A Study of Deep Learning for Network Traffic Data Forecasting

We present a study of deep learning applied to the domain of network traffic data forecasting. This is a very important ingredient for network traffic engineering, e.g., intelligent routing, which can optimize network performance, especially in large networks. In a nutshell, we wish to predict, in advance, the bit rate for a transmission, based on low-dimensional connection metadata ("flows") that is available whenever a communication is initiated. Our study has several genuinely new points: First, it is performed on a large dataset (~50 million flows), which requires a new training scheme that operates on successive blocks of data since the whole dataset is too large for in-memory processing. Additionally, we are the first to propose and perform a more fine-grained prediction that distinguishes between low, medium and high bit rates instead of just "mice" and "elephant" flows. Lastly, we apply state-of-the-art visualization and clustering techniques to flow data and show that visualizations are insightful despite the heterogeneous and non-metric nature of the data. We developed a processing pipeline to handle the highly non-trivial acquisition process and allow for proper data preprocessing to be able to apply DNNs to network traffic data. We conduct DNN hyper-parameter optimization as well as feature selection experiments, which clearly show that fine-grained network traffic forecasting is feasible, and that domain-dependent data enrichment and augmentation strategies can improve results. An outlook about the fundamental challenges presented by network traffic analysis (high data throughput, unbalanced and dynamic classes, changing statistics, outlier detection) concludes the article.Comment: 16 pages, 12 figures, 28th International Conference on Artificial Neural Networks (ICANN 2019

Distil the informative essence of loop detector data set: Is network-level traffic forecasting hungry for more data?

Network-level traffic condition forecasting has been intensively studied for decades. Although prediction accuracy has been continuously improved with emerging deep learning models and ever-expanding traffic data, traffic forecasting still faces many challenges in practice. These challenges include the robustness of data-driven models, the inherent unpredictability of traffic dynamics, and whether further improvement of traffic forecasting requires more sensor data. In this paper, we focus on this latter question and particularly on data from loop detectors. To answer this, we propose an uncertainty-aware traffic forecasting framework to explore how many samples of loop data are truly effective for training forecasting models. Firstly, the model design combines traffic flow theory with graph neural networks, ensuring the robustness of prediction and uncertainty quantification. Secondly, evidential learning is employed to quantify different sources of uncertainty in a single pass. The estimated uncertainty is used to "distil" the essence of the dataset that sufficiently covers the information content. Results from a case study of a highway network around Amsterdam show that, from 2018 to 2021, more than 80\% of the data during daytime can be removed. The remaining 20\% samples have equal prediction power for training models. This result suggests that indeed large traffic datasets can be subdivided into significantly smaller but equally informative datasets. From these findings, we conclude that the proposed methodology proves valuable in evaluating large traffic datasets' true information content. Further extensions, such as extracting smaller, spatially non-redundant datasets, are possible with this method.Comment: 13 pages, 5 figure

Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.Comment: Accepted by SIGIR 201