Bayesian Dynamic Modeling and Monitoring of Network Flows

In the context of a motivating study of dynamic network flow data on a large-scale e-commerce web site, we develop Bayesian models for on-line/sequential analysis for monitoring and adapting to changes reflected in node-node traffic. For large-scale networks, we customize core Bayesian time series analysis methods using dynamic generalized linear models (DGLMs). These are integrated into the context of multivariate networks using the concept of decouple/recouple that was recently introduced in multivariate time series. This method enables flexible dynamic modeling of flows on large-scale networks and exploitation of partial parallelization of analysis while maintaining coherence with an over-arching multivariate dynamic flow model. This approach is anchored in a case-study on internet data, with flows of visitors to a commercial news web site defining a long time series of node-node counts on over 56,000 node pairs. Central questions include characterizing inherent stochasticity in traffic patterns, understanding node-node interactions, adapting to dynamic changes in flows and allowing for sensitive monitoring to flag anomalies. The methodology of dynamic network DGLMs applies to many dynamic network flow studies.Comment: 34 pages, 24 figure

Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data

Traffic flow count data in networks arise in many applications, such as automobile or aviation transportation, certain directed social network contexts, and Internet studies. Using an example of Internet browser traffic flow through site-segments of an international news website, we present Bayesian analyses of two linked classes of models which, in tandem, allow fast, scalable and interpretable Bayesian inference. We first develop flexible state-space models for streaming count data, able to adaptively characterize and quantify network dynamics efficiently in real-time. We then use these models as emulators of more structured, time-varying gravity models that allow formal dissection of network dynamics. This yields interpretable inferences on traffic flow characteristics, and on dynamics in interactions among network nodes. Bayesian monitoring theory defines a strategy for sequential model assessment and adaptation in cases when network flow data deviates from model-based predictions. Exploratory and sequential monitoring analyses of evolving traffic on a network of web site-segments in e-commerce demonstrate the utility of this coupled Bayesian emulation approach to analysis of streaming network count data.Comment: 29 pages, 16 figure

Diagnostics and prognostics utilising dynamic Bayesian networks applied to a wind turbine gearbox

The UK has the largest installed capacity of offshore wind and this is set to increase significantly in future years. The difficulty in conducting maintenance offshore leads to increased operation and maintenance costs compared to onshore but with better condition monitoring and preventative maintenance strategies these costs could be reduced. In this paper an on-line condition monitoring system is created that is capable of diagnosing machine component conditions based on an array of sensor readings. It then informs the operator of actions required. This simplifies the role of the operator and the actions required can be optimised within the program to minimise costs. The program has been applied to a gearbox oil testbed to demonstrate its operational suitability. In addition a method for determining the most cost effective maintenance strategy is examined. This method uses a Dynamic Bayesian Network to simulate the degradation of wind turbine components, effectively acting as a prognostics tool, and calculates the cost of various preventative maintenance strategies compared to purely corrective maintenance actions. These methods are shown to reduce the cost of operating wind turbines in the offshore environment

An integrated method for short-term prediction of road traffic conditions for intelligent transportation systems applications

The paper deals with the short-term prediction of road traffic conditions within Intelligent Transportation Systems applications. First, the problem of traffic modeling and the potential of different traffic monitoring technologies are discussed. Then, an integrated method for short-term traffic prediction is presented, which integrates an Artificial Neural Network predictor that forecasts future states in standard conditions, an anomaly detection module that exploits floating car data to individuate possible occurrences of anomalous traffic conditions, and a macroscopic traffic model that predicts speeds and queue progressions in case of anomalies. Results of offline applications on a primary Italian motorway are presented

An Overview on Application of Machine Learning Techniques in Optical Networks

Today's telecommunication networks have become sources of enormous amounts of widely heterogeneous data. This information can be retrieved from network traffic traces, network alarms, signal quality indicators, users' behavioral data, etc. Advanced mathematical tools are required to extract meaningful information from these data and take decisions pertaining to the proper functioning of the networks from the network-generated data. Among these mathematical tools, Machine Learning (ML) is regarded as one of the most promising methodological approaches to perform network-data analysis and enable automated network self-configuration and fault management. The adoption of ML techniques in the field of optical communication networks is motivated by the unprecedented growth of network complexity faced by optical networks in the last few years. Such complexity increase is due to the introduction of a huge number of adjustable and interdependent system parameters (e.g., routing configurations, modulation format, symbol rate, coding schemes, etc.) that are enabled by the usage of coherent transmission/reception technologies, advanced digital signal processing and compensation of nonlinear effects in optical fiber propagation. In this paper we provide an overview of the application of ML to optical communications and networking. We classify and survey relevant literature dealing with the topic, and we also provide an introductory tutorial on ML for researchers and practitioners interested in this field. Although a good number of research papers have recently appeared, the application of ML to optical networks is still in its infancy: to stimulate further work in this area, we conclude the paper proposing new possible research directions