Zhihang Yuan

Zhihang Yuan, Leyang Xue, Waleed Ahsan et al.

Traffic forecasting based network operation optimization and management offers enormous promise but also presents significant challenges from traffic forecasting perspective. While deep learning models have proven to be relatively more effective than traditional statistical methods for time series forecasting, their reliability is not satisfactory due to their inability to effectively handle unique characteristics of network traffic. In particular, the burst and complex traffic patterns makes the existing models less reliable, as each type of deep learning model has limited capability in capturing traffic patterns. To address this issue, we introduce TUBO, a novel machine learning framework custom designed for reliable network traffic forecasting. TUBO features two key components: burst processing for handling significant traffic fluctuations and model selection for adapting to varying traffic patterns using a pool of models. A standout feature of TUBO is its ability to provide deterministic predictions along with quantified uncertainty, which serves as a cue for identifying the most reliable forecasts. Evaluations on three real-world network demand matrix (DM) datasets (Abilene, GEANT, and CERNET) show that TUBO significantly outperforms existing methods on forecasting accuracy (by 4 times), and also achieves up to 94% accuracy in burst occurrence forecasting. Furthermore, we also consider traffic demand forecasting based proactive traffic engineering (TE) as a downstream use case. Our results show that compared to reactive approaches and proactive TE using the best existing DM forecasting methods, proactive TE powered by TUBO improves aggregated throughput by 9 times and 3 times, respectively.

Zhihang Yuan, Zhiyuan Liu, Mahesh K. Marina

Multivariate time series forecasting involves two qualitatively distinct factors: (i) stable within-series autoregressive (AR) dynamics, and (ii) intermittent cross-dimension interactions that can become spurious over long horizons. We argue that fitting a single model to capture both effects creates an optimization conflict: the high-variance updates needed for cross-dimension modeling can corrupt the gradients that support autoregression, resulting in brittle training and degraded long-horizon accuracy. To address this, we propose ALTTS, a dual-path framework that explicitly decouples autoregression and cross-relation (CR) modeling. In ALTTS, the AR path is instantiated with a linear predictor, while the CR path uses a Transformer equipped with Cross-Relation Self-Attention (CRSA); the two branches are coordinated via alternating optimization to isolate gradient noise and reduce cross-block interference. Extensive experiments on multiple benchmarks show that ALTTS consistently outperforms prior methods, with the most pronounced improvements on long-horizon forecasting. Overall, our results suggest that carefully designed optimization strategies, rather than ever more complex architectures, can be a key driver of progress in multivariate time series forecasting.