Handling Missing Observations with an RNN-based Prediction-Update Cycle
In tasks such as tracking, time-series data inevitably carry missing observations. While traditional tracking approaches can handle missing observations, recurrent neural networks (RNNs) are designed to receive input data in every step. Furthermore, current solutions for RNNs, like omitting the missing data or data imputation, are not sufficient to account for the resulting increased uncertainty. Towards this end, this paper introduces an RNN-based approach that provides a full temporal filtering cycle for motion state estimation. The Kalman filter inspired approach, enables to deal with missing observations and outliers. For providing a full temporal filtering cycle, a basic RNN is extended to take observations and the associated belief about its accuracy into account for updating the current state. An RNN prediction model, which generates a parametrized distribution to capture the predicted states, is combined with an RNN update model, which relies on the prediction model output and the current observation. By providing the model with masking information, binary-encoded missing events, the model can overcome limitations of standard techniques for dealing with missing input values. The model abilities are demonstrated on synthetic data reflecting prototypical pedestrian tracking scenarios.
Code (0)
등록된 구현이 없습니다.
Tasks
ImputationState EstimationTime SeriesTime Series AnalysisSimilar Papers 제목 키워드 기반
Adaptive Least Mean pth Power Graph Neural Networks
In the presence of impulsive noise, and missing observations, accurate online prediction of time-varying graph signals poses a crucial challenge in numerous application domains. We propose the Adaptive Least Mean $p^{th}…
Graph Neural NetworkMissFormer: (In-)attention-based handling of missing observations for trajectory filtering and prediction
In applications such as object tracking, time-series data inevitably carry missing observations. Following the success of deep learning-based models for various sequence learning tasks, these models increasingly replace …
ObjectObject TrackingTime SeriesTime Series AnalysisMCE: Towards a General Framework for Handling Missing Modalities under Imbalanced Missing Rates
Multi-modal learning has made significant advances across diverse pattern recognition applications. However, handling missing modalities, especially under imbalanced missing rates, remains a major challenge. This imbalan…
Scientific Theory of a Black-Box: A Life Cycle-Scale XAI Framework Based on Constructive Empiricism
Explainable AI (XAI) offers a growing number of algorithms that aim to answer specific questions about black-box models. What is missing is a principled way to consolidate explanatory information about a fixed black-box …
Bayesian Reconstruction of Fourier Pairs
In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to stu…
AstronomyAudio Compression