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In recent years, unmanned aerial vehicle (UAV) imaging is a suitable solution for real-time monitoring different vehicles on the urban scale. Real-time vehicle detection with the use of uncertainty estimation in deep meta-learning for the portable platforms (e.g., UAV) potentially improves video understanding in real-world applications with a small training dataset, while many vehicle monitoring approaches appear to understand single-time detection with a big training dataset. The purpose of real-time vehicle detection from oblique UAV images is to locate the vehicle on the time series UAV images by using semantic segmentation. Real-time vehicle detection is more difficult due to the variety of depth and scale vehicles in oblique view UAV images. Motivated by these facts, in this manuscript, we consider the problem of real-time vehicle detection for oblique UAV images based on a small training dataset and deep meta-learning. The proposed architecture, called SA-Net.v2, is a developed method based on the SA-CNN for real-time vehicle detection by reformulating the squeeze-and-attention mechanism. The SA-Net.v2 is composed of two components, including the squeeze-and-attention function that extracts the high-level feature based on a small training dataset, and the gated CNN. For the real-time vehicle detection scenario, we test our model on the UAVid dataset. UAVid is a time series oblique UAV images dataset consisting of 30 video sequences. We examine the proposed method's applicability for stand real-time vehicle detection in urban environments using time series UAV images. The experiments show that the SA-Net.v2 achieves promising performance in time series oblique UAV images. more...

Forecasts help businesses allocate resources and achieve objectives. At LinkedIn, product owners use forecasts to set business targets, track outlook, and monitor health. Engineers use forecasts to efficiently provision hardware. Developing a forecasting solution to meet these needs requires accurate and interpretable forecasts on diverse time series with sub-hourly to quarterly frequencies. We present Greykite, an open-source Python library for forecasting that has been deployed on over twenty use cases at LinkedIn. Its flagship algorithm, Silverkite, provides interpretable, fast, and highly flexible univariate forecasts that capture effects such as time-varying growth and seasonality, autocorrelation, holidays, and regressors. The library enables self-serve accuracy and trust by facilitating data exploration, model configuration, execution, and interpretation. Our benchmark results show excellent out-of-the-box speed and accuracy on datasets from a variety of domains. Over the past two years, Greykite forecasts have been trusted by Finance, Engineering, and Product teams for resource planning and allocation, target setting and progress tracking, anomaly detection and root cause analysis. We expect Greykite to be useful to forecast practitioners with similar applications who need accurate, interpretable forecasts that capture complex dynamics common to time series related to human activity., Comment: In Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD '22), August 14-18, 2022, Washington, DC, USA. ACM, New York, NY, USA, 11 pages more...

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated with a higher number of rare events, and Gaussian statistics tend to underestimate these events' frequency drastically. To this end, we suggest that by imposing Gaussian densities to the natural processes, one will seriously neglect the existence of extreme events in many circumstances. The central question of our study concerns the consideration of the effects of these rare events in the corresponding probability densities and studying their role from the point of view of quantum measurements. To model the non-Gaussian behavior of these time-series, we utilize the multifractal random walk (MRW) approach and control the non-Gaussianity parameter $\lambda$ accordingly. Using the framework of quantum mechanics, we then examine the role of $\lambda$ in quantum potentials derived for these time series. Our Bohmian quantum analysis shows that the derived potential takes some negative values in high frequencies (its mean values), then substantially increases, and the value drops again for the rare events. We thus conclude that these events could generate a potential barrier that the system, lingering in a non-Gaussian high-frequency region, encounters, and their role becomes more prominent when it comes to transversing this barrier. In this study, as an example of the application of quantum potential outside of the micro-world, we compute the quantum potentials for the S\&P financial market time series to verify the presence of rare events in the non-Gaussian densities for this real data and remark the deviation from the Gaussian case., Comment: 7 pages, 2 figures more...

In real-world applications (e.g., change detection), annotating images is very expensive. To build effective deep learning models in these applications, deep few-shot learning methods have been developed and prove to be a robust approach in small training data. The analysis of building change detection from high spatial resolution remote sensing observations is important research in photogrammetry, computer vision, and remote sensing nowadays, which can be widely used in a variety of real-world applications, such as map updating. As manual high resolution image interpretation is expensive and time-consuming, building change detection methods are of high interest. The interest in developing building change detection approaches from optical remote sensing images is rapidly increasing due to larger coverages, and lower costs of optical images. In this study, we focus on building change detection analysis on a small set of building change from different regions that sit in several cities. In this paper, a new deep few-shot learning method is proposed for building change detection using Monte Carlo dropout and remote sensing observations. The setup is based on a small dataset, including bitemporal optical images labeled for building change detection., Comment: 5 pages, 3 figures more...

This paper discusses desirable properties of forecasting models in production systems. It then develops a family of models which are designed to satisfy these properties: highly customizable to capture complex patterns; accommodates a large variety of objectives; has interpretable components; produces robust results; has automatic changepoint detection for trend and seasonality; and runs fast -- making it a good choice for reliable and scalable production systems. The model allows for seasonality at various time scales, events/holidays, and change points in trend and seasonality. The volatility is fitted separately to maintain flexibility and speed and is allowed to be a function of specified features. more...

Forecasting the number of trips in bike-sharing systems and its volatility over time is crucial for planning and optimizing such systems. This paper develops timeseries models to forecast hourly count timeseries data, and estimate its volatility. Such models need to take into account the complex patterns over various temporal scales including hourly, daily, weekly and annual as well as the temporal correlation. To capture this complex structure, a large number of parameters are needed. Here a structural model selection approach is utilized to choose the parameters. This method explores the parameter space for a group of covariates at each step. These groups of covariate are constructed to represent a particular structure in the model. The statistical models utilized are extensions of Generalized Linear Models to timeseries data. One challenge in using such models is the explosive behavior of the simulated values. To address this issue, we develop a technique which relies on damping the simulated value, if it falls outside of an admissible interval. The admissible interval is defined using measures of variability of the left and right tails. A new definition of outliers is proposed based on these variability measures. This new definition is shown to be useful in the context of asymmetric distributions. more...

This paper develops a flexible method for decreasing the variance of estimators for complex experiment effect metrics (e.g. ratio metrics) while retaining asymptotic unbiasedness. This method uses the auxiliary information about the experiment units to decrease the variance. The method can incorporate almost any arbitrary predictive model (e.g. linear regression, regularization, neural networks) to adjust the estimators. The adjustment involves some free parameters which can be optimized to achieve the smallest variance reduction given the predictive model performance. Also we approximate the achievable reduction in variance in fairly general settings mathematically. Finally, we use simulations to show the method works. more...