论文标题
预测具有非组织时间矩阵分解的城市道路网络的稀疏运动速度
Forecasting Sparse Movement Speed of Urban Road Networks with Nonstationary Temporal Matrix Factorization
论文作者
论文摘要
根据乘车车辆或出租车轨迹计算得出的城市道路网络的运动速度数据通常是高维,稀疏且非平稳的(例如,展示季节性)。为了应对这些挑战,我们提出了一个非平稳的时间矩阵分解(NOTMF)模型,该模型利用矩阵分解将高维和稀疏运动速度数据投影到低维度潜在空间中。这导致了一个简洁的公式,并在空间和时间因子矩阵之间乘法。为了表征时间相关性,NOTMF使用高阶矢量自动降低(VAR)对季节性差异因素进行潜在方程。这种方法不仅保留了稀疏运动速度数据的低级结构,而且还保持了一致的时间动态,包括季节性信息。 NOTMF的学习过程涉及优化空间和时间因子矩阵以及VAR系数矩阵的集合。为了有效地解决这一问题,我们引入了一个交替的最小化框架,该框架解决了使用共轭梯度方法估算时间因子矩阵的具有挑战性的程序,因为子问题涉及两者都涉及部分观察到的矩阵分解和季节性差异。为了评估NOTMF的预测性能,我们对Uber运动速度数据集进行了广泛的实验,这些实验是根据乘车车辆轨迹估算的。由于城市道路网络上的乘车共享车辆不足,这些数据集包含很大一部分缺失值。尽管存在丢失的数据,但与基线模型相比,NOTMF表现出较高的预测准确性和有效性。此外,随着运动速度数据的季节性非常关注,实验结果突出了解决运动速度数据的非平稳性的重要性。
Movement speed data from urban road networks, computed from ridesharing vehicles or taxi trajectories, is often high-dimensional, sparse, and nonstationary (e.g., exhibiting seasonality). To address these challenges, we propose a Nonstationary Temporal Matrix Factorization (NoTMF) model that leverages matrix factorization to project high-dimensional and sparse movement speed data into low-dimensional latent spaces. This results in a concise formula with the multiplication between spatial and temporal factor matrices. To characterize the temporal correlations, NoTMF takes a latent equation on the seasonal differenced temporal factors using higher-order vector autoregression (VAR). This approach not only preserves the low-rank structure of sparse movement speed data but also maintains consistent temporal dynamics, including seasonality information. The learning process for NoTMF involves optimizing the spatial and temporal factor matrices along with a collection of VAR coefficient matrices. To solve this efficiently, we introduce an alternating minimization framework, which tackles a challenging procedure of estimating the temporal factor matrix using conjugate gradient method, as the subproblem involves both partially observed matrix factorization and seasonal differenced VAR. To evaluate the forecasting performance of NoTMF, we conduct extensive experiments on Uber movement speed datasets, which are estimated from ridesharing vehicle trajectories. These datasets contain a large proportion of missing values due to insufficient ridesharing vehicles on the urban road network. Despite the presence of missing data, NoTMF demonstrates superior forecasting accuracy and effectiveness compared to baseline models. Moreover, as the seasonality of movement speed data is of great concern, the experiment results highlight the significance of addressing the nonstationarity of movement speed data.