1.6LGJul 3, 2021
Clustering of Time Series Data with Prior Geographical InformationReza Asadi, Amelia Regan
Time Series data are broadly studied in various domains of transportation systems. Traffic data area challenging example of spatio-temporal data, as it is multi-variate time series with high correlations in spatial and temporal neighborhoods. Spatio-temporal clustering of traffic flow data find similar patterns in both spatial and temporal domain, where it provides better capability for analyzing a transportation network, and improving related machine learning models, such as traffic flow prediction and anomaly detection. In this paper, we propose a spatio-temporal clustering model, where it clusters time series data based on spatial and temporal contexts. We propose a variation of a Deep Embedded Clustering(DEC) model for finding spatio-temporal clusters. The proposed model Spatial-DEC (S-DEC) use prior geographical information in building latent feature representations. We also define evaluation metrics for spatio-temporal clusters. Not only do the obtained clusters have better temporal similarity when evaluated using DTW distance, but also the clusters better represents spatial connectivity and dis-connectivity. We use traffic flow data obtained by PeMS in our analysis. The results show that the proposed Spatial-DEC can find more desired spatio-temporal clusters.
4.1LGFeb 2, 2019
A Spatial-Temporal Decomposition Based Deep Neural Network for Time Series ForecastingReza Asadi, Amelia Regan
Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term patterns, and the curse of dimensionality. In this paper, we propose a deep neural network framework for large-scale spatial time series forecasting problems. We explicitly designed the neural network architecture for capturing various types of patterns. In preprocessing, a time series decomposition method is applied to separately feed short-term, long-term and spatial patterns into different components of a neural network. A fuzzy clustering method finds cluster of neighboring time series based on similarity of time series residuals; as they can be meaningful short-term patterns for spatial time series. In neural network architecture, each kernel of a multi-kernel convolution layer is applied to a cluster of time series to extract short-term features in neighboring areas. The output of convolution layer is concatenated by trends and followed by convolution-LSTM layer to capture long-term patterns in larger regional areas. To make a robust prediction when faced with missing data, an unsupervised pretrained denoising autoencoder reconstructs the output of the model in a fine-tuning step. The experimental results illustrate the model outperforms baseline and state of the art models in a traffic flow prediction dataset.