sensor drift calibration via spatial correlation model in smart...

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, Sensor Drift Calibration via Spatial Correlation Model in Smart Building Tinghuan Chen 1 , Bingqing Lin 2 , Hao Geng 1 , Bei Yu 1 1 The Chinese University of Hong Kong 2 Shenzhen University , Introduction Sensor Data Center Part Number Temp. Range Accuracy Price SMT172 -45 130 °C ±0.25 °C $ 35.13 AD590JH -50 150 °C ±0.5 °C $ 17.91 TMP100 -55 125 °C ±2.0 °C $ 1.79 MCP9509 -40 125 °C ±4.5 °C $ 0.88 LM335A -40 100 °C ±5.0 °C $ 0.75 I Measurement from sensor without calibration is not accurate enough I Looking for ways to do calibration Spatial Correlation Model and Formulation temperature I out ideal transfer function sensor 1 transfer function sensor 2 transfer function drift 1 drift 2 Sensor Drift Calibration Given the measurement values sensed by all sensors during several time-instants, drifts will be accurately estimated and calibrated. Drift-free Measurements Model Coefficients Measurements with Drift Hyper-parameters Induction Option 1: Cross-validation Hyper-parameters Induction Option 2: EM with Gibbs Sampling Model Optimization: Alternating-based Optimization Drift Calibration Input: I ˆ x (k ) i : the measurement value sensed by i th sensor at k th time-instant. I a i ,j : the drift-free model coefficient. Output: I i : a time-invariant drift calibration. Spatial Correlation Model: I drift-free model: x (k ) i n j =1,j 6=i a i ,j x (k ) j + a i ,0 , k =1, 2, ··· , m 0 . I drift-with model: ˆ x (k ) i + i n j =1,j 6=i ˆ a i ,j x (k ) j + j )+ˆ a i ,0 , k =1, 2, ··· , m. Further Assumption: I Likelihood: P x| ˆ a, ) exp(- δ 0 2 n i =1 m k =1 x (k ) i + i - n j =1,j 6=i ˆ a i ,j x (k ) j + j ) - ˆ a i ,0 ] 2 ). I Prior distribution of model coefficients (Bayesian Model Fusion): P a) exp - n i =1 n j =0,j 6=i λ 2a 2 i ,j a i ,j - a i ,j ) 2 . I Prior distribution of calibration: P () exp(- δ 2 n i =1 2 i ). Maximum-a-posteriori: min ˆ a, δ 0 n X i =1 m X k =1 x (k ) i + i - n X j =1,j 6=i ˆ a i ,j x (k ) j + j ) - ˆ a i ,0 ] 2 + λ n X i =1 n X j =0,j 6=i 1 a 2 i ,j a i ,j - a i ,j ) 2 + δ n X i =1 2 i . Challenges: I How to handle this Formulation I How to determine hyper-parameters Model Optimization I With fixed one variable, Formulation is a convex unconstrained QP problem w.r.t. another variable; I With the first-order optimality condition, sub-Formulation can be transferred as linear equations. Alternating-based Optimization Require: Sensor measurements ˆ x, prior a and hyper-parameters λ, δ 0 , δ . 1: Initialize ˆ a a and 0; 2: repeat 3: for i 1 to n do 4: Fix , solve linear equations (1) using Gaussian elimination to update ˆ a i ; 5: end for 6: Fix ˆ a, solve linear equations (2) using Gaussian elimination to up- date ; 7: until Convergence 8: return ˆ a and . δ 0 m X k =1 x (k ) t + t ) n X j =1 ˆ a i ,j x (k ) j + j )+ˆ a i ,0 + λ a i ,t - a i ,t ) a 2 i ,t =0, (1) δ 0 n X i =1 m X k =1 ˆ a i ,t ( n X j =1 ˆ a i ,j x (k ) j + j )+ˆ a i ,0 ) + δ t =0, (2) Estimation of Hyper-parameters Comparison of Estimation for Hyper-parameters I Unsupervised Cross-validation: simple, accurate but time-consuming. I Monte Carlo Expectation Maximization: fast, flexible but no-accurate. Unsupervised Cross-validation … … … … … … … … … … Run 1 Run 1 Run 4 Run 3 Run 2 … … … … … … … … … … … … Run n n Groups model training error estimation min ˆ a,✏ δ 0 n X i=1 m X k=1 x (k) i +i - n X j =1,j 6=i ˆ a i,j x (k) j +j )-ˆ a i,0 ] 2 +λ n X i=1 n X j =0,j 6=i 1 a 2 i,j a i,j -a i,j ) 2 +δ n X i=1 2 i . min ˆ a,✏ δ 0 n X i=1 m X k=1 x (k) i +i - n X j =1,j 6=i ˆ a i,j x (k) j +j )-ˆ a i,0 ] 2 +λ n X i=1 n X j =0,j 6=i 1 a 2 i,j a i,j -a i,j ) 2 +δ n X i=1 2 i . Training Set: Validation Set: n X i=1 m X k=1 x (k) i + i - n X j =1,j 6=i ˆ a i,j x (k) j + j ) - ˆ a i,0 ] 2 n X i=1 m X k=1 x (k) i + i - n X j =1,j 6=i ˆ a i,j x (k) j + j ) - ˆ a i,0 ] 2 ˆ a i,j ˆ a i,j and i i Maximum Likelihood Estimation: max δ 0 P x; δ 0 , λ, δ ). E-Step Q |Ω old )= ZZ P a, | ˆ xold ) ln P x, ˆ a, ; Ω)d ˆ ad 1 L L X l =1 ln P x, ˆ a (l ) , (l ) ; Ω) M-Step max Ω 1 L L X l =1 ln P x, ˆ a (l ) , (l ) ; Ω). Conditional distribution of each variable ˆ a p ,q ∼P a p ,q |, ˆ a / ˆ a p ,q , ˆ x; δ , δ, λ)= N (μ ˆ a p ,q -1 ˆ a p ,q ), t ∼P ( t | / t , ˆ a, ˆ x; δ , δ, λ)= N (μ t -1 t ), Monte Carlo Expectation Maximization Require: Sensor measurements ˆ x, prior a; 1: Initialize hyper-parameters Ω; 2: repeat 3: Initialize samples Ψ (0) by Alternating-based Optimization; 4: for l 1 to L do 5: for i 1 to n 2 + n do 6: Sample ψ (l ) i from the desired conditional distribution N (μ ψ i ψ i ) with ψ (l ) 1 , ··· (l ) i -1 (l -1) i +1 , ··· (l -1) n 2 +n ; 7: end for 8: end for 9: Update hyper-parameters Ω; 10: until Convergence 11: return hyper-parameters Ω. Experimental Results Benchmark I Hall I Secondary School The generated simulation data choose building model and weather, set sensor parameters random drift obtain golden temperature drift calibration comparison MAPE noise Accuracy I Drift variance is set to 2.25; Benchmark: Hall. 5 10 15 20 25 30 0 0.5 1 # sensor MAPE EM EM TSBL I Drift variance is set to 2.78; Benchmark: Hall. 5 10 15 20 25 30 0 0.5 1 # sensor MAPE CV EM TSBL I Drift variance is set to 2.25; Benchmark: Secondary School. 5 10 15 20 25 30 35 40 0 0.5 1 1.5 # sensor MAPE CV EM TSBL I Drift variance is set to 2.78; Benchmark: Secondary School. 5 10 15 20 25 30 35 40 0 0.5 1 1.5 # sensor MAPE CV EM TSBL Runtime I Runtime vs. # sensor; Benchmark: Hall. 10 20 30 0 10 20 30 40 50 60 70 # sensor Runtime (s) CV225 EM225 TSBL225 CV278 EM278 TSBL278 I Runtime vs. # sensor; Benchmark: Secondary School. 10 20 30 40 0 50 100 150 200 # sensor Runtime (s) CV225 EM225 TSBL225 CV278 EM278 TSBL278 Tinghuan Chen – CSE Department – The Chinese University of Hong Kong E-Mail: [email protected] http://www.cse.cuhk.edu.hk

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Page 1: Sensor Drift Calibration via Spatial Correlation Model in Smart …byu/papers/C84-DAC2019-Sensor-poster.pdf · Sensor Drift Calibration via Spatial Correlation Model in Smart Building

,

Sensor Drift Calibration via Spatial Correlation Model in Smart Building

Tinghuan Chen1, Bingqing Lin2, Hao Geng1, Bei Yu1

1 The Chinese University of Hong Kong2 Shenzhen University

,

Introduction

Sensor

Data Center

Part Number Temp. Range Accuracy Price

SMT172 −45 ∼ 130 °C ±0.25 °C $ 35.13AD590JH −50 ∼ 150 °C ±0.5 °C $ 17.91TMP100 −55 ∼ 125 °C ±2.0 °C $ 1.79MCP9509 −40 ∼ 125 °C ±4.5 °C $ 0.88LM335A −40 ∼ 100 °C ±5.0 °C $ 0.75

I Measurement from sensor without calibration is not accurate enough

I Looking for ways to do calibration

Spatial Correlation Model and Formulation

temperature

Iout

ideal transfer function

sensor 1 transfer function

sensor 2 transfer function

drift 1

drift 2

Sensor Drift CalibrationGiven the measurement values sensed by all sensors during severaltime-instants, drifts will be accurately estimated and calibrated.

Drift-free Measurements Model Coefficients

Measurements with Drift Hyper-parameters Induction Option 1:

Cross-validation

Hyper-parameters Induction Option 2:

EM with Gibbs Sampling

Model Optimization:

Alternating-based Optimization

Drift Calibration

Input:

I x(k)i : the measurement value sensed by ith sensor at kth time-instant.

I ai ,j : the drift-free model coefficient.

Output:

I εi : a time-invariant drift calibration.

Spatial Correlation Model:

I drift-free model:x

(k)i ≈∑n

j=1,j 6=i ai ,jx(k)j + ai ,0, k = 1, 2, · · · ,m0.

I drift-with model:x

(k)i + εi ≈

∑nj=1,j 6=i ai ,j(x

(k)j + εj) + ai ,0, k = 1, 2, · · · ,m.

Further Assumption:

I Likelihood:P(x|a, ε) ∝exp(−δ0

2

∑ni=1∑m

k=1[x(k)i + εi −

∑nj=1,j 6=i ai ,j(x

(k)j + εj)− ai ,0]2).

I Prior distribution of model coefficients (Bayesian Model Fusion):

P(a) ∝ exp

(−∑n

i=1∑n

j=0,j 6=iλ

2a2i ,j

(ai ,j − ai ,j)2).

I Prior distribution of calibration:P(ε) ∝ exp(−δε2

∑ni=1 ε

2i ).

Maximum-a-posteriori:

mina,ε

δ0

n∑

i=1

m∑

k=1

[x(k)i + εi −

n∑

j=1,j 6=i

ai ,j(x(k)j + εj)− ai ,0]2

+ λn∑

i=1

n∑

j=0,j 6=i

1

a2i ,j

(ai ,j − ai ,j)2 + δε

n∑

i=1

ε2i .

Challenges:

I How to handle this Formulation

I How to determine hyper-parameters

Model Optimization

I With fixed one variable, Formulation is a convex unconstrained QPproblem w.r.t. another variable;

I With the first-order optimality condition, sub-Formulation can betransferred as linear equations.

Alternating-based Optimization

Require: Sensor measurements x, prior a and hyper-parameters λ, δ0, δε.1: Initialize a← a and ε← 0;2: repeat3: for i ← 1 to n do4: Fix ε, solve linear equations (1) using Gaussian elimination to

update ai ;5: end for6: Fix a, solve linear equations (2) using Gaussian elimination to up-

date ε;7: until Convergence8: return a and ε.

δ0

m∑

k=1

(x(k)t + εt)

n∑

j=1

ai ,j(x(k)j + εj) + ai ,0

+ λ

(ai ,t − ai ,t)

a2i ,t

= 0, (1)

δ0

n∑

i=1

m∑

k=1

ai ,t(

n∑

j=1

ai ,j(x(k)j + εj) + ai ,0)

+ δεεt = 0, (2)

Estimation of Hyper-parameters

Comparison of Estimation for Hyper-parameters

I Unsupervised Cross-validation:simple, accurate but time-consuming.

I Monte Carlo Expectation Maximization:fast, flexible but no-accurate.

Unsupervised Cross-validation

… …

… …

… …

… …

… …

Error Eatimation

Coefficient Eatimation

Run 1Run 1 Run 4Run 3Run 2

… …

… …

… …

… …

… …

… …

Run n

n G

rou

ps

… …

… …

… …

… …

… …

Error Eatimation

Coefficient Eatimation

Run 1Run 1 Run 4Run 3Run 2

… …

… …

… …

… …

… …

… …

Run n

n Groups

model training

error estimation

mina,

0

nX

i=1

mX

k=1

[x(k)i +i

nX

j=1,j 6=i

ai,j(x(k)j +j)ai,0]

2+

nX

i=1

nX

j=0,j 6=i

1

a2i,j

(ai,jai,j)2+

nX

i=1

2i .

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mina,

0

nX

i=1

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j=1,j 6=i

ai,j(x(k)j +j)ai,0]

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nX

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j=0,j 6=i

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a2i,j

(ai,jai,j)2+

nX

i=1

2i .

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Training Set:

Validation Set:nX

i=1

mX

k=1

[x(k)i + i

nX

j=1,j 6=i

ai,j(x(k)j + j) ai,0]

2

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nX

i=1

mX

k=1

[x(k)i + i

nX

j=1,j 6=i

ai,j(x(k)j + j) ai,0]

2

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Maximum Likelihood Estimation:

maxδε,δ0,λ

P(x; δ0, λ, δε).

E-Step

Q(Ω|Ωold) =

∫ ∫P(a, ε|x; Ωold) lnP(x, a, ε; Ω)d adε

≈ 1

L

L∑

l=1

lnP(x, a(l), ε(l); Ω)

M-Step

maxΩ

1

L

L∑

l=1

lnP(x, a(l), ε(l); Ω).

Conditional distribution of each variable

ap,q ∼ P(ap,q|ε, a/ap,q, x; δε, δ, λ) = N (µap,q, σ−1ap,q

),

εt ∼ P(εt|ε/εt , a, x; δε, δ, λ) = N (µεt , σ−1εt ),

Monte Carlo Expectation Maximization

Require: Sensor measurements x, prior a;1: Initialize hyper-parameters Ω;2: repeat3: Initialize samples Ψ(0) by Alternating-based Optimization;4: for l ← 1 to L do5: for i ← 1 to n2 + n do6: Sample ψ

(l)i from the desired conditional distribution

N (µψi , σψi) with ψ(l)1 , · · · , ψ(l)

i−1, ψ(l−1)i+1 , · · · , ψ(l−1)

n2+n;

7: end for8: end for9: Update hyper-parameters Ω;

10: until Convergence11: return hyper-parameters Ω.

Experimental Results

BenchmarkI Hall

I Secondary School

The generated simulation data

choose building model and weather, set sensor

parameters

random drift

obtain golden temperature

drift calibrationcomparisonMAPE

noise

Accuracy

I Drift variance is set to 2.25; Benchmark: Hall.

Accuracy

5 10 15 20 25 300

0.5

1

# sensor

MAP

E EMEM

TSBL

22 / 56

I Drift variance is set to 2.78; Benchmark: Hall.

Accuracy

5 10 15 20 25 300

0.5

1

# sensor

MAP

E CVEM

TSBL

23 / 56

I Drift variance is set to 2.25; Benchmark: Secondary School.

Accuracy

5 10 15 20 25 30 35 400

0.5

1

1.5

# sensor

MAP

E CVEM

TSBL

24 / 56

I Drift variance is set to 2.78; Benchmark: Secondary School.

Accuracy

5 10 15 20 25 30 35 400

0.5

1

1.5

# sensor

MAP

E CVEM

TSBL

25 / 56

Runtime

I Runtime vs. # sensor; Benchmark: Hall.

Runtime

10 20 30010203040506070

# sensor

Runt

ime

(s)

CV225EM225

TSBL225CV278EM278

TSBL278

26 / 56

I Runtime vs. # sensor; Benchmark: Secondary School.

Runtime

10 20 30 400

50

100

150

200

# sensor

Runt

ime

(s)

CV225EM225

TSBL225CV278EM278

TSBL278

27 / 56

Tinghuan Chen – CSE Department – The Chinese University of Hong Kong E-Mail: [email protected] http://www.cse.cuhk.edu.hk