dlgm
Approximate Probabilistic Inference for Time-Series Data A Robust Latent Gaussian Model With Temporal Awareness
Johansson, Anton, Ramaswamy, Arunselvan
The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and generalize poorly as they cannot capture complex temporal relationships. In this paper, we present a probabilistic generative model that can be trained to capture temporal information, and that is robust to data errors. We call it Time Deep Latent Gaussian Model (tDLGM). Its novel architecture is inspired by Deep Latent Gaussian Model (DLGM). Our model is trained to minimize a loss function based on the negative log loss. One contributing factor to Time Deep Latent Gaussian Model (tDLGM) robustness is our regularizer, which accounts for data trends. Experiments conducted show that tDLGM is able to reconstruct and generate complex time series data, and that it is robust against to noise and faulty data.
Yes, DLGM! A novel hierarchical model for hazard classification
Wang, Zhenhua, Ren, Ming, Gao, Dong, Wang, Bin
Hazards can be exposed by HAZOP as text information, and studying their classification is of great significance to the development of industrial informatics, which is conducive to safety early warning, decision support, policy evaluation, etc. However, there is no research on this important field at present. In this paper, we propose a novel model termed DLGM via deep learning for hazard classification. Specifically, first, we leverage BERT to vectorize the hazard and treat it as a type of time series (HTS). Secondly, we build a grey model FSGM(1, 1) to model it, and get the grey guidance in the sense of the structural parameters. Finally, we design a hierarchical-feature fusion neural network (HFFNN) to investigate the HTS with grey guidance (HTSGG) from three themes, where, HFFNN is a hierarchical structure with four types of modules: two feature encoders, a gating mechanism, and a deepening mechanism. We take 18 industrial processes as application cases and launch a series of experiments. The experimental results prove that DLGM has promising aptitudes for hazard classification and that FSGM(1, 1) and HFFNN are effective. We hope our research can contribute added value and support to the daily practice in industrial safety.
Q-Strategy: Automated Bidding and Convergence in Computational Markets
Borissov, Nikolay Nikolaev (University of Karlsruhe)
Agents and market mechanisms are widely elaborated and applied to automate interaction and decision processes among others in robotics, for decentralized control in sensor networks and by algorithmic traders in financial markets. Currently there is a high demand of efficient mechanisms for the provisioning, usage and allocation of distributed services in the Cloud. Such mechanisms and processes are not manually manageable and require decisions taken in quasi real-time. Thus agent decisions should automatically adapt to changing conditions and converge to optimal values. This paper presents a bidding strategy, which is capable of automating the bid generation and utility maximization processes of consumers and providers by the interaction with markets as well as to converge to optimal values. The bidding strategy is applied to the consumer side against benchmark bidding strategies and its behavior and convergence are evaluated in two market mechanisms, a centralized and a decentralized one.
- Europe > Germany > Baden-Württemberg > Karlsruhe Region > Karlsruhe (0.05)
- Europe > United Kingdom > England > Merseyside > Liverpool (0.04)