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- Genre: Masters Thesis
- Creators: Davulcu, Hasan
- Status: Published
Description
The need of effective forecasting models for multi-variate time series has been underlined by the integration of sensory technologies into essential applications such as building energy optimizations, flight monitoring, and health monitoring. To meet this requirement, time series prediction techniques have been expanded from uni-variate to multi-variate. However, due to the extended models’ poor ability to capture the intrinsic relationships among variates, naïve extensions of prediction approaches result in an unwanted rise in the cost of model learning and, more critically, a significant loss in model performance. While recurrent models like Long Short-Term Memory (LSTM) and Recurrent Neural Network Network (RNN) are designed to capture the temporal intricacies in data, their performance can soon deteriorate. First, I claim in this thesis that (a) by exploiting temporal alignments of variates to quantify the importance of the recorded variates in relation to a target variate, one can build a more accurate forecasting model. I also argue that (b) traditional time series similarity/distance functions, such as Dynamic Time Warping (DTW), which require that variates have similar absolute patterns are fundamentally ill-suited for this purpose, and that should instead quantify temporal correlation in terms of temporal alignments of key “events” impacting these series, rather than series similarity. Further, I propose that (c) while learning a temporal model with recurrence-based techniques (such as RNN and LSTM – even when leveraging attention strategies) is challenging and expensive, the better results can be obtained by coupling simpler CNNs with an adaptive variate selection strategy. Putting these together, I introduce a novel Selego framework for variate selection based on these arguments, and I experimentally evaluate the performance of the proposed approach on various forecasting models, such as LSTM, RNN, and CNN, for different top-X% percent variates and different forecasting time in the future (lead), on multiple real-world data sets. Experiments demonstrate that the proposed framework can reduce the number of recorded variates required to train predictive models by 90 - 98% while also increasing accuracy. Finally, I present a fault onset detection technique that leverages the precise baseline forecasting models trained using the Selego framework. The proposed, Selego-enabled Fault Detection Framework (FDF-Selego) has been experimentally evaluated within the context of detecting the onset of faults in the building Heating, Ventilation, and Air Conditioning (HVAC) system.
ContributorsTiwaskar, Manoj (Author) / Candan, K. Selcuk (Thesis advisor) / Sapino, Maria Luisa (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2021
Description
Emerging trends in cyber system security breaches in critical cloud infrastructures show that attackers have abundant resources (human and computing power), expertise and support of large organizations and possible foreign governments. In order to greatly improve the protection of critical cloud infrastructures, incorporation of human behavior is needed to predict potential security breaches in critical cloud infrastructures. To achieve such prediction, it is envisioned to develop a probabilistic modeling approach with the capability of accurately capturing system-wide causal relationship among the observed operational behaviors in the critical cloud infrastructure and accurately capturing probabilistic human (users’) behaviors on subsystems as the subsystems are directly interacting with humans. In our conceptual approach, the system-wide causal relationship can be captured by the Bayesian network, and the probabilistic human behavior in the subsystems can be captured by the Markov Decision Processes. The interactions between the dynamically changing state graphs of Markov Decision Processes and the dynamic causal relationships in Bayesian network are key components in such probabilistic modelling applications. In this thesis, two techniques are presented for supporting the above vision to prediction of potential security breaches in critical cloud infrastructures. The first technique is for evaluation of the conformance of the Bayesian network with the multiple MDPs. The second technique is to evaluate the dynamically changing Bayesian network structure for conformance with the rules of the Bayesian network using a graph checker algorithm. A case study and its simulation are presented to show how the two techniques support the specific parts in our conceptual approach to predicting system-wide security breaches in critical cloud infrastructures.
ContributorsNagaraja, Vinjith (Author) / Yau, Stephen S. (Thesis advisor) / Ahn, Gail-Joon (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2015
Description
The purpose of this research is to efficiently analyze certain data provided and to see if a useful trend can be observed as a result. This trend can be used to analyze certain probabilities. There are three main pieces of data which are being analyzed in this research: The value for δ of the call and put option, the %B value of the stock, and the amount of time until expiration of the stock option. The %B value is the most important. The purpose of analyzing the data is to see the relationship between the variables and, given certain values, what is the probability the trade makes money. This result will be used in finding the probability certain trades make money over a period of time.
Since options are so dependent on probability, this research specifically analyzes stock options rather than stocks themselves. Stock options have value like stocks except options are leveraged. The most common model used to calculate the value of an option is the Black-Scholes Model [1]. There are five main variables the Black-Scholes Model uses to calculate the overall value of an option. These variables are θ, δ, γ, v, and ρ. The variable, θ is the rate of change in price of the option due to time decay, δ is the rate of change of the option’s price due to the stock’s changing value, γ is the rate of change of δ, v represents the rate of change of the value of the option in relation to the stock’s volatility, and ρ represents the rate of change in value of the option in relation to the interest rate [2]. In this research, the %B value of the stock is analyzed along with the time until expiration of the option. All options have the same δ. This is due to the fact that all the options analyzed in this experiment are less than two months from expiration and the value of δ reveals how far in or out of the money an option is.
The machine learning technique used to analyze the data and the probability
is support vector machines. Support vector machines analyze data that can be classified in one of two or more groups and attempts to find a pattern in the data to develop a model, which reliably classifies similar, future data into the correct group. This is used to analyze the outcome of stock options.
ContributorsReeves, Michael (Author) / Richa, Andrea (Thesis advisor) / McCarville, Daniel R. (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2015
Description
Mobile Augmented Reality (MAR) is a portable, powerful, and suitable technology that integrates 3D virtual content into the physical world in real-time. It has been implemented for multiple intents as it enhances people’s interaction, e.g., shopping, entertainment, gaming, etc. Thus, MAR is expected to grow at a tremendous rate in the upcoming years, as its popularity via mobile devices has increased. But, unfortunately, the applications that implement MAR, hereby referred to as MAR-Apps, bear security issues. Such are imaged in worldwide recorded incidents caused by MAR-Apps, e.g., robberies, authorities requesting banning MAR at specific locations, etc. To further explore these concerns, a case study analyzed several MAR-Apps available in the market to identify the security problems in MAR. As a result of this study, the threats found were classified into three categories. First, Space Invasion implies the intrusive modification through MAR of sensitive spaces, e.g., hospitals, memorials, etc. Then, Space Affectation means the degradation of users’ experience via interaction with undesirable MAR or malicious entities. Finally, MAR-Apps mishandling sensitive data leads to Privacy Leaks. SpaceMediator, a proof-of-concept MAR-App that imitates the well-known and successful MAR-App Pokémon GO, implements the solution approach of a Policy-Governed MAR-App, which assists in preventing the aforementioned mentioned security issues. Furthermore, its feasibility is evaluated through a user study with 40 participants. As a result, uncovering understandability over the security issues as participants recognized and prevented them with success rates as high as 92.50%. Furthermore, there is an enriched interest in Policy-Governed MAR-Apps as 87.50% of participants agreed with restricted MAR-Apps within sensitive spaces, and 82.50% would implement constraints in MAR-Apps. These promising results encourage adopting the Policy-Governed solution approach in future MAR-Apps.
ContributorsClaramunt, Luis Manuel (Author) / Ahn, Gail-Joon (Thesis advisor) / Rubio-Medrano, Carlos E (Committee member) / Baek, Jaejong (Committee member) / Arizona State University (Publisher)
Created2022
Description
In some scenarios, true temporal ordering is required to identify the actions occurring in a video. Recently a new synthetic dataset named CATER, was introduced containing 3D objects like sphere, cone, cylinder etc. which undergo simple movements such as slide, pick & place etc. The task defined in the dataset is to identify compositional actions with temporal ordering. In this thesis, a rule-based system and a window-based technique are proposed to identify individual actions (atomic) and multiple actions with temporal ordering (composite) on the CATER dataset. The rule-based system proposed here is a heuristic algorithm that evaluates the magnitude and direction of object movement across frames to determine the atomic action temporal windows and uses these windows to predict the composite actions in the videos. The performance of the rule-based system is validated using the frame-level object coordinates provided in the dataset and it outperforms the performance of the baseline models on the CATER dataset. A window-based training technique is proposed for identifying composite actions in the videos. A pre-trained deep neural network (I3D model) is used as a base network for action recognition. During inference, non-overlapping windows are passed through the I3D network to obtain the atomic action predictions and the predictions are passed through a rule-based system to determine the composite actions. The approach outperforms the state-of-the-art composite action recognition models by 13.37% (mAP 66.47% vs. mAP 53.1%).
ContributorsMaskara, Vivek Kumar (Author) / Venkateswara, Hemanth (Thesis advisor) / McDaniel, Troy (Thesis advisor) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Created2022
Description
Text classification, in the artificial intelligence domain, is an activity in which text documents are automatically classified into predefined categories using machine learning techniques. An example of this is classifying uncategorized news articles into different predefined categories such as "Business", "Politics", "Education", "Technology" , etc. In this thesis, supervised machine learning approach is followed, in which a module is first trained with pre-classified training data and then class of test data is predicted. Good feature extraction is an important step in the machine learning approach and hence the main component of this text classifier is semantic triplet based features in addition to traditional features like standard keyword based features and statistical features based on shallow-parsing (such as density of POS tags and named entities). Triplet {Subject, Verb, Object} in a sentence is defined as a relation between subject and object, the relation being the predicate (verb). Triplet extraction process, is a 5 step process which takes input corpus as a web text document(s), each consisting of one or many paragraphs, from RSS feeds to lists of extremist website. Input corpus feeds into the "Pronoun Resolution" step, which uses an heuristic approach to identify the noun phrases referenced by the pronouns. The next step "SRL Parser" is a shallow semantic parser and converts the incoming pronoun resolved paragraphs into annotated predicate argument format. The output of SRL parser is processed by "Triplet Extractor" algorithm which forms the triplet in the form {Subject, Verb, Object}. Generalization and reduction of triplet features is the next step. Reduced feature representation reduces computing time, yields better discriminatory behavior and handles curse of dimensionality phenomena. For training and testing, a ten- fold cross validation approach is followed. In each round SVM classifier is trained with 90% of labeled (training) data and in the testing phase, classes of remaining 10% unlabeled (testing) data are predicted. Concluding, this paper proposes a model with semantic triplet based features for story classification. The effectiveness of the model is demonstrated against other traditional features used in the literature for text classification tasks.
ContributorsKarad, Ravi Chandravadan (Author) / Davulcu, Hasan (Thesis advisor) / Corman, Steven (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2013
Description
The overall contribution of the Minerva Initiative at ASU is to map social organizations in a multidimensional space that provides a measure of their radical or counter radical influence over the demographics of a nation. This tool serves as a simple content management system to store and track project resources like documents, images, videos and web links. It provides centralized and secure access to email conversations among project team members. Conversations are categorized into one of the seven pre-defined categories. Each category is associated with a certain set of keywords and we follow a frequency based approach for matching email conversations with the categories. The interface is hosted as a web application which can be accessed by the project team.
ContributorsNair, Apurva Aravindakshan (Author) / Davulcu, Hasan (Thesis advisor) / Sen, Arunabha (Committee member) / Dasgupta, Partha (Committee member) / Arizona State University (Publisher)
Created2012