Lijun Sun

LG
h-index39
22papers
1,006citations
Novelty52%
AI Score46

22 Papers

2.6LGSep 23, 2024
Enabling Tensor Decomposition for Time-Series Classification via A Simple Pseudo-Laplacian Contrast

Man Li, Ziyue Li, Lijun Sun et al.

Tensor decomposition has emerged as a prominent technique to learn low-dimensional representation under the supervision of reconstruction error, primarily benefiting data inference tasks like completion and imputation, but not classification task. We argue that the non-uniqueness and rotation invariance of tensor decomposition allow us to identify the directions with largest class-variability and simple graph Laplacian can effectively achieve this objective. Therefore we propose a novel Pseudo Laplacian Contrast (PLC) tensor decomposition framework, which integrates the data augmentation and cross-view Laplacian to enable the extraction of class-aware representations while effectively capturing the intrinsic low-rank structure within reconstruction constraint. An unsupervised alternative optimization algorithm is further developed to iteratively estimate the pseudo graph and minimize the loss using Alternating Least Square (ALS). Extensive experimental results on various datasets demonstrate the effectiveness of our approach.

1.0CLDec 14, 2024Code
Towards Effective, Efficient and Unsupervised Social Event Detection in the Hyperbolic Space

Xiaoyan Yu, Yifan Wei, Shuaishuai Zhou et al.

The vast, complex, and dynamic nature of social message data has posed challenges to social event detection (SED). Despite considerable effort, these challenges persist, often resulting in inadequately expressive message representations (ineffective) and prolonged learning durations (inefficient). In response to the challenges, this work introduces an unsupervised framework, HyperSED (Hyperbolic SED). Specifically, the proposed framework first models social messages into semantic-based message anchors, and then leverages the structure of the anchor graph and the expressiveness of the hyperbolic space to acquire structure- and geometry-aware anchor representations. Finally, HyperSED builds the partitioning tree of the anchor message graph by incorporating differentiable structural information as the reflection of the detected events. Extensive experiments on public datasets demonstrate HyperSED's competitive performance, along with a substantial improvement in efficiency compared to the current state-of-the-art unsupervised paradigm. Statistically, HyperSED boosts incremental SED by an average of 2%, 2%, and 25% in NMI, AMI, and ARI, respectively; enhancing efficiency by up to 37.41 times and at least 12.10 times, illustrating the advancement of the proposed framework. Our code is publicly available at https://github.com/XiaoyanWork/HyperSED.

4.1LGFeb 24, 2025
Zero-shot Load Forecasting for Integrated Energy Systems: A Large Language Model-based Framework with Multi-task Learning

Jiaheng Li, Donghe Li, Ye Yang et al.

The growing penetration of renewable energy sources in power systems has increased the complexity and uncertainty of load forecasting, especially for integrated energy systems with multiple energy carriers. Traditional forecasting methods heavily rely on historical data and exhibit limited transferability across different scenarios, posing significant challenges for emerging applications in smart grids and energy internet. This paper proposes the TSLLM-Load Forecasting Mechanism, a novel zero-shot load forecasting framework based on large language models (LLMs) to address these challenges. The framework consists of three key components: a data preprocessing module that handles multi-source energy load data, a time series prompt generation module that bridges the semantic gap between energy data and LLMs through multi-task learning and similarity alignment, and a prediction module that leverages pre-trained LLMs for accurate forecasting. The framework's effectiveness was validated on a real-world dataset comprising load profiles from 20 Australian solar-powered households, demonstrating superior performance in both conventional and zero-shot scenarios. In conventional testing, our method achieved a Mean Squared Error (MSE) of 0.4163 and a Mean Absolute Error (MAE) of 0.3760, outperforming existing approaches by at least 8\%. In zero-shot prediction experiments across 19 households, the framework maintained consistent accuracy with a total MSE of 11.2712 and MAE of 7.6709, showing at least 12\% improvement over current methods. The results validate the framework's potential for accurate and transferable load forecasting in integrated energy systems, particularly beneficial for renewable energy integration and smart grid applications.

9.4LGMay 20, 2025Code
LLMSynthor: Macro-Aligned Micro-Records Synthesis with Large Language Models

Yihong Tang, Menglin Kong, Junlin He et al.

Macro-aligned micro-records are crucial for credible simulations in social science and urban studies. For example, epidemic models are only reliable when individual-level mobility and contacts mirror real behavior, while aggregates match real-world statistics like case counts or travel flows. However, collecting such fine-grained data at scale is impractical, leaving researchers with only macro-level data. LLMSynthor addresses this by turning a pretrained LLM into a macro-aware simulator that generates realistic micro-records consistent with target macro-statistics. It iteratively builds synthetic datasets: in each step, the LLM generates batches of records to minimize discrepancies between synthetic and target aggregates. Treating the LLM as a nonparametric copula allows the model to capture realistic joint dependencies among variables. To improve efficiency, LLM Proposal Sampling guides the LLM to propose targeted record batches, specifying variable ranges and counts, to efficiently correct discrepancies while preserving realism grounded in the model's priors. Evaluations across domains (mobility, e-commerce, population) show that LLMSynthor achieves strong realism, statistical fidelity, and practical utility, making it broadly applicable to economics, social science, and urban studies.

4.1LGOct 25, 2025
Error Adjustment Based on Spatiotemporal Correlation Fusion for Traffic Forecasting

Fuqiang Liu, Weiping Ding, Luis Miranda-Moreno et al.

Deep neural networks (DNNs) play a significant role in an increasing body of research on traffic forecasting due to their effectively capturing spatiotemporal patterns embedded in traffic data. A general assumption of training the said forecasting models via mean squared error estimation is that the errors across time steps and spatial positions are uncorrelated. However, this assumption does not really hold because of the autocorrelation caused by both the temporality and spatiality of traffic data. This gap limits the performance of DNN-based forecasting models and is overlooked by current studies. To fill up this gap, this paper proposes Spatiotemporally Autocorrelated Error Adjustment (SAEA), a novel and general framework designed to systematically adjust autocorrelated prediction errors in traffic forecasting. Unlike existing approaches that assume prediction errors follow a random Gaussian noise distribution, SAEA models these errors as a spatiotemporal vector autoregressive (VAR) process to capture their intrinsic dependencies. First, it explicitly captures both spatial and temporal error correlations by a coefficient matrix, which is then embedded into a newly formulated cost function. Second, a structurally sparse regularization is introduced to incorporate prior spatial information, ensuring that the learned coefficient matrix aligns with the inherent road network structure. Finally, an inference process with test-time error adjustment is designed to dynamically refine predictions, mitigating the impact of autocorrelated errors in real-time forecasting. The effectiveness of the proposed approach is verified on different traffic datasets. Results across a wide range of traffic forecasting models show that our method enhances performance in almost all cases.

2.3APJul 9, 2025
When Context Is Not Enough: Modeling Unexplained Variability in Car-Following Behavior

Chengyuan Zhang, Zhengbing He, Cathy Wu et al.

Modeling car-following behavior is fundamental to microscopic traffic simulation, yet traditional deterministic models often fail to capture the full extent of variability and unpredictability in human driving. While many modern approaches incorporate context-aware inputs (e.g., spacing, speed, relative speed), they frequently overlook structured stochasticity that arises from latent driver intentions, perception errors, and memory effects -- factors that are not directly observable from context alone. To fill the gap, this study introduces an interpretable stochastic modeling framework that captures not only context-dependent dynamics but also residual variability beyond what context can explain. Leveraging deep neural networks integrated with nonstationary Gaussian processes (GPs), our model employs a scenario-adaptive Gibbs kernel to learn dynamic temporal correlations in acceleration decisions, where the strength and duration of correlations between acceleration decisions evolve with the driving context. This formulation enables a principled, data-driven quantification of uncertainty in acceleration, speed, and spacing, grounded in both observable context and latent behavioral variability. Comprehensive experiments on the naturalistic vehicle trajectory dataset collected from the German highway, i.e., the HighD dataset, demonstrate that the proposed stochastic simulation method within this framework surpasses conventional methods in both predictive performance and interpretable uncertainty quantification. The integration of interpretability and accuracy makes this framework a promising tool for traffic analysis and safety-critical applications.

6.5LGOct 8, 2021
Hankel-structured Tensor Robust PCA for Multivariate Traffic Time Series Anomaly Detection

Xudong Wang, Luis Miranda-Moreno, Lijun Sun

Spatiotemporal traffic data (e.g., link speed/flow) collected from sensor networks can be organized as multivariate time series with additional spatial attributes. A crucial task in analyzing such data is to identify and detect anomalous observations and events from the data with complex spatial and temporal dependencies. Robust Principal Component Analysis (RPCA) is a widely used tool for anomaly detection. However, the traditional RPCA purely relies on the global low-rank assumption while ignoring the local temporal correlations. In light of this, this study proposes a Hankel-structured tensor version of RPCA for anomaly detection in spatiotemporal data. We treat the raw data with anomalies as a multivariate time series matrix (location $\times$ time) and assume the denoised matrix has a low-rank structure. Then we transform the low-rank matrix to a third-order tensor by applying temporal Hankelization. In the end, we decompose the corrupted matrix into a low-rank Hankel tensor and a sparse matrix. With the Hankelization operation, the model can simultaneously capture the global and local spatiotemporal correlations and exhibit more robust performance. We formulate the problem as an optimization problem and use tensor nuclear norm (TNN) to approximate the tensor rank and $l_1$ norm to approximate the sparsity. We develop an efficient solution algorithm based on the Alternating Direction Method of Multipliers (ADMM). Despite having three hyper-parameters, the model is easy to set in practice. We evaluate the proposed method by synthetic data and metro passenger flow time series and the results demonstrate the accuracy of anomaly detection.

16.0LGSep 24, 2021
Spatial Aggregation and Temporal Convolution Networks for Real-time Kriging

Yuankai Wu, Dingyi Zhuang, Mengying Lei et al.

Spatiotemporal kriging is an important application in spatiotemporal data analysis, aiming to recover/interpolate signals for unsampled/unobserved locations based on observed signals. The principle challenge for spatiotemporal kriging is how to effectively model and leverage the spatiotemporal dependencies within the data. Recently, graph neural networks (GNNs) have shown great promise for spatiotemporal kriging tasks. However, standard GNNs often require a carefully designed adjacency matrix and specific aggregation functions, which are inflexible for general applications/problems. To address this issue, we present SATCN -- Spatial Aggregation and Temporal Convolution Networks -- a universal and flexible framework to perform spatiotemporal kriging for various spatiotemporal datasets without the need for model specification. Specifically, we propose a novel spatial aggregation network (SAN) inspired by Principal Neighborhood Aggregation, which uses multiple aggregation functions to help one node gather diverse information from its neighbors. To exclude information from unsampled nodes, a masking strategy that prevents the unsampled sensors from sending messages to their neighborhood is introduced to SAN. We capture temporal dependencies by the temporal convolutional networks, which allows our model to cope with data of diverse sizes. To make SATCN generalizable to unseen nodes and even unseen graph structures, we employ an inductive strategy to train SATCN. We conduct extensive experiments on three real-world spatiotemporal datasets, including traffic speed and climate recordings. Our results demonstrate the superiority of SATCN over traditional and GNN-based kriging models.

9.9LGSep 17, 2021
Dynamic Spatiotemporal Graph Convolutional Neural Networks for Traffic Data Imputation with Complex Missing Patterns

Yuebing Liang, Zhan Zhao, Lijun Sun

Missing data is an inevitable and ubiquitous problem for traffic data collection in intelligent transportation systems. Despite extensive research regarding traffic data imputation, there still exist two limitations to be addressed: first, existing approaches fail to capture the complex spatiotemporal dependencies in traffic data, especially the dynamic spatial dependencies evolving with time; second, prior studies mainly focus on randomly missing patterns while other more complex missing scenarios are less discussed. To fill these research gaps, we propose a novel deep learning framework called Dynamic Spatiotemporal Graph Convolutional Neural Networks (DSTGCN) to impute missing traffic data. The model combines the recurrent architecture with graph-based convolutions to model the spatiotemporal dependencies. Moreover, we introduce a graph structure estimation technique to model the dynamic spatial dependencies from real-time traffic information and road network structure. Extensive experiments based on two public traffic speed datasets are conducted to compare our proposed model with state-of-the-art deep learning approaches in four types of missing patterns. The results show that our proposed model outperforms existing deep learning models in all kinds of missing scenarios and the graph structure estimation technique contributes to the model performance. We further compare our proposed model with a tensor factorization model and find distinct behaviors across different model families under different training schemes and data availability.

4.4LGSep 10, 2021
Spatially Focused Attack against Spatiotemporal Graph Neural Networks

Fuqiang Liu, Luis Miranda-Moreno, Lijun Sun

Spatiotemporal forecasting plays an essential role in various applications in intelligent transportation systems (ITS), such as route planning, navigation, and traffic control and management. Deep Spatiotemporal graph neural networks (GNNs), which capture both spatial and temporal patterns, have achieved great success in traffic forecasting applications. Understanding how GNNs-based forecasting work and the vulnerability and robustness of these models becomes critical to real-world applications. For example, if spatiotemporal GNNs are vulnerable in real-world traffic prediction applications, a hacker can easily manipulate the results and cause serious traffic congestion and even a city-scale breakdown. However, despite that recent studies have demonstrated that deep neural networks (DNNs) are vulnerable to carefully designed perturbations in multiple domains like objection classification and graph representation, current adversarial works cannot be directly applied to spatiotemporal forecasting due to the causal nature and spatiotemporal mechanisms in forecasting models. To fill this gap, in this paper we design Spatially Focused Attack (SFA) to break spatiotemporal GNNs by attacking a single vertex. To achieve this, we first propose the inverse estimation to address the causality issue; then, we apply genetic algorithms with a universal attack method as the evaluation function to locate the weakest vertex; finally, perturbations are generated by solving an inverse estimation-based optimization problem. We conduct experiments on real-world traffic data and our results show that perturbations in one vertex designed by SA can be diffused into a large part of the graph.

3.1LGSep 6, 2021
Individual Mobility Prediction via Attentive Marked Temporal Point Processes

Yuankai Wu, Zhanhong Cheng, Lijun Sun

Individual mobility prediction is an essential task for transportation demand management and traffic system operation. There exist a large body of works on modeling location sequence and predicting the next location of users; however, little attention is paid to the prediction of the next trip, which is governed by the strong spatiotemporal dependencies between diverse attributes, including trip start time $t$, origin $o$, and destination $d$. To fill this gap, in this paper we propose a novel point process-based model -- Attentive Marked temporal point processes (AMTPP) -- to model human mobility and predict the whole trip $(t,o,d)$ in a joint manner. To encode the influence of history trips, AMTPP employs the self-attention mechanism with a carefully designed positional embedding to capture the daily/weekly periodicity and regularity in individual travel behavior. Given the unique peaked nature of inter-event time in human behavior, we use an asymmetric log-Laplace mixture distribution to precisely model the distribution of trip start time $t$. Furthermore, an origin-destination (OD) matrix learning block is developed to model the relationship between every origin and destination pair. Experimental results on two large metro trip datasets demonstrate the superior performance of AMTPP.

5.0MLAug 31, 2021
Scalable Spatiotemporally Varying Coefficient Modelling with Bayesian Kernelized Tensor Regression

Mengying Lei, Aurelie Labbe, Lijun Sun

As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However, it is difficult to apply STVC for large-scale spatiotemporal analyses due to its high computational cost. To address this challenge, we summarize the spatiotemporally varying coefficients using a third-order tensor structure and propose to reformulate the spatiotemporally varying coefficient model as a special low-rank tensor regression problem. The low-rank decomposition can effectively model the global patterns of large data sets with a substantially reduced number of parameters. To further incorporate the local spatiotemporal dependencies, we use Gaussian process (GP) priors on the spatial and temporal factor matrices. We refer to the overall framework as Bayesian Kernelized Tensor Regression (BKTR), and kernelized tensor factorization can be considered a new and scalable approach to modeling multivariate spatiotemporal processes with a low-rank covariance structure. For model inference, we develop an efficient Markov chain Monte Carlo (MCMC) algorithm, which uses Gibbs sampling to update factor matrices and slice sampling to update kernel hyperparameters. We conduct extensive experiments on both synthetic and real-world data sets, and our results confirm the superior performance and efficiency of BKTR for model estimation and parameter inference.

16.0LGMay 21, 2021Code
Low-Rank Hankel Tensor Completion for Traffic Speed Estimation

Xudong Wang, Yuankai Wu, Dingyi Zhuang et al.

This paper studies the traffic state estimation (TSE) problem using sparse observations from mobile sensors. Most existing TSE methods either rely on well-defined physical traffic flow models or require large amounts of simulation data as input to train machine learning models. Different from previous studies, we propose a purely data-driven and model-free solution in this paper. We consider the TSE as a spatiotemporal matrix completion/interpolation problem, and apply spatiotemporal delay embedding to transform the original incomplete matrix into a fourth-order Hankel structured tensor. By imposing a low-rank assumption on this tensor structure, we can approximate and characterize both global and local spatiotemporal patterns in a data-driven manner. We use the truncated nuclear norm of a balanced spatiotemporal unfolding -- in which each column represents the vectorization of a small patch in the original matrix -- to approximate the tensor rank. An efficient solution algorithm based on the Alternating Direction Method of Multipliers (ADMM) is developed for model learning. The proposed framework only involves two hyperparameters, spatial and temporal window lengths, which are easy to set given the degree of data sparsity. We conduct numerical experiments on real-world high-resolution trajectory data, and our results demonstrate the effectiveness and superiority of the proposed model in some challenging scenarios.

9.2LGMay 2, 2021
Reducing Bus Bunching with Asynchronous Multi-Agent Reinforcement Learning

Jiawei Wang, Lijun Sun

The bus system is a critical component of sustainable urban transportation. However, due to the significant uncertainties in passenger demand and traffic conditions, bus operation is unstable in nature and bus bunching has become a common phenomenon that undermines the reliability and efficiency of bus services. Despite recent advances in multi-agent reinforcement learning (MARL) on traffic control, little research has focused on bus fleet control due to the tricky asynchronous characteristic -- control actions only happen when a bus arrives at a bus stop and thus agents do not act simultaneously. In this study, we formulate route-level bus fleet control as an asynchronous multi-agent reinforcement learning (ASMR) problem and extend the classical actor-critic architecture to handle the asynchronous issue. Specifically, we design a novel critic network to effectively approximate the marginal contribution for other agents, in which graph attention neural network is used to conduct inductive learning for policy evaluation. The critic structure also helps the ego agent optimize its policy more efficiently. We evaluate the proposed framework on real-world bus services and actual passenger demand derived from smart card data. Our results show that the proposed model outperforms both traditional headway-based control methods and existing MARL methods.

18.9LGApr 30, 2021Code
Low-Rank Autoregressive Tensor Completion for Spatiotemporal Traffic Data Imputation

Xinyu Chen, Mengying Lei, Nicolas Saunier et al.

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the data. Missing data imputation has been a long-standing research topic and critical application for real-world intelligent transportation systems. A widely applied imputation method is low-rank matrix/tensor completion; however, the low-rank assumption only preserves the global structure while ignores the strong local consistency in spatiotemporal data. In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework by introducing \textit{temporal variation} as a new regularization term into the completion of a third-order (sensor $\times$ time of day $\times$ day) tensor. The third-order tensor structure allows us to better capture the global consistency of traffic data, such as the inherent seasonality and day-to-day similarity. To achieve local consistency, we design the temporal variation by imposing an AR($p$) model for each time series with coefficients as learnable parameters. Different from previous spatial and temporal regularization schemes, the minimization of temporal variation can better characterize temporal generative mechanisms beyond local smoothness, allowing us to deal with more challenging scenarios such "blackout" missing. To solve the optimization problem in LATC, we introduce an alternating minimization scheme that estimates the low-rank tensor and autoregressive coefficients iteratively. We conduct extensive numerical experiments on several real-world traffic data sets, and our results demonstrate the effectiveness of LATC in diverse missing scenarios.

5.7ROAug 14, 2020
On Social Interactions of Merging Behaviors at Highway On-Ramps in Congested Traffic

Huanjie Wang, Wenshuo Wang, Shihua Yuan et al.

Merging at highway on-ramps while interacting with other human-driven vehicles is challenging for autonomous vehicles (AVs). An efficient route to this challenge requires exploring and exploiting knowledge of the interaction process from demonstrations by humans. However, it is unclear what information (or environmental states) is utilized by the human driver to guide their behavior throughout the whole merging process. This paper provides quantitative analysis and evaluation of the merging behavior at highway on-ramps with congested traffic in a volume of time and space. Two types of social interaction scenarios are considered based on the social preferences of surrounding vehicles: courteous and rude. The significant levels of environmental states for characterizing the interactive merging process are empirically analyzed based on the real-world INTERACTION dataset. Experimental results reveal two fundamental mechanisms in the merging process: 1) Human drivers select different states to make sequential decisions at different moments of task execution, and 2) the social preference of surrounding vehicles can impact variable selection for making decisions. It implies that efficient decision-making design should filter out irrelevant information while considering social preference to achieve comparable human-level performance. These essential findings shed light on developing new decision-making approaches for AVs.

10.3MLAug 7, 2020Code
Scalable Low-Rank Tensor Learning for Spatiotemporal Traffic Data Imputation

Xinyu Chen, Yixian Chen, Nicolas Saunier et al.

Missing value problem in spatiotemporal traffic data has long been a challenging topic, in particular for large-scale and high-dimensional data with complex missing mechanisms and diverse degrees of missingness. Recent studies based on tensor nuclear norm have demonstrated the superiority of tensor learning in imputation tasks by effectively characterizing the complex correlations/dependencies in spatiotemporal data. However, despite the promising results, these approaches do not scale well to large data tensors. In this paper, we focus on addressing the missing data imputation problem for large-scale spatiotemporal traffic data. To achieve both high accuracy and efficiency, we develop a scalable tensor learning model -- Low-Tubal-Rank Smoothing Tensor Completion (LSTC-Tubal) -- based on the existing framework of Low-Rank Tensor Completion, which is well-suited for spatiotemporal traffic data that is characterized by multidimensional structure of location$\times$ time of day $\times$ day. In particular, the proposed LSTC-Tubal model involves a scalable tensor nuclear norm minimization scheme by integrating linear unitary transformation. Therefore, tensor nuclear norm minimization can be solved by singular value thresholding on the transformed matrix of each day while the day-to-day correlation can be effectively preserved by the unitary transform matrix. We compare LSTC-Tubal with state-of-the-art baseline models, and find that LSTC-Tubal can achieve competitive accuracy with a significantly lower computational cost. In addition, the LSTC-Tubal will also benefit other tasks in modeling large-scale spatiotemporal traffic data, such as network-level traffic forecasting.

2.3LGJul 1, 2020
Incremental Bayesian tensor learning for structural monitoring data imputation and response forecasting

Pu Ren, Xinyu Chen, Lijun Sun et al.

There has been increased interest in missing sensor data imputation, which is ubiquitous in the field of structural health monitoring (SHM) due to discontinuous sensing caused by sensor malfunction. To address this fundamental issue, this paper presents an incremental Bayesian tensor learning method for reconstruction of spatiotemporal missing data in SHM and forecasting of structural response. In particular, a spatiotemporal tensor is first constructed followed by Bayesian tensor factorization that extracts latent features for missing data imputation. To enable structural response forecasting based on incomplete sensing data, the tensor decomposition is further integrated with vector autoregression in an incremental learning scheme. The performance of the proposed approach is validated on continuous field-sensing data (including strain and temperature records) of a concrete bridge, based on the assumption that strain time histories are highly correlated to temperature recordings. The results indicate that the proposed probabilistic tensor learning approach is accurate and robust even in the presence of large rates of random missing, structured missing and their combination. The effect of rank selection on the imputation and prediction performance is also investigated. The results show that a better estimation accuracy can be achieved with a higher rank for random missing whereas a lower rank for structured missing.

7.5MLJun 18, 2020Code
Low-Rank Autoregressive Tensor Completion for Multivariate Time Series Forecasting

Xinyu Chen, Lijun Sun

Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete with considerable corruption and missing values, making it difficult to perform accurate predictions. In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework to model multivariate time series data. The key of LATC is to transform the original multivariate time series matrix (e.g., sensor$\times$time point) to a third-order tensor structure (e.g., sensor$\times$time of day$\times$day) by introducing an additional temporal dimension, which allows us to model the inherent rhythms and seasonality of time series as global patterns. With the tensor structure, we can transform the time series prediction and missing data imputation problems into a universal low-rank tensor completion problem. Besides minimizing tensor rank, we also integrate a novel autoregressive norm on the original matrix representation into the objective function. The two components serve different roles. The low-rank structure allows us to effectively capture the global consistency and trends across all the three dimensions (i.e., similarity among sensors, similarity of different days, and current time v.s. the same time of historical days). The autoregressive norm can better model the local temporal trends. Our numerical experiments on three real-world data sets demonstrate the superiority of the integration of global and local trends in LATC in both missing data imputation and rolling prediction tasks.

16.6MLMar 23, 2020Code
A Nonconvex Low-Rank Tensor Completion Model for Spatiotemporal Traffic Data Imputation

Xinyu Chen, Jinming Yang, Lijun Sun

Sparsity and missing data problems are very common in spatiotemporal traffic data collected from various sensing systems. Making accurate imputation is critical to many applications in intelligent transportation systems. In this paper, we formulate the missing data imputation problem in spatiotemporal traffic data in a low-rank tensor completion (LRTC) framework and define a novel truncated nuclear norm (TNN) on traffic tensors of location$\times$day$\times$time of day. In particular, we introduce an universal rate parameter to control the degree of truncation on all tensor modes in the proposed LRTC-TNN model, and this allows us to better characterize the hidden patterns in spatiotemporal traffic data. Based on the framework of the Alternating Direction Method of Multipliers (ADMM), we present an efficient algorithm to obtain the optimal solution for each variable. We conduct numerical experiments on four spatiotemporal traffic data sets, and our results show that the proposed LRTC-TNN model outperforms many state-of-the-art imputation models with missing rates/patterns. Moreover, the proposed model also outperforms other baseline models in extreme missing scenarios.

21.6MLOct 14, 2019Code
Bayesian Temporal Factorization for Multidimensional Time Series Prediction

Xinyu Chen, Lijun Sun

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due to not only the large-scale and high-dimensional nature but also the considerable amount of missing data. In this paper, we propose a Bayesian temporal factorization (BTF) framework for modeling multidimensional time series -- in particular spatiotemporal data -- in the presence of missing values. By integrating low-rank matrix/tensor factorization and vector autoregressive (VAR) process into a single probabilistic graphical model, this framework can characterize both global and local consistencies in large-scale time series data. The graphical model allows us to effectively perform probabilistic predictions and produce uncertainty estimates without imputing those missing values. We develop efficient Gibbs sampling algorithms for model inference and model updating for real-time prediction and test the proposed BTF framework on several real-world spatiotemporal data sets for both missing data imputation and multi-step rolling prediction tasks. The numerical experiments demonstrate the superiority of the proposed BTF approaches over existing state-of-the-art methods.

6.2ROApr 18, 2019
Efficient Motion Planning for Automated Lane Change based on Imitation Learning and Mixed-Integer Optimization

Chenyang Xi, Tianyu Shi, Yuankai Wu et al.

Intelligent motion planning is one of the core components in automated vehicles, which has received extensive interests. Traditional motion planning methods suffer from several drawbacks in terms of optimality, efficiency and generalization capability. Sampling based methods cannot guarantee the optimality of the generated trajectories. Whereas the optimization-based methods are not able to perform motion planning in real-time, and limited by the simplified formalization. In this work, we propose a learning-based approach to handle those shortcomings. Mixed Integer Quadratic Problem based optimization (MIQP) is used to generate the optimal lane-change trajectories which served as the training dataset for learning-based action generation algorithms. A hierarchical supervised learning model is devised to make the fast lane-change decision. Numerous experiments have been conducted to evaluate the optimality, efficiency, and generalization capability of the proposed approach. The experimental results indicate that the proposed model outperforms several commonly used motion planning baselines.