Cayelan C. Carey

Abhilash Neog, Arka Daw, Sepideh Fatemi Khorasgani et al.

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs. Existing approaches for IMTS either consider a two-stage impute-then-model framework or involve specialized architectures specific to a particular model and task. We perform a series of experiments to derive novel insights about the performance of IMTS methods on a variety of semi-synthetic and real-world datasets for both classification and forecasting. We also introduce Missing Feature-aware Time Series Modeling (MissTSM) or MissTSM, a novel model-agnostic and imputation-free approach for IMTS modeling. We show that MissTSM shows competitive performance compared to other IMTS approaches, especially when the amount of missing values is large and the data lacks simplistic periodic structures - conditions common to real-world IMTS applications.

Arka Daw, R. Quinn Thomas, Cayelan C. Carey et al.

To simultaneously address the rising need of expressing uncertainties in deep learning models along with producing model outputs which are consistent with the known scientific knowledge, we propose a novel physics-guided architecture (PGA) of neural networks in the context of lake temperature modeling where the physical constraints are hard coded in the neural network architecture. This allows us to integrate such models with state of the art uncertainty estimation approaches such as Monte Carlo (MC) Dropout without sacrificing the physical consistency of our results. We demonstrate the effectiveness of our approach in ensuring better generalizability as well as physical consistency in MC estimates over data collected from Lake Mendota in Wisconsin and Falling Creek Reservoir in Virginia, even with limited training data. We further show that our MC estimates correctly match the distribution of ground-truth observations, thus making the PGA paradigm amenable to physically grounded uncertainty quantification.