Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance from both the methodology development and real-world application perspectives. Given the observed spatially encoded time series covariates and real-valued response data samples, the goal of spatio-temporal regression is to leverage the temporal and spatial dependencies to build a mapping from covariates to response with minimized prediction error. Prior arts, including the convolutional Long Short-Term Memory (CovLSTM) and variations of the functional linear models, cannot learn the spatio-temporal information in a simple and efficient format for proper model building. In this work, we propose two novel extensions of the Functional Neural Network (FNN), a temporal regression model whose effectiveness and superior performance over alternative sequential models have been proven by many researchers. The effectiveness of the proposed spatio-temporal FNNs in handling varying spatial correlations is demonstrated in comprehensive simulation studies. The proposed models are then deployed to solve a practical and challenging precipitation prediction problem in the meteorology field.

Prognostics is concerned with predicting the future health of the equipment and any potential failures. With the advances in the Internet of Things (IoT), data-driven approaches for prognostics that leverage the power of machine learning models are gaining popularity. One of the most important categories of data-driven approaches relies on a predefined or learned health indicator to characterize the equipment condition up to the present time and make inference on how it is likely to evolve in the future. In these approaches, health indicator forecasting that constructs the health indicator curve over the lifespan using partially observed measurements (i.e., health indicator values within an initial period) plays a key role. Existing health indicator forecasting algorithms, such as the functional Empirical Bayesian approach, the regression-based formulation, a naive scenario matching based on the nearest neighbor, have certain limitations. In this paper, we propose a new `generative + scenario matching' algorithm for health indicator forecasting. The key idea behind the proposed approach is to first non-parametrically fit the underlying health indicator curve with a continuous Gaussian Process using a sample of run-to-failure health indicator curves. The proposed approach then generates a rich set of random curves from the learned distribution, attempting to obtain all possible variations of the target health condition evolution process over the system's lifespan. The health indicator extrapolation for a piece of functioning equipment is inferred as the generated curve that has the highest matching level within the observed period. Our experimental results show the superiority of our algorithm over the other state-of-the-art methods.

Clustering aims to separate observed data into different categories. The performance of popular clustering models relies on the sample-to-sample similarity. However, the pairwise similarity is prone to be corrupted by noise or outliers and thus deteriorates the subsequent clustering. A high-order relationship among samples-to-samples may elaborate the local manifold of the data and thus provide complementary information to guide the clustering. However, few studies have investigated the connection between high-order similarity and usual pairwise similarity. To fill this gap, we first define a high-order tensor similarity to exploit the samples-to-samples affinity relationship. We then establish the connection between tensor similarity and pairwise similarity, proving that the decomposable tensor similarity is the Kronecker product of the usual pairwise similarity and the non-decomposable tensor similarity is generalized to provide complementary information, which pairwise similarity fails to regard. Finally, the high-order tensor similarity and pairwise similarity (IPS2) were integrated collaboratively to enhance clustering performance by enjoying their merits. The proposed IPS2 is shown to perform superior or competitive to state-of-the-art methods on synthetic and real-world datasets. Extensive experiments demonstrated that tensor similarity is capable to boost the performance of the classical clustering method.