0000000000133874
AUTHOR
Joshin P. Krishnan
Online Non-linear Topology Identification from Graph-connected Time Series
Estimating the unknown causal dependencies among graph-connected time series plays an important role in many applications, such as sensor network analysis, signal processing over cyber-physical systems, and finance engineering. Inference of such causal dependencies, often know as topology identification, is not well studied for non-linear non-stationary systems, and most of the existing methods are batch-based which are not capable of handling streaming sensor signals. In this paper, we propose an online kernel-based algorithm for topology estimation of non-linear vector autoregressive time series by solving a sparse online optimization framework using the composite objective mirror descent…
Random Feature Approximation for Online Nonlinear Graph Topology Identification
Online topology estimation of graph-connected time series is challenging, especially since the causal dependencies in many real-world networks are nonlinear. In this paper, we propose a kernel-based algorithm for graph topology estimation. The algorithm uses a Fourier-based Random feature approximation to tackle the curse of dimensionality associated with the kernel representations. Exploiting the fact that the real-world networks often exhibit sparse topologies, we propose a group lasso based optimization framework, which is solve using an iterative composite objective mirror descent method, yielding an online algorithm with fixed computational complexity per iteration. The experiments con…
Data-Driven Pump Scheduling for Cost Minimization in Water Networks
Pumps consume a significant amount of energy in a water distribution network (WDN). With the emergence of dynamic energy cost, the pump scheduling as per user demand is a computationally challenging task. Computing the decision variables of pump scheduling relies over mixed integer optimization (MIO) formulations. However, MIO formulations are NP-hard in general and solving such problems is inefficient in terms of computation time and memory. Moreover, the computational complexity of solving such MIO formulations increases exponentially with the size of the WDN. As an alternative, we propose a data-driven approach to estimate the decision variables of pump scheduling using deep neural netwo…