189,718 research outputs found
Statistical Traffic State Analysis in Large-scale Transportation Networks Using Locality-Preserving Non-negative Matrix Factorization
Statistical traffic data analysis is a hot topic in traffic management and
control. In this field, current research progresses focus on analyzing traffic
flows of individual links or local regions in a transportation network. Less
attention are paid to the global view of traffic states over the entire
network, which is important for modeling large-scale traffic scenes. Our aim is
precisely to propose a new methodology for extracting spatio-temporal traffic
patterns, ultimately for modeling large-scale traffic dynamics, and long-term
traffic forecasting. We attack this issue by utilizing Locality-Preserving
Non-negative Matrix Factorization (LPNMF) to derive low-dimensional
representation of network-level traffic states. Clustering is performed on the
compact LPNMF projections to unveil typical spatial patterns and temporal
dynamics of network-level traffic states. We have tested the proposed method on
simulated traffic data generated for a large-scale road network, and reported
experimental results validate the ability of our approach for extracting
meaningful large-scale space-time traffic patterns. Furthermore, the derived
clustering results provide an intuitive understanding of spatial-temporal
characteristics of traffic flows in the large-scale network, and a basis for
potential long-term forecasting.Comment: IET Intelligent Transport Systems (2013
Estimating Time-Varying Effective Connectivity in High-Dimensional fMRI Data Using Regime-Switching Factor Models
Recent studies on analyzing dynamic brain connectivity rely on sliding-window
analysis or time-varying coefficient models which are unable to capture both
smooth and abrupt changes simultaneously. Emerging evidence suggests
state-related changes in brain connectivity where dependence structure
alternates between a finite number of latent states or regimes. Another
challenge is inference of full-brain networks with large number of nodes. We
employ a Markov-switching dynamic factor model in which the state-driven
time-varying connectivity regimes of high-dimensional fMRI data are
characterized by lower-dimensional common latent factors, following a
regime-switching process. It enables a reliable, data-adaptive estimation of
change-points of connectivity regimes and the massive dependencies associated
with each regime. We consider the switching VAR to quantity the dynamic
effective connectivity. We propose a three-step estimation procedure: (1)
extracting the factors using principal component analysis (PCA) and (2)
identifying dynamic connectivity states using the factor-based switching vector
autoregressive (VAR) models in a state-space formulation using Kalman filter
and expectation-maximization (EM) algorithm, and (3) constructing the
high-dimensional connectivity metrics for each state based on subspace
estimates. Simulation results show that our proposed estimator outperforms the
K-means clustering of time-windowed coefficients, providing more accurate
estimation of regime dynamics and connectivity metrics in high-dimensional
settings. Applications to analyzing resting-state fMRI data identify dynamic
changes in brain states during rest, and reveal distinct directed connectivity
patterns and modular organization in resting-state networks across different
states.Comment: 21 page
Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data
Subsequence clustering of multivariate time series is a useful tool for
discovering repeated patterns in temporal data. Once these patterns have been
discovered, seemingly complicated datasets can be interpreted as a temporal
sequence of only a small number of states, or clusters. For example, raw sensor
data from a fitness-tracking application can be expressed as a timeline of a
select few actions (i.e., walking, sitting, running). However, discovering
these patterns is challenging because it requires simultaneous segmentation and
clustering of the time series. Furthermore, interpreting the resulting clusters
is difficult, especially when the data is high-dimensional. Here we propose a
new method of model-based clustering, which we call Toeplitz Inverse
Covariance-based Clustering (TICC). Each cluster in the TICC method is defined
by a correlation network, or Markov random field (MRF), characterizing the
interdependencies between different observations in a typical subsequence of
that cluster. Based on this graphical representation, TICC simultaneously
segments and clusters the time series data. We solve the TICC problem through
alternating minimization, using a variation of the expectation maximization
(EM) algorithm. We derive closed-form solutions to efficiently solve the two
resulting subproblems in a scalable way, through dynamic programming and the
alternating direction method of multipliers (ADMM), respectively. We validate
our approach by comparing TICC to several state-of-the-art baselines in a
series of synthetic experiments, and we then demonstrate on an automobile
sensor dataset how TICC can be used to learn interpretable clusters in
real-world scenarios.Comment: This revised version fixes two small typos in the published versio
Adaptive Robust Traffic Engineering in Software Defined Networks
One of the key advantages of Software-Defined Networks (SDN) is the
opportunity to integrate traffic engineering modules able to optimize network
configuration according to traffic. Ideally, network should be dynamically
reconfigured as traffic evolves, so as to achieve remarkable gains in the
efficient use of resources with respect to traditional static approaches.
Unfortunately, reconfigurations cannot be too frequent due to a number of
reasons related to route stability, forwarding rules instantiation, individual
flows dynamics, traffic monitoring overhead, etc.
In this paper, we focus on the fundamental problem of deciding whether, when
and how to reconfigure the network during traffic evolution. We propose a new
approach to cluster relevant points in the multi-dimensional traffic space
taking into account similarities in optimal routing and not only in traffic
values. Moreover, to provide more flexibility to the online decisions on when
applying a reconfiguration, we allow some overlap between clusters that can
guarantee a good-quality routing regardless of the transition instant.
We compare our algorithm with state-of-the-art approaches in realistic
network scenarios. Results show that our method significantly reduces the
number of reconfigurations with a negligible deviation of the network
performance with respect to the continuous update of the network configuration.Comment: 10 pages, 8 figures, submitted to IFIP Networking 201
Principal Patterns on Graphs: Discovering Coherent Structures in Datasets
Graphs are now ubiquitous in almost every field of research. Recently, new
research areas devoted to the analysis of graphs and data associated to their
vertices have emerged. Focusing on dynamical processes, we propose a fast,
robust and scalable framework for retrieving and analyzing recurring patterns
of activity on graphs. Our method relies on a novel type of multilayer graph
that encodes the spreading or propagation of events between successive time
steps. We demonstrate the versatility of our method by applying it on three
different real-world examples. Firstly, we study how rumor spreads on a social
network. Secondly, we reveal congestion patterns of pedestrians in a train
station. Finally, we show how patterns of audio playlists can be used in a
recommender system. In each example, relevant information previously hidden in
the data is extracted in a very efficient manner, emphasizing the scalability
of our method. With a parallel implementation scaling linearly with the size of
the dataset, our framework easily handles millions of nodes on a single
commodity server
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