The objective of change point detection (CPD) is to detect significant and abrupt changes in the dynamics of the underlying system of interest through multivariate time series observations. In this work, we develop and analyze an algorithm for CPD that is inspired by a variant of the classical singular spectrum analysis (SSA) approach for time series by combining it with the classical cumulative sum (CUSUM) statistic from sequential hypothesis testing. In particular, we model the underlying dynamics of multivariate time series observations through the spatio-temporal model introduced recently in the multivariate SSA (mSSA) literature.

Recent improvements in the expressive power of spatio-temporal models have led to performance gains in many real-world applications, such as traffic forecasting and social network modelling. However, understanding the predictions from a model is crucial to ensure reliability and trustworthiness, particularly for high-risk applications, such as healthcare and transport. Few existing methods are able to generate explanations for models trained on continuous-time dynamic graph data and, of these, the computational complexity and lack of suitable explanation objectives pose challenges. In this paper, we propose $\textbf{S}$patio-$\textbf{T}$emporal E$\textbf{X}$planation $\textbf{Search}$ (STX-Search), a novel method for generating instance-level explanations that is applicable to static and dynamic temporal graph structures. We introduce a novel search strategy and objective function, to find explanations that are highly faithful and interpretable. When compared with existing methods, STX-Search produces explanations of higher fidelity whilst optimising explanation size to maintain interpretability.

The objective of change point detection (CPD) is to detect significant and abrupt changes in the dynamics of the underlying system of interest through multivariate time series observations. In this work, we develop and analyze an algorithm for CPD that is inspired by a variant of the classical singular spectrum analysis (SSA) approach for time series by combining it with the classical cumulative sum (CUSUM) statistic from sequential hypothesis testing. In particular, we model the underlying dynamics of multivariate time series observations through the spatio-temporal model introduced recently in the multivariate SSA (mSSA) literature. As the primary contributions of this work, we develop an algorithm based on CUSUM-statistic to detect such change points in an online fashion. We extend the analysis of CUSUM statistics, traditionally done for the setting of independent observations, to the dependent setting of (multivariate) time series under the spatio-temporal model.

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among predictor variables in a flexible data-driven manner and for accounting for spatio-temporal variation that is not explained by observable predictor variables. We also show how estimation and prediction can be done in a computationally efficient manner. In an application to a large U.S. mortgage credit risk data set, we find that both predictive default probabilities for individual loans and predictive loan portfolio loss distributions obtained with our novel approach are more accurate compared to conventional independent linear hazard models and also linear spatio-temporal models. Using interpretability tools for machine learning models, we find that the likely reasons for this outperformance are strong interaction and non-linear effects in the predictor variables and the presence of large spatio-temporal frailty effects.

We are concerned with retrieving a query person from multiple videos captured by a non-overlapping camera network. Existing methods often rely on purely visual matching or consider temporal constraints but ignore the spatial information of the camera network. To address this issue, we propose a pedestrian retrieval framework based on cross-camera trajectory generation, which integrates both temporal and spatial information. To obtain pedestrian trajectories, we propose a novel cross-camera spatio-temporal model that integrates pedestrians' walking habits and the path layout between cameras to form a joint probability distribution. Such a spatio-temporal model among a camera network can be specified using sparsely sampled pedestrian data. Based on the spatio-temporal model, cross-camera trajectories can be extracted by the conditional random field model and further optimized by restricted non-negative matrix factorization. Finally, a trajectory re-ranking technique is proposed to improve the pedestrian retrieval results. To verify the effectiveness of our method, we construct the first cross-camera pedestrian trajectory dataset, the Person Trajectory Dataset, in real surveillance scenarios. Extensive experiments verify the effectiveness and robustness of the proposed method.

Accurate epidemic forecasting plays a vital role for governments in developing effective prevention measures for suppressing epidemics. Most of the present spatio-temporal models cannot provide a general framework for stable, and accurate forecasting of epidemics with diverse evolution trends. Incorporating epidemiological domain knowledge ranging from single-patch to multi-patch into neural networks is expected to improve forecasting accuracy. However, relying solely on single-patch knowledge neglects inter-patch interactions, while constructing multi-patch knowledge is challenging without population mobility data. To address the aforementioned problems, we propose a novel hybrid model called Metapopulation-based Spatio-Temporal Attention Network (MPSTAN). This model aims to improve the accuracy of epidemic forecasting by incorporating multi-patch epidemiological knowledge into a spatio-temporal model and adaptively defining inter-patch interactions. Moreover, we incorporate inter-patch epidemiological knowledge into both the model construction and loss function to help the model learn epidemic transmission dynamics. Extensive experiments conducted on two representative datasets with different epidemiological evolution trends demonstrate that our proposed model outperforms the baselines and provides more accurate and stable short- and long-term forecasting. We confirm the effectiveness of domain knowledge in the learning model and investigate the impact of different ways of integrating domain knowledge on forecasting. We observe that using domain knowledge in both model construction and loss functions leads to more efficient forecasting, and selecting appropriate domain knowledge can improve accuracy further.

Deep learning models have shown promising results in recognizing depressive states using video-based facial expressions. While successful models typically leverage using 3D-CNNs or video distillation techniques, the different use of pretraining, data augmentation, preprocessing, and optimization techniques across experiments makes it difficult to make fair architectural comparisons. We propose instead to enhance two simple models based on ResNet-50 that use only static spatial information by using two specific face alignment methods and improved data augmentation, optimization, and scheduling techniques. Our extensive experiments on benchmark datasets obtain similar results to sophisticated spatio-temporal models for single streams, while the score-level fusion of two different streams outperforms state-of-the-art methods. Our findings suggest that specific modifications in the preprocessing and training process result in noticeable differences in the performance of the models and could hide the actual originally attributed to the use of different neural network architectures.

Accurate lake temperature estimation is essential for numerous problems tackled in both hydrological and ecological domains. Nowadays physical models are developed to estimate lake dynamics; however, computations needed for accurate estimation of lake surface temperature can get prohibitively expensive. We propose to aggregate simulations of lake temperature at a certain depth together with a range of meteorological features to probabilistically estimate lake surface temperature. Accordingly, we introduce a spatio-temporal neural network that combines Bayesian recurrent neural networks and Bayesian graph convolutional neural networks. This work demonstrates that the proposed graphical model can deliver homogeneously good performance covering the whole lake surface despite having sparse training data available. Quantitative results are compared with a state-of-the-art Bayesian deep learning method. Code for the developed architectural layers, as well as demo scripts, are available on https://renkulab.io/projects/das/bstnn.

Worldwide, conservation agencies employ rangers to protect conservation areas from poachers. However, agencies lack the manpower to have rangers effectively patrol these vast areas frequently. While past work has modeled poachers’ behavior so as to aid rangers in planning future patrols, those models’ predictions were not validated by extensive field tests. In my thesis, I present a spatio-temporal model that predicts poaching threat levels and results from a five-month field test in Uganda’s Queen Elizabeth Protected Area (QEPA). To my knowledge, this is the first time that a predictive model has been evaluated through such an extensive field test in this domain. These field test will be extended to another park in Uganda, Murchison Fall Protected Area, shortly. Main goals of my thesis are to develop the best performing model in terms of speed and accuracy and use such model to generate efficient and feasible patrol routes for the park rangers.