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Register a new userDeep Echo State Networks for Short-Term Traffic Forecasting: Performance Comparison and Statistical Assessment
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Javier Del Ser Dr.
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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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.
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We present in this paper a model for forecasting short-term power loads based on deep residual networks. The proposed model is able to integrate domain knowledge and researchers understanding of the task by virtue of different neural network building blocks. Specifically, a modified deep residual network is formulated to improve the forecast results. Further, a two-stage ensemble strategy is used to enhance the generalization capability of the proposed model. We also apply the proposed model to probabilistic load forecasting using Monte Carlo dropout. Three public datasets are used to prove the effectiveness of the proposed model. Multiple test cases and comparison with existing models show that the proposed model is able to provide accurate load forecasting results and has high generalization capability.
Echo state networks (ESNs) have been recently proved to be universal approximants for input/output systems with respect to various $L ^p$-type criteria. When $1leq p< infty$, only $p$-integrability hypotheses need to be imposed, while in the case $p=infty$ a uniform boundedness hypotheses on the inputs is required. This note shows that, in the last case, a universal family of ESNs can be constructed that contains exclusively elements that have the echo state and the fading memory properties. This conclusion could not be drawn with the results and methods available so far in the literature.
Echo State Networks (ESNs) are recurrent neural networks that only train their output layer, thereby precluding the need to backpropagate gradients through time, which leads to significant computational gains. Nevertheless, a common issue in ESNs is determining its hyperparameters, which are crucial in instantiating a well performing reservoir, but are often set manually or using heuristics. In this work we optimize the ESN hyperparameters using Bayesian optimization which, given a limited budget of function evaluations, outperforms a grid search strategy. In the context of large volumes of time series data, such as light curves in the field of astronomy, we can further reduce the optimization cost of ESNs. In particular, we wish to avoid tuning hyperparameters per individual time series as this is costly; instead, we want to find ESNs with hyperparameters that perform well not just on individual time series but rather on groups of similar time series without sacrificing predictive performance significantly. This naturally leads to a notion of clusters, where each cluster is represented by an ESN tuned to model a group of time series of similar temporal behavior. We demonstrate this approach both on synthetic datasets and real world light curves from the MACHO survey. We show that our approach results in a significant reduction in the number of ESN models required to model a whole dataset, while retaining predictive performance for the series in each cluster.
We propose an approximation of Echo State Networks (ESN) that can be efficiently implemented on digital hardware based on the mathematics of hyperdimensional computing. The reservoir of the proposed integer Echo State Network (intESN) is a vector containing only n-bits integers (where n<8 is normally sufficient for a satisfactory performance). The recurrent matrix multiplication is replaced with an efficient cyclic shift operation. The proposed intESN approach is verified with typical tasks in reservoir computing: memorizing of a sequence of inputs; classifying time-series; learning dynamic processes. Such architecture results in dramatic improvements in memory footprint and computational efficiency, with minimal performance loss. The experiments on a field-programmable gate array confirm that the proposed intESN approach is much more energy efficient than the conventional ESN.
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.
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