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Estimation of high-dimensional factor models and its application in power data analysis

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arXiv 2019年

作者： Shi, Xin Qiu, Robert Mi, Tiebin Center for Big Data and Artificial Intelligence Shanghai Jiao Tong University Shanghai200240 China Department of Electrical and Computer Engineering Tennessee Technological University CookevilleTN38505 United States

In dealing with high-dimensional data, factor models are often used for reducing dimensions and extracting relevant information. The spectrum of covariance matrices from power data exhibits two aspects: 1) bulk, which arises from random noise or fluctuations and 2) spikes, which represents factors caused by anomaly events. In this paper, we propose a new approach to the estimation of high-dimensional factor models, minimizing the distance between the empirical spectral density (ESD) of covariance matrices of the residuals of power data that are obtained by subtracting principal components and the limiting spectral density (LSD) from a multiplicative covariance structure model. The free probability techniques in random matrix theory (RMT) are used to calculate the spectral density of the multiplicative covariance model, which efficiently solves the computational difficulties. The proposed approach connects the estimation of the number of factors to the LSD of covariance matrices of the residuals, which provides estimators of the number of factors and the correlation structure information in the residuals. Considering a lot of measurement noise is contained in power data and the correlation structure is complex for the residuals from power data, the approach prefers approaching the ESD of covariance matrices of the residuals through a multiplicative covariance model, which avoids making crude assumptions or simplifications on the complex structure of the data. Theoretical studies show the proposed approach is robust to noise and sensitive to the presence of weak factors. The synthetic data from IEEE 118-bus power system is used to validate the effectiveness of the approach. Furthermore, the application to the analysis of the real-world online monitoring data in a power grid shows that the estimators in the approach can be used to indicate the system states. Copyright © 2019, The Authors. All rights reserved.

关键词： Covariance matrix

Corrigendum to “Understanding the urban mobility community by taxi travel trajectory” [Commun. Nonlinear Sci. Numer. Simul. 101(2021) 105863/6]

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Communications in Nonlinear Science and Numerical Simulation 2022年 104卷

作者： Wei-Peng Nie Zhi-Dan Zhao Shi-Min Cai Tao Zhou Complex Lab School of Computer Science and Engineering University of Electronic Science and Technology of China Chengdu 610054 China Institute of Fundamental and Frontier Sciences University of Electronic Science and Technology of China Chengdu 610054 China Big Data Research Center University of Electronic Science and Technology of China Chengdu 610054 China Complexity Computation Laboratory Department of Computer Science School of Engineering Shantou University Shantou 515063 China Key Laboratory of Intelligent Manufacturing Technology (Ministry of Education) Shantou University Shantou 515063 China

Impact of temperature and relative humidity on the transmission of COVID-19: A modeling study in China and the United States

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arXiv 2020年

作者： Wang, Jingyuan Tang, Ke Feng, Kai Lin, Xin Lv, Weifeng Chen, Kun Wang, Fei School of Computer Science and Engineering Beihang University China Beijing Advanced Innovation Center for Big Data and Brain Computing Beihang University China School of Social Sciences Tsinghua University China State Key Laboratory of Software Development Environment Beihang University China Department of Statistics University of Connecticut United States Center for Population Health University of Connecticut Health Center United States Department of Population Health Sciences Weill Cornell Medical College Cornell University United States

Objectives We aim to assess the impact of temperature and relative humidity on the transmission of COVID-19 across communities after accounting for community-level factors such as demographics, socioeconomic status, and human mobility status. Design A retrospective cross-sectional regression analysis via the Fama-MacBeth procedure is adopted. Setting We use the data for COVID-19 daily symptom-onset cases for 100 Chinese cities and COVID-19 daily confirmed cases for 1,005 U.S. counties. Participants A total of 69,498 cases in China and 740,843 cases in the U.S. are used for calculating the effective reproductive numbers. Primary outcome measures Regression analysis of the impact of temperature and relative humidity on the effective reproductive number (R value). Results Statistically significant negative correlations are found between temperature/relative humidity and the effective reproductive number (R value) in both China and the U.S. Conclusions Higher temperature and higher relative humidity potentially suppress the transmission of COVID-19. Specifically, an increase in temperature by 1 degree Celsius is associated with a reduction in the R value of COVID-19 by 0.026 (95% CI [-0.0395,-0.0125]) in China and by 0.020 (95% CI [-0.0311, -0.0096]) in the U.S.;an increase in relative humidity by 1% is associated with a reduction in the R value by 0.0076 (95% CI [-0.0108,-0.0045]) in China and by 0.0080 (95% CI [-0.0150,-0.0010]) in the U.S. Therefore, the potential impact of temperature/relative humidity on the effective reproductive number alone is not strong enough to stop the pandemic. Copyright © 2020, The Authors. All rights reserved.

关键词： Regression analysis

SPINBIS: Spintronics based Bayesian Inference System with Stochastic Computing

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arXiv 2019年

作者： Jia, Xiaotao Yang, Jianlei Dai, Pengcheng Liu, Runze Chen, Yiran Zhao, Weisheng Advanced Innovation Center for Big Data and Brain Computing Fert Beijing Research Institute School of microelectronics Beihang University Beijing100191 China Beijing Advanced Innovation Center for Big Data and Brain Computing Fert Beijing Research Institute School of Computer Science and Engineering Beihang University Beijing100191 China Department of Electrical and Computer Engineering Duke University NC Durham27708 United States

Bayesian inference is an effective approach for solving statistical learning problems, especially with uncertainty and incompleteness. However, Bayesian inference is a computing-intensive task whose efficiency is physically limited by the bottlenecks of conventional computing platforms. In this work, a spintronics based stochastic computing approach is proposed for efficient Bayesian inference. The inherent stochastic switching behaviors of spintronic devices are exploited to build stochastic bitstream generator (SBG) for stochastic computing with hybrid CMOS/MTJ circuits design. Aiming to improve the inference efficiency, an SBG sharing strategy is leveraged to reduce the required SBG array scale by integrating a switch network between SBG array and stochastic computing logic. A device-to-architecture level framework is proposed to evaluate the performance of spintronics based Bayesian inference system (SPINBIS). Experimental results on data fusion applications have shown that SPINBIS could improve the energy efficiency about 12× than MTJ-based approach with 45% design area overhead and about 26× than FPGA-based approach. Copyright © 2019, The Authors. All rights reserved.

关键词： Stochastic systems

Early Anomaly Detection in Power Systems Based on Random Matrix Theory

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arXiv 2019年

作者： Shi, Xin Qiu, Robert Department of Electrical Engineering Center for Big Data and Artificial Intelligence State Energy Smart Grid Research and Development Center Shanghai Jiaotong University Shanghai200240 China Department of Electrical and Computer Engineering Tennessee Technological University CookevilleTN38505 United States

It is important for detecting the anomaly in power systems before it expands and causes serious faults such as power failures or system blackout. With the deployments of phasor measurement units (PMUs), massive amounts of synchrophasor measurements are collected, which makes it possible for the real-time situation awareness of the entire system. In this paper, based on random matrix theory (RMT), a data-driven approach is proposed for anomaly detection in power systems. First, spatio-temporal data set is formulated by arranging high-dimensional synchrophasor measurements in chronological order. Based on the Ring Law in RMT for the empirical spectral analysis of ‘signal+noise’ matrix, the mean spectral radius (MSR) is introduced to indicate the system states from the macroscopic perspective. In order to realize anomaly declare automatically, an anomaly indicator based on the MSR is designed and the corresponding confidence level 1−α is calculated. The proposed approach is capable of detecting the anomaly in an early phase and robust against random fluctuations and measuring errors. Cases on the synthetic data generated from IEEE 300-bus, 118-bus and 57-bus test systems validate the effectiveness and advantages of the approach. Copyright © 2019, The Authors. All rights reserved.

关键词： Phasor measurement units

Dimensionality Increment of PMU data for Anomaly Detection in Low Observability Power Systems

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arXiv 2019年

Anomaly detection is an important task in power systems. To make better use of the phasor measurement unit (PMU) data collected from a low observability power system for anomaly detection, a data dimensionality increment algorithm is proposed in this paper. First, a low-dimensional spatio-temporal data matrix is formulated by using the synchrophasor measurements collected from a limited number of PMUs in a power system. Then, a data dimensionality increment algorithm based on random tensor theory (RTT) is proposed for anomaly detection. The proposed algorithm can help improve the sensitivity of random matrix theory (RMT) based and machine learning (ML) based anomaly detection approaches, and it is able to accelerate the convergence rate of model training in the ML based anomaly detection approach. Case studies on the IEEE 118-bus test system validate the effectiveness of the proposed algorithm. Copyright © 2019, The Authors. All rights reserved.

关键词： Phasor measurement units

Intelligent identification of two-dimensional nanostructures by machine-learning optical microscopy

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Nano Research 2018年第12期11卷 6316-6324页

作者： Xiaoyang Lin Zhizhong Si Wenzhi Fu Jianlei Yang Side Guo Yuan Cao Jin Zhang Xinhe Wang Peng Liu Kaili Jiang Weisheng Zhao Fert Beijing Research Institute School ofMicroelectronics & Beijing Advanced Innovation Center for Big Data and Brain Computing (BDBC)Beihang UniversityBeijing 100191China Beihang-GoertekJoint Microelectronics Institute Qingdao Research InstituteBeihang UniversityQingdao 266000China Fert Beijing Research Institute School of Computer Science and Engineering & Beijing Advanced Innovation Center for Big Data and Brain Computing (BDBC)Beihang UniversityBeijing 100191China State Key Laboratory of Low-Dimensional Quantum Physics Department of Physics & Tsinghua-Foxconn Nanotechnology Research CenterCollaborative Innovation Center of Quantum MatterTsinghua UniversityBeijing 100084China

Two-dimensional (2D) materials and their heterostructures, with wafer-scale synthesis methods and fascinating properties, have attracted significant interest and triggered revolutions in corresponding device applications. However, facile methods to realize accurate, intelligent, and large-area characterizations of these 2D nanostructures are still highly desired. Herein, we report the successful application of machine-learning strategy in the optical identification of 2D nanostructures. The machine-learning optical identification (MOI) method endows optical microscopy with intelligent insight into the characteristic color information of 2D nanostructures in the optical photograph. The experimental results indicate that the MOI method enables accurate, intelligent, and large-area characterizations of graphene, molybdenum disulfide, and their heterostructures, including identifications of the thickness, existence of impurities, and even stacking order. With the convergence of artificial intelligence and nanoscience, this intelligent identification method can certainly promote fundamental research and wafer-scale device applications of 2D nanostructures.

关键词： machine-learning optical identification two-dimensional (2D) material heterostructure artificial intelligence

Exponentially Weighted Regularization Strategy in Constructing Reinforced Second-order Fuzzy Rule-based Model

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arXiv 2020年

作者： Zhang, Congcong Oh, Sung-Kwun Pedrycz, Witold Fu, Zunwei Lu, Shanzhen Department of Computer University of Suwon San 2-2 Wau-ri Bongdam-eup Hwaseong-si Gyeonggi-do445-743 Korea Republic of Research Center for Big Data and Artificial Intelligence Linyi University Linyi276005 China School of Electrical & Electronic Engineering University of Suwon Hwaseong-si Gyeonggi-do18323 Korea Republic of Department of Electrical & Computer Engineering University of Alberta EdmontonT6R 2V4 AB Canada Department of Electrical and Computer Engineering Faculty of Engineering King Abdulaziz University Jeddah21589 Saudi Arabia Systems Research Institute Polish Academy of Sciences Warsaw Poland School of Mathematical Sciences Beijing Normal University Beijing100875 China

In the conventional Takagi-Sugeno-Kang (TSK)-type fuzzy models, constant or linear functions are usually utilized as the consequent parts of the fuzzy rules, but they cannot effectively describe the behavior within local regions defined by the antecedent parts. In this article, a theoretical and practical design methodology is developed to address this problem. First, the information granulation (Fuzzy C-Means) method is applied to capture the structure in the data and split the input space into subspaces, as well as form the antecedent parts. Second, the quadratic polynomials (QPs) are employed as the consequent parts. Compared with constant and linear functions, QPs can describe the input-output behavior within the local regions (subspaces) by refining the relationship between input and output variables. However, although QP can improve the approximation ability of the model, it could lead to the deterioration of the prediction ability of the model (e.g., overfitting). To handle this issue, we introduce an exponential weight approach inspired by the weight function theory encountered in harmonic analysis. More specifically, we adopt the exponential functions as the targeted penalty terms, which are equipped with 2 regularization (2) (i.e., exponential weighted 2 , 2 ) to match the proposed reinforced second-order fuzzy rule-based model (RSFRM) properly. The advantage o2 compared to ordinary 2 lies in separately identifying and penalizing different types of polynomial terms in the coefficient estimation, and its results not only alleviate the overfitting and prevent the deterioration of generalization ability but also effectively release the prediction potential of the model. The effectiveness of RSFRM is evaluated through 23 machine learning datasets. A comparative analysis shows that the proposed RSFRM results in better performance as well as sound interpretability when compared to the state-of-art methods. Copyright © 2020, The Authors. All rights reserved.

关键词： Deterioration

Learning continuous face age progression: A pyramid of GANs

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arXiv 2019年

作者： Yang, Hongyu Huang, Di Wang, Yunhong Jain, Anil K. Beijing Advanced Innovation Center for Big Data and Brain Computing Beihang University Beijing100191 China Department of Computer Science and Engineering Michigan State University East LansingMI48824 United States

The two underlying requirements of face age progression, i.e. aging accuracy and identity permanence, are not well studied in the literature. This paper presents a novel generative adversarial network based approach to address the issues in a coupled manner. It separately models the constraints for the intrinsic subject-specific characteristics and the age-specific facial changes with respect to the elapsed time, ensuring that the generated faces present desired aging effects while simultaneously keeping personalized properties stable. To ensure photo-realistic facial details, high-level age-specific features conveyed by the synthesized face are estimated by a pyramidal adversarial discriminator at multiple scales, which simulates the aging effects with finer details. Further, an adversarial learning scheme is introduced to simultaneously train a single generator and multiple parallel discriminators, resulting in smooth continuous face aging sequences. The proposed method is applicable even in the presence of variations in pose, expression, makeup, etc., achieving remarkably vivid aging effects. Quantitative evaluations by a COTS face recognition system demonstrate that the target age distributions are accurately recovered, and 99.88% and 99.98% age progressed faces can be correctly verified at 0.001% FAR after age transformations of approximately 28 and 23 years elapsed time on the MORPH and CACD databases, respectively. Both visual and quantitative assessments show that the approach advances the state-of-the-art. Copyright © 2019, The Authors. All rights reserved.

关键词： Generative adversarial networks