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Published work

21 published item(s)

preprint2026arXiv

DEFLECT: Delay-Robust Execution via Flow-matching Likelihood-Estimated Counterfactual Tuning for VLA Policies

Vision-Language-Action (VLA) policies are typically deployed with asynchronous inference: the robot executes a previously predicted action chunk while the model computes the next one. This creates a prediction-execution misalignment: the chunk is conditioned on the observation taken before inference began, but executes in a physical state that has already drifted forward by several control steps; naive asynchronous rollover collapses from 89% to under 1% on Kinetix as the inference cycle covers up to seven control steps. We introduce DEFLECT, a fully offline post-training refinement that applies as a near drop-in upgrade to existing async-VLA stacks by converting latency itself into a label-free preference signal: counterfactual fresh/stale action pairs are constructed from a frozen reference policy and scored under the deployment-time conditioning via an implicit flow-matching likelihood-ratio surrogate, with no human labels, reward models, or online rollouts. DEFLECT substantially extends the usable delay envelope of async VLA control, with +6.4 success-rate gain in the high-latency regime (5-7 control steps), +4.6 when transferred to a real-scale VLA at the longest delay, and consistent improvements on two real-robot tasks (a bimanual conveyor pick-and-place and a reactive whack-a-mole).

preprint2026arXiv

EMA: Efficient Model Adaptation for Learning-based Systems

Machine learning (ML) is increasingly applied to optimize system performance in tasks such as resource management and network simulation. Unlike traditional ML tasks (e.g., image classification), networked systems often operate in heterogeneous, long-running, and dynamic environment states, where input conditions (e.g., network loads) and operational objectives can shift over time and across settings. Existing learning-based systems offer little support for adaptation, resulting in costly model training, extensive data collection, degraded system performance, and slow responsiveness. This paper presents EMA, the first model adaptation system supporting learning-based systems to adapt to evolving environments with minimal operational overhead. EMA takes a system-driven, data-centric approach that accommodates diverse system and model designs while addressing two key deployment challenges. First, it reduces expensive model training by introducing state transformers that align the input state of a new environment with previously similar states, allowing models to warm-start adaptation. Second, it addresses the often-overlooked yet costly process of data labeling--collecting ground truth for exploring and training on various system decisions--by prioritizing labeling high-utility data while balancing the tradeoff between training and labeling cost. Evaluations on eight representative learning-based systems show that EMA reduces adaptation costs (e.g., GPU training time) by 14.9-42.4% while improving system performance (e.g., network throughput) by 6.9-31.3%.

preprint2026arXiv

PULSE: Agentic Investigation with Passive Sensing for Proactive Intervention in Cancer Survivorship

Cancer survivors face elevated rates of depression, anxiety, and general emotional distress, yet the precise moments they most need support are often the moments when self-report is sparse, a phenomenon we term the diary paradox. Passive smartphone sensing offers a continuous, unobtrusive alternative, but prior sensing-based affect prediction has been limited by an accuracy ceiling, suggesting a bottleneck not only in available data, but in how behavioral signals are interpreted. We present PULSE, a system that shifts from fixed feature pipelines to agentic sensing investigation: LLM agents equipped with eight purpose-built tools autonomously query smartphone sensing data, compare current behavior against personalized baselines, and calibrate inferences through retrieval-augmented population-level comparisons. Rather than receiving pre-formatted feature summaries, agents decide which modalities to inspect, how far back to look, and how deeply to investigate, mirroring hypothesis-driven clinical reasoning. We evaluate PULSE through a 2*2 factorial design crossing reasoning architecture (structured vs. agentic) with data modality (sensing-only vs. with diary) on 50 cancer survivors from a longitudinal study of cancer survivors. Agentic reasoning is the primary driver of performance: agentic multimodal agent achieves balanced accuracy of 0.743 for emotion regulation desire with diary and sensing data, while agentic agents predict intervention availability at 0.713 with passive sensing data only. These results suggest that agentic investigation may be a cornerstone for unlocking the clinical value of passive sensing, advancing the feasibility of proactive just-in-time mental health support.

preprint2026arXiv

PULSE: Generative Phase Evolution for Non-Stationary Time Series Forecasting

Time series forecasting under non-stationarity faces a fundamental tension between capturing stable representations and adapting to distribution shifts. Existing methods implicitly rely on static historical assumptions, leading to a critical failure mode we term Phase Amnesia, where models become blind to the evolving global context. To resolve this, we formalize non-stationary dynamics through three physical hypotheses: wold decomposition, dynamical phase evolution, and heteroscedastic manifold generation. These principles inspire PULSE, a physics-informed, plug-and-play framework adopting a Disentangle--Evolve--Simulate design philosophy. Specifically, PULSE utilizes phase-anchored disentanglement to resolve optimization interference caused by dominant trends, employs a Phase Router to actively generate future trajectories, and introduces Statistic-Aware Mixup (SAM) to ensure robustness against out-of-distribution volatility. Empirically, PULSE enables a simple MLP backbone to achieve state-of-the-art or highly competitive performance across 12 real-world benchmarks. This validates that a correct physics-informed inductive bias is far more critical than raw architectural complexity for non-stationary forecasting. The code is available at: https://github.com/Gemost/PULSE.

preprint2026arXiv

RidgeWalker: Perfectly Pipelined Graph Random Walks on FPGAs

Graph Random Walks (GRWs) offer efficient approximations of key graph properties and have been widely adopted in many applications. However, GRW workloads are notoriously difficult to accelerate due to their strong data dependencies, irregular memory access patterns, and imbalanced execution behavior. While recent work explores FPGA-based accelerators for GRWs, existing solutions fall far short of hardware potential due to inefficient pipelining and static scheduling. This paper presents RidgeWalker, a high-performance GRW accelerator designed for datacenter FPGAs. The key insight behind RidgeWalker is that the Markov property of GRWs allows decomposition into stateless, fine-grained tasks that can be executed out-of-order without compromising correctness. Building on this, RidgeWalker introduces an asynchronous pipeline architecture with a feedback-driven scheduler grounded in queuing theory, enabling perfect pipelining and adaptive load balancing. We prototype RidgeWalker on datacenter FPGAs and evaluated it across a range of GRW algorithms and real-world graph datasets. Experimental results demonstrate that RidgeWalker achieves an average speedup of 7.0x over state-of-the-art FPGA solutions and 8.1x over GPU solutions, with peak speedups of up to 71.0x and 22.9x, respectively. The source code is publicly available at https://github.com/Xtra-Computing/RidgeWalker.

preprint2026arXiv

TailedTS: Benchmark Dataset for Heavy-Tailed Time Series Prediction and Periodicity Quantification

We present TailedTS, a large-scale benchmark dataset derived from Wikipedia hourly page view observations throughout 2024, specifically designed to test time series forecasting models under heavy-tailed, zero-inflated, and non-Gaussian conditions. The dataset comprises approximately 24.69 billion data points spanning roughly 3 million unique Wikipedia pages per month, stored in high-efficiency Apache Parquet format. Wikipedia traffic follows a pronounced power-law distribution where roughly 5% of pages account for over 70% of total page views, creating a natural and rigorous testbed for model robustness against extreme volatility that are absent from or underrepresented in existing benchmarks such as M4, M5, and UCI electricity datasets. TailedTS enables several research tasks. First, we introduce a periodicity quantification framework based on sparse autoregression with sparsity and non-negativity constraints, revealing that frequently-viewed pages exhibit significantly weaker periodic structure than their less-viewed counterparts, showing direct implications for server allocation and traffic forecasting on large digital platforms. Second, we provide standardized prediction benchmarks evaluated under a suite of non-Gaussian loss functions, including $\ell_1$-norm, Huber, quantile, and $\ell_p$-norm losses, demonstrating that standard Gaussian-based estimators degrade substantially on high-volume page categories, while robust alternatives provide consistent gains across all traffic scales. TailedTS is publicly available at https://doi.org/10.5281/zenodo.17070469.

preprint2026arXiv

TripVVT: A Large-Scale Triplet Dataset and a Coarse-Mask Baseline for In-the-Wild Video Virtual Try-On

Due to the scarcity of large-scale in-the-wild triplet data and the improper use of masks, the performance of video virtual try-on models remains limited. In this paper, we first introduce **TripVVT-10K**, the largest and most diverse in-the-wild triplet dataset to date, providing explicit video-level cross-garment supervision that existing video datasets lack. Built upon this resource, we develop **TripVVT**, a Diffusion Transformer-based framework that replaces fragile garment masks with a simple, stable human-mask prior, enabling reliable background preservation while remaining robust to real-world motion, occlusion, and cluttered scenes. To support comprehensive evaluation, we further establish **TripVVT-Bench**, a 100-case benchmark covering diverse garments, complex environments, and multi-person scenarios, with metrics spanning video quality, try-on fidelity, background consistency, and temporal coherence. Compared to state-of-the-art academic and commercial systems, TripVVT achieves superior video quality and garment fidelity while markedly improving generalization to challenging in-the-wild videos. We publicly release the dataset and benchmark, which we believe provide a solid foundation for advancing controllable, realistic, and temporally stable video virtual try-on.

preprint2026arXiv

Tuning-free Instruction-based Video Editing Via Structural Noise Initialization and Guidance

Video editing poses a significant challenge. While a series of tuning-free methods circumvent the need for extensive data collection and model training, they often underutilize the rich information embedded within noisy latent, leading to unsatisfactory results. To address this, we propose a \textit{tuning-free, instruction-based} video editing framework. We approach video editing from the perspective of noisy latent: we design a Structural Noise Initialization Strategy (SNIS) to secure a superior editing starting point by assigning higher noise levels to edited regions (to facilitate content change) and lower noise levels to unedited regions (to maintain content consistency). We introduce a Noise Guidance Mechanism (NGM), which leverages the video prior in the generative model and effectively integrates rich information within the noisy latent to guide the denoising process, thereby preserving unedited content and overall visual coherence. Experiments show that our proposed method achieves better visual quality and state-of-the-art performance.

preprint2024arXiv

CodeFuse-Query: A Data-Centric Static Code Analysis System for Large-Scale Organizations

In the domain of large-scale software development, the demands for dynamic and multifaceted static code analysis exceed the capabilities of traditional tools. To bridge this gap, we present CodeFuse-Query, a system that redefines static code analysis through the fusion of Domain Optimized System Design and Logic Oriented Computation Design. CodeFuse-Query reimagines code analysis as a data computation task, support scanning over 10 billion lines of code daily and more than 300 different tasks. It optimizes resource utilization, prioritizes data reusability, applies incremental code extraction, and introduces tasks types specially for Code Change, underscoring its domain-optimized design. The system's logic-oriented facet employs Datalog, utilizing a unique two-tiered schema, COREF, to convert source code into data facts. Through Godel, a distinctive language, CodeFuse-Query enables formulation of complex tasks as logical expressions, harnessing Datalog's declarative prowess. This paper provides empirical evidence of CodeFuse-Query's transformative approach, demonstrating its robustness, scalability, and efficiency. We also highlight its real-world impact and diverse applications, emphasizing its potential to reshape the landscape of static code analysis in the context of large-scale software development.Furthermore, in the spirit of collaboration and advancing the field, our project is open-sourced and the repository is available for public access

preprint2022arXiv

A Semi-Supervised Deep Clustering Pipeline for Mining Intentions From Texts

Mining the latent intentions from large volumes of natural language inputs is a key step to help data analysts design and refine Intelligent Virtual Assistants (IVAs) for customer service. To aid data analysts in this task we present Verint Intent Manager (VIM), an analysis platform that combines unsupervised and semi-supervised approaches to help analysts quickly surface and organize relevant user intentions from conversational texts. For the initial exploration of data we make use of a novel unsupervised and semi-supervised pipeline that integrates the fine-tuning of high performing language models, a distributed k-NN graph building method and community detection techniques for mining the intentions and topics from texts. The fine-tuning step is necessary because pre-trained language models cannot encode texts to efficiently surface particular clustering structures when the target texts are from an unseen domain or the clustering task is not topic detection. For flexibility we deploy two clustering approaches: where the number of clusters must be specified and where the number of clusters is detected automatically with comparable clustering quality but at the expense of additional computation time. We describe the application and deployment and demonstrate its performance using BERT on three text mining tasks. Our experiments show that BERT begins to produce better task-aware representations using a labeled subset as small as 0.5% of the task data. The clustering quality exceeds the state-of-the-art results when BERT is fine-tuned with labeled subsets of only 2.5% of the task data. As deployed in the VIM application, this flexible clustering pipeline produces high quality results, improving the performance of data analysts and reducing the time it takes to surface intentions from customer service data, thereby reducing the time it takes to build and deploy IVAs in new domains.

preprint2022arXiv

An Adaptive Deep Clustering Pipeline to Inform Text Labeling at Scale

Mining the latent intentions from large volumes of natural language inputs is a key step to help data analysts design and refine Intelligent Virtual Assistants (IVAs) for customer service and sales support. We created a flexible and scalable clustering pipeline within the Verint Intent Manager (VIM) that integrates the fine-tuning of language models, a high performing k-NN library and community detection techniques to help analysts quickly surface and organize relevant user intentions from conversational texts. The fine-tuning step is necessary because pre-trained language models cannot encode texts to efficiently surface particular clustering structures when the target texts are from an unseen domain or the clustering task is not topic detection. We describe the pipeline and demonstrate its performance and ability to scale on three real-world text mining tasks. As deployed in the VIM application, this clustering pipeline produces high quality results, improving the performance of data analysts and reducing the time it takes to surface intentions from customer service data, thereby reducing the time it takes to build and deploy IVAs in new domains.

preprint2022arXiv

HBMax: Optimizing Memory Efficiency for Parallel Influence Maximization on Multicore Architectures

Influence maximization aims to select k most-influential vertices or seeds in a network, where influence is defined by a given diffusion process. Although computing optimal seed set is NP-Hard, efficient approximation algorithms exist. However, even state-of-the-art parallel implementations are limited by a sampling step that incurs large memory footprints. This in turn limits the problem size reach and approximation quality. In this work, we study the memory footprint of the sampling process collecting reverse reachability information in the IMM (Influence Maximization via Martingales) algorithm over large real-world social networks. We present a memory-efficient optimization approach (called HBMax) based on Ripples, a state-of-the-art multi-threaded parallel influence maximization solution. Our approach, HBMax, uses a portion of the reverse reachable (RR) sets collected by the algorithm to learn the characteristics of the graph. Then, it compresses the intermediate reverse reachability information with Huffman coding or bitmap coding, and queries on the partially decoded data, or directly on the compressed data to preserve the memory savings obtained through compression. Considering a NUMA architecture, we scale up our solution on 64 CPU cores and reduce the memory footprint by up to 82.1% with average 6.3% speedup (encoding overhead is offset by performance gain from memory reduction) without loss of accuracy. For the largest tested graph Twitter7 (with 1.4 billion edges), HBMax achieves 5.9X compression ratio and 2.2X speedup.

preprint2022arXiv

IMRSim: A Disk Simulator for Interlaced Magnetic Recording Technology

The emerging interlaced magnetic recording (IMR) technology achieves a higher areal density for hard disk drive (HDD) over the conventional magnetic recording (CMR) technology. IMR-based HDD interlaces top tracks and bottom tracks, where each bottom track is overlapped with two neighboring top tracks. Thus, top tracks can be updated without restraint, whereas bottom tracks can be updated by the time-consuming read-modify-write (RMW) or other novel update strategy. Therefore, the layout of the tracks between the IMR-based HDD and the CMR-based HDD is much different. Unfortunately, there has been no related disk simulator and product available to the public, which motivates us to develop an open-source IMR disk simulator to provide a platform for further research. We implement the first public IMR disk simulator, called IMRSim, as a block device driver in the Linux kernel, simulating the interlaced tracks and implementing many state-of-the-art data placement strategies. IMRSim is built on the actual CMR-based HDD to precisely simulate the I/O performance of IMR drives. While I/O operations in CMR-based HDD are easy to visualize, update strategy and multi-stage allocation strategy in IMR are inherently dynamic. Therefore, we further graphically demonstrate how IMRSim processes I/O requests in the visualization mode. We release IMRSim as an open-source IMR disk simulation tool and hope to attract more scholars into related research on IMR technology.

preprint2022arXiv

NTIRE 2022 Challenge on Efficient Super-Resolution: Methods and Results

This paper reviews the NTIRE 2022 challenge on efficient single image super-resolution with focus on the proposed solutions and results. The task of the challenge was to super-resolve an input image with a magnification factor of $\times$4 based on pairs of low and corresponding high resolution images. The aim was to design a network for single image super-resolution that achieved improvement of efficiency measured according to several metrics including runtime, parameters, FLOPs, activations, and memory consumption while at least maintaining the PSNR of 29.00dB on DIV2K validation set. IMDN is set as the baseline for efficiency measurement. The challenge had 3 tracks including the main track (runtime), sub-track one (model complexity), and sub-track two (overall performance). In the main track, the practical runtime performance of the submissions was evaluated. The rank of the teams were determined directly by the absolute value of the average runtime on the validation set and test set. In sub-track one, the number of parameters and FLOPs were considered. And the individual rankings of the two metrics were summed up to determine a final ranking in this track. In sub-track two, all of the five metrics mentioned in the description of the challenge including runtime, parameter count, FLOPs, activations, and memory consumption were considered. Similar to sub-track one, the rankings of five metrics were summed up to determine a final ranking. The challenge had 303 registered participants, and 43 teams made valid submissions. They gauge the state-of-the-art in efficient single image super-resolution.

preprint2022arXiv

ReGraph: Scaling Graph Processing on HBM-enabled FPGAs with Heterogeneous Pipelines

The use of FPGAs for efficient graph processing has attracted significant interest. Recent memory subsystem upgrades including the introduction of HBM in FPGAs promise to further alleviate memory bottlenecks. However, modern multi-channel HBM requires much more processing pipelines to fully utilize its bandwidth potential. Existing designs do not scale well, resulting in underutilization of the HBM facilities even when all other resources are fully consumed. In this paper, we re-examined the graph processing workloads and found much diversity in processing. We also found that the diverse workloads can be easily classified into two types, namely dense and sparse partitions. This motivates us to propose a resource-efficient heterogeneous pipeline architecture. Our heterogeneous architecture comprises of two types of pipelines: Little pipelines to process dense partitions with good locality and Big pipelines to process sparse partitions with the extremely poor locality. Unlike traditional monolithic pipeline designs, the heterogeneous pipelines are tailored for more specific memory access patterns, and hence are more lightweight, allowing the architecture to scale up to more effectively with limited resources. In addition, we propose a model-guided task scheduling method that schedules partitions to the right pipeline types, generates the most efficient pipeline combination and balances workloads. Furthermore, we develop an automated open-source framework, called ReGraph, which automates the entire development process. ReGraph outperforms state-of-the-art FPGA accelerators by up to 5.9 times in terms of performance and 12times in terms of resource efficiency.

preprint2021arXiv

Low-Rank Autoregressive Tensor Completion for Spatiotemporal Traffic Data Imputation

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the data. Missing data imputation has been a long-standing research topic and critical application for real-world intelligent transportation systems. A widely applied imputation method is low-rank matrix/tensor completion; however, the low-rank assumption only preserves the global structure while ignores the strong local consistency in spatiotemporal data. In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework by introducing \textit{temporal variation} as a new regularization term into the completion of a third-order (sensor $\times$ time of day $\times$ day) tensor. The third-order tensor structure allows us to better capture the global consistency of traffic data, such as the inherent seasonality and day-to-day similarity. To achieve local consistency, we design the temporal variation by imposing an AR($p$) model for each time series with coefficients as learnable parameters. Different from previous spatial and temporal regularization schemes, the minimization of temporal variation can better characterize temporal generative mechanisms beyond local smoothness, allowing us to deal with more challenging scenarios such "blackout" missing. To solve the optimization problem in LATC, we introduce an alternating minimization scheme that estimates the low-rank tensor and autoregressive coefficients iteratively. We conduct extensive numerical experiments on several real-world traffic data sets, and our results demonstrate the effectiveness of LATC in diverse missing scenarios.

preprint2021arXiv

Ultralow complexity long short-term memory network for fiber nonlinearity mitigation in coherent optical communication systems

Fiber Kerr nonlinearity is a fundamental limitation to the achievable capacity of long-distance optical fiber communication. Digital back-propagation (DBP) is a primary methodology to mitigate both linear and nonlinear impairments by solving the inverse-propagating nonlinear Schrödinger equation (NLSE), which requires detailed link information. Recently, the paradigms based on neural network (NN) were proposed to mitigate nonlinear transmission impairments in optical communication systems. However, almost all neural network-based equalization schemes yield high computation complexity, which prevents the practical implementation in commercial transmission systems. In this paper, we propose a center-oriented long short-term memory network (Co-LSTM) incorporating a simplified mode with a recycling mechanism in the equalization operation, which can mitigate fiber nonlinearity in coherent optical communication systems with ultralow complexity. To validate the proposed methodology, we carry out an experiment of ten-channel wavelength division multiplexing (WDM) transmission with 64 Gbaud polarization-division-multiplexed 16-ary quadrature amplitude modulation (16-QAM) signals. Co-LSTM and DBP achieve a comparable performance of nonlinear mitigation. However, the complexity of Co-LSTM with a simplified mode is almost independent of the transmission distance, which is much lower than that of the DBP. The proposed Co-LSTM methodology presents an attractive approach for low complexity nonlinearity mitigation with neural networks.

preprint2020arXiv

A Nonconvex Low-Rank Tensor Completion Model for Spatiotemporal Traffic Data Imputation

Sparsity and missing data problems are very common in spatiotemporal traffic data collected from various sensing systems. Making accurate imputation is critical to many applications in intelligent transportation systems. In this paper, we formulate the missing data imputation problem in spatiotemporal traffic data in a low-rank tensor completion (LRTC) framework and define a novel truncated nuclear norm (TNN) on traffic tensors of location$\times$day$\times$time of day. In particular, we introduce an universal rate parameter to control the degree of truncation on all tensor modes in the proposed LRTC-TNN model, and this allows us to better characterize the hidden patterns in spatiotemporal traffic data. Based on the framework of the Alternating Direction Method of Multipliers (ADMM), we present an efficient algorithm to obtain the optimal solution for each variable. We conduct numerical experiments on four spatiotemporal traffic data sets, and our results show that the proposed LRTC-TNN model outperforms many state-of-the-art imputation models with missing rates/patterns. Moreover, the proposed model also outperforms other baseline models in extreme missing scenarios.

preprint2020arXiv

Design and Evaluation of Torque Compensation Controllers for a Lower Extremity Exoskeleton

In this paper, we present an integrated human-in-the-loop simulation paradigm for the design and evaluation of a lower extremity exoskeleton that is elastically strapped onto human lower limbs. The exoskeleton has 3 rotational DOFs on each side and weighs 23kg. Two torque compensation controllers of the exoskeleton are introduced, aiming to minimize interference and maximize assistance to human motions, respectively. Their effects on the wearer's biomechanical loadings are studied with a running motion and predicted ground reaction forces. It is found that the added weight of the passive exoskeleton substantially increases the wearer's musculoskeletal loadings. The maximizing assistance controller reduces the knee joint torque by almost a half when compared to the passive exoskeleton and the resultant torque is only 72% of that from the normal running without exoskeleton. When compared to the normal running, this controller also reduces the hip flexion and extension torques by 31% and 38%, respectively. As a result, the peak activations of the biceps short head, gluteus maximus, and rectus femoris muscles are reduced by more than a half. Nonetheless, the axial knee joint reaction force increases for all exoskeleton cases due to the added weight and higher GRFs. In summary, the results provide sound evidence of the efficacy of these two controllers on reducing the wearer's musculoskeletal loadings when compared to the passive exoskeleton. And it is shown the human-in-the-loop simulation paradigm presented here can be used for virtual design and evaluation of powered exoskeletons and pave the way for building optimized exoskeleton prototypes for experimental evaluation.

preprint2020arXiv

Incremental Bayesian tensor learning for structural monitoring data imputation and response forecasting

There has been increased interest in missing sensor data imputation, which is ubiquitous in the field of structural health monitoring (SHM) due to discontinuous sensing caused by sensor malfunction. To address this fundamental issue, this paper presents an incremental Bayesian tensor learning method for reconstruction of spatiotemporal missing data in SHM and forecasting of structural response. In particular, a spatiotemporal tensor is first constructed followed by Bayesian tensor factorization that extracts latent features for missing data imputation. To enable structural response forecasting based on incomplete sensing data, the tensor decomposition is further integrated with vector autoregression in an incremental learning scheme. The performance of the proposed approach is validated on continuous field-sensing data (including strain and temperature records) of a concrete bridge, based on the assumption that strain time histories are highly correlated to temperature recordings. The results indicate that the proposed probabilistic tensor learning approach is accurate and robust even in the presence of large rates of random missing, structured missing and their combination. The effect of rank selection on the imputation and prediction performance is also investigated. The results show that a better estimation accuracy can be achieved with a higher rank for random missing whereas a lower rank for structured missing.

preprint2020arXiv

Low-Rank Autoregressive Tensor Completion for Multivariate Time Series Forecasting

Time series prediction has been a long-standing research topic and an essential application in many domains. Modern time series collected from sensor networks (e.g., energy consumption and traffic flow) are often large-scale and incomplete with considerable corruption and missing values, making it difficult to perform accurate predictions. In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework to model multivariate time series data. The key of LATC is to transform the original multivariate time series matrix (e.g., sensor$\times$time point) to a third-order tensor structure (e.g., sensor$\times$time of day$\times$day) by introducing an additional temporal dimension, which allows us to model the inherent rhythms and seasonality of time series as global patterns. With the tensor structure, we can transform the time series prediction and missing data imputation problems into a universal low-rank tensor completion problem. Besides minimizing tensor rank, we also integrate a novel autoregressive norm on the original matrix representation into the objective function. The two components serve different roles. The low-rank structure allows us to effectively capture the global consistency and trends across all the three dimensions (i.e., similarity among sensors, similarity of different days, and current time v.s. the same time of historical days). The autoregressive norm can better model the local temporal trends. Our numerical experiments on three real-world data sets demonstrate the superiority of the integration of global and local trends in LATC in both missing data imputation and rolling prediction tasks.