Traffic prediction is a fundamental and vital task in Intelligence Transportation System (ITS), but it is very challenging to get high accuracy while containing low computational complexity due to the spatiotemporal characteristics of traffic flow, especially under the metropolitan circumstances. In this work, a new topological framework, called Linkage Network, is proposed to model the road networks and present the propagation patterns of traffic flow. Based on the Linkage Network model, a novel online predictor, named Graph Recurrent Neural Network (GRNN), is designed to learn the propagation patterns in the graph. It could simultaneously predict traffic flow for all road segments based on the information gathered from the whole graph, which thus reduces the computational complexity significantly from O(nm) to O(n+m), while keeping the high accuracy. Moreover, it can also predict the variations of traffic trends. Experiments based on real-world data demonstrate that the proposed method outperforms the existing prediction methods.
There are many previous works @cite_21 considering the traffic condition as a time series and predicting for different segments separately through time series analysis, like Auto-Regressive Moving Average (ARMA) based algorithms (ARIMA, SARIMA). Additionally, some research @cite_22 @cite_3 uses the methods of statistical learning such as Bayesian Network (BN), SVR and GBDT, and adds extra information to assist the training. @cite_7 compares those methods and shows their similar performances. In these approaches, the strong spatiotemporal couplings, which exist in metropolitan circumstance particularly, lead to the dilemma of choices between the computation complexity and the sufficiency of input information.
@cite_7 @cite_21 @cite_22 @cite_3
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Abstract Big data from floating cars supply a frequent, ubiquitous sampling of traffic conditions on the road network and provide great opportunities for enhanced short-term traffic predictions based on real-time information on the whole network. Two network-based machine learning models, a Bayesian network and a neural network, are formulated with a double star framework that reflects time and space correlation among traffic variables and because of its modular structure is suitable for an automatic implementation on large road networks. Among different mono-dimensional time-series models, a seasonal autoregressive moving average model (SARMA) is selected for comparison. The time-series model is also used in a hybrid modeling framework to provide the Bayesian network with an a priori estimation of the predicted speed, which is then corrected exploiting the information collected on other links. A large floating car data set on a sub-area of the road network of Rome is used for validation. To account for the variable accuracy of the speed estimated from floating car data, a new error indicator is introduced that relates accuracy of prediction to accuracy of measure. Validation results highlighted that the spatial architecture of the Bayesian network is advantageous in standard conditions, where a priori knowledge is more significant, while mono-dimensional time series revealed to be more valuable in the few cases of non-recurrent congestion conditions observed in the data set. The results obtained suggested introducing a supervisor framework that selects the most suitable prediction depending on the detected traffic regimes. This paper proposes a convolutional neural network (CNN)-based method that learns traffic as images and predicts large-scale, network-wide traffic speed with a high accuracy. Spatiotemporal traffic dynamics are converted to images describing the time and space relations of traffic flow via a two-dimensional time-space matrix. A CNN is applied to the image following two consecutive steps: abstract traffic feature extraction and network-wide traffic speed prediction. The effectiveness of the proposed method is evaluated by taking two real-world transportation networks, the second ring road and north-east transportation network in Beijing, as examples, and comparing the method with four prevailing algorithms, namely, ordinary least squares, k-nearest neighbors, artificial neural network, and random forest, and three deep learning architectures, namely, stacked autoencoder, recurrent neural network, and long-short-term memory network. The results show that the proposed method outperforms other algorithms by an average accuracy improvement of 42.91 within an acceptable execution time. The CNN can train the model in a reasonable time and, thus, is suitable for large-scale transportation networks. Traffic volume data is already collected and used for a variety of purposes in intelligent transportation system (ITS). However, the collected data might be abnormal due to the problem of outlier data caused by malfunctions in data collection and record systems. To fully analyze and operate the collected data, it is necessary to develop a validate method for addressing the outlier data. Many existing algorithms have studied the problem of outlier recovery based on the time series methods. In this paper, a multiway tensor model is proposed for constructing the traffic volume data based on the intrinsic multilinear correlations, such as day to day and hour to hour. Then, a novel tensor recovery method, called ADMM-TR, is proposed for recovering outlier data of traffic volume data. The proposed method is evaluated on synthetic data and real world traffic volume data. Experimental results demonstrate the practicability, effectiveness, and advantage of the proposed method, especially for the real world traffic volume data. In this paper, we develop deep spatio-temporal neural networks to sequentially count vehicles from low quality videos captured by city cameras (citycams). Citycam videos have low resolution, low frame rate, high occlusion and large perspective, making most existing methods lose their efficacy. To overcome limitations of existing methods and incorporate the temporal information of traffic video, we design a novel FCN-rLSTM network to jointly estimate vehicle density and vehicle count by connecting fully convolutional neural networks (FCN) with long short term memory networks (LSTM) in a residual learning fashion. Such design leverages the strengths of FCN for pixel-level prediction and the strengths of LSTM for learning complex temporal dynamics. The residual learning connection reformulates the vehicle count regression as learning residual functions with reference to the sum of densities in each frame, which significantly accelerates the training of networks. To preserve feature map resolution, we propose a Hyper-Atrous combination to integrate atrous convolution in FCN and combine feature maps of different convolution layers. FCN-rLSTM enables refined feature representation and a novel end-to-end trainable mapping from pixels to vehicle count. We extensively evaluated the proposed method on different counting tasks with three datasets, with experimental results demonstrating their effectiveness and robustness. In particular, FCN-rLSTM reduces the mean absolute error (MAE) from 5.31 to 4.21 on TRANCOS; and reduces the MAE from 2.74 to 1.53 on WebCamT. Training process is accelerated by 5 times on average. Traffic forecasting is a challenging task, due to the complicated spatial dependencies on roadway networks and the time-varying traffic patterns. To address this challenge, we learn the traffic network as a graph and propose a novel deep learning framework, High-Order Graph Convolutional Long Short-Term Memory Neural Network (HGC-LSTM), to learn the interactions between links in the traffic network and forecast the network-wide traffic state. We define the high-order traffic graph convolution based on the physical network topology. The proposed framework employs L1-norms on the graph convolution weights and L2-norms on the graph convolution features to identify the most influential links in the traffic network. We propose a novel Real-Time Branching Learning (RTBL) algorithm for the HGC-LSTM framework to accelerate the training process for spatio-temporal data. Experiments show that our HGC-LSTM network is able to capture the complex spatio-temporal dependencies efficiently present in the traffic network and consistently outperforms state-of-the-art baseline methods on two heterogeneous real-world traffic datasets. The visualization of graph convolution weights shows that the proposed framework can accurately recognize the most influential roadway segments in real-world traffic networks. In this paper, we develop deep spatio-temporal neural networks to sequentially count vehicles from low quality videos captured by city cameras (citycams). Citycam videos have low resolution, low frame rate, high occlusion and large perspective, making most existing methods lose their efficacy. To overcome limitations of existing methods and incorporate the temporal information of traffic video, we design a novel FCN-rLSTM network to jointly estimate vehicle density and vehicle count by connecting fully convolutional neural networks (FCN) with long short term memory networks (LSTM) in a residual learning fashion. Such design leverages the strengths of FCN for pixel-level prediction and the strengths of LSTM for learning complex temporal dynamics. The residual learning connection reformulates the vehicle count regression as learning residual functions with reference to the sum of densities in each frame, which significantly accelerates the training of networks. To preserve feature map resolution, we propose a Hyper-Atrous combination to integrate atrous convolution in FCN and combine feature maps of different convolution layers. FCN-rLSTM enables refined feature representation and a novel end-to-end trainable mapping from pixels to vehicle count. We extensively evaluated the proposed method on different counting tasks with three datasets, with experimental results demonstrating their effectiveness and robustness. In particular, FCN-rLSTM reduces the mean absolute error (MAE) from 5.31 to 4.21 on TRANCOS, and reduces the MAE from 2.74 to 1.53 on WebCamT. Training process is accelerated by 5 times on average. Autoregressive moving average (ARMA) method is applied to modeling the time series of position changes of GPS sites, obtained by the Geographical Survey Institute (GSI) of Japan during the period from April 1996 to March 1998. The present application is focused on denoising of the GPS time series data where only white noise is considered, and detection of data discontinuities and outliers in order to obtain time-averaged velocity and strain fields in central Japan. The data discontinuities are detected by a typical Kalman filter algorithm. The outliers are eliminated by using robust estimation techniques during the ARMA process. The averaged strain field, calculated by the least-squares collocation method from the improved two-year time series data, distinguishes clearly between the tectonically active and inactive regions. Higher maximum shear strain rates were detected in the southern area of the Kanto district. In the areas with very high seismicities, however, the difference between the maximum shear strain rates, that were estimated from the raw time series data and the ARMA-analyzed data, amounted to about 0.2 microstrain yr. This indicates that the existence of noise and discontinuities can lead to an over-prediction of the strain field. In this paper, we propose a citywide and real-time model for estimating the travel time of any path (represented as a sequence of connected road segments) in real time in a city, based on the GPS trajectories of vehicles received in current time slots and over a period of history as well as map data sources. Though this is a strategically important task in many traffic monitoring and routing systems, the problem has not been well solved yet given the following three challenges. The first is the data sparsity problem, i.e., many road segments may not be traveled by any GPS-equipped vehicles in present time slot. In most cases, we cannot find a trajectory exactly traversing a query path either. Second, for the fragment of a path with trajectories, they are multiple ways of using (or combining) the trajectories to estimate the corresponding travel time. Finding an optimal combination is a challenging problem, subject to a tradeoff between the length of a path and the number of trajectories traversing the path (i.e., support). Third, we need to instantly answer users' queries which may occur in any part of a given city. This calls for an efficient, scalable and effective solution that can enable a citywide and real-time travel time estimation. To address these challenges, we model different drivers' travel times on different road segments in different time slots with a three dimension tensor. Combined with geospatial, temporal and historical contexts learned from trajectories and map data, we fill in the tensor's missing values through a context-aware tensor decomposition approach. We then devise and prove an object function to model the aforementioned tradeoff, with which we find the most optimal concatenation of trajectories for an estimate through a dynamic programming solution. In addition, we propose using frequent trajectory patterns (mined from historical trajectories) to scale down the candidates of concatenation and a suffix-tree-based index to manage the trajectories received in the present time slot. We evaluate our method based on extensive experiments, using GPS trajectories generated by more than 32,000 taxis over a period of two months. The results demonstrate the effectiveness, efficiency and scalability of our method beyond baseline approaches. Short-term traffic flow prediction has long been regarded as a critical concern for intelligent transportation systems. On the basis of many existing prediction models, each having good performance only in a particular period, an improved approach is to combine these single predictors together for prediction in a span of periods. In this paper, a neural network model is introduced that combines the prediction from single neural network predictors according to an adaptive and heuristic credit assignment algorithm based on the theory of conditional probability and Bayes' rule. Two single predictors, i.e., the back propagation and the radial basis function neural networks are designed and combined linearly into a Bayesian combined neural network model. The credit value for each predictor in the combined model is calculated according to the proposed credit assignment algorithm and largely depends on the accumulative prediction perfor- mance of these predictors during the previous prediction intervals. For experimental test, two data sets comprising traffic flow rates in 15-min time intervals have been collected from Singapore's Ayer Rajah Expressway. One data set is used to train the two single neural networks and the other to test and compare the performances between the combined and singular models. Three indices, i.e., the mean absolute percentage error, the variance of absolute percentage error, and the probability of percentage error, are employed to compare the forecasting performance. It is found that most of the time, the combined model outperforms the singular predictors. More importantly, for a given time period, it is the role of this newly proposed model to track the predictors' performance online, so as to always select and combine the best-performing predictors for prediction. In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR MS) in developing a framework, along with specific methods, for using data to prescribe decisions in OR MS problems. In a departure from other work on data-driven optimization and reflecting our practical experience with the data available in applications of OR MS, we consider data consisting, not only of observations of quantities with direct effect on costs revenues, such as demand or returns, but predominantly of observations of associated auxiliary quantities. The main problem of interest is a conditional stochastic optimization problem, given imperfect observations, where the joint probability distributions that specify the problem are unknown. We demonstrate that our proposed solution methods are generally applicable to a wide range of decision problems. We prove that they are computationally tractable and asymptotically optimal under mild conditions even when data is not independent and identically distributed (iid) and even for censored observations. As an analogue to the coefficient of determination @math , we develop a metric @math termed the coefficient of prescriptiveness to measure the prescriptive content of data and the efficacy of a policy from an operations perspective. To demonstrate the power of our approach in a real-world setting we study an inventory management problem faced by the distribution arm of an international media conglomerate, which ships an average of 1 billion units per year. We leverage both internal data and public online data harvested from IMDb, Rotten Tomatoes, and Google to prescribe operational decisions that outperform baseline measures. Specifically, the data we collect, leveraged by our methods, accounts for an 88 improvement as measured by our coefficient of prescriptiveness. These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on road networks, (2) non-linear temporal dynamics with changing road conditions and (3) inherent difficulty of long-term forecasting. To address these challenges, we propose to model the traffic flow as a diffusion process on a directed graph and introduce Diffusion Convolutional Recurrent Neural Network (DCRNN), a deep learning framework for traffic forecasting that incorporates both spatial and temporal dependency in the traffic flow. Specifically, DCRNN captures the spatial dependency using bidirectional random walks on the graph, and the temporal dependency using the encoder-decoder architecture with scheduled sampling. We evaluate the framework on two real-world large scale road network traffic datasets and observe consistent improvement of 12 - 15 over state-of-the-art baselines textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Geographic information has spawned many novel Web applications where global positioning system (GPS) plays important roles in bridging the applications and end users. Learning knowledge from users' raw GPS data can provide rich context information for both geographic and mobile applications. However, so far, raw GPS data are still used directly without much understanding. In this paper, an approach based on supervised learning is proposed to automatically infer transportation mode from raw GPS data. The transportation mode, such as walking, driving, etc., implied in a user's GPS data can provide us valuable knowledge to understand the user. It also enables context-aware computing based on user's present transportation mode and design of an innovative user interface for Web users. Our approach consists of three parts: a change point-based segmentation method, an inference model and a post-processing algorithm based on conditional probability. The change point-based segmentation method was compared with two baselines including uniform duration based and uniform length based methods. Meanwhile, four different inference models including Decision Tree, Bayesian Net, Support Vector Machine (SVM) and Conditional Random Field (CRF) are studied in the experiments. We evaluated the approach using the GPS data collected by 45 users over six months period. As a result, beyond other two segmentation methods, the change point based method achieved a higher degree of accuracy in predicting transportation modes and detecting transitions between them. Decision Tree outperformed other inference models over the change point based segmentation method. Spatial and temporal contextual information plays a key role for analyzing user behaviors, and is helpful for predicting where he or she will go next. With the growing ability of collecting information, more and more temporal and spatial contextual information is collected in systems, and the location prediction problem becomes crucial and feasible. Some works have been proposed to address this problem, but they all have their limitations. Factorizing Personalized Markov Chain (FPMC) is constructed based on a strong independence assumption among different factors, which limits its performance. Tensor Factorization (TF) faces the cold start problem in predicting future actions. Recurrent Neural Networks (RNN) model shows promising performance comparing with PFMC and TF, but all these methods have problem in modeling continuous time interval and geographical distance. In this paper, we extend RNN and propose a novel method called Spatial Temporal Recurrent Neural Networks (ST-RNN). ST-RNN can model local temporal and spatial contexts in each layer with time-specific transition matrices for different time intervals and distance-specific transition matrices for different geographical distances. Experimental results show that the proposed ST-RNN model yields significant improvements over the competitive compared methods on two typical datasets, i.e., Global Terrorism Database (GTD) and Gowalla dataset. In this paper, we study the gradient boosted decision trees (GBDT) when the output space is high dimensional and sparse. For example, in multilabel classification, the output space is a L-dimensional 0 1 vector, where L is number of labels that can grow to millions and beyond in many modern applications. We show that vanilla GBDT can easily run out of memory or encounter near-forever running time in this regime, and propose a new GBDT variant, GBDT-SPARSE, to resolve this problem by employing L0 regularization. We then discuss in detail how to utilize this sparsity to conduct GBDT training, including splitting the nodes, computing the sparse residual, and predicting in sub-linear time. Finally, we apply our algorithm to extreme multilabel classification problems, and show that the proposed GBDT-SPARSE achieves an order of magnitude improvements in model size and prediction time over existing methods, while yielding similar performance. In order to improve the veracity and reliability of a traffic model built, or to extract important and valuable information from collected traffic data, the technique of outlier mining has been introduced into the traffic engineering domain for detecting and analyzing the outliers in traffic data sets. Three typical outlier algorithms, respectively the statistics-based approach, the distance-based approach, and the density-based local outlier approach, are described with respect to the principle, the characteristics and the time complexity of the algorithms. A comparison among the three algorithms is made through application to intelligent transportation systems (ITS). Two traffic data sets with different dimensions have been used in our experiments carried out, one is travel time data, and the other is traffic flow data. We conducted a number of experiments to recognize outliers hidden in the data sets before building the travel time prediction model and the traffic flow foundation diagram. In addition, some artificial generated outliers are introduced into the traffic flow data to see how well the different algorithms detect them. Three strategies-based on ensemble learning, partition and average LOF have been proposed to develop a better outlier recognizer. The experimental results reveal that these methods of outlier mining are feasible and valid to detect outliers in traffic data sets, and have a good potential for use in the domain of traffic engineering. The comparison and analysis presented in this paper are expected to provide some insights to practitioners who plan to use outlier mining for ITS data. Traffic flow forecasting has been regarded as a key problem of intelligent transport systems. In this work, we propose a hybrid multimodal deep learning method for short-term traffic flow forecasting, which can jointly and adaptively learn the spatial-temporal correlation features and long temporal interdependence of multi-modality traffic data by an attention auxiliary multimodal deep learning architecture. According to the highly nonlinear characteristics of multi-modality traffic data, the base module of our method consists of one-dimensional Convolutional Neural Networks (1D CNN) and Gated Recurrent Units (GRU) with the attention mechanism. The former is to capture the local trend features and the latter is to capture the long temporal dependencies. Then, we design a hybrid multimodal deep learning framework (HMDLF) for fusing share representation features of different modality traffic data by multiple CNN-GRU-Attention modules. The experimental results indicate that the proposed multimodal deep learning model is capable of dealing with complex nonlinear urban traffic flow forecasting with satisfying accuracy and effectiveness. Location is a key context ingredient and many existing pervasive applications rely on the current locations of their users. However, with the ability to predict the future location and movement behavior of a user, the usability of these applications can be greatly improved. In this paper, we propose an approach to predict both the intended destination and the future route of a person. Rather than predicting the destination and future route separately, we have focused on making prediction in an integrated way by exploiting personal movement data (i.e. trajectories) collected by GPS. Since trajectories contain daily whereabouts information of a person, the proposed approach first detects the significant places where the person may depart from or go to using a clustering-based algorithm called FBM (Forward-Backward Matching), then abstracts the trajectories based on a space partitioning method, and finally extracts movement patterns from the abstracted trajectories using an extended CRPM (Continuous Route Pattern Mining) algorithm. Extracted movement patterns are organized in terms of origin-destination couples. The prediction is made based on a pattern tree built from these movement patterns. With the real personal movement data of 14 participants, we conducted a number of experiments to evaluate the performance of our system. The results show that our approach can achieve approximately 80 and 60 accuracy in destination prediction and 1-step prediction, respectively, and result in an average deviation of approximately 60 m in continuous future route prediction. Finally, based on the proposed approach, we implemented a prototype running on mobile phones, which can extract patterns from a user's historical movement data and predict the destination and future route. The main contribution of this paper is a simple semi-supervised pipeline that only uses the original training set without collecting extra data. It is challenging in 1) how to obtain more training data only from the training set and 2) how to use the newly generated data. In this work, the generative adversarial network (GAN) is used to generate unlabeled samples. We propose the label smoothing regularization for outliers (LSRO). This method assigns a uniform label distribution to the unlabeled images, which regularizes the supervised model and improves the baseline. We verify the proposed method on a practical problem: person re-identification (re-ID). This task aims to retrieve a query person from other cameras. We adopt the deep convolutional generative adversarial network (DCGAN) for sample generation, and a baseline convolutional neural network (CNN) for representation learning. Experiments show that adding the GAN-generated data effectively improves the discriminative ability of learned CNN embeddings. On three large-scale datasets, Market-1501, CUHK03 and DukeMTMC-reID, we obtain +4.37 , +1.6 and +2.46 improvement in rank-1 precision over the baseline CNN, respectively. We additionally apply the proposed method to fine-grained bird recognition and achieve a +0.6 improvement over a strong baseline. The code is available at this https URL