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Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…

Trading and Market Microstructure · Quantitative Finance 2018-04-04 Marcello Rambaldi , Vladimir Filimonov , Fabrizio Lillo

We estimate the Hurst parameter $H$ of a fractional Brownian motion from discrete noisy data observed along a high frequency sampling scheme. The presence of systematic experimental noise makes recovery of $H$ more difficult since relevant…

Statistics Theory · Mathematics 2007-12-18 Arnaud Gloter , Marc Hoffmann

Real-time network traffic forecasting is crucial for network management and early resource allocation. Existing network traffic forecasting approaches operate under the assumption that the network traffic data is fully observed. However, in…

Networking and Internet Architecture · Computer Science 2025-06-12 Lei Deng , Wenhan Xu , Jingwei Li , Danny H. K. Tsang

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Rapid urbanization has intensified traffic congestion, environmental strain, and inefficiencies in transportation systems, creating an urgent need for intelligent and adaptive traffic management solutions. Conventional systems relying on…

Machine Learning · Computer Science 2025-10-14 Shaharyar Alam Ansari , Mohammad Luqman , Aasim Zafar , Savir Ali

Traffic flow forecasting is considered a critical task in the field of intelligent transportation systems. In this paper, to address the issue of low accuracy in long-term forecasting of spatial-temporal big data on traffic flow, we propose…

Machine Learning · Computer Science 2024-07-17 Baichao Long , Wang Zhu , Jianli Xiao

The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of…

Probability · Mathematics 2022-01-12 Daniela Hurtado-Lange , Siva Theja Maguluri

We present a novel framework that leverages time series clustering to improve internet traffic matrix (TM) prediction using deep learning (DL) models. Traffic flows within a TM often exhibit diverse temporal behaviors, which can hinder…

Machine Learning · Computer Science 2025-09-19 Martha Cash , Alexander Wyglinski

The plethora of Internet of Things (IoT) devices leads to explosive network traffic. The network traffic classification (NTC) is an essential tool to explore behaviours of network flows, and NTC is required for Internet service providers…

Networking and Internet Architecture · Computer Science 2021-10-01 Yoga Suhas Kuruba Manjunath , Sihao Zhao , Xiao-Ping Zhang

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

We address the problem of simultaneously estimating arc travel times in a network \emph{and} parameters of route choice models for strategic and tactical network planning purposes. Hitherto, these interdependent tasks have been approached…

Methodology · Statistics 2025-11-13 Sobhan Mohammadpour , Emma Frejinger

The MGT fluid model has been used extensively to guide designs of AQM schemes aiming to alleviate adverse effects of Internet congestion. In this paper, we provide a new analysis of a TCP/AQM system that aims to improve the accuracy of the…

Networking and Internet Architecture · Computer Science 2013-07-05 Qin Xu , Fan Li , Jinsheng Sun , Moshe Zukerman

This paper pioneers a nonroutine network traffic prediction (NNTP) method to prospectively provide a theoretical basis for avoiding large-scale network disruption by accurately predicting bursty traffic. Certain events that impact user…

Networking and Internet Architecture · Computer Science 2024-10-22 Liangzhi Wang , Haoyuan Zhu , Jiliang Zhang , Zitian Zhang , Jie Zhang

Computational efficiency is an important consideration for deploying machine learning models for time series prediction in an online setting. Machine learning algorithms adjust model parameters automatically based on the data, but often…

Machine Learning · Computer Science 2018-11-05 Hongyuan Zhan , Gabriel Gomes , Xiaoye S. Li , Kamesh Madduri , Kesheng Wu

Driven many-particle systems with nonlinear interactions are known to often display multi-stability, i.e. depending on the respective initial condition, there may be different outcomes. Here, we study this phenomenon for traffic models,…

Physics and Society · Physics 2009-11-13 Dirk Helbing , Mehdi Moussaid

This dissertation proposes two solutions for urban traffic control in the presence of connected and automated vehicles. First a centralized platoon-based controller is proposed for the cooperative intersection management problem that takes…

Machine Learning · Computer Science 2020-12-11 Masoud Bashiri

Proportional fair scheduling (PFS) has been adopted as a standard solution for fair resource allocation in modern wireless cellular networks. With the emergence of heterogeneous networks with widely varying user loads, it is of great…

Information Theory · Computer Science 2017-01-23 Fei Liu , Janne Riihijärvi , Marina Petrova

Fractal behavior and long-range dependence have been observed in tele-traffic measurement and characterization. In this paper we show results of application of the fractal analysis to internet traffic via various methods. Our result…

Computational Physics · Physics 2007-05-23 K. B. Chong , K. Y. Choo

Traffic signal control algorithms are vulnerable to distribution shift, where performance degrades under traffic conditions that differ from those seen during design or training. This paper introduces a principled approach to quantify…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Federico Taschin , Ozan K. Tonguz
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