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Abstract Individual passenger travel patterns have significant value in understanding passenger’s behavior, such as learning the hidden clusters of locations, time, and passengers. The learned clusters further enable commercially beneficial actions such as customized services, promotions, data-driven urban-use planning, peak hour discovery, and so on. However, the individualized passenger modeling is very challenging for the following reasons: 1) The individual passenger travel data are multi-dimensional spatiotemporal big data, including at least the origin, destination, and time dimensions; 2) Moreover, individualized passenger travel patterns usually depend on the external environment, such as the distances and functions of locations, which are ignored in most current works. This work proposes a multi-clustering model to learn the latent clusters along the multiple dimensions of Origin, Destination, Time, and eventually, Passenger (ODT-P). We develop a graph-regularized tensor Latent Dirichlet Allocation (LDA) model by first extending the traditional LDA model into a tensor version and then applies to individual travel data. Then, the external information of stations is formulated as semantic graphs and incorporated as the Laplacian regularizations; Furthermore, to improve the model scalability when dealing with massive data, an online stochastic learning method based on tensorized variational Expectation-Maximization algorithm is developed. Finally, a case study based on passengers in the Hong Kong metro system is conducted and demonstrates that a better clustering performance is achieved compared to state-of-the-arts with the improvement in point-wise mutual information index and algorithm convergence speed by a factor of two. 

Sequential event prediction is a well-studied area and has been widely used in proactive management, recommender systems and healthcare. One major assumption of the existing sequential event prediction methods is that similar event sequence patterns in the historical record will repeat themselves, enabling us to predict future events. However, in reality, the assumption becomes less convincing when we are trying to predict rare or unique sequences. Furthermore, the representation of the event may be complex with hierarchical structures. In this paper, we aim to solve this issue by taking advantage of the multi-level or hierarchical representation of these rare events. We proposed to build a sequential Encoder-Decoder framework to predict the event sequences. More specifically, in the encoding layer, we built a hierarchical embedding representation for the events. In the decoding layer, we first predict the high-level events and the low-level events are generated according to a hierarchical graphical structure. We propose to link the encoding decoding layers with the temporal models for future event prediction. In this article, we further discussed applying the proposed model into the failure event prediction according to the aviation accident reports and have shown improved accuracy and model interpretability. 

In many real-world applications of monitoring multivariate spatio-temporal data that are non-stationary over time, one is often interested in detecting hot-spots with spatial sparsity and temporal consistency, instead of detecting system-wise changes as in traditional statistical process control (SPC) literature. In this paper, we propose an efficient method to detect hot-spots through tensor decomposition, and our method has three steps. First, we fit the observed data into a Smooth Sparse Decomposition Tensor (SSD-Tensor) model that serves as a dimension reduction and de-noising technique: it is an additive model decomposing the original data into: smooth but non-stationary global mean, sparse local anomalies, and random noises. Next, we estimate model parameters by the penalized framework that includes Least Absolute Shrinkage and Selection Operator (LASSO) and fused LASSO penalty. An efficient recursive optimization algorithm is developed based on Fast Iterative Shrinkage Thresholding Algorithm (FISTA). Finally, we apply a Cumulative Sum (CUSUM) Control Chart to monitor model residuals after removing global means, which helps to detect when and where hot-spots occur. To demonstrate the usefulness of our proposed SSD-Tensor method, we compare it with several other methods including scan statistics, LASSO-based, PCA-based, T2-based control chart in extensive numerical simulation studies and a real crime rate dataset. 

Variational autoencoders have been recently proposed for the problem of process monitoring. While these works show impressive results over classical methods, the proposed monitoring statistics often ignore the inconsistencies in learned lower-dimensional representations and computational limitations in high-dimensional approximations. In this work, we first manifest these issues and then overcome them with a novel statistic formulation that increases out-of-control detection accuracy without compromising computational efficiency. We demonstrate our results on a simulation study with explicit control over latent variations, and a real-life example of image profiles obtained from a hot steel rolling process. 

The use of video-imaging data for in-line process monitoring applications has become popular in industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant information content and signal possible out-of-control states. Video-imaging data are characterized by a spatio-temporal variability structure that depends on the underlying phenomenon, and typical out-of-control patterns are related to events that are localized both in time and space. In this article, we propose an integrated spatio-temporal decomposition and regression approach for anomaly detection in video-imaging data. Out-of-control events are typically sparse, spatially clustered and temporally consistent. The goal is not only to detect the anomaly as quickly as possible (“when”) but also to locate it in space (“where”). The proposed approach works by decomposing the original spatio-temporal data into random natural events, sparse spatially clustered and temporally consistent anomalous events, and random noise. Recursive estimation procedures for spatio-temporal regression are presented to enable the real-time implementation of the proposed methodology. Finally, a likelihood ratio test procedure is proposed to detect when and where the anomaly happens. The proposed approach was applied to the analysis of high-sped video-imaging data to detect and locate local hot-spots during a metal additive manufacturing process.