We present a simple quantile regression-based forecasting method that was applied in a probabilistic load forecasting framework of the Global Energy Forecasting Competition 2017 (GEFCom2017). The hourly load data is log transformed and split into a long-term trend component and a remainder term. The key forecasting element is the quantile regression approach for the remainder term that takes into account weekly and annual seasonalities such as their interactions. Temperature information is only used to stabilize the forecast of the long-term trend component. Public holidays information is ignored. Still, the forecasting method placed second in the open data track and fourth in the definite data track with our forecasting method, which is remarkable given simplicity of the model. The method also outperforms the Vanilla benchmark consistently.

This paper addresses the energy disaggregation problem, i.e. decomposing the electricity signal of a whole home to its operating devices. First, we cast the problem as a dictionary learning (DL) problem where the key electricity patterns representing consumption behaviors are extracted for each device and stored in a dictionary matrix. The electricity signal of each device is then modeled by a linear combination of such patterns with sparse coefficients that determine the contribution of each device in the total electricity. Although popular, the classic DL approach is prone to high error in real-world applications including energy disaggregation, as it merely finds linear dictionaries. Moreover, this method lacks a recurrent structure; thus, it is unable to leverage the temporal structure of energy signals. Motivated by such shortcomings, we propose a novel optimization program where the dictionary and its sparse coefficients are optimized simultaneously with a deep neural model extracting powerful nonlinear features from the energy signals. A long short-term memory auto-encoder (LSTM-AE) is proposed with tunable time dependent states to capture the temporal behavior of energy signals for each device. We learn the dictionary in the space of temporal features captured by the LSTM-AE rather than the original space of the energy signals; hence, in contrast to the traditional DL, here, a nonlinear dictionary is learned using powerful temporal features extracted from our deep model. Real experiments on the publicly available Reference Energy Disaggregation Dataset (REDD) show significant improvement compared to the state-of-the-art methodologies in terms of the disaggregation accuracy and F-score metrics.

Machine Learning on graph-structured data is an important and omnipresent task for a vast variety of applications including anomaly detection and dynamic network analysis. In this paper, a deep generative model is introduced to capture continuous probability densities corresponding to the nodes of an arbitrary graph. In contrast to all learning formulations in the area of discriminative pattern recognition, we propose a scalable generative optimization/algorithm theoretically proved to capture distributions at the nodes of a graph. Our model is able to generate samples from the probability densities learned at each node. This probabilistic data generation model, i.e. convolutional graph auto-encoder (CGAE), is devised based on the localized first-order approximation of spectral graph convolutions, deep learning, and the variational Bayesian inference. We apply our CGAE to a new problem, the spatio-temporal probabilistic solar irradiance prediction. Multiple solar radiation measurement sites in a wide area in northern states of the US are modeled as an undirected graph. Using our proposed model, the distribution of future irradiance given historical radiation observations is estimated for every site/node. Numerical results on the National Solar Radiation Database show state-of-the-art performance for probabilistic radiation prediction on geographically distributed irradiance data in terms of reliability, sharpness, and continuous ranked probability score.

What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward from a counterfactual policy. Our estimators are shown to have lowest variance in a wide class of estimators, achieving variance reduction relative to standard estimators. We also apply our estimators to improve online advertisement design by a major advertisement company. Consistent with the theoretical result, our estimators allow us to improve on the existing bandit algorithm with more statistical confidence compared to a state-of-the-art benchmark.

Performance metrics (error measures) are vital components of the evaluation frameworks in various fields. The intention of this study was to overview of a variety of performance metrics and approaches to their classification. The main goal of the study was to develop a typology that will help to improve our knowledge and understanding of metrics and facilitate their selection in machine learning regression, forecasting and prognostics. Based on the analysis of the structure of numerous performance metrics, we propose a framework of metrics which includes four (4) categories: primary metrics, extended metrics, composite metrics, and hybrid sets of metrics. The paper identified three (3) key components (dimensions) that determine the structure and properties of primary metrics: method of determining point distance, method of normalization, method of aggregation of point distances over a data set.

Seismic phase association is a fundamental task in seismology that pertains to linking together phase detections on different sensors that originate from a common earthquake. It is widely employed to detect earthquakes on permanent and temporary seismic networks, and underlies most seismicity catalogs produced around the world. This task can be challenging because the number of sources is unknown, events frequently overlap in time, or can occur simultaneously in different parts of a network. We present PhaseLink, a framework based on recent advances in deep learning for grid-free earthquake phase association. Our approach learns to link phases together that share a common origin, and is trained entirely on tens of millions of synthetic sequences of P- and S-wave arrival times generated using a simple 1D velocity model. Our approach is simple to implement for any tectonic regime, suitable for real-time processing, and can naturally incorporate errors in arrival time picks. Rather than tuning a set of ad hoc hyperparameters to improve performance, PhaseLink can be improved by simply adding examples of problematic cases to the training dataset. We demonstrate the state-of-the-art performance of PhaseLink on a challenging recent sequence from southern California, and synthesized sequences from Japan designed to test the point at which the method fails. These tests show that PhaseLink can precisely associate P- and S-picks to events that are separated by ~12 seconds in origin time. This approach is expected to improve the resolution of seismicity catalogs, add stability to real-time seismic monitoring, and streamline automated processing of large seismic datasets.

Ambient backscatter has been introduced with a wide range of applications for low power wireless communications. In this article, we propose an optimal and low-complexity dynamic spectrum access framework for RFpowered ambient backscatter system. Under the dynamics of the ambient signals, we first adopt the Markov decision process (MDP) framework to obtain the optimal policy for the secondary transmitter, aiming to maximize the system throughput. However, the MDP-based optimization requires complete knowledge of environment parameters, e.g., the probability of a channel to be idle and the probability of a successful packet transmission, that may not be practical to obtain. To cope with such incomplete knowledge of the environment, we develop a low-complexity online reinforcement learning algorithm that allows the secondary transmitter to "learn" from its decisions and then attain the optimal policy. Simulation results show that the proposed learning algorithm not only efficiently deals with the dynamics of the environment, but also improves the average throughput up to 50% and reduces the blocking probability and delay up to 80% compared with conventional methods. Dynamic spectrum access (DSA) has been considered as a promising solution to improve the utilization of radio spectrum [2]. As DSA standard frameworks, the Federal Communications Commission and the European Telecommunications Standardization Institute have recently proposed Spectrum Access Systems (SAS) and Licensed Shared Access (LSA) respectively [3]. In both SAS and LSA, spectrum users are prioritized at different levels/tiers (e.g., there are three types of users with a decreasing order of priority: Incumbent Users (IUs), Priority Access Licensees (PALs), and General Authorized Access (GAAs)). Without loss of generality, in this work, we refer users with higher priority as IUs and users with lower priority as secondary users (SUs). DSA harvests under-utilized spectrum chunks by allowing an SU to dynamically access (temporarily) idle spectrum bands/whitespaces to transmit data.

For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the closed-loop control mechanism and only explore static characteristics, which thus are incapable of distinguishing between real process faults and nominal changes of operating conditions, leading to unnecessary alarms. In this regard, this paper proposes a distributed monitoring method for closed-loop industrial processes by concurrently exploring static and dynamic characteristics. First, the large-scale closed-loop process is decomposed into several subsystems by developing a sparse slow feature analysis (SSFA) algorithm which capture changes of both static and dynamic information. Second, distributed models are developed to separately capture static and dynamic characteristics from the local and global aspects. Based on the distributed monitoring system, a two-level monitoring strategy is proposed to check different influences on process characteristics resulting from changes of the operating conditions and control action, and thus the two changes can be well distinguished from each other. Case studies are conducted based on both benchmark data and real industrial process data to illustrate the effectiveness of the proposed method.

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.

Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to learn which actions not to take. In this work, we propose the Action-Elimination Deep Q-Network (AE-DQN) architecture that combines a Deep RL algorithm with an Action Elimination Network (AEN) that eliminates sub-optimal actions. The AEN is trained to predict invalid actions, supervised by an external elimination signal provided by the environment. Simulations demonstrate a considerable speedup and added robustness over vanilla DQN in text-based games with over a thousand discrete actions.