Yu Chen

Hu Yang, Yi Huang, Haijun Wang et al.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

Yu Chen, Fengpei Li, Anderson Schneider et al.

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact function naturally encodes a causal structure in Granger causality. However, the vast majority of existing methods use direct or nonlinear transform of standard MHP intensity with constant baseline, inconsistent with real-world data. Under irregular and unknown heterogeneous intensity, capturing temporal dependency is hard as one struggles to distinguish the effect of mutual interaction from that of intensity fluctuation. In this paper, we address the short-term temporal dependency detection issue. We show the maximum likelihood estimation (MLE) for cross-impact from MHP has an error that can not be eliminated but may be reduced by order of magnitude, using heterogeneous intensity not of the target HP but of the interacting HP. Then we proposed a robust and computationally-efficient method modified from MLE that does not rely on the prior estimation of the heterogeneous intensity and is thus applicable in a data-limited regime (e.g., few-shot, no repeated observations). Extensive experiments on various datasets show that our method outperforms existing ones by notable margins, with highlighted novel applications in neuroscience.

Congyi Wang, Yu Chen, Bin Wang et al.

GAN-based neural vocoders, such as Parallel WaveGAN and MelGAN have attracted great interest due to their lightweight and parallel structures, enabling them to generate high fidelity waveform in a real-time manner. In this paper, inspired by Relativistic GAN, we introduce a novel variant of the LSGAN framework under the context of waveform synthesis, named Pointwise Relativistic LSGAN (PRLSGAN). In this approach, we take the truism score distribution into consideration and combine the original MSE loss with the proposed pointwise relative discrepancy loss to increase the difficulty of the generator to fool the discriminator, leading to improved generation quality. Moreover, PRLSGAN is a general-purposed framework that can be combined with any GAN-based neural vocoder to enhance its generation quality. Experiments have shown a consistent performance boost based on Parallel WaveGAN and MelGAN, demonstrating the effectiveness and strong generalization ability of our proposed PRLSGAN neural vocoders.

Xiong Liu, Yu Chen, Jay Bae et al.

Heart failure hospitalization is a severe burden on healthcare. How to predict and therefore prevent readmission has been a significant challenge in outcomes research. To address this, we propose a deep learning approach to predict readmission from clinical notes. Unlike conventional methods that use structured data for prediction, we leverage the unstructured clinical notes to train deep learning models based on convolutional neural networks (CNN). We then use the trained models to classify and predict potentially high-risk admissions/patients. For evaluation, we trained CNNs using the discharge summary notes in the MIMIC III database. We also trained regular machine learning models based on random forest using the same datasets. The result shows that deep learning models outperform the regular models in prediction tasks. CNN method achieves a F1 score of 0.756 in general readmission prediction and 0.733 in 30-day readmission prediction, while random forest only achieves a F1 score of 0.674 and 0.656 respectively. We also propose a chi-square test based method to interpret key features associated with deep learning predicted readmissions. It reveals clinical insights about readmission embedded in the clinical notes. Collectively, our method can make the human evaluation process more efficient and potentially facilitate the reduction of readmission rates.

Seyed Yahya Nikouei, Yu Chen, Alexander Aved et al.

Urban imagery usually serves as forensic analysis and by design is available for incident mitigation. As more imagery collected, it is harder to narrow down to certain frames among thousands of video clips to a specific incident. A real-time, proactive surveillance system is desirable, which could instantly detect dubious personnel, identify suspicious activities, or raise momentous alerts. The recent proliferation of the edge computing paradigm allows more data-intensive tasks to be accomplished by smart edge devices with lightweight but powerful algorithms. This paper presents a forensic surveillance strategy by introducing an Instant Suspicious Activity identiFication at the Edge (I-SAFE) using fuzzy decision making. A fuzzy control system is proposed to mimic the decision-making process of a security officer. Decisions are made based on video features extracted by a lightweight Deep Machine Learning (DML) model. Based on the requirements from the first-line law enforcement officers, several features are selected and fuzzified to cope with the state of uncertainty that exists in the officers' decision-making process. Using features in the edge hierarchy minimizes the communication delay such that instant alerting is achieved. Additionally, leveraging the Microservices architecture, the I-SAFE scheme possesses good scalability given the increasing complexities at the network edge. Implemented as an edge-based application and tested using exemplary and various labeled dataset surveillance videos, the I-SAFE scheme raises alerts by identifying the suspicious activity in an average of 0.002 seconds. Compared to four other state-of-the-art methods over two other data sets, the experimental study verified the superiority of the I-SAFE decentralized method.