The disaggregated time-series data for Consumer Price Index often exhibits frequent instances of exact zero price changes, stemming from measurement errors inherent in the data collection process. However, the currently prominent stochastic volatility model of trend inflation is designed for aggregate measures of price inflation, where exact zero price changes rarely occur. We propose a zero-inflated stochastic volatility model applicable to such nonstationary real-valued multivariate time-series data with exact zeros, by a Bayesian dynamic generalized linear model that jointly specifies the dynamic zero-generating process. We also provide an efficient custom Gibbs sampler that leverages the P\'olya-Gamma augmentation. Applying the model to disaggregated Japanese Consumer Price Index data, we find that the zero-inflated model provides more sensible and informative estimates of time-varying trend and volatility. Through an out-of-sample forecasting exercise, we find that the zero-inflated model provides improved point forecasts when zero-inflation is prominent, and better coverage of interval forecasts of the non-zero data by the non-zero distributional component.
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The study of time series data is crucial for understanding trends and anomalies over time, enabling predictive insights across various sectors. Spatio-temporal data, on the other hand, is vital for analyzing phenomena in both space and time, providing a dynamic perspective on complex system interactions. Recently, diffusion models have seen widespread application in time series and spatio-temporal data mining. Not only do they enhance the generative and inferential capabilities for sequential and temporal data, but they also extend to other downstream tasks. In this survey, we comprehensively and thoroughly review the use of diffusion models in time series and spatio-temporal data, categorizing them by model category, task type, data modality, and practical application domain. In detail, we categorize diffusion models into unconditioned and conditioned types and discuss time series data and spatio-temporal data separately. Unconditioned models, which operate unsupervised, are subdivided into probability-based and score-based models, serving predictive and generative tasks such as forecasting, anomaly detection, classification, and imputation. Conditioned models, on the other hand, utilize extra information to enhance performance and are similarly divided for both predictive and generative tasks. Our survey extensively covers their application in various fields, including healthcare, recommendation, climate, energy, audio, and transportation, providing a foundational understanding of how these models analyze and generate data. Through this structured overview, we aim to provide researchers and practitioners with a comprehensive understanding of diffusion models for time series and spatio-temporal data analysis, aiming to direct future innovations and applications by addressing traditional challenges and exploring innovative solutions within the diffusion model framework.
Electronic Health Record (EHR) data, while rich in information, often suffers from sparsity, posing significant challenges in predictive modeling. Traditional imputation methods inadequately distinguish between real and imputed data, leading to potential inaccuracies in models. Addressing this, we introduce PRISM, a framework that indirectly imputes data through prototype representations of similar patients, thus ensuring denser and more accurate embeddings. PRISM also includes a feature confidence learner module, which evaluates the reliability of each feature in light of missing data. Additionally, it incorporates a new patient similarity metric that accounts for feature confidence, avoiding overreliance on imprecise imputed values. Our extensive experiments on the MIMIC-III, MIMIC-IV, PhysioNet Challenge 2012, eICU datasets demonstrate PRISM 's superior performance in predicting in-hospital mortality and 30-day readmission tasks, showcasing its effectiveness in handling EHR data sparsity. For the sake of reproducibility and further research, we have made the code publicly available at //github.com/yhzhu99/PRISM.
This paper considers the problem of the private release of sample means of speed values from traffic datasets. Our key contribution is the development of user-level differentially private algorithms that incorporate carefully chosen parameter values to ensure low estimation errors on real-world datasets, while ensuring privacy. We test our algorithms on ITMS (Intelligent Traffic Management System) data from an Indian city, where the speeds of different buses are drawn in a potentially non-i.i.d. manner from an unknown distribution, and where the number of speed samples contributed by different buses is potentially different. We then apply our algorithms to large synthetic datasets, generated based on the ITMS data. Here, we provide theoretical justification for the observed performance trends, and also provide recommendations for the choices of algorithm subroutines that result in low estimation errors. Finally, we characterize the best performance of pseudo-user creation-based algorithms on worst-case datasets via a minimax approach; this then gives rise to a novel procedure for the creation of pseudo-users, which optimizes the worst-case total estimation error. The algorithms discussed in the paper are readily applicable to general spatio-temporal IoT datasets for releasing a differentially private mean of a desired value.
The growing popularity of Machine Learning (ML) has led to its deployment in various sensitive domains, which has resulted in significant research focused on ML security and privacy. However, in some applications, such as Augmented/Virtual Reality, integrity verification of the outsourced ML tasks is more critical--a facet that has not received much attention. Existing solutions, such as multi-party computation and proof-based systems, impose significant computation overhead, which makes them unfit for real-time applications. We propose Fides, a novel framework for real-time integrity validation of ML-as-a-Service (MLaaS) inference. Fides features a novel and efficient distillation technique--Greedy Distillation Transfer Learning--that dynamically distills and fine-tunes a space and compute-efficient verification model for verifying the corresponding service model while running inside a trusted execution environment. Fides features a client-side attack detection model that uses statistical analysis and divergence measurements to identify, with a high likelihood, if the service model is under attack. Fides also offers a re-classification functionality that predicts the original class whenever an attack is identified. We devised a generative adversarial network framework for training the attack detection and re-classification models. The evaluation shows that Fides achieves an accuracy of up to 98% for attack detection and 94% for re-classification.
Single-model systems often suffer from deficiencies in tasks such as speaker verification (SV) and image classification, relying heavily on partial prior knowledge during decision-making, resulting in suboptimal performance. Although multi-model fusion (MMF) can mitigate some of these issues, redundancy in learned representations may limits improvements. To this end, we propose an adversarial complementary representation learning (ACoRL) framework that enables newly trained models to avoid previously acquired knowledge, allowing each individual component model to learn maximally distinct, complementary representations. We make three detailed explanations of why this works and experimental results demonstrate that our method more efficiently improves performance compared to traditional MMF. Furthermore, attribution analysis validates the model trained under ACoRL acquires more complementary knowledge, highlighting the efficacy of our approach in enhancing efficiency and robustness across tasks.
Recently, Segment Anything Model (SAM) shows exceptional performance in generating high-quality object masks and achieving zero-shot image segmentation. However, as a versatile vision model, SAM is primarily trained with large-scale natural light images. In underwater scenes, it exhibits substantial performance degradation due to the light scattering and absorption. Meanwhile, the simplicity of the SAM's decoder might lead to the loss of fine-grained object details. To address the above issues, we propose a novel feature learning framework named MAS-SAM for marine animal segmentation, which involves integrating effective adapters into the SAM's encoder and constructing a pyramidal decoder. More specifically, we first build a new SAM's encoder with effective adapters for underwater scenes. Then, we introduce a Hypermap Extraction Module (HEM) to generate multi-scale features for a comprehensive guidance. Finally, we propose a Progressive Prediction Decoder (PPD) to aggregate the multi-scale features and predict the final segmentation results. When grafting with the Fusion Attention Module (FAM), our method enables to extract richer marine information from global contextual cues to fine-grained local details. Extensive experiments on four public MAS datasets demonstrate that our MAS-SAM can obtain better results than other typical segmentation methods. The source code is available at //github.com/Drchip61/MAS-SAM.
As e-commerce expands, delivering real-time personalized recommendations from vast catalogs poses a critical challenge for retail platforms. Maximizing revenue requires careful consideration of both individual customer characteristics and available item features to optimize assortments over time. In this paper, we consider the dynamic assortment problem with dual contexts -- user and item features. In high-dimensional scenarios, the quadratic growth of dimensions complicates computation and estimation. To tackle this challenge, we introduce a new low-rank dynamic assortment model to transform this problem into a manageable scale. Then we propose an efficient algorithm that estimates the intrinsic subspaces and utilizes the upper confidence bound approach to address the exploration-exploitation trade-off in online decision making. Theoretically, we establish a regret bound of $\tilde{O}((d_1+d_2)r\sqrt{T})$, where $d_1, d_2$ represent the dimensions of the user and item features respectively, $r$ is the rank of the parameter matrix, and $T$ denotes the time horizon. This bound represents a substantial improvement over prior literature, made possible by leveraging the low-rank structure. Extensive simulations and an application to the Expedia hotel recommendation dataset further demonstrate the advantages of our proposed method.
Vast amount of data generated from networks of sensors, wearables, and the Internet of Things (IoT) devices underscores the need for advanced modeling techniques that leverage the spatio-temporal structure of decentralized data due to the need for edge computation and licensing (data access) issues. While federated learning (FL) has emerged as a framework for model training without requiring direct data sharing and exchange, effectively modeling the complex spatio-temporal dependencies to improve forecasting capabilities still remains an open problem. On the other hand, state-of-the-art spatio-temporal forecasting models assume unfettered access to the data, neglecting constraints on data sharing. To bridge this gap, we propose a federated spatio-temporal model -- Cross-Node Federated Graph Neural Network (CNFGNN) -- which explicitly encodes the underlying graph structure using graph neural network (GNN)-based architecture under the constraint of cross-node federated learning, which requires that data in a network of nodes is generated locally on each node and remains decentralized. CNFGNN operates by disentangling the temporal dynamics modeling on devices and spatial dynamics on the server, utilizing alternating optimization to reduce the communication cost, facilitating computations on the edge devices. Experiments on the traffic flow forecasting task show that CNFGNN achieves the best forecasting performance in both transductive and inductive learning settings with no extra computation cost on edge devices, while incurring modest communication cost.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.
We propose a novel single shot object detection network named Detection with Enriched Semantics (DES). Our motivation is to enrich the semantics of object detection features within a typical deep detector, by a semantic segmentation branch and a global activation module. The segmentation branch is supervised by weak segmentation ground-truth, i.e., no extra annotation is required. In conjunction with that, we employ a global activation module which learns relationship between channels and object classes in a self-supervised manner. Comprehensive experimental results on both PASCAL VOC and MS COCO detection datasets demonstrate the effectiveness of the proposed method. In particular, with a VGG16 based DES, we achieve an mAP of 81.7 on VOC2007 test and an mAP of 32.8 on COCO test-dev with an inference speed of 31.5 milliseconds per image on a Titan Xp GPU. With a lower resolution version, we achieve an mAP of 79.7 on VOC2007 with an inference speed of 13.0 milliseconds per image.
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