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Have you ever felt miserable because of a sudden whipsaw in the price that triggered an unfortunate trade? In an attempt to remove this noise, technical analysts have used various types of moving averages (simple, exponential, adaptive one…

Trading and Market Microstructure · Quantitative Finance 2018-08-13 Eric Benhamou

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

Accurate prediction of traffic signal duration for roadway junction is a challenging problem due to the dynamic nature of traffic flows. Though supervised learning can be used, parameters may vary across roadway junctions. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2018-11-26 Santhosh Kelathodi Kumaran , Debi Prosad Dogra , Partha Pratim Roy

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

Statistics Theory · Mathematics 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

Kalman Filter (KF) is widely used in various domains to perform sequential learning or variable estimation. In the context of autonomous vehicles, KF constitutes the core component of many Advanced Driver Assistance Systems (ADAS), such as…

Robotics · Computer Science 2020-12-17 Yuzhe Ma , Jon Sharp , Ruizhe Wang , Earlence Fernandes , Xiaojin Zhu

Crowd flow prediction has been increasingly investigated in intelligent urban computing field as a fundamental component of urban management system. The most challenging part of predicting crowd flow is to measure the complicated…

Machine Learning · Computer Science 2020-02-25 Haoxing Lin , Weijia Jia , Yongjian You , Yiping Sun

Safety-critical applications such as autonomous vehicles and social robots require fast computation and accurate probability density estimation on trajectory prediction. To address both requirements, this paper presents a new normalizing…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Takahiro Maeda , Norimichi Ukita

We developed a distributed data mining system to elaborate a decision concerning the cause of urban traffic congestion via emerging connected vehicle (CV) technology. We observe this complex phenomena through the interactions between…

Signal Processing · Electrical Eng. & Systems 2020-12-07 Al Mallah Ranwa , Farooq Bilal , Quintero Alejandro

Attitude and Heading Reference Systems (AHRSs) are broadly applied wherever reliable orientation and motion sensing is required. In this paper, we present an improved Cubature Kalman Filter (CKF) with lower computational cost while…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Shunsei Yamagishi , Lei Jing

The computation required for a switching Kalman Filter (SKF) increases exponentially with the number of system operation modes. In this paper, a computationally tractable graph representation is proposed for a switching linear dynamic…

Signal Processing · Electrical Eng. & Systems 2022-03-09 Parisa Karimi , Mark Butala , Zhizhen Zhao , Farzad Kamalabadi

Path delays in IP networks are important metrics, required by network operators for assessment, planning, and fault diagnosis. Monitoring delays of all source-destination pairs in a large network is however challenging and wasteful of…

Networking and Internet Architecture · Computer Science 2016-11-17 Ketan Rajawat , Emiliano Dall'Anese , Georgios B. Giannakis

Accurate traffic forecasting is a fundamental problem in intelligent transportation systems and learning long-range traffic representations with key information through spatiotemporal graph neural networks (STGNNs) is a basic assumption of…

Machine Learning · Computer Science 2024-03-26 Qinyao Luo , Silu He , Xing Han , Yuhan Wang , Haifeng Li

This paper proposes a novel framework to predict traffic flows' bandwidth ahead of time. Modern network management systems share a common issue: the network situation evolves between the moment the decision is made and the moment when…

Networking and Internet Architecture · Computer Science 2021-12-07 Maxime Labonne , Jorge López , Claude Poletti , Jean-Baptiste Munier

Connected vehicles disseminate detailed data, including their position and speed, at a very high frequency. Such data can be used for accurate real-time analysis, prediction and control of transportation systems. The outstanding challenge…

Applications · Statistics 2018-11-02 Negin Alemazkoor , Hadi Meidani

We present a modular, production-ready approach that integrates compact Neural Network (NN) into a Kalmanfilter-based Multi-Object Tracking (MOT) pipeline. We design three tiny task-specific networks to retain modularity, interpretability…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Christian Alexander Holz , Christian Bader , Markus Enzweiler , Matthias Drüppel

Predicting a trip's travel time is essential for route planning and navigation applications. The majority of research is based on international data that does not apply to Pakistan's road conditions. We designed a complete pipeline for…

Artificial Intelligence · Computer Science 2025-05-20 Muhammad Awais Amin , Jawad-Ur-Rehman Chughtai , Waqar Ahmad , Waqas Haider Bangyal , Irfan Ul Haq

Critical incident stages identification and reasonable prediction of traffic incident duration are essential in traffic incident management. In this paper, we propose a traffic incident duration prediction model that simultaneously predicts…

Machine Learning · Computer Science 2019-11-21 Kaiqun Fu , Taoran Ji , Liang Zhao , Chang-Tien Lu

In this paper, we study the prediction performance of the Kalman filter (KF) in a worst-case, minimax setting as studied in online machine learning, information - and game theory. The aim is to predict the sequence of observations almost as…

Optimization and Control · Mathematics 2016-11-23 Sholeh Yasini , Kristiaan Pelckmans

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

Recent work has shown that machine-learned predictions can provably improve the performance of classic algorithms. In this work, we propose the first minimum-cost network flow algorithm augmented with a dual prediction. Our method is based…

Machine Learning · Computer Science 2026-01-29 Zhiyang Chen , Hailong Yao , Xia Yin