KODA: A Data-Driven Recursive Model for Time Series Forecasting and Data Assimilation using Koopman Operators

Approaches based on Koopman operators have shown great promise in forecasting time series data generated by complex nonlinear dynamical systems (NLDS). Although such approaches are able to capture the latent state representation of a NLDS, they still face difficulty in long term forecasting when applied to real world data. Specifically many real-world NLDS exhibit time-varying behavior, leading to nonstationarity that is hard to capture with such models. Furthermore they lack a systematic data-driven approach to perform data assimilation, that is, exploiting noisy measurements on the fly in the forecasting task. To alleviate the above issues, we propose a Koopman operator-based approach (named KODA - Koopman Operator with Data Assimilation) that integrates forecasting and data assimilation in NLDS. In particular we use a Fourier domain filter to disentangle the data into a physical component whose dynamics can be accurately represented by a Koopman operator, and residual dynamics that represents the local or time varying behavior that are captured by a flexible and learnable recursive model. We carefully design an architecture and training criterion that ensures this decomposition lead to stable and long-term forecasts. Moreover, we introduce a course correction strategy to perform data assimilation with new measurements at inference time. The proposed approach is completely data-driven and can be learned end-to-end. Through extensive experimental comparisons we show that KODA outperforms existing state of the art methods on multiple time series benchmarks such as electricity, temperature, weather, lorenz 63 and duffing oscillator demonstrating its superior performance and efficacy along the three tasks a) forecasting, b) data assimilation and c) state prediction.

Continuously Optimizing Radar Placement with Model Predictive Path Integrals

Continuously optimizing sensor placement is essential for precise target localization in various military and civilian applications. While information theory has shown promise in optimizing sensor placement, many studies oversimplify sensor measurement models or neglect dynamic constraints of mobile sensors. To address these challenges, we employ a range measurement model that incorporates radar parameters and radar-target distance, coupled with Model Predictive Path Integral (MPPI) control to manage complex environmental obstacles and dynamic constraints. We compare the proposed approach against stationary radars or simplified range measurement models based on the root mean squared error (RMSE) of the Cubature Kalman Filter (CKF) estimator for the targets' state. Additionally, we visualize the evolving geometry of radars and targets over time, highlighting areas of highest measurement information gain, demonstrating the strengths of the approach. The proposed strategy outperforms stationary radars and simplified range measurement models in target localization, achieving a 38-74% reduction in mean RMSE and a 33-79% reduction in the upper tail of the 90% Highest Density Interval (HDI) over 500 Monte Carl (MC) trials across all time steps. Code will be made publicly available upon acceptance.

Multistatic-Radar RCS-Signature Recognition of Aerial Vehicles: A Bayesian Fusion Approach

Radar Automated Target Recognition (RATR) for Unmanned Aerial Vehicles (UAVs) involves transmitting Electromagnetic Waves (EMWs) and performing target type recognition on the received radar echo, crucial for defense and aerospace applications. Previous studies highlighted the advantages of multistatic radar configurations over monostatic ones in RATR. However, fusion methods in multistatic radar configurations often suboptimally combine classification vectors from individual radars probabilistically. To address this, we propose a fully Bayesian RATR framework employing Optimal Bayesian Fusion (OBF) to aggregate classification probability vectors from multiple radars. OBF, based on expected 0-1 loss, updates a Recursive Bayesian Classification (RBC) posterior distribution for target UAV type, conditioned on historical observations across multiple time steps. We evaluate the approach using simulated random walk trajectories for seven drones, correlating target aspect angles to Radar Cross Section (RCS) measurements in an anechoic chamber. Comparing against single radar Automated Target Recognition (ATR) systems and suboptimal fusion methods, our empirical results demonstrate that the OBF method integrated with RBC significantly enhances classification accuracy compared to other fusion methods and single radar configurations.

Learning Semilinear Neural Operators : A Unified Recursive Framework For Prediction And Data Assimilation

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based solutions face important challenges when dealing with spatio-temporal PDEs over long time scales. Specifically, the current theory of NOs does not present a systematic framework to perform data assimilation and efficiently correct the evolution of PDE solutions over time based on sparsely sampled noisy measurements. In this paper, we propose a learning-based state-space approach to compute the solution operators to infinite-dimensional semilinear PDEs. Exploiting the structure of semilinear PDEs and the theory of nonlinear observers in function spaces, we develop a flexible recursive method that allows for both prediction and data assimilation by combining prediction and correction operations. The proposed framework is capable of producing fast and accurate predictions over long time horizons, dealing with irregularly sampled noisy measurements to correct the solution, and benefits from the decoupling between the spatial and temporal dynamics of this class of PDEs. We show through experiments on the Kuramoto-Sivashinsky, Navier-Stokes and Korteweg-de Vries equations that the proposed model is robust to noise and can leverage arbitrary amounts of measurements to correct its prediction over a long time horizon with little computational overhead.

Tubular Curvature Filter: Implicit Pointwise Curvature Calculation Method for Tubular Objects

Curvature estimation methods are important as they capture salient features for various applications in image processing, especially within medical domains where tortuosity of vascular structures is of significant interest. Existing methods based on centerline or skeleton curvature fail to capture curvature gradients across a rotating tubular structure. This paper presents a Tubular Curvature Filter method that locally calculates the acceleration of bundles of curves that traverse along the tubular object parallel to the centerline. This is achieved by examining the directional rate of change in the eigenvectors of the Hessian matrix of a tubular intensity function in space. This method implicitly calculates the local tubular curvature without the need to explicitly segment the tubular object. Experimental results demonstrate that the Tubular Curvature Filter method provides accurate estimates of local curvature at any point inside tubular structures.

Stabilizing Subject Transfer in EEG Classification with Divergence Estimation

Classification models for electroencephalogram (EEG) data show a large decrease in performance when evaluated on unseen test sub jects. We reduce this performance decrease using new regularization techniques during model training. We propose several graphical models to describe an EEG classification task. From each model, we identify statistical relationships that should hold true in an idealized training scenario (with infinite data and a globally-optimal model) but that may not hold in practice. We design regularization penalties to enforce these relationships in two stages. First, we identify suitable proxy quantities (divergences such as Mutual Information and Wasserstein-1) that can be used to measure statistical independence and dependence relationships. Second, we provide algorithms to efficiently estimate these quantities during training using secondary neural network models. We conduct extensive computational experiments using a large benchmark EEG dataset, comparing our proposed techniques with a baseline method that uses an adversarial classifier. We find our proposed methods significantly increase balanced accuracy on test subjects and decrease overfitting. The proposed methods exhibit a larger benefit over a greater range of hyperparameters than the baseline method, with only a small computational cost at training time. These benefits are largest when used for a fixed training period, though there is still a significant benefit for a subset of hyperparameters when our techniques are used in conjunction with early stopping regularization.

Corticomorphic Hybrid CNN-SNN Architecture for EEG-based Low-footprint Low-latency Auditory Attention Detection

In a multi-speaker "cocktail party" scenario, a listener can selectively attend to a speaker of interest. Studies into the human auditory attention network demonstrate cortical entrainment to speech envelopes resulting in highly correlated Electroencephalography (EEG) measurements. Current trends in EEG-based auditory attention detection (AAD) using artificial neural networks (ANN) are not practical for edge-computing platforms due to longer decision windows using several EEG channels, with higher power consumption and larger memory footprint requirements. Nor are ANNs capable of accurately modeling the brain's top-down attention network since the cortical organization is complex and layer. In this paper, we propose a hybrid convolutional neural network-spiking neural network (CNN-SNN) corticomorphic architecture, inspired by the auditory cortex, which uses EEG data along with multi-speaker speech envelopes to successfully decode auditory attention with low latency down to 1 second, using only 8 EEG electrodes strategically placed close to the auditory cortex, at a significantly higher accuracy of 91.03%, compared to the state-of-the-art. Simultaneously, when compared to a traditional CNN reference model, our model uses ~15% fewer parameters at a lower bit precision resulting in ~57% memory footprint reduction. The results show great promise for edge-computing in brain-embedded devices, like smart hearing aids.

Online Fusion of Multi-resolution Multispectral Images with Weakly Supervised Temporal Dynamics

Real-time satellite imaging has a central role in monitoring, detecting and estimating the intensity of key natural phenomena such as floods, earthquakes, etc. One important constraint of satellite imaging is the trade-off between spatial/spectral resolution and their revisiting time, a consequence of design and physical constraints imposed by satellite orbit among other technical limitations. In this paper, we focus on fusing multi-temporal, multi-spectral images where data acquired from different instruments with different spatial resolutions is used. We leverage the spatial relationship between images at multiple modalities to generate high-resolution image sequences at higher revisiting rates. To achieve this goal, we formulate the fusion method as a recursive state estimation problem and study its performance in filtering and smoothing contexts. Furthermore, a calibration strategy is proposed to estimate the time-varying temporal dynamics of the image sequence using only a small amount of historical image data. Differently from the training process in traditional machine learning algorithms, which usually require large datasets and computation times, the parameters of the temporal dynamical model are calibrated based on an analytical expression that uses only two of the images in the historical dataset. A distributed version of the Bayesian filtering and smoothing strategies is also proposed to reduce its computational complexity. To evaluate the proposed methodology we consider a water mapping task where real data acquired by the Landsat and MODIS instruments are fused generating high spatial-temporal resolution image estimates. Our experiments show that the proposed methodology outperforms the competing methods in both estimation accuracy and water mapping tasks.

Recursive classification of satellite imaging time-series: An application to water and land cover mapping

A wide variety of applications of fundamental importance for security, environmental protection and urban development need access to accurate land cover monitoring and water mapping, for which the analysis of optical remote sensing imagery is key. Classification of time-series images, particularly with recursive methods, is of increasing interest in the current literature. Nevertheless, existing recursive approaches typically require large amounts of training data. This paper introduces a recursive classification framework that provides high accuracy while requiring low computational cost and minimal supervision. The proposed approach transforms a static classifier into a recursive one using a probabilistic framework that is robust to non-informative image variations. A water mapping and a land cover experiment are conducted analyzing Sentinel-2 satellite data covering two areas in the United States. The performance of three static classification algorithms and their recursive versions is compared, including a Gaussian Mixture Model (GMM), Logistic Regression (LR) and Spectral Index Classifiers (SICs). SICs consist in a new approach that we introduce to convert the Modified Normalized Difference Water Index (MNDWI) and the Normalized Difference Vegetation Index (NDVI) into probabilistic classification results. Two state-of-the-art deep learning-based classifiers are also used as benchmark models. Results show that the proposed method significantly increases the robustness of existing static classifiers in multitemporal settings. Our method also improves the performance of deep learning-based classifiers without the need of additional training data.

Inv-SENnet: Invariant Self Expression Network for clustering under biased data

Subspace clustering algorithms are used for understanding the cluster structure that explains the dataset well. These methods are extensively used for data-exploration tasks in various areas of Natural Sciences. However, most of these methods fail to handle unwanted biases in datasets. For datasets where a data sample represents multiple attributes, naively applying any clustering approach can result in undesired output. To this end, we propose a novel framework for jointly removing unwanted attributes (biases) while learning to cluster data points in individual subspaces. Assuming we have information about the bias, we regularize the clustering method by adversarially learning to minimize the mutual information between the data and the unwanted attributes. Our experimental result on synthetic and real-world datasets demonstrate the effectiveness of our approach.