Deep Echo State Networks for Short-Term Traffic Forecasting: Performance Comparison and Statistical Assessment
TECNALIA, Basque Research and Technology Alliance (BRTA)（TECNALIA，巴斯克研究与技术联盟（BRTA））；University of the Basque Country (UPV/EHU)（巴斯克大学（UPV/EHU））；National Technical University of Athens (NTUA)（雅典国立技术大学（NTUA））
Javier Del Ser, Ibai Lana, Eric L. Manibardo, Izaskun Oregi, Eneko Osaba, Jesus L. Lobo, Miren Nekane Bilbao, Eleni I. Vlahogianni
In short-term traffic forecasting, the goal is to accurately predict future values of a traffic parameter of interest occurring shortly after the prediction is queried. The activity reported in this long-standing research field has been lately dominated by different Deep Learning approaches, yielding overly complex forecasting models that in general achieve accuracy gains of questionable practical utility. In this work we elaborate on the performance of Deep Echo State Networks for this particular task. The efficient learning algorithm and simpler parametric configuration of these alternative modeling approaches make them emerge as a competitive traffic forecasting method for real ITS applications deployed in devices and systems with stringently limited computational resources. An extensive comparison benchmark is designed with real traffic data captured over the city of Madrid (Spain), amounting to more than 130 automatic Traffic Readers (ATRs) and several shallow learning, ensembles and Deep Learning models. Results from this comparison benchmark and the analysis of the statistical significance of the reported performance gaps are decisive: Deep Echo State Networks achieve more accurate traffic forecasts than the rest of considered modeling counterparts.
Echo state networks are computationally lightweight reservoir models inspired by the random projections observed in cortical circuitry. As interest in reservoir computing has grown, networks have become deeper and more intricate. While these networks are increasingly applied to nontrivial forecasting tasks, there is a need for comprehensive performance analysis of deep reservoirs. In this work, we study the influence of partitioning neurons given a budget and the effect of parallel reservoir pathways across different datasets exhibiting multi-scale and nonlinear dynamics.
Technical University of Munich（慕尼黑工业大学）；Institute for Advanced Study, Technical University of Munich（慕尼黑工业大学高等研究院）；University of Cambridge（剑桥大学）
We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their predictions do not violate physical laws. This is achieved by introducing an additional loss function during the training of the ESNs, which penalizes non-physical predictions without the need of any additional training data. This approach is demonstrated on a chaotic Lorenz system, where the physics-informed ESNs improve the predictability horizon by about two Lyapun…
Jupiter Intelligence；University of Missouri（密苏里大学）
Long-lead forecasting for spatio-temporal systems can often entail complex nonlinear dynamics that are difficult to specify it a priori. Current statistical methodologies for modeling these processes are often highly parameterized and thus, challenging to implement from a computational perspective. One potential parsimonious solution to this problem is a method from the dynamical systems and engineering literature referred to as an echo state network (ESN). ESN models use so-called {\it reservoir computing} to efficiently compute recurrent neural network (RNN) forecasts. Moreover, so-called "d…
Traffic forecasting is essential for the traffic construction of smart cities in the new era. However, traffic data's complex spatial and temporal dependencies make traffic forecasting extremely challenging. Most existing traffic forecasting methods rely on the predefined adjacency matrix to model the Spatio-temporal dependencies. Nevertheless, the road traffic state is highly real-time, so the adjacency matrix should change dynamically with time. This article presents a new Multi-Spatio-temporal Fusion Graph Recurrent Network (MSTFGRN) to address the issues above. The network proposes a data-…
TECNALIA（泰克纳利亚）；Basque Research and Technology Alliance (BRTA)（巴斯克研究与技术联盟（BRTA））；University of the Basque Country (UPV/EHU)（巴斯克大学（UPV/EHU））
Since their inception, learning techniques under the Reservoir Computing paradigm have shown a great modeling capability for recurrent systems without the computing overheads required for other approaches. Among them, different flavors of echo state networks have attracted many stares through time, mainly due to the simplicity and computational efficiency of their learning algorithm. However, these advantages do not compensate for the fact that echo state networks remain as black-box models whose decisions cannot be easily explained to the general audience. This work addresses this issue by co…
Echo State Networks for Bitcoin Time Series Prediction
DFKI, Saarland Informatics Campus, Germany（德国达姆施塔特研究所，萨尔兰信息技术校园）；Politecnico di Milano, Italy（意大利米兰理工学院）；University of Stirling, UK（英国斯特林大学）；National Institute of Informatics, Japan（日本信息学研究院）
China Mobile Research Institute（中国移动研究院）；Beijing University of Posts and Telecommunications（北京邮电大学）
Mobile network traffic forecasting is one of the key functions in daily network operation. A commercial mobile network is large, heterogeneous, complex and dynamic. These intrinsic features make mobile network traffic forecasting far from being solved even with recent advanced algorithms such as graph convolutional network-based prediction approaches and various attention mechanisms, which have been proved successful in vehicle traffic forecasting. In this paper, we cast the problem as a spatial-temporal sequence prediction task. We propose a novel deep learning network architecture, Adaptive …
HieraMix: A Hierarchical MLP-Mixer for Large-Scale Traffic Forecasting
State Key Laboratory of Complex & Critical Software Environment (SKLCCSE)（复杂关键软件环境国家重点实验室）；School of Computer Science and Engineering, Beihang University（北京航空航天大学计算机科学与工程学院）；MOE Engineering Research Center of Advanced Computer Application Technology, Beihang University（教育部先进计算机应用技术工程研究中心，北京航空航天大学）
Traffic flow forecasting on graphs has real-world applications in many fields, such as transportation system and computer networks. Traffic forecasting can be highly challenging due to complex spatial-temporal correlations and non-linear traffic patterns. Existing works mostly model such spatial-temporal dependencies by considering spatial correlations and temporal correlations separately and fail to model the direct spatial-temporal correlations. Inspired by the recent success of transformers in the graph domain, in this paper, we propose to directly model the cross-spatial-temporal correlati…
A Hybrid Method for Traffic Flow Forecasting Using Multimodal Deep Learning
School of Information Science and Technology, National Engineering Laboratory of Integrated Transportation Big Data Application Technology（信息科学与技术学院，集成交通大数据应用技术国家工程实验室）；Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology（计算机科学与工程系，台湾大学科技学院）
Accurate real-time traffic forecasting is a core technological problem against the implementation of the intelligent transportation system. However, it remains challenging considering the complex spatial and temporal dependencies among traffic flows. In the spatial dimension, due to the connectivity of the road network, the traffic flows between linked roads are closely related. In terms of the temporal factor, although there exists a tendency among adjacent time points in general, the importance of distant past points is not necessarily smaller than that of recent past points since traffic fl…
College of Computer Science and Technology, Zhejiang University（浙江大学计算机科学与技术学院）；Alibaba Group（阿里巴巴集团）
Traffic forecasting is of great importance to transportation management and public safety, and very challenging due to the complicated spatial-temporal dependency and essential uncertainty brought about by the road network and traffic conditions. Latest studies mainly focus on modeling the spatial dependency by utilizing graph convolutional networks (GCNs) throughout a fixed weighted graph. However, edges, i.e., the correlations between pair-wise nodes, are much more complicated and interact with each other. In this paper, we propose the Multi-Range Attentive Bicomponent GCN (MRA-BGCN), a nove…
Nanyang Technological University（南洋理工大学）；Agency for Science, Technology and Research（新加坡科技研究局）；Institute for Infocomm Research（资讯通信研究院）
Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying functioning patterns of traffic networks as a result of this progress. Due to the fact that traffic data and facility utilization circumstances are sequentially dependent on past and present situations, several related neural network techniques based on temporal dependency extraction models have been developed to solve the problem. The complicated topological road st…
Traffic flow forecasting is a crucial task in urban computing. The challenge arises as traffic flows often exhibit intrinsic and latent spatio-temporal correlations that cannot be identified by extracting the spatial and temporal patterns of traffic data separately. We argue that such correlations are universal and play a pivotal role in traffic flow. We put forward {spacetime interval learning} as a paradigm to explicitly capture these correlations through a unified analysis of both spatial and temporal features. Unlike the state-of-the-art methods, which are restricted to a particular road n…
Traffic forecasting is a critical task to extract values from cyber-physical infrastructures, which is the backbone of smart transportation. However owing to external contexts, the dynamics at each sensor are unique. For example, the afternoon peaks at sensors near schools are more likely to occur earlier than those near residential areas. In this paper, we first analyze real-world traffic data to show that each sensor has a unique dynamic. Further analysis also shows that each pair of sensors also has a unique dynamic. Then, we explore how node embedding learns the unique dynamics at every se…
Ulsan National Institute of Science and Technology（蔚山科学技术院）
Traffic forecasting is a challenging problem due to complex road networks and sudden speed changes caused by various events on roads. A number of models have been proposed to solve this challenging problem with a focus on learning spatio-temporal dependencies of roads. In this work, we propose a new perspective of converting the forecasting problem into a pattern matching task, assuming that large data can be represented by a set of patterns. To evaluate the validness of the new perspective, we design a novel traffic forecasting model, called Pattern-Matching Memory Networks (PM-MemNet), which…
Spatiotemporal Forecasting of Traffic Flow using Wavelet-based Temporal Attention
Sorbonne University（索邦大学）；Indian Institute of Science, Education and Research, Kolkata（印度科学教育与研究学院（加尔各答））；International Institute of Information Technology, Bangalore（班加罗尔国际信息技术学院）
TECNALIA, Basque Research and Technology Alliance (BRTA)（TECNALIA，巴斯克研究与技术联盟（BRTA））；University of the Basque Country (UPV/EHU)（巴斯克大学（UPV/EHU））
Deep Learning methods have been proven to be flexible to model complex phenomena. This has also been the case of Intelligent Transportation Systems (ITS), in which several areas such as vehicular perception and traffic analysis have widely embraced Deep Learning as a core modeling technology. Particularly in short-term traffic forecasting, the capability of Deep Learning to deliver good results has generated a prevalent inertia towards using Deep Learning models, without examining in depth their benefits and downsides. This paper focuses on critically analyzing the state of the art in what ref…
Mediamobile（Mediamobile 公司）；Institut de Mathématiques de Toulouse（图卢兹数学研究所）；INSA（法国国立应用科学学院）
In this paper, we propose deep learning architectures (FNN, CNN and LSTM) to forecast a regression model for time dependent data. These algorithm's are designed to handle Floating Car Data (FCD) historic speeds to predict road traffic data. For this we aggregate the speeds into the network inputs in an innovative way. We compare the RMSE thus obtained with the results of a simpler physical model, and show that the latter achieves better RMSE accuracy. We also propose a new indicator, which evaluates the algorithms improvement when compared to a benchmark prediction. We conclude by questioning …
