NonSysId: A nonlinear system identification package with improved model term selection for NARMAX models

System identification involves constructing mathematical models of dynamic systems using input-output data, enabling analysis and prediction of system behaviour in both time and frequency domains. This approach can model the entire system or capture specific dynamics within it. For meaningful analysis, it is essential for the model to accurately reflect the underlying system's behaviour. This paper introduces NonSysId, an open-sourced MATLAB software package designed for nonlinear system identification, specifically focusing on NARMAX models. The software incorporates an advanced term selection methodology that prioritises on simulation (free-run) accuracy while preserving model parsimony. A key feature is the integration of iterative Orthogonal Forward Regression (iOFR) with Predicted Residual Sum of Squares (PRESS) statistic-based term selection, facilitating robust model generalisation without the need for a separate validation dataset. Furthermore, techniques for reducing computational overheads are implemented. These features make NonSysId particularly suitable for real-time applications such as structural health monitoring, fault diagnosis, and biomedical signal processing, where it is a challenge to capture the signals under consistent conditions, resulting in limited or no validation data.

Balancing Spectral, Temporal and Spatial Information for EEG-based Alzheimer's Disease Classification

The prospect of future treatment warrants the development of cost-effective screening for Alzheimer's disease (AD). A promising candidate in this regard is electroencephalography (EEG), as it is one of the most economic imaging modalities. Recent efforts in EEG analysis have shifted towards leveraging spatial information, employing novel frameworks such as graph signal processing or graph neural networks. Here, we systematically investigate the importance of spatial information relative to spectral or temporal information by varying the proportion of each dimension for AD classification. To do so, we test various dimension resolution configurations on two routine EEG datasets. We find that spatial information is consistently more relevant than temporal information and equally relevant as spectral information. These results emphasise the necessity to consider spatial information for EEG-based AD classification. On our second dataset, we further find that well-balanced feature resolutions boost classification accuracy by up to 1.6%. Our resolution-based feature extraction has the potential to improve AD classification specifically, and multivariate signal classification generally.

Stochastic Graph Heat Modelling for Diffusion-based Connectivity Retrieval

Heat diffusion describes the process by which heat flows from areas with higher temperatures to ones with lower temperatures. This concept was previously adapted to graph structures, whereby heat flows between nodes of a graph depending on the graph topology. Here, we combine the graph heat equation with the stochastic heat equation, which ultimately yields a model for multivariate time signals on a graph. We show theoretically how the model can be used to directly compute the diffusion-based connectivity structure from multivariate signals. Unlike other connectivity measures, our heat model-based approach is inherently multivariate and yields an absolute scaling factor, namely the graph thermal diffusivity, which captures the extent of heat-like graph propagation in the data. On two datasets, we show how the graph thermal diffusivity can be used to characterise Alzheimer's disease. We find that the graph thermal diffusivity is lower for Alzheimer's patients than healthy controls and correlates with dementia scores, suggesting structural impairment in patients in line with previous findings.

Deep Automated Mechanism Design for Integrating Ad Auction and Allocation in Feed

E-commerce platforms usually present an ordered list, mixed with several organic items and an advertisement, in response to each user's page view request. This list, the outcome of ad auction and allocation processes, directly impacts the platform's ad revenue and gross merchandise volume (GMV). Specifically, the ad auction determines which ad is displayed and the corresponding payment, while the ad allocation decides the display positions of the advertisement and organic items. The prevalent methods of segregating the ad auction and allocation into two distinct stages face two problems: 1) Ad auction does not consider externalities, such as the influence of actual display position and context on ad Click-Through Rate (CTR); 2) The ad allocation, which utilizes the auction-winning ad's payment to determine the display position dynamically, fails to maintain incentive compatibility (IC) for the advertisement. For instance, in the auction stage employing the traditional Generalized Second Price (GSP) , even if the winning ad increases its bid, its payment remains unchanged. This implies that the advertisement cannot secure a better position and thus loses the opportunity to achieve higher utility in the subsequent ad allocation stage. Previous research often focused on one of the two stages, neglecting the two-stage problem, which may result in suboptimal outcomes...

Understanding Concepts in Graph Signal Processing for Neurophysiological Signal Analysis

Multivariate signals, which are measured simultaneously over time and acquired by sensor networks, are becoming increasingly common. The emerging field of graph signal processing (GSP) promises to analyse spectral characteristics of these multivariate signals, while at the same time taking the spatial structure between the time signals into account. A central idea in GSP is the graph Fourier transform, which projects a multivariate signal onto frequency-ordered graph Fourier modes, and can therefore be regarded as a spatial analog of the temporal Fourier transform. This chapter derives and discusses key concepts in GSP, with a specific focus on how the various concepts relate to one another. The experimental section focuses on the role of graph frequency in data classification, with applications to neuroimaging. To address the limited sample size of neurophysiological datasets, we introduce a minimalist simulation framework that can generate arbitrary amounts of data. Using this artificial data, we find that lower graph frequency signals are less suitable for classifying neurophysiological data as compared to higher graph frequency signals. Finally, we introduce a baseline testing framework for GSP. Employing this framework, our results suggest that GSP applications may attenuate spectral characteristics in the signals, highlighting current limitations of GSP for neuroimaging.

Graph Neural Network-based EEG Classification: A Survey

Graph neural networks (GNN) are increasingly used to classify EEG for tasks such as emotion recognition, motor imagery and neurological diseases and disorders. A wide range of methods have been proposed to design GNN-based classifiers. Therefore, there is a need for a systematic review and categorisation of these approaches. We exhaustively search the published literature on this topic and derive several categories for comparison. These categories highlight the similarities and differences among the methods. The results suggest a prevalence of spectral graph convolutional layers over spatial. Additionally, we identify standard forms of node features, with the most popular being the raw EEG signal and differential entropy. Our results summarise the emerging trends in GNN-based approaches for EEG classification. Finally, we discuss several promising research directions, such as exploring the potential of transfer learning methods and appropriate modelling of cross-frequency interactions.

Model-Free Market Risk Hedging Using Crowding Networks

Crowding is widely regarded as one of the most important risk factors in designing portfolio strategies. In this paper, we analyze stock crowding using network analysis of fund holdings, which is used to compute crowding scores for stocks. These scores are used to construct costless long-short portfolios, computed in a distribution-free (model-free) way and without using any numerical optimization, with desirable properties of hedge portfolios. More specifically, these long-short portfolios provide protection for both small and large market price fluctuations, due to their negative correlation with the market and positive convexity as a function of market returns. By adding our long-short portfolio to a baseline portfolio such as a traditional 60/40 portfolio, our method provides an alternative way to hedge portfolio risk including tail risk, which does not require costly option-based strategies or complex numerical optimization. The total cost of such hedging amounts to the total cost of rebalancing the hedge portfolio.

Adaptive Gated Graph Convolutional Network for Explainable Diagnosis of Alzheimer's Disease using EEG Data

Graph neural network (GNN) models are increasingly being used for the classification of electroencephalography (EEG) data. However, GNN-based diagnosis of neurological disorders, such as Alzheimer's disease (AD), remains a relatively unexplored area of research. Previous studies have relied on functional connectivity methods to infer brain graph structures and used simple GNN architectures for the diagnosis of AD. In this work, we propose a novel adaptive gated graph convolutional network (AGGCN) that can provide explainable predictions. AGGCN adaptively learns graph structures by combining convolution-based node feature enhancement with a well-known correlation-based measure of functional connectivity. Furthermore, the gated graph convolution can dynamically weigh the contribution of various spatial scales. The proposed model achieves high accuracy in both eyes-closed and eyes-open conditions, indicating the stability of learned representations. Finally, we demonstrate that the proposed AGGCN model generates consistent explanations of its predictions that might be relevant for further study of AD-related alterations of brain networks.

InsPro: Propagating Instance Query and Proposal for Online Video Instance Segmentation

Video instance segmentation (VIS) aims at segmenting and tracking objects in videos. Prior methods typically generate frame-level or clip-level object instances first and then associate them by either additional tracking heads or complex instance matching algorithms. This explicit instance association approach increases system complexity and fails to fully exploit temporal cues in videos. In this paper, we design a simple, fast and yet effective query-based framework for online VIS. Relying on an instance query and proposal propagation mechanism with several specially developed components, this framework can perform accurate instance association implicitly. Specifically, we generate frame-level object instances based on a set of instance query-proposal pairs propagated from previous frames. This instance query-proposal pair is learned to bind with one specific object across frames through conscientiously developed strategies. When using such a pair to predict an object instance on the current frame, not only the generated instance is automatically associated with its precursors on previous frames, but the model gets a good prior for predicting the same object. In this way, we naturally achieve implicit instance association in parallel with segmentation and elegantly take advantage of temporal clues in videos. To show the effectiveness of our method InsPro, we evaluate it on two popular VIS benchmarks, i.e., YouTube-VIS 2019 and YouTube-VIS 2021. Without bells-and-whistles, our InsPro with ResNet-50 backbone achieves 43.2 AP and 37.6 AP on these two benchmarks respectively, outperforming all other online VIS methods.

Learning Disentangled Label Representations for Multi-label Classification

Although various methods have been proposed for multi-label classification, most approaches still follow the feature learning mechanism of the single-label (multi-class) classification, namely, learning a shared image feature to classify multiple labels. However, we find this One-shared-Feature-for-Multiple-Labels (OFML) mechanism is not conducive to learning discriminative label features and makes the model non-robustness. For the first time, we mathematically prove that the inferiority of the OFML mechanism is that the optimal learned image feature cannot maintain high similarities with multiple classifiers simultaneously in the context of minimizing cross-entropy loss. To address the limitations of the OFML mechanism, we introduce the One-specific-Feature-for-One-Label (OFOL) mechanism and propose a novel disentangled label feature learning (DLFL) framework to learn a disentangled representation for each label. The specificity of the framework lies in a feature disentangle module, which contains learnable semantic queries and a Semantic Spatial Cross-Attention (SSCA) module. Specifically, learnable semantic queries maintain semantic consistency between different images of the same label. The SSCA module localizes the label-related spatial regions and aggregates located region features into the corresponding label feature to achieve feature disentanglement. We achieve state-of-the-art performance on eight datasets of three tasks, \ie, multi-label classification, pedestrian attribute recognition, and continual multi-label learning.