English
Related papers

Related papers: Traffic Flows Analysis in High-Speed Computer Netw…

200 papers

Network traffic monitoring based on IP Flows is a standard monitoring approach that can be deployed to various network infrastructures, even the large IPS-based networks connecting millions of people. Since flow records traditionally…

Networking and Internet Architecture · Computer Science 2023-10-10 Josef Koumar , Karel Hynek , Jaroslav Pešek , Tomáš Čejka

We estimate the Hurst parameter $H \in (0,1)$ of a fractional Brownian motion from discrete noisy data, observed along a high frequency sampling scheme. When the intensity $\tau_n$ of the noise is smaller in order than $n^{-H}$ we establish…

Statistics Theory · Mathematics 2022-05-27 Grégoire Szymanski

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility…

Data Analysis, Statistics and Probability · Physics 2016-05-24 Pouya Manshour

In this work, we propose an algorithm performing short-term predictions of the flux of vehicles on a stretch of road, using past measurements of the flux. This algorithm is based on a physics-aware recurrent neural network. A discretization…

Machine Learning · Computer Science 2023-12-06 Mike Pereira , Annika Lang , Balázs Kulcsár

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated…

Statistical Finance · Quantitative Finance 2009-11-13 Cheoljun Eom , Sunghoon Choi , Gabjin Oh , Woo-Sung Jung

In order to maintain consistent quality of service, computer network engineers face the task of monitoring the traffic fluctuations on the individual links making up the network. However, due to resource constraints and limited access, it…

Applications · Statistics 2010-05-26 Joel Vaughan , Stilian A. Stoev , George Michailidis

Accurate roadway travel-time prediction is foundational to transportation systems analysis, yet widespread reliance on either data-intensive congestion models or overly na\"ive heuristics limits scalability and practical adoption in…

The substantial growth of network traffic speed and volume presents practical challenges to network data analysis. Packet thinning and flow aggregation protocols such as NetFlow reduce the size of datasets by providing structured data…

Applications · Statistics 2020-09-01 Prosha A. Rahman , Boris Beranger , Matthew Roughan , Scott A. Sisson

The purpose of this paper is to give an overview of the time series forecasting problem based on similarity of trajectories. Various methodologies are introduced and studied, and detailed discussions on hyperparameter optimization, outlier…

Methodology · Statistics 2023-09-20 İlker Arslan , Can Hakan Dağıdır , Ümit Işlak

A novel predictor for traffic flow forecasting, namely spatio-temporal Bayesian network predictor, is proposed. Unlike existing methods, our approach incorporates all the spatial and temporal information available in a transportation…

Artificial Intelligence · Computer Science 2017-12-27 Shiliang Sun , Changshui Zhang , Yi Zhang

Rush hour and sustained traffic flows in eight cities are studied using the IBM Mega Traffic Simulator to understand the importance of road structures and vehicle acceleration in the prevention of gridlock. Individual cars among the tens of…

Physics and Society · Physics 2024-01-03 Bruce G. Elmegreen , Tayfun Gokmen , Biruk Habtemariam

Monitoring and control of traffic networks represent alternative, inexpensive strategies to minimize traffic congestion. As the number of traffic sensors is naturally constrained by budgetary requirements, real-time estimation of traffic…

Systems and Control · Computer Science 2019-11-12 Sebastian A. Nugroho , Ahmad F. Taha , Christian Claudel

This research focuses on timestamping methods for profiling network traffic in software-based environments. Accurate timestamping is crucial for evaluating network performance, particularly in Time-Sensitive Networking (TSN). We explore and…

Networking and Internet Architecture · Computer Science 2025-06-04 Álex Gracia , José Luis Briz , Héctor Blanco-Alcaine , Juan Segarra , Alitzel G. Torres-Macías , Antonio Ramírez-Treviño

A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used…

Statistical Finance · Quantitative Finance 2012-11-15 Jingzhao Qi , Huijie Yang

This paper proposes a deep learning approach for traffic flow prediction in complex road networks. Traffic flow data from induction loop sensors are essentially a time series, which is also spatially related to traffic in different road…

Computer Vision and Pattern Recognition · Computer Science 2018-09-24 Youngjoo Kim , Peng Wang , Yifei Zhu , Lyudmila Mihaylova

Understanding the dynamics of truck volumes and activities across the skeleton traffic network is pivotal for effective traffic planning, traffic management, sustainability analysis, and policy making. Yet, relying solely on average annual…

Networking and Internet Architecture · Computer Science 2024-11-05 Diyi Liu , Ankur Shiledar , Hyeonsup Lim , Vivek Sujan , Adam Siekmann , Junchuan Fan , Lee D. Han

In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst exponent and inverse statistics for the price time series…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 M. Bartolozzi , C. Mellen , F. Chan , D. Oliver , T. Di Matteo , T. Aste

Monitoring the dynamics of traffic in major corridors can provide invaluable insight for traffic planning purposes. An important requirement for this monitoring is the availability of methods to automatically detect major traffic events and…

Computer Vision and Pattern Recognition · Computer Science 2020-07-13 Sanaz Aliari , Kaveh F. Sadabadi

A macroscopic model-based approach for estimation of the traffic state, specifically of the (total) density and flow of vehicles, is developed for the case of "mixed" traffic, i.e., traffic comprising both ordinary and connected vehicles.…

Optimization and Control · Mathematics 2015-04-28 Nikolaos Bekiaris-Liberis , Claudio Roncoli , Markos Papageorgiou

In the optimal velocity model with a time lag, we show that there appear multiple exact solutions in some ranges of car density, describing a uniform flow, a stable and an unstable congested flows. This establishes the presence of…

patt-sol · Physics 2007-05-23 Yuji Igarashi , Katsumi Itoh , Ken Nakanishi , Kazuhiro Ogura , Ken Yokokawa