Structured Manifold Broad Learning System: A Manifold Perspective for Large-Scale Chaotic Time Series Analysis and Prediction

Authors: Min Han ; Shoubo Feng ; C. L. Philip Chen ; Meiling Xu ; Tie Qiu

M. Han, S. Feng, C. L. P. Chen, M. Xu and T. Qiu, “Structured Manifold Broad Learning System: A Manifold Perspective for Large-Scale Chaotic Time Series Analysis and Prediction,” in IEEE Transactions on Knowledge and Data Engineering.
doi: 10.1109/TKDE.2018.2866149

High-dimensional and large-scale time series processing has aroused considerable research interests during decades. It is difficult for traditional methods to reveal the evolution state in dynamical systems and discover the relationship among variables automatically. In this paper, we propose a unified framework for nonuniform embedding, dynamical system revealing and time series prediction, termed as Structured Manifold Broad Learning System(SM-BLS). The structured manifold learning is introduced for nonuniform embedding and unsupervised manifold learning simultaneously. Graph embedding and feature selection are both considered to depict the intrinsic structure connections between chaotic time series and its low-dimensional manifold. Compared with traditional methods, the proposed framework could discover potential deterministic evolution information of dynamical systems and make the modeling more interpretable. It provides us a homogeneous way to recover the chaotic attractor from multivariate and heterogeneous time series. Simulation analysis and results show that SM-BLS has advantages in dynamic discovery and feature extraction in large-scale chaotic time series prediction.

Min Han (M’95-A’03-SM’06) received the B.S. and M.S. degrees from the Department of Electrical Engineering, Dalian University of Technology, Dalian, China, and the M.S. and Ph.D. degrees from Kyushu University, Fukuoka, Japan, in 1982, 1993, 1996, and 1999, respectively. Since 2003, she has been a Professor with the Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology. She serves as a deputy director of the Chinese society of instrumentation youth work committee, a director of the institute of Liaoning province system simulation, a committee member of the Chinese society of artificial intelligence, a consultant of Jiangsu province department of science and technology, a deputy director of the institute of fuzzy information processing and machine intelligence of Dalian University of Technology, and an Organizing Chair of ISNN2013, ICICIP 2014, ICIST2016. She has visited to the Washington University in St. Louis, USA, in 2009. She has authored five books and over 300 articles in international journals and conference proceedings.

Tie Qiu Dr. Tie Qiu (M’12-SM’16) received Ph.D degree in computer science from Dalian University of Technology in 2012. He is currently Full Professor at School of Computer Science and Technology, Tianjin University, China. Prior to this position, he held assistant professor (2008) and associate professor (2013) at School of Software, Dalian University of Technology. He was a visiting professor at electrical and computer engineering at Iowa State University in U.S. (2014-2015). He serves as an area editor of Ad Hoc Networks (Elsevier), associate editor of IEEE Access Journal, Computers and Electrical Engineering (Elsevier), Human-centric Computing and Information Sciences (Springer), and International Journal on AdHoc Networking Systems, a guest editor of Future Generation Computer Systems. He serves as General Chair, Program Chair, Workshop Chair, Publicity Chair, Publication Chair or TPC Member of a number of international conferences. He has authored/co-authored 9 books, over 100 scientific papers in international journals and conference proceedings, such as IEEE/ACM ToN, IEEE TMC, TII, TIP, TCY, TITS, TVT, TNNLS, IEEE Communications Surveys and Tutorials, IEEE Communications, IEEE Systems Journal, IEEE IoT Journal, Computer Networks, IEEE SMC, ICC, CSCWD etc. There are 6 papers listed as ESI highly cited papers. He has contributed to the development of 3 copyrighted software systems and invented 10 patents. He is a senior member of China Computer Federation (CCF) and a Senior Member of IEEE and ACM.