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Modeling Count Data over Time Using Dynamic Bayesian Networks Jonathan Hutchins Advisors: Professor Ihler and Professor Smyth. Sensor Measurements Reflect Dynamic Human Activity. Optical People Counter at a Building Entrance. Loop Sensors on Southern California Freeways. Outline.
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Modeling Count Data over Time Using Dynamic Bayesian NetworksJonathan HutchinsAdvisors: Professor Ihler and Professor Smyth
Sensor Measurements Reflect Dynamic Human Activity Optical People Counter at a Building Entrance Loop Sensors on Southern California Freeways
Outline • Introduction, problem description • Probabilistic model • Single sensor results • Multiple sensor modeling • Future Work
Modeling Count Data p(count|λ) count In a Poisson distribution: mean = variance = λ
Simulated Data variance mean people count 15 weeks, 336 time slots
Building Data variance mean people count
Freeway Data variance mean people count
Detecting Unusual Events: Baseline Method Ideal model car count Baseline model car count Unsupervised learning faces a “chicken and egg” dilemma
Persistent Events Notion of Persistence missing from Baseline model
Quantifying Event Popularity Ideal model Baseline model
My contribution Adaptive event detection with time-varying Poisson processes A. Ihler, J. Hutchins, and P. Smyth Proceedings of the 12th ACM SIGKDD Conference (KDD-06), August 2006. • Baseline method, Data sets, Ran experiments • Validation Learning to detect events with Markov-modulated Poisson processes A. Ihler, J. Hutchins, and P. Smyth ACM Transactions on Knowledge Discovery from Data, Dec 2007 • Extended the model to include a second event type (low activity) • Poisson Assumption Testing Modeling Count Data From Multiple Sensors: A Building Occupancy Model J. Hutchins, A. Ihler, and P. Smyth IEEE CAMSAP 2007,Computational Advances in Multi-Sensor Adaptive Processing, December 2007.
Graphical Models "Graphical models are a marriage between probability theory and graph theory. They provide a natural tool for dealing with two problems that occur throughout applied mathematics and engineering -- uncertainty and complexity” Michael Jordan 1998
Directed Graphical Models • Nodes variables hidden Observed Count observed Event Rate Parameter
B A C Directed Graphical Models • Nodes variables • Edges direct dependencies
Graphical Models: Modularity Observed Countt+1 Observed Countt+2 Observed Countt-2 Observed Countt-1 Observed Countt
Graphical Models: Modularity Poisson Rate λ(t) hidden Day, Timet-1 Day, Timet Day, Timet+1 observed Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt+1 Observed Countt-1 Observed Countt
Graphical Models: Modularity Poisson Rate λ(t) hidden Day, Timet-1 Day, Timet Day, Timet+1 observed Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt+1 Observed Countt-1 Observed Countt
Graphical Models: Modularity Poisson Rate λ(t) hidden Day, Timet-1 Day, Timet Day, Timet+1 observed Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt+1 Observed Countt-1 Observed Countt Eventt-1 Eventt Eventt+1
Graphical Models: Modularity Poisson Rate λ(t) hidden Day, Timet-1 Day, Timet Day, Timet+1 observed Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt+1 Observed Countt-1 Observed Countt Eventt-1 Eventt Eventt+1 Event State Transition Matrix
Poisson Rate λ(t) Day, Timet-1 Day, Timet Day, Timet+1 hidden Normal Countt-1 Normal Countt-1 Normal Countt-1 observed Observed Countt-1 Observed Countt Observed Countt+1 Event Countt-1 Event Countt Event Countt+1 Eventt-1 Eventt Eventt+1 Event State Transition Matrix
α Poisson Rate λ(t) Day, Timet-1 Day, Timet Day, Timet+1 hidden Normal Countt-1 Normal Countt-1 Normal Countt-1 observed Observed Countt-1 Observed Countt Observed Countt+1 Event Countt-1 Event Countt Event Countt+1 Eventt-1 Eventt Eventt+1 η η η Event State Transition Matrix β
Poisson Rate λ(t) Day, Timet-1 Day, Timet Day, Timet+1 hidden Normal Countt-1 Normal Countt-1 Normal Countt-1 observed Observed Countt-1 Observed Countt Observed Countt+1 Event Countt-1 Event Countt Event Countt+1 Eventt-1 Eventt Eventt+1 Event State Transition Matrix Markov Modulated Poisson Process (MMPP) model e.g., see Heffes and Lucantoni (1994), Scott (1998)
Gibbs Sampling * * * * * * * * * * * * * * * * * *
Gibbs Sampling * * * * * y * * * x
Gibbs Sampling Poisson Rate λ(t) Day, Timet-1 Day, Timet Day, Timet+1 Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt-1 Observed Countt Observed Countt+1 Event Countt-1 Event Countt Event Countt+1 Eventt-1 Eventt Eventt+1 Event State Transition Matrix
Gibbs Sampling Poisson Rate λ(t) Poisson Rate λ(t) Poisson Rate λ(t) For the ternary valued event variable with chain length of 64,000 Brute force complexity ~ Day, Timet-1 Day, Timet Day, Timet+1 Normal Countt-1 Normal Countt-1 Normal Countt-1 Observed Countt-1 Observed Countt Observed Countt+1 Event Countt-1 Event Countt Event Countt+1 Eventt-1 Eventt Eventt+1 Event State Transition Matrix Event State Transition Matrix Event State Transition Matrix
Gibbs Sampling Poisson Rate λ(t) Poisson Rate λ(t) Day, Timet-1 Day, Timet-1 Observed Countt-1 Observed Countt-1 Poisson Rate λ(t) Event Countt-1 Event Countt-1 Day, Timet-1 Normal Countt-1 Normal Countt-1 Observed Countt-1 Event Countt-1 Normal Countt-1 Eventt-1 Eventt Eventt+1 A A A
Chicken/Egg Delima car count car count
Event Popularity car count car count
Persistent Event Notion of Persistence missing from Baseline model
Detecting Real Events: Baseball Games Remember: the model training is completely unsupervised, no ground truth is given to the model
Multi-sensor Occupancy Model Modeling Count Data From Multiple Sensors: A Building Occupancy Model J. Hutchins, A. Ihler, and P. Smyth IEEE CAMSAP 2007,Computational Advances in Multi-Sensor Adaptive Processing, December 2007
Where are the People? Building Level City Level
Sensor Measurements Reflect Dynamic Human Activity Optical People Counter at a Building Entrance Loop Sensors on Southern California Freeways
Application: Multi-sensor Occupancy Model CalIt2 Building, UC Irvine campus
Building Occupancy, Raw Measurements Occt = Occt-1 + inCountst-1,t – outCountst-1,t
Over-counting Building Occupancy: Raw Measurements Under-counting Noisy sensors make raw measurements of little value
Adding Noise Model Poisson Rate λ(t) Day, Timet-1 Day, Timet Normal Countt-1 Normal Countt-1 True Countt-1 Observed Countt-1 True Countt Observed Countt Event Countt-1 Event Countt Eventt-1 Eventt Event State Transition Matrix
Probabilistic Occupancy Model Time t Time t+1 Constraint Time Occupancy Occupancy Out(Exit) Sensors Out(Exit) Sensors In(Entrance) Sensors In(Entrance) Sensors
24 hour constraint Geometric Distribution, p=0.5 Constraint Occupancy Building Occupancy 47
Learning and Inference Gibbs Sampling | Forward-Backward | Complexity Occupancy Occupancy Out(Exit) Sensors Out(Exit) Sensors In(Entrance) Sensors In(Entrance) Sensors
Typical Days Building Occupancy Thursday Friday Saturday
Missing Data Building Occupancy time