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

Talking Nets: A Multi-Agent Connectionist Approach to Communication and Trust between Individuals

A multi-agent connectionist model is proposed that consists of a collection of individual recurrent networks that communicate with each other, and as such is a network of networks. The individual recurrent networks simulate the process of information uptake, integration and memorization within individual agents, while the communication of beliefs and opinions between agents is propagated along connections between the individual networks. A crucial aspect in belief updating based on information from other agents is the trust in the information provided. In the model, trust is determined by the consistency with the receiving agents’ existing beliefs, and results in changes of the connections between individual networks, called trust weights. Thus activation spreading and weight change between individual networks is analogous to standard connectionist processes, although trust weights take a specific function. Specifically, they lead to a selective propagation and thus filtering out of less reliable information, and they implement Grice’s (1975) maxims of quality and quantity in communication. The unique contribution of communicative mechanisms beyond intra-personal processing of individual networks was explored in simulations of key phenomena involving persuasive communication and polarization, lexical acquisition, spreading of stereotypes and rumors, and a lack of sharing unique information in group decisions

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001