Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userOn Cokriging, Neural Networks, and Spatial Blind Source Separation for Multivariate Spatial Prediction
296
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Multivariate measurements taken at irregularly sampled locations are a common form of data, for example in geochemical analysis of soil. In practical considerations predictions of these measurements at unobserved locations are of great interest. For standard multivariate spatial prediction methods it is mandatory to not only model spatial dependencies but also cross-dependencies which makes it a demanding task. Recently, a blind source separation approach for spatial data was suggested. When using this spatial blind source separation method prior the actual spatial prediction, modelling of spatial cross-dependencies is avoided, which in turn simplifies the spatial prediction task significantly. In this paper we investigate the use of spatial blind source separation as a pre-processing tool for spatial prediction and compare it with predictions from Cokriging and neural networks in an extensive simulation study as well as a geochemical dataset.
rate research
Read More
Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.
Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of spatial separation. Spatial Blind Source Separation (SBSS) is a recently developed unsupervised statistical tool that deals with such data by assuming that the observable data is formed by a linear latent variable model. In SBSS the latent variable is assumed to be constituted by weakly stationary random fields which are uncorrelated. Such a model is appealing as further analysis can be carried out on the marginal distributions of the latent variables, interpretations are straightforward as the model is assumed to be linear, and not all components of the latent field might be of interest which acts as a form of dimension reduction. The weakly stationarity assumption of SBSS implies that the mean of the data is constant for all sample locations, which might be too restricting in practical applications. Therefore, an adaptation of SBSS that uses scatter matrices based on differences was recently suggested in the literature. In our contribution we formalize these ideas, suggest an adapted SBSS method and show its usefulness on synthetic and real data.
Blind source separation, i.e. extraction of independent sources from a mixture, is an important problem for both artificial and natural signal processing. Here, we address a special case of this problem when sources (but not the mixing matrix) are known to be nonnegative, for example, due to the physical nature of the sources. We search for the solution to this problem that can be implemented using biologically plausible neural networks. Specifically, we consider the online setting where the dataset is streamed to a neural network. The novelty of our approach is that we formulate blind nonnegative source separation as a similarity matching problem and derive neural networks from the similarity matching objective. Importantly, synaptic weights in our networks are updated according to biologically plausible local learning rules.
Accurate forecasting of traffic conditions is critical for improving safety, stability, and efficiency of a city transportation system. In reality, it is challenging to produce accurate traffic forecasts due to the complex and dynamic spatiotemporal correlations. Most existing works only consider partial characteristics and features of traffic data, and result in unsatisfactory performances on modeling and forecasting. In this paper, we propose a periodic spatial-temporal deep neural network (PSTN) with three pivotal modules to improve the forecasting performance of traffic conditions through a novel integration of three types of information. First, the historical traffic information is folded and fed into a module consisting of a graph convolutional network and a temporal convolutional network. Second, the recent traffic information together with the historical output passes through the second module consisting of a graph convolutional network and a gated recurrent unit framework. Finally, a multi-layer perceptron is applied to process the auxiliary road attributes and output the final predictions. Experimental results on two publicly accessible real-world urban traffic data sets show that the proposed PSTN outperforms the state-of-the-art benchmarks by significant margins for short-term traffic conditions forecasting
In this work, we consider the problem of blind source separation (BSS) by departing from the usual linear model and focusing on the linear-quadratic (LQ) model. We propose two provably robust and computationally tractable algorithms to tackle this problem under separability assumptions which require the sources to appear as samples in the data set. The first algorithm generalizes the successive nonnegative projection algorithm (SNPA), designed for linear BSS, and is referred to as SNPALQ. By explicitly modeling the product terms inherent to the LQ model along the iterations of the SNPA scheme, the nonlinear contributions of the mixing are mitigated, thus improving the separation quality. SNPALQ is shown to be able to recover the ground truth factors that generated the data, even in the presence of noise. The second algorithm is a brute-force (BF) algorithm, which is used as a post-processing step for SNPALQ. It enables to discard the spurious (mixed) samples extracted by SNPALQ, thus broadening its applicability. The BF is in turn shown to be robust to noise under easier-to-check and milder conditions than SNPALQ. We show that SNPALQ with and without the BF postprocessing is relevant in realistic numerical experiments.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
