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

Empirical Formulation of Highway Traffic Flow Prediction Objective Function Based on Network Topology

Accurate Highway road predictions are necessary for timely decision making by the transport authorities. In this paper, we propose a traffic flow objective function for a highway road prediction model. The bi-directional flow function of individual roads is reported considering the net inflows and outflows by a topological breakdown of the highway network. Further, we optimise and compare the proposed objective function for constraints involved using stacked long short-term memory (LSTM) based recurrent neural network machine learning model considering different loss functions and training optimisation strategies. Finally, we report the best fitting machine learning model parameters for the proposed flow objective function for better prediction accuracy.Peer reviewe

ANN based short-term traffic flow forecasting in undivided two lane highway

Abstract Short term traffic forecasting is one of the important fields of study in the transportation domain. Short term traffic forecasting is very useful to develop a more advanced transportation system to control traffic signals and avoid congestions. Several studies have made efforts for short term traffic flow forecasting for divided and undivided highways across the world. However, all these studies relied on the dataset which are greatly varied between countries due to the technology used for transportation data collection. India is a developing country in which efforts are being done to improve the transportation system to avoid congestion and travel time. Two-lane undivided highways with mixed traffic constitute a large portion of Indian road network. This study is an attempt to develop a short term traffic forecasting model using back propagation artificial neural network for two lane undivided highway with mixed traffic conditions in India. The results were compared with random forest, support vector machine, k-nearest neighbor classifier, regression tree and multiple regression models. It was found that back-propagation neural network performs better than other approaches and achieved an R2 value 0.9962, which is a good score

Modelling tourism demand to Spain with machine learning techniques. The impact of forecast horizon on model selection

This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning techniques. We compare the fo recastaccuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a benchmark. We focus on international tourism demand to all seventeen regions of Spain. The SVR with a Gaussian radial basis function kernel outperforms the rest of the models for the longest forecast horizons. We also find that machine learning methods improve their forecasting accuracy with respect to linear models as forecast horizons increase. This results shows the suitability of SVR for medium and long term forecasting.Peer ReviewedPostprint (published version

Predicting complex system behavior using hybrid modeling and computational intelligence

“Modeling and prediction of complex systems is a challenging problem due to the sub-system interactions and dependencies. This research examines combining various computational intelligence algorithms and modeling techniques to provide insights into these complex processes and allow for better decision making. This hybrid methodology provided additional capabilities to analyze and predict the overall system behavior where a single model cannot be used to understand the complex problem. The systems analyzed here are flooding events and fetal health care. The impact of floods on road infrastructure is investigated using graph theory, agent-based traffic simulation, and Long Short-Term Memory deep learning to predict water level rise from river gauge height. Combined with existing infrastructure models, these techniques provide a 15-minute interval for making closure decisions rather than the current 6-hour interval. The second system explored is fetal monitoring, which is essential to diagnose severe fetal conditions such as acidosis. Support Vector Machine and Random Forest were compared to identify the best model for classification of fetal state. This model provided a more accurate classification than existing research on the CTG. A deep learning forecasting model was developed to predict the future values for fetal heart rate and uterine contractions. The forecasting and classification algorithms are then integrated to evaluate the future condition of the fetus. The final model can predict the fetal state 4 minutes ahead to help the obstetricians to plan necessary interventions for preventing acidosis and asphyxiation. In both cases, time series predictions using hybrid modeling provided superior results to existing methods to predict complex behaviors”--Abstract, page iv

Learning evolving relations for multivariate time series forecasting

Multivariate time series forecasting is essential in various fields, including healthcare and traffic management, but it is a challenging task due to the strong dynamics in both intra-channel relations (temporal patterns within individual variables) and inter-channel relations (the relationships between variables), which can evolve over time with abrupt changes. This paper proposes ERAN (Evolving Relational Attention Network), a framework for multivariate time series forecasting, that is capable to capture such dynamics of these relations. On the one hand, ERAN represents inter-channel relations with a graph which evolves over time, modeled using a recurrent neural network. On the other hand, ERAN represents the intra-channel relations using a temporal attentional convolution, which captures the local temporal dependencies adaptively with the input data. The elvoving graph structure and the temporal attentional convolution are intergrated in a unified model to capture both types of relations. The model is experimented on a large number of real-life datasets including traffic flows, energy consumption, and COVID-19 transmission data. The experimental results show a significant improvement over the state-of-the-art methods in multivariate time series forecasting particularly for non-stationary data