11,614 research outputs found
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
Forecasting airport passenger traffic: the case of Hong Kong International Airport
Hong Kong International Airport is one of the main gateways to
Mainland China and the major aviation hub in Asia. An accurate airport
traffic demand forecast allows for short and long-term planning and
decision making regarding airport facilities and flight networks. This paper
employs the Box-Jenkins Autoregressive Integrated Moving Average
(ARIMA) methodology to build and estimate the univariate seasonal ARIMA
model and the ARIMX model with explanatory variables for forecasting
airport passenger traffic for Hong Kong, and projecting its future growth
trend from 2011to 2015. Both fitted models are found to have the lower
Mean Absolute Percentage Error (MAPE) figures, and then the models are
used to obtain ex-post forecasts with accurate forecasting results. More
importantly, both ARIMA models predict a growth in future airport
passenger traffic at Hong Kong
DeepTransport: Learning Spatial-Temporal Dependency for Traffic Condition Forecasting
Predicting traffic conditions has been recently explored as a way to relieve
traffic congestion. Several pioneering approaches have been proposed based on
traffic observations of the target location as well as its adjacent regions,
but they obtain somewhat limited accuracy due to lack of mining road topology.
To address the effect attenuation problem, we propose to take account of the
traffic of surrounding locations(wider than adjacent range). We propose an
end-to-end framework called DeepTransport, in which Convolutional Neural
Networks (CNN) and Recurrent Neural Networks (RNN) are utilized to obtain
spatial-temporal traffic information within a transport network topology. In
addition, attention mechanism is introduced to align spatial and temporal
information. Moreover, we constructed and released a real-world large traffic
condition dataset with 5-minute resolution. Our experiments on this dataset
demonstrate our method captures the complex relationship in temporal and
spatial domain. It significantly outperforms traditional statistical methods
and a state-of-the-art deep learning method
Heteroscedastic Gaussian processes for uncertainty modeling in large-scale crowdsourced traffic data
Accurately modeling traffic speeds is a fundamental part of efficient
intelligent transportation systems. Nowadays, with the widespread deployment of
GPS-enabled devices, it has become possible to crowdsource the collection of
speed information to road users (e.g. through mobile applications or dedicated
in-vehicle devices). Despite its rather wide spatial coverage, crowdsourced
speed data also brings very important challenges, such as the highly variable
measurement noise in the data due to a variety of driving behaviors and sample
sizes. When not properly accounted for, this noise can severely compromise any
application that relies on accurate traffic data. In this article, we propose
the use of heteroscedastic Gaussian processes (HGP) to model the time-varying
uncertainty in large-scale crowdsourced traffic data. Furthermore, we develop a
HGP conditioned on sample size and traffic regime (SRC-HGP), which makes use of
sample size information (probe vehicles per minute) as well as previous
observed speeds, in order to more accurately model the uncertainty in observed
speeds. Using 6 months of crowdsourced traffic data from Copenhagen, we
empirically show that the proposed heteroscedastic models produce significantly
better predictive distributions when compared to current state-of-the-art
methods for both speed imputation and short-term forecasting tasks.Comment: 22 pages, Transportation Research Part C: Emerging Technologies
(Elsevier
- …