Short-Term Forecasting of Passenger Demand under On-Demand Ride Services: A Spatio-Temporal Deep Learning Approach

Short-term passenger demand forecasting is of great importance to the on-demand ride service platform, which can incentivize vacant cars moving from over-supply regions to over-demand regions. The spatial dependences, temporal dependences, and exogenous dependences need to be considered simultaneously, however, which makes short-term passenger demand forecasting challenging. We propose a novel deep learning (DL) approach, named the fusion convolutional long short-term memory network (FCL-Net), to address these three dependences within one end-to-end learning architecture. The model is stacked and fused by multiple convolutional long short-term memory (LSTM) layers, standard LSTM layers, and convolutional layers. The fusion of convolutional techniques and the LSTM network enables the proposed DL approach to better capture the spatio-temporal characteristics and correlations of explanatory variables. A tailored spatially aggregated random forest is employed to rank the importance of the explanatory variables. The ranking is then used for feature selection. The proposed DL approach is applied to the short-term forecasting of passenger demand under an on-demand ride service platform in Hangzhou, China. Experimental results, validated on real-world data provided by DiDi Chuxing, show that the FCL-Net achieves better predictive performance than traditional approaches including both classical time-series prediction models and neural network based algorithms (e.g., artificial neural network and LSTM). This paper is one of the first DL studies to forecast the short-term passenger demand of an on-demand ride service platform by examining the spatio-temporal correlations.Comment: 39 pages, 10 figure

Predictive dynamical and stochastic systems

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how far ahead in time to make them. We also report that noise can induce oscillatory behavior, which we call "predictive stochastic resonance".Comment: Presented and To appear in the Proc. of 9th Granada Seminar, (Granada, Spain, September 11-15, 2006

Sub-grid modelling for two-dimensional turbulence using neural networks

In this investigation, a data-driven turbulence closure framework is introduced and deployed for the sub-grid modelling of Kraichnan turbulence. The novelty of the proposed method lies in the fact that snapshots from high-fidelity numerical data are used to inform artificial neural networks for predicting the turbulence source term through localized grid-resolved information. In particular, our proposed methodology successfully establishes a map between inputs given by stencils of the vorticity and the streamfunction along with information from two well-known eddy-viscosity kernels. Through this we predict the sub-grid vorticity forcing in a temporally and spatially dynamic fashion. Our study is both a-priori and a-posteriori in nature. In the former, we present an extensive hyper-parameter optimization analysis in addition to learning quantification through probability density function based validation of sub-grid predictions. In the latter, we analyse the performance of our framework for flow evolution in a classical decaying two-dimensional turbulence test case in the presence of errors related to temporal and spatial discretization. Statistical assessments in the form of angle-averaged kinetic energy spectra demonstrate the promise of the proposed methodology for sub-grid quantity inference. In addition, it is also observed that some measure of a-posteriori error must be considered during optimal model selection for greater accuracy. The results in this article thus represent a promising development in the formalization of a framework for generation of heuristic-free turbulence closures from data

Herding as a Learning System with Edge-of-Chaos Dynamics

Herding defines a deterministic dynamical system at the edge of chaos. It generates a sequence of model states and parameters by alternating parameter perturbations with state maximizations, where the sequence of states can be interpreted as "samples" from an associated MRF model. Herding differs from maximum likelihood estimation in that the sequence of parameters does not converge to a fixed point and differs from an MCMC posterior sampling approach in that the sequence of states is generated deterministically. Herding may be interpreted as a"perturb and map" method where the parameter perturbations are generated using a deterministic nonlinear dynamical system rather than randomly from a Gumbel distribution. This chapter studies the distinct statistical characteristics of the herding algorithm and shows that the fast convergence rate of the controlled moments may be attributed to edge of chaos dynamics. The herding algorithm can also be generalized to models with latent variables and to a discriminative learning setting. The perceptron cycling theorem ensures that the fast moment matching property is preserved in the more general framework

Local Short Term Electricity Load Forecasting: Automatic Approaches

Short-Term Load Forecasting (STLF) is a fundamental component in the efficient management of power systems, which has been studied intensively over the past 50 years. The emerging development of smart grid technologies is posing new challenges as well as opportunities to STLF. Load data, collected at higher geographical granularity and frequency through thousands of smart meters, allows us to build a more accurate local load forecasting model, which is essential for local optimization of power load through demand side management. With this paper, we show how several existing approaches for STLF are not applicable on local load forecasting, either because of long training time, unstable optimization process, or sensitivity to hyper-parameters. Accordingly, we select five models suitable for local STFL, which can be trained on different time-series with limited intervention from the user. The experiment, which consists of 40 time-series collected at different locations and aggregation levels, revealed that yearly pattern and temperature information are only useful for high aggregation level STLF. On local STLF task, the modified version of double seasonal Holt-Winter proposed in this paper performs relatively well with only 3 months of training data, compared to more complex methods

Forecasting financial time series with Boltzmann entropy through neural networks

Neural networks have recently been established as state-of-the-art in forecasting financial time series. However, many studies show how one architecture, the Long-Short Term Memory, is the most widespread in financial sectors due to its high performance over time series. Considering some stocks traded in financial markets and a crypto ticker, this paper tries to study the effectiveness of the Boltzmann entropy as a financial indicator to improve forecasting, comparing it with financial analysts’ most commonly used indicators. The results show how Boltzmann’s entropy, born from an Agent-Based Model, is an efficient indicator that can also be applied to stocks and cryptocurrencies alone and in combination with some classic indicators. This critical fact allows obtaining good results in prediction ability using Network architecture that is not excessively complex