Mechanism Transfer Network(CMTN) for time series domain adaptation. By capturing and transferring the dynamic and temporal causal mechanism of multivariate time series data and alleviating the time lags and different value ranges among different machines, CMTN allows the data-driven models to exploit existing data and labels from similar systems, such that the resulting model on a new system is highly reliable even with very limited data. We report our empirical results and lessons learned from two real-world case studies, on chiller plant energy optimization and boiler fault detection, which outperforms the existing state-of-the-art method.
2.3DCSep 7, 2016
Component-Based Distributed Framework for Coherent and Real-Time Video DehazingMeihua Wang, Jiaming Mai, Yun Liang et al.
Traditional dehazing techniques, as a well studied topic in image processing, are now widely used to eliminate the haze effects from individual images. However, even the state-of-the-art dehazing algorithms may not provide sufficient support to video analytics, as a crucial pre-processing step for video-based decision making systems (e.g., robot navigation), due to the limitations of these algorithms on poor result coherence and low processing efficiency. This paper presents a new framework, particularly designed for video dehazing, to output coherent results in real time, with two novel techniques. Firstly, we decompose the dehazing algorithms into three generic components, namely transmission map estimator, atmospheric light estimator and haze-free image generator. They can be simultaneously processed by multiple threads in the distributed system, such that the processing efficiency is optimized by automatic CPU resource allocation based on the workloads. Secondly, a cross-frame normalization scheme is proposed to enhance the coherence among consecutive frames, by sharing the parameters of atmospheric light from consecutive frames in the distributed computation platform. The combination of these techniques enables our framework to generate highly consistent and accurate dehazing results in real-time, by using only 3 PCs connected by Ethernet.