Deep Learning with Long Short-Term Memory for Time Series Prediction

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for most algorithms, whereas Long Short-Term Memory (LSTM) solutions, as a specific kind of scheme in deep learning, promise to effectively overcome the problem. In this article, we first give a brief introduction to the structure and forward propagation mechanism of the LSTM model. Then, aiming at reducing the considerable computing cost of LSTM, we put forward the Random Connectivity LSTM (RCLSTM) model and test it by predicting traffic and user mobility in telecommunication networks. Compared to LSTM, RCLSTM is formed via stochastic connectivity between neurons, which achieves a significant breakthrough in the architecture formation of neural networks. In this way, the RCLSTM model exhibits a certain level of sparsity, which leads to an appealing decrease in the computational complexity and makes the RCLSTM model become more applicable in latency-stringent application scenarios. In the field of telecommunication networks, the prediction of traffic series and mobility traces could directly benefit from this improvement as we further demonstrate that the prediction accuracy of RCLSTM is comparable to that of the conventional LSTM no matter how we change the number of training samples or the length of input sequences.Comment: 9 pages, 5 figures, 14 reference

Traffic Prediction Based on Random Connectivity in Deep Learning with Long Short-Term Memory

Traffic prediction plays an important role in evaluating the performance of telecommunication networks and attracts intense research interests. A significant number of algorithms and models have been put forward to analyse traffic data and make prediction. In the recent big data era, deep learning has been exploited to mine the profound information hidden in the data. In particular, Long Short-Term Memory (LSTM), one kind of Recurrent Neural Network (RNN) schemes, has attracted a lot of attentions due to its capability of processing the long-range dependency embedded in the sequential traffic data. However, LSTM has considerable computational cost, which can not be tolerated in tasks with stringent latency requirement. In this paper, we propose a deep learning model based on LSTM, called Random Connectivity LSTM (RCLSTM). Compared to the conventional LSTM, RCLSTM makes a notable breakthrough in the formation of neural network, which is that the neurons are connected in a stochastic manner rather than full connected. So, the RCLSTM, with certain intrinsic sparsity, have many neural connections absent (distinguished from the full connectivity) and which leads to the reduction of the parameters to be trained and the computational cost. We apply the RCLSTM to predict traffic and validate that the RCLSTM with even 35% neural connectivity still shows a satisfactory performance. When we gradually add training samples, the performance of RCLSTM becomes increasingly closer to the baseline LSTM. Moreover, for the input traffic sequences of enough length, the RCLSTM exhibits even superior prediction accuracy than the baseline LSTM.Comment: 6 pages, 9 figure

A Long Short-Term Memory Recurrent Neural Network Framework for Network Traffic Matrix Prediction

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long Short-Term Memory (LSTM) is a specific recurrent neural network (RNN) architecture that is well-suited to learn from experience to classify, process and predict time series with time lags of unknown size. LSTMs have been shown to model temporal sequences and their long-range dependencies more accurately than conventional RNNs. In this paper, we propose a LSTM RNN framework for predicting short and long term Traffic Matrix (TM) in large networks. By validating our framework on real-world data from GEANT network, we show that our LSTM models converge quickly and give state of the art TM prediction performance for relatively small sized models.Comment: Submitted for peer review. arXiv admin note: text overlap with arXiv:1402.1128 by other author

NeuTM: A Neural Network-based Framework for Traffic Matrix Prediction in SDN

This paper presents NeuTM, a framework for network Traffic Matrix (TM) prediction based on Long Short-Term Memory Recurrent Neural Networks (LSTM RNNs). TM prediction is defined as the problem of estimating future network traffic matrix from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long Short-Term Memory (LSTM) is a specific recurrent neural network (RNN) architecture that is well-suited to learn from data and classify or predict time series with time lags of unknown size. LSTMs have been shown to model long-range dependencies more accurately than conventional RNNs. NeuTM is a LSTM RNN-based framework for predicting TM in large networks. By validating our framework on real-world data from GEEANT network, we show that our model converges quickly and gives state of the art TM prediction performance.Comment: Submitted to NOMS18. arXiv admin note: substantial text overlap with arXiv:1705.0569

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

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

Short-term Demand Forecasting for Online Car-hailing Services using Recurrent Neural Networks

Short-term traffic flow prediction is one of the crucial issues in intelligent transportation system, which is an important part of smart cities. Accurate predictions can enable both the drivers and the passengers to make better decisions about their travel route, departure time and travel origin selection, which can be helpful in traffic management. Multiple models and algorithms based on time series prediction and machine learning were applied to this issue and achieved acceptable results. Recently, the availability of sufficient data and computational power, motivates us to improve the prediction accuracy via deep-learning approaches. Recurrent neural networks have become one of the most popular methods for time series forecasting, however, due to the variety of these networks, the question that which type is the most appropriate one for this task remains unsolved. In this paper, we use three kinds of recurrent neural networks including simple RNN units, GRU and LSTM neural network to predict short-term traffic flow. The dataset from TAP30 Corporation is used for building the models and comparing RNNs with several well-known models, such as DEMA, LASSO and XGBoost. The results show that all three types of RNNs outperform the others, however, more simple RNNs such as simple recurrent units and GRU perform work better than LSTM in terms of accuracy and training time.Comment: arXiv admin note: text overlap with arXiv:1706.06279, arXiv:1804.04176 by other author