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Convolutive non-negative matrix factorization (CNMF) is a promising method for extracting features from sequential multivariate data. Conventional algorithms for CNMF require that the structure, or the number of bases for expressing the data, be specified in advance. We are concerned with the issue of how we can select the best structure of CNMF from given data. We first introduce a framework of probabilistic...
Traffic speed prediction is a long-standing and critically important topic in the area of Intelligent Transportation Systems (ITS). Recent years have witnessed the encouraging potentials of deep neural networks for real-life applications of various domains. Traffic speed prediction, however, is still in its initial stage without making full use of spatio-temporal traffic information. In light of this,...
Deep generative models can perform dramatically better than traditional graphical models in a number of machine learning tasks. However, training such models remains challenging because their latent variables typically do not have an analytical posterior distribution, largely due to the nonlinear activation nodes. We present a deep convolutional factor analyser (DCFA) for multivariate time series...
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