8,806 research outputs found
Traffic Prediction using Artificial Intelligence: Review of Recent Advances and Emerging Opportunities
Traffic prediction plays a crucial role in alleviating traffic congestion
which represents a critical problem globally, resulting in negative
consequences such as lost hours of additional travel time and increased fuel
consumption. Integrating emerging technologies into transportation systems
provides opportunities for improving traffic prediction significantly and
brings about new research problems. In order to lay the foundation for
understanding the open research challenges in traffic prediction, this survey
aims to provide a comprehensive overview of traffic prediction methodologies.
Specifically, we focus on the recent advances and emerging research
opportunities in Artificial Intelligence (AI)-based traffic prediction methods,
due to their recent success and potential in traffic prediction, with an
emphasis on multivariate traffic time series modeling. We first provide a list
and explanation of the various data types and resources used in the literature.
Next, the essential data preprocessing methods within the traffic prediction
context are categorized, and the prediction methods and applications are
subsequently summarized. Lastly, we present primary research challenges in
traffic prediction and discuss some directions for future research.Comment: Published in Transportation Research Part C: Emerging Technologies
(TR_C), Volume 145, 202
Forecasting Player Behavioral Data and Simulating in-Game Events
Understanding player behavior is fundamental in game data science. Video
games evolve as players interact with the game, so being able to foresee player
experience would help to ensure a successful game development. In particular,
game developers need to evaluate beforehand the impact of in-game events.
Simulation optimization of these events is crucial to increase player
engagement and maximize monetization. We present an experimental analysis of
several methods to forecast game-related variables, with two main aims: to
obtain accurate predictions of in-app purchases and playtime in an operational
production environment, and to perform simulations of in-game events in order
to maximize sales and playtime. Our ultimate purpose is to take a step towards
the data-driven development of games. The results suggest that, even though the
performance of traditional approaches such as ARIMA is still better, the
outcomes of state-of-the-art techniques like deep learning are promising. Deep
learning comes up as a well-suited general model that could be used to forecast
a variety of time series with different dynamic behaviors
A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Time series are the primary data type used to record dynamic system
measurements and generated in great volume by both physical sensors and online
processes (virtual sensors). Time series analytics is therefore crucial to
unlocking the wealth of information implicit in available data. With the recent
advancements in graph neural networks (GNNs), there has been a surge in
GNN-based approaches for time series analysis. Approaches can explicitly model
inter-temporal and inter-variable relationships, which traditional and other
deep neural network-based methods struggle to do. In this survey, we provide a
comprehensive review of graph neural networks for time series analysis
(GNN4TS), encompassing four fundamental dimensions: Forecasting,
classification, anomaly detection, and imputation. Our aim is to guide
designers and practitioners to understand, build applications, and advance
research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy
of GNN4TS. Then, we present and discuss representative research works and,
finally, discuss mainstream applications of GNN4TS. A comprehensive discussion
of potential future research directions completes the survey. This survey, for
the first time, brings together a vast array of knowledge on GNN-based time
series research, highlighting both the foundations, practical applications, and
opportunities of graph neural networks for time series analysis.Comment: 27 pages, 6 figures, 5 table
ISBIS 2016: Meeting on Statistics in Business and Industry
This Book includes the abstracts of the talks presented at the 2016 International Symposium on Business and Industrial Statistics, held at Barcelona, June 8-10, 2016, hosted at the Universitat Politècnica de Catalunya - Barcelona TECH, by the Department of Statistics and Operations Research. The location of the meeting was at ETSEIB Building (Escola Tecnica Superior d'Enginyeria Industrial) at Avda Diagonal 647.
The meeting organizers celebrated the continued success of ISBIS and ENBIS society, and the meeting draw together the international community of statisticians, both academics and industry professionals, who share the goal of making statistics the foundation for decision making in business and related applications. The Scientific Program Committee was constituted by:
David Banks, Duke University
Amílcar Oliveira, DCeT - Universidade Aberta and CEAUL
Teresa A. Oliveira, DCeT - Universidade Aberta and CEAUL
Nalini Ravishankar, University of Connecticut
Xavier Tort Martorell, Universitat Politécnica de Catalunya, Barcelona TECH
Martina Vandebroek, KU Leuven
Vincenzo Esposito Vinzi, ESSEC Business Schoo
Network Inference via the Time-Varying Graphical Lasso
Many important problems can be modeled as a system of interconnected
entities, where each entity is recording time-dependent observations or
measurements. In order to spot trends, detect anomalies, and interpret the
temporal dynamics of such data, it is essential to understand the relationships
between the different entities and how these relationships evolve over time. In
this paper, we introduce the time-varying graphical lasso (TVGL), a method of
inferring time-varying networks from raw time series data. We cast the problem
in terms of estimating a sparse time-varying inverse covariance matrix, which
reveals a dynamic network of interdependencies between the entities. Since
dynamic network inference is a computationally expensive task, we derive a
scalable message-passing algorithm based on the Alternating Direction Method of
Multipliers (ADMM) to solve this problem in an efficient way. We also discuss
several extensions, including a streaming algorithm to update the model and
incorporate new observations in real time. Finally, we evaluate our TVGL
algorithm on both real and synthetic datasets, obtaining interpretable results
and outperforming state-of-the-art baselines in terms of both accuracy and
scalability
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