Deep Direct Discriminative Decoders for High-dimensional Time-series
Data Analysis
- URL: http://arxiv.org/abs/2205.10947v2
- Date: Mon, 3 Jul 2023 13:40:46 GMT
- Title: Deep Direct Discriminative Decoders for High-dimensional Time-series
Data Analysis
- Authors: Mohammad R. Rezaei, Milos R. Popovic, Milad Lankarany, Ali Yousefi
- Abstract summary: State-space models (SSMs) are widely utilized in the analysis of time-series data.
We propose a new formulation of SSM for high-dimensional observation processes.
We build a novel solution that efficiently estimates the underlying state processes through high-dimensional observation signal.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The state-space models (SSMs) are widely utilized in the analysis of
time-series data. SSMs rely on an explicit definition of the state and
observation processes. Characterizing these processes is not always easy and
becomes a modeling challenge when the dimension of observed data grows or the
observed data distribution deviates from the normal distribution. Here, we
propose a new formulation of SSM for high-dimensional observation processes. We
call this solution the deep direct discriminative decoder (D4). The D4 brings
deep neural networks' expressiveness and scalability to the SSM formulation
letting us build a novel solution that efficiently estimates the underlying
state processes through high-dimensional observation signal. We demonstrate the
D4 solutions in simulated and real data such as Lorenz attractors, Langevin
dynamics, random walk dynamics, and rat hippocampus spiking neural data and
show that the D4 performs better than traditional SSMs and RNNs. The D4 can be
applied to a broader class of time-series data where the connection between
high-dimensional observation and the underlying latent process is hard to
characterize.
Related papers
- DiST-4D: Disentangled Spatiotemporal Diffusion with Metric Depth for 4D Driving Scene Generation [50.01520547454224]
Current generative models struggle to synthesize 4D driving scenes that simultaneously support temporal extrapolation and spatial novel view synthesis (NVS)
We propose DiST-4D, which disentangles the problem into two diffusion processes: DiST-T, which predicts future metric depth and multi-view RGB sequences directly from past observations, and DiST-S, which enables spatial NVS by training only on existing viewpoints while enforcing cycle consistency.
Experiments demonstrate that DiST-4D achieves state-of-the-art performance in both temporal prediction and NVS tasks, while also delivering competitive performance in planning-related evaluations.
arXiv Detail & Related papers (2025-03-19T13:49:48Z) - S4M: S4 for multivariate time series forecasting with Missing values [30.547886613423994]
Time series data play a pivotal role in a wide range of real-world applications.
Traditional two-step approaches, which first impute missing values and then perform forecasting, are prone to error accumulation.
We introduce S4M, an end-to-end time series forecasting framework that seamlessly integrates missing data handling into the Structured State Space Sequence model architecture.
arXiv Detail & Related papers (2025-03-02T13:59:59Z) - Sparse identification of nonlinear dynamics and Koopman operators with Shallow Recurrent Decoder Networks [3.1484174280822845]
We present a method to jointly solve the sensing and model identification problems with simple implementation, efficient, and robust performance.
SINDy-SHRED uses Gated Recurrent Units to model sparse sensor measurements along with a shallow network decoder to reconstruct the full-temporal field from the latent state space.
We conduct systematic experimental studies on PDE data such as turbulent flows, real-world sensor measurements for sea surface temperature, and direct video data.
arXiv Detail & Related papers (2025-01-23T02:18:13Z) - DyG-Mamba: Continuous State Space Modeling on Dynamic Graphs [59.434893231950205]
Dynamic graph learning aims to uncover evolutionary laws in real-world systems.
We propose DyG-Mamba, a new continuous state space model for dynamic graph learning.
We show that DyG-Mamba achieves state-of-the-art performance on most datasets.
arXiv Detail & Related papers (2024-08-13T15:21:46Z) - Motion2VecSets: 4D Latent Vector Set Diffusion for Non-rigid Shape Reconstruction and Tracking [52.393359791978035]
Motion2VecSets is a 4D diffusion model for dynamic surface reconstruction from point cloud sequences.
We parameterize 4D dynamics with latent sets instead of using global latent codes.
For more temporally-coherent object tracking, we synchronously denoise deformation latent sets and exchange information across multiple frames.
arXiv Detail & Related papers (2024-01-12T15:05:08Z) - Assessing Neural Network Representations During Training Using
Noise-Resilient Diffusion Spectral Entropy [55.014926694758195]
Entropy and mutual information in neural networks provide rich information on the learning process.
We leverage data geometry to access the underlying manifold and reliably compute these information-theoretic measures.
We show that they form noise-resistant measures of intrinsic dimensionality and relationship strength in high-dimensional simulated data.
arXiv Detail & Related papers (2023-12-04T01:32:42Z) - Learning in latent spaces improves the predictive accuracy of deep
neural operators [0.0]
L-DeepONet is an extension of standard DeepONet, which leverages latent representations of high-dimensional PDE input and output functions identified with suitable autoencoders.
We show that L-DeepONet outperforms the standard approach in terms of both accuracy and computational efficiency across diverse time-dependent PDEs.
arXiv Detail & Related papers (2023-04-15T17:13:09Z) - Spectral learning of Bernoulli linear dynamical systems models [21.3534487101893]
We develop a learning method for fast, efficient fitting of latent linear dynamical system models.
Our approach extends traditional subspace identification methods to the Bernoulli setting.
We show that the estimator provides real world settings by analyzing data from mice performing a sensory decision-making task.
arXiv Detail & Related papers (2023-03-03T16:29:12Z) - Deep Latent State Space Models for Time-Series Generation [68.45746489575032]
We propose LS4, a generative model for sequences with latent variables evolving according to a state space ODE.
Inspired by recent deep state space models (S4), we achieve speedups by leveraging a convolutional representation of LS4.
We show that LS4 significantly outperforms previous continuous-time generative models in terms of marginal distribution, classification, and prediction scores on real-world datasets.
arXiv Detail & Related papers (2022-12-24T15:17:42Z) - Data-driven low-dimensional dynamic model of Kolmogorov flow [0.0]
Reduced order models (ROMs) that capture flow dynamics are of interest for decreasing computational costs for simulation.
This work presents a data-driven framework for minimal-dimensional models that effectively capture the dynamics and properties of the flow.
We apply this to Kolmogorov flow in a regime consisting of chaotic and intermittent behavior.
arXiv Detail & Related papers (2022-10-29T23:05:39Z) - Liquid Structural State-Space Models [106.74783377913433]
Liquid-S4 achieves an average performance of 87.32% on the Long-Range Arena benchmark.
On the full raw Speech Command recognition, dataset Liquid-S4 achieves 96.78% accuracy with a 30% reduction in parameter counts compared to S4.
arXiv Detail & Related papers (2022-09-26T18:37:13Z) - SOM-CPC: Unsupervised Contrastive Learning with Self-Organizing Maps for
Structured Representations of High-Rate Time Series [23.074319429090092]
We propose SOM-CPC, a model that visualizes data in an organized 2D manifold, while preserving higher-dimensional information.
We show on both synthetic and real-life data (physiological data and audio recordings) that SOM-CPC outperforms strong baselines like DL-based feature extraction.
arXiv Detail & Related papers (2022-05-31T15:21:21Z) - Deep Cellular Recurrent Network for Efficient Analysis of Time-Series
Data with Spatial Information [52.635997570873194]
This work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to process complex multi-dimensional time series data with spatial information.
The proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.
arXiv Detail & Related papers (2021-01-12T20:08:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.