792291
Variable grouping in multivariate time series via correlation
The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the "variable groupings" problem in MTS. In particular, we investigate different methods of utilizing the information regarding correlations among MTS variables. This type of method does not appear to have been studied before. In all, 15 methods are suggested and applied to six datasets where there are identifiable mixed groupings of MTS variables. This paper describes the general methodology, reports extensive experimental results, and concludes with useful insights on the strength and weakness of this type of grouping method.
14510898
Evolutionary learning of dynamic probabilistic models with large time lags
In this paper, we explore the automatic explanation of multivariate time series (MTS) through learning dynamic Bayesian networks (DBNs). We have developed an evolutionary algorithm which exploits certain characteristics of MTS in order to generate good networks as quickly as possible. We compare this algorithm to other standard learning algorithms that have traditionally been used for static Bayesian networks but are adapted for DBNs in this paper. These are extensively tested on both synthetic and real-world MTS for various aspects of efficiency and accuracy. By proposing a simple representation scheme, an efficient learning methodology, and several useful heuristics, we have found that the proposed method is more efficient for learning DBNs from MTS with large time lags, especially in time-demanding situations. © 2001 John Wiley & Sons, Inc.
39184835
Improved Robustness in Time Series Analysis of Gene Expression Data by Polynomial Model Based Clustering
Microarray experiments produce large data sets that often contain noise and considerable missing data. Typical clustering methods such as hierarchical clustering or partitional algorithms can often be adversely affected by such data. This paper introduces a method to overcome such problems associated with noise and missing data by modelling the time series data with polynomials and using these models to cluster the data. Similarity measures for polynomials are given that comply with commonly used standard measures. The polynomial model based clustering is compared with standard clustering methods under different conditions and applied to a real gene expression data set. It shows significantly better results as noise and missing data are increased.
16058917
Learning Dynamic Bayesian Networks from Multivariate Time Series with Changing Dependencies
Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any model that is learnt from the data will average over the different dependency structures. Paradigms that try to explain underlying processes and observed events in multivariate time series must explicitly model these changes in order to allow non-experts to analyse and understand such data. In this paper we have developed a method for generating explanations in multivariate time series that takes into account changing dependency structure. We make use of a dynamic Bayesian network model with hidden nodes. We introduce a representation and search technique for learning such models from data and test it on synthetic time series and real-world data from an oil refinery, both of which contain changing underlying structure. We compare our method to an existing EM-based method for learning structure. Results are very promising for our method and we include sample explanations, generated from models learnt from the refinery dataset.
6104018
A framework for modelling virus gene expression data
Short, high-dimensional, Multivariate Time Series (MTS) data are common in many fields such as medicine, finance and science, and any advance in modelling this kind of data would be beneficial. Nowhere is this truer than functional genomics where effective ways of analysing gene expression data are urgently needed. Progress in this area could help obtain a “global” view of biological processes, and ultimately lead to a great improvement in the quality of human life. We present a computational framework for modelling this type of data, and report experimental results of applying this framework to the analysis of gene expression data in the virology domain. The framework contains a three-step modelling strategy: correlation search, variable grouping, and short MTS modelling. Novel research is involved in each step which has been individually tested on different real-world datasets in engineering and medicine. This is the first attempt to integrate all these components into a coherent computational framework, and test the framework on a very challenging application area, producing promising results.
40113853
A Framework for Modelling Short, High-Dimensional Multivariate Time Series: Preliminary Results in Virus Gene Expression Data Analysis
Short, high-dimensional Multivariate Time Series (MTS) data are common in many fields such as medicine, finance and science, and any advance in modelling this kind of data would be beneficial. Nowhere is this more true than functional genomics where effective ways of analysing gene expression data are urgently needed. Progress in this area could help obtain a "global" view of biological processes, and ultimately lead to a great improvement in the quality of human life. We present a computational framework for modelling this type of data, and report preliminary experimental results of applying this framework to the analysis of gene expression data in the virology domain. The framework contains a threestep modelling strategy: correlation search, variable grouping, and short MTS modelling. Novel research is involved in each step which has been individually tested on different real-world datasets in engineering and medicine. This is the first attempt to integrate all these components into a coherent computational framework, and test the framework on a very challenging application area, which has produced promising results.
34486970
Simulation of miscible binary mixtures based on lattice Boltzmann method
Miscible fluid mixtures, like pouring honey into water, Coca Cola into strong wine, are common phenomena in our daily life. While two miscible fluids are mixed together, their appearances in terms of colors and shapes will change due to their mixing interaction. The interaction between the mixture components could be regarded as a combination of the diffusing process and demixing process. If the former dominates the interaction, it is miscible; otherwise, it is immiscible. The complex microscopic interplay between the mixture components makes the simulation highly challenging. So far, there have been some dedicated research in computer graphics dealing with immiscible mixtures, but few works have been done focusing on miscible mixtures. In this paper, for the first time, we introduce a two-fluid lattice Boltzmann method (LBM), called TFLBM, applied to miscible binary mixtures. Different from other similar methods, the viscous and diffusing properties of the fluid in our work are considered separately, so that the physical insight is exposed more clearly and rationally. In addition, the operation of LBM is mostly a linear local computation, and graphics processing unit (GPU) has been utilized to achieve real-time simulation. Copyright © 2006 John Wiley & Sons, Ltd.
769251
An improved study of real-time fluid simulation on GPU
Taking advantage of the parallelism and programmability of GPU, we solve the fluid dynamics problem completely on GPU. Different from previous methods, the whole computation is accelerated in our method by packing the scalar and vector variables into four channels of texels. In order to be adaptive to the arbitrary boundary conditions, we group the grid nodes into different types according to their positions relative to obstacles and search the node that determines the value of the current node. Then we compute the texture coordinates offsets according to the type of the boundary condition of each node to determine the corresponding variables and achieve the interaction of flows with obstacles set freely by users. The test results prove the efficiency of our method and exhibit the potential of GPU for general-purpose computations. Copyright © 2004 John Wiley & Sons, Ltd.
368408
A framework for opportunistic scheduling in wireless networks
Abstract We present a method, called opportunistic scheduling, for exploiting the time-varying nature of the radio environment to increase the overall performance of the system under certain quality of service/fairness requirements of users. We first introduce a general framework for opportunistic scheduling, and then identify three general categories of scheduling problems under this framework. We provide optimal solutions for each of these scheduling problems. All the proposed scheduling policies are implementable online; we provide parameter estimation algorithms and implementation procedures for them. We also show how previous work by us and others directly fits into or is related to this framework. We demonstrate via simulation that opportunistic scheduling schemes result in significant performance improvement compared with non-opportunistic alternatives.
23517581
Global exponential stability of high order Hopfield type neural networks
This paper studies the problem of global exponential stability for a class of high order Hopfield type neural networks. By utilizing Lyapunov functions, several sufficient conditions for the global exponential stability of equilibrium point are obtained. The exponential convergence rate of the equilibrium point is also estimated. As a special case, several new criteria on global exponential stability for the corresponding first order Hopfield neural networks are obtained. Those criteria generalize some of the recent results reported in the literature.
2229369
Recognizing Berge Graphs
A graph is Berge if no induced subgraph of G is an odd cycle of length at least five or the complement of one. In this paper we give an algorithm to test if a graph G is Berge, with running time O(|V (G)|9). This is independent of the recent proof of the strong perfect graph conjecture.