Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies between data points. Convolutional Neural Networks (CNN) are good at capturing local patterns for modeling short-term dependencies. However, CNNs cannot learn long-term dependencies due to the limited receptive field. Transformers on the other hand are capable of learning global context and long-term dependencies. In this paper, we propose to harness the power of CNNs and Transformers to model both short-term and long-term dependencies within a time series, and forecast if the price would go up, down or remain the same (flat) in the future. In our experiments, we demonstrated the success of the proposed method in comparison to commonly adopted statistical and deep learning methods on forecasting intraday stock price change of S&P 500 constituents.
* Published at AAAI 2023 - AI for Financial Services Bridge
Cognitive diagnosis is a fundamental yet critical research task in the field of intelligent education, which aims to discover the proficiency level of different students on specific knowledge concepts. Despite the effectiveness of existing efforts, previous methods always considered the mastery level on the whole students, so they still suffer from the Long Tail Effect. A large number of students who have sparse data are performed poorly in the model. To relieve the situation, we proposed a Self-supervised Cognitive Diagnosis (SCD) framework which leverages the self-supervised manner to assist the graph-based cognitive diagnosis, then the performance on those students with sparse data can be improved. Specifically, we came up with a graph confusion method that drops edges under some special rules to generate different sparse views of the graph. By maximizing the consistency of the representation on the same node under different views, the model could be more focused on long-tailed students. Additionally, we proposed an importance-based view generation rule to improve the influence of long-tailed students. Extensive experiments on real-world datasets show the effectiveness of our approach, especially on the students with sparse data.
Non-parallel many-to-many voice conversion remains an interesting but challenging speech processing task. Recently, AutoVC, a conditional autoencoder based method, achieved excellent conversion results by disentangling the speaker identity and the speech content using information-constraining bottlenecks. However, due to the pure autoencoder training method, it is difficult to evaluate the separation effect of content and speaker identity. In this paper, a novel voice conversion framework, named $\boldsymbol T$ext $\boldsymbol G$uided $\boldsymbol A$utoVC(TGAVC), is proposed to more effectively separate content and timbre from speech, where an expected content embedding produced based on the text transcriptions is designed to guide the extraction of voice content. In addition, the adversarial training is applied to eliminate the speaker identity information in the estimated content embedding extracted from speech. Under the guidance of the expected content embedding and the adversarial training, the content encoder is trained to extract speaker-independent content embedding from speech. Experiments on AIShell-3 dataset show that the proposed model outperforms AutoVC in terms of naturalness and similarity of converted speech.
* 2021 IEEE Automatic Speech Recognition and Understanding Workshop
(ASRU), 2021, pp. 938-945 * ASRU 6 pages
For autonomous service robots to successfully perform long horizon tasks in the real world, they must act intelligently in partially observable environments. Most Task and Motion Planning approaches assume full observability of their state space, making them ineffective in stochastic and partially observable domains that reflect the uncertainties in the real world. We propose an online planning and execution approach for performing long horizon tasks in partially observable domains. Given the robot's belief and a plan skeleton composed of symbolic actions, our approach grounds each symbolic action by inferring continuous action parameters needed to execute the plan successfully. To achieve this, we formulate the problem of joint inference of action parameters as a Hybrid Constraint Satisfaction Problem (H-CSP) and solve the H-CSP using Belief Propagation. The robot executes the resulting parameterized actions, updates its belief of the world and replans when necessary. Our approach is able to efficiently solve partially observable tasks in a realistic kitchen simulation environment. Our approach outperformed an adaptation of the state-of-the-art method across our experiments.
* International Conference on Intelligent Robots and Systems (IROS),
We aim for domestic robots to operate indoor for long-term service. Under the object-level scene dynamics induced by human daily activities, a robot needs to robustly localize itself in the environment subject to scene uncertainties. Previous works have addressed visual-based localization in static environments, yet the object-level scene dynamics challenge existing methods on long-term deployment of the robot. This paper proposes SEmantic understANding Network (SeanNet) that enables robots to measure the similarity between two scenes on both visual and semantic aspects. We further develop a similarity-based localization method based on SeanNet for monitoring the progress of visual navigation tasks. In our experiments, we benchmarked SeanNet against baselines methods on scene similarity measures, as well as visual navigation performance once integrated with a visual navigator. We demonstrate that SeanNet outperforms all baseline methods, by robustly localizing the robot under object dynamics, thus reliably informing visual navigation about the task status.
In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise values. To assess the robustness and quality of our approach, we examine various datasets and multiple evaluation metrics. Our experiments show that our forecasting tool is effective for cyclic data but somewhat less for irregular data such as stock prices. Importantly, when using image-based evaluation metrics, we find our method to outperform various baselines, including ARIMA, and a numerical variation of our deep learning approach.
Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance for governments, banks, and investors. Statistical methods such as Auto Regressive Integrated Moving Average (ARIMA) are widely applied to these problems. In this paper, we propose to approach economic time series forecasting of multiple financial assets in a novel way via video prediction. Given past prices of multiple potentially interacting financial assets, we aim to predict the prices evolution in the future. Instead of treating the snapshot of prices at each time point as a vector, we spatially layout these prices in 2D as an image, such that we can harness the power of CNNs in learning a latent representation for these financial assets. Thus, the history of these prices becomes a sequence of images, and our goal becomes predicting future images. We build on a state-of-the-art video prediction method for forecasting future images. Our experiments involve the prediction task of the price evolution of nine financial assets traded in U.S. stock markets. The proposed method outperforms baselines including ARIMA, Prophet, and variations of the proposed method, demonstrating the benefits of harnessing the power of CNNs in the problem of economic time series forecasting.
In this paper, we propose a novel conditional convolution network, named location-variable convolution, to model the dependencies of the waveform sequence. Different from the use of unified convolution kernels in WaveNet to capture the dependencies of arbitrary waveform, the location-variable convolution uses convolution kernels with different coefficients to perform convolution operations on different waveform intervals, where the coefficients of kernels is predicted according to conditioning acoustic features, such as Mel-spectrograms. Based on location-variable convolutions, we design LVCNet for waveform generation, and apply it in Parallel WaveGAN to design more efficient vocoder. Experiments on the LJSpeech dataset show that our proposed model achieves a four-fold increase in synthesis speed compared to the original Parallel WaveGAN without any degradation in sound quality, which verifies the effectiveness of location-variable convolutions.
* Accepted to ICASSP 2021. arXiv admin note: text overlap with
Recent neural vocoders usually use a WaveNet-like network to capture the long-term dependencies of the waveform, but a large number of parameters are required to obtain good modeling capabilities. In this paper, an efficient network, named location-variable convolution, is proposed to model the dependencies of waveforms. Different from the use of unified convolution kernels in WaveNet to capture the dependencies of arbitrary waveforms, location-variable convolutions utilizes a kernel predictor to generate multiple sets of convolution kernels based on the mel-spectrum, where each set of convolution kernels is used to perform convolution operations on the associated waveform intervals. Combining WaveGlow and location-variable convolutions, an efficient vocoder, named MelGlow, is designed. Experiments on the LJSpeech dataset show that MelGlow achieves better performance than WaveGlow at small model sizes, which verifies the effectiveness and potential optimization space of location-variable convolutions.
This paper introduces a graphical representation approach of prosody boundary (GraphPB) in the task of Chinese speech synthesis, intending to parse the semantic and syntactic relationship of input sequences in a graphical domain for improving the prosody performance. The nodes of the graph embedding are formed by prosodic words, and the edges are formed by the other prosodic boundaries, namely prosodic phrase boundary (PPH) and intonation phrase boundary (IPH). Different Graph Neural Networks (GNN) like Gated Graph Neural Network (GGNN) and Graph Long Short-term Memory (G-LSTM) are utilised as graph encoders to exploit the graphical prosody boundary information. Graph-to-sequence model is proposed and formed by a graph encoder and an attentional decoder. Two techniques are proposed to embed sequential information into the graph-to-sequence text-to-speech model. The experimental results show that this proposed approach can encode the phonetic and prosody rhythm of an utterance. The mean opinion score (MOS) of these GNN models shows comparative results with the state-of-the-art sequence-to-sequence models with better performance in the aspect of prosody. This provides an alternative approach for prosody modelling in end-to-end speech synthesis.