Supervised Aggregative Feature Extraction for Big Data Time Series Regression

In many applications, and especially those where batch processes are involved, a target scalar output of interest is often dependent on one or more time series of data. With the exponential growth in data logging in modern industries such time series are increasingly available for statistical modeling in soft sensing applications. In order to exploit time series data for predictive modelling, it is necessary to summarise the information they contain as a set of features to use as model regressors. Typically this is done in an unsupervised fashion using simple techniques such as computing statistical moments, principal components or wavelet decompositions, often leading to significant information loss and hence suboptimal predictive models. In this paper, a functional learning paradigm is exploited in a supervised fashion to derive continuous, smooth estimates of time series data (yielding aggregated local information), while simultaneously estimating a continuous shape function yielding optimal predictions. The proposed Supervised Aggregative Feature Extraction (SAFE) methodology can be extended to support nonlinear predictive models by embedding the functional learning framework in a Reproducing Kernel Hilbert Spaces setting. SAFE has a number of attractive features including closed form solution and the ability to explicitly incorporate first and second order derivative information. Using simulation studies and a practical semiconductor manufacturing case study we highlight the strengths of the new methodology with respect to standard unsupervised feature extraction approaches.

Exact and heuristic methods for solving Boolean games

Boolean games are a framework for reasoning about the rational behavior of agents whose goals are formalized using propositional formulas. Compared to normal form games, a well-studied and related game framework, Boolean games allow for an intuitive and more compact representation of the agents’ goals. So far, Boolean games have been mainly studied in the literature from the Knowledge Representation perspective, and less attention has been paid on the algorithmic issues underlying the computation of solution concepts. Although some suggestions for solving specific classes of Boolean games have been made in the literature, there is currently no work available on the practical performance. In this paper, we propose the first technique to solve general Boolean games that does not require an exponential translation to normal-form games. Our method is based on disjunctive answer set programming and computes solutions (equilibria) of arbitrary Boolean games. It can be applied to a wide variety of solution concepts, and can naturally deal with extensions of Boolean games such as constraints and costs. We present detailed experimental results in which we compare the proposed method against a number of existing methods for solving specific classes of Boolean games, as well as adaptations of methods that were initially designed for normal-form games. We found that the heuristic methods that do not require all payoff matrix entries performed well for smaller Boolean games, while our ASP based technique is faster when the problem instances have a higher number of agents or action variables.