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Statistical Models for Road Traffic Forecasting Mediamobile & - - PowerPoint PPT Presentation

Statistical Models for Road Traffic Forecasting Mediamobile & Insitut Mathmatique de Toulouse Collaboration with: Guillaume Allain, Thibault Espinasse, Fabrice Gamboa, Philippe Goudal, Jean-Michel Loubes 17 November 2015 Mediamobile"


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Statistical Models for Road Traffic Forecasting

Mediamobile & Insitut Mathématique de Toulouse Collaboration with: Guillaume Allain, Thibault Espinasse, Fabrice Gamboa, Philippe Goudal, Jean-Michel Loubes 17 November 2015

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2"

  • Specialists"in"Traffic"and"Mobility"since"1996"
  • Experts"in"RDS.TMC,"DAB.TPEG"and"connected"services"
  • Part"of"the"TDF"group,"European"Leader"in"Terrestrial"

Broadcast"

  • Present"in"France,"Germany,"Finland,"Sweden,"Norway,"

Denmark,"and"Poland""

  • Our"mobility"solu;ons"are"called"

Confiden;al"

Mediamobile"

European"Leader"in"Traffic"Broadcast"

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3"

«"Increase"the"road"efficiency"and"the"motorist"safety"in"providing" the"best"real"8me"traffic"and"mobility"informa8on"in"Europe"»""

Confiden;al"

Our"Mission"

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4" Confiden;al"

V.Traffic"–"Key"dates"

  • Crea;on" of" Mediamobile" by" TDF," Renault" and" Cofiroute"
  • Manufacturer"and"distributor"of"Visionaute,"first"PND"to"calculate"

travel";me"using"the"RDS.TMC"technology."

  • 1st" traffic" informa;on" service" for" mobile" phones" (France"

Telecom).""Among"the"first"users"of"the"WAP"technology."

  • First" contracts" with" car" manufacturers" to" feed" their" in.dash"

naviga;on" systems" with" real" ;me" traffic" informa;on"

  • Switch"from"B2C"to"B2B,"pioneer"of"one.off"fee"model"in"Europe""
  • Traffic" informa;on" services" marketed" under" the" V.Trafic"

brand""""

  • Integra;on" of" Mediamobile" into" TDF’s" Mul;media" business" unit"
  • Partnership"with"Orange,"inves;ga;ng"possibili;es"to"produce"

traffic" informa;on" via" the" Floa;ng" Mobile" Data" tech"

  • Joint"venture"with"Infoblu"(Italy)"and"ITIS"Holdings"(UK)"to"provide"

connected"Pan.European"offering"to"car"manufacturers."

  • Acquisi;on" of" Des;a" Traffic" assets" in" June" 2010," renamed"

Mediamobile"Nordic"

  • BMW"connected"service"launched,"1st""TPEG"connected"

service"in"France."

  • Toyota" TPEG" DAB" broadcast" service" launched" in" Belgium" in""

partnership"with"BeMobile."

  • Launch"of"the"first"TPEG"DAB"commercial"service"in"Germany."
  • First" RDS.TMC" Pan" European" Broadcast" contract" (Volvo)," in"

partnership"with"Be"Mobile,"Infoblu,"Traffic"Master,"TrafficNav"

  • DAB"service"launched"in"Norway"with"Garmin."

Multimédia

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5" Confiden;al"

Automo;ve"manufacturers"

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6" Confiden;al"

Naviga;on"solu;ons"providers"

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7"

Mediamobile"offers" traffic"informa;on"" in"over"20"European" countries"directly," through"our"partner" network"including" BeMobile,)Infoblu) Trafficmaster"and" TrafficNav)…"

Confiden;al"

Mediamobile"&"partners"

Traffic"services"available"today"(all"technologies)"

Mediamobile" France "" Germany" Sweden" Finland "" Norway" Poland" Denmark" Trafficmaster" UK" Infoblu" Italy "" Be?mobile" Belgium" Greece "" Luxembourg" Portugal" Romania "" Netherlands "" Turkey" TrafficNav" Bulgaria"" Croa;a" Hungary" Ireland "" Slovakia" Slovenia ""

Mediamobile" Trafficmaster,"" Bemobile,"" InfoBlue" TrafficNav"

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8" Confiden;al"

V.traffic"–"mastering"the"value"chain"

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9" Confiden;al"

Floa;ng"Car"Data"

France":"

  • +2 Billion positions / month
  • +1,3 Million vehicles / month
  • +60 Million positions / day
  • +2,4 Million positions / hour

Real"Time":"

  • +100K positions analyzed,
  • +380K segments valued

Some"numbers"(France)"

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10" Confiden;al"

Floa;ng"Car"Data"

Some"numbers"(France)"

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A Big Data framework

Overview

1

A Big Data framework

2

Road traffic models with Machine Learning

3

Shape Invariant Models

4

Modeling velocities with Gaussian Field on a Graph

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 2 / 31

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A Big Data framework

Objectifs de l’Etude

  • Gathering raw traffic information
  • Processing and agregating
  • Broadcasting (radio, www, mobile device...)

) Fancy new services : forecasting and dynamic routine Industrial constraints :

  • coverage

each road of the network from real time to long run

  • quality/accuracy

controlled speed prediction error controlled jam prediction error

  • user friendly

8 < : automatable adaptative easy to update

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 3 / 31

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A Big Data framework

Road traffic data-Road network

What is a road network ?

  • Graph composed of a set of pair (edges,vertices)
  • Complexity of the graph ! Functional Road Classes (FRC)
  • FRC ! road type classification (arterial, collector, local road...)

FRC Number of edges

P L[km]

46 175 22 580 1 232 572 42 793 2 462 907 75 453 3 998 808 175 790 {0,1,2,3} 1 740 462 316 616

Tab : Number of edges by FRC

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 4 / 31

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A Big Data framework

  • Network coverage depends on the FRC

Fig : Network coverage by all FRC {0,1,2,3} from 03/01/2009 to 05/31/2009

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 5 / 31

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A Big Data framework

Speed data

What is a speed data ? Loop sensor

  • speed calculated from flow and density (conservation law)

Pros

  • More accurate
  • 3min constant frequency

Cons

  • Located only in main

roads

  • Thresholded at national

speed limits

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 6 / 31

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A Big Data framework

Speed data

GPS sensor : Floating Car Data

  • positions are mapped on a graph ! building speeds

Pros

  • Can potentially cover all

the graph

  • Raw source of data

Cons

  • Less accurate ! GPS

and map-matching error

  • More variable ! outlier

emergence

  • Random frequency !

user feedback

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 7 / 31

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A Big Data framework

Observations : a big data framework

(x, t) 7!

  • V(x, t)

Y(x, t)

  • V : Field of vehicle speeds observed at random time and space

locations, observed partially on edges x of a graph (roads of the network) and observed when time goes by t 7! V(x, t).

  • spatio-temporal correlations (physics of traffic) and rupture of

stationnarity

  • Y : variables such as traffic events, weather conditions

large scale, online data

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 8 / 31

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Road traffic models with Machine Learning

Overview

1

A Big Data framework

2

Road traffic models with Machine Learning

3

Shape Invariant Models

4

Modeling velocities with Gaussian Field on a Graph

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 9 / 31

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Road traffic models with Machine Learning

Local stationnarity enables to learn

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 10 / 31

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Road traffic models with Machine Learning

Learning Features of the road traffic

Our Goal

  • Appoach the road traffic dynamic with local statistical models

V(xq, tp+h) = (V(x, t), Y(x, t)) ! Vq,p+h = q,p,h({Vi,k; i 2 G, k 2 T} | {z }

X

) Problems

  • High dimension of X
  • All Vi,k not influent

Solution

  • Dimension Reduction
  • Promoting sparse

representations

  • Using methodologies

from machine learning

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 11 / 31

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Road traffic models with Machine Learning

Modeling traffic dynamic with significative effects only

Sparse local regression in high dimension

Vq,p+h = q,p,h(Vi,k) ! Vq,p+h = X

i2G,k2T

i,k.Vi,k Estimation d i,k = K((i, k), (q, p + h)) | {z }

Kernel

Kernel selection : fit road traffic dynamic

  • learning a sparse set of influent parameters

b β = arg min

β

@kVq,p+h − X

i2G,k2T

βi,k.Vi,kk2 + λ X |βi,k| 1 A

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 12 / 31

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Road traffic models with Machine Learning

Functional Clustering

Dimension reduction using Functional mixture model

  • speed curve V is represented with m finite number of patterns

f1, . . . , fi, . . . , fm avec fi 2

K

V =

m

X

i=1 E=i fi + ✏i et f? = fE

E 2 {1, . . . , m} i.i.d. hidden R.V. ✏i 2

K , ✏i ∼ N(0, ⌃i 2 MK,K)

  • [V|E = i] = fi , Var[V|E = i] = ⌃i
  • Classification of E then prediction of V by f? :

X

regression

/

classification

!

ˆ V 2

K

ˆ E

:

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 13 / 31

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Road traffic models with Machine Learning

The clustering methodology

Several ways to cluster functional data :

  • Using latent variables : time, days, weather conditions
  • Learning locally the active sets of variables using `1 penalty or

(separate or group LASSO)

  • Using clustering algorithms such as k-means, kernel k-means,

DBSCAN ...

  • Using a better representation of the data using low rank

decomposition (NMF : non negative matrix factorization) or tensor factorization

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 14 / 31

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Road traffic models with Machine Learning

An example of clustering model

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 15 / 31

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Road traffic models with Machine Learning

Allocation Rules [Patent IMT Mediamobile]

Frame : ! Prediction in the day D ! Speeds Vp are known

  • p fixed, X = (Vp, C)

X Time series

  • How many patterns ?
  • h big et p small :

) m small ! h small and p big : ) m big

  • Need for efficient clustering algorithm but off-line to get a collection
  • f identifiable features

Key point : finding features that respects the structure of road trafficking .

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 16 / 31

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Shape Invariant Models

Overview

1

A Big Data framework

2

Road traffic models with Machine Learning

3

Shape Invariant Models

4

Modeling velocities with Gaussian Field on a Graph

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 17 / 31

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Shape Invariant Models

Shift on traffic jams

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 18 / 31

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Shape Invariant Models

Shift on traffic jams

time (in hours) speed (in km/h) 5 10 15 20 20 40 60 80 100

(a)

  • 2.0
  • 1.0

0.0 1.0 boxplot of estimated parameters estimated parameters (in hours)

(b)

time (in hours) speed (in km/h) 5 10 15 20 20 40 60 80 100 120

(c)

time (in hours) speed (in km/h) 5 10 15 20 20 40 60 80 100

(d)

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 19 / 31

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Shape Invariant Models

Registration of Shape invariant model (SIM)

From a practical question to a theoretical model : how to extract a feature from curves with deformations ?

Yij = f⇤

j (xi) + "ij

i = 1. . .nj, j = 1. . .J.

  • there exists f? : R ! R with

f⇤

j (·) = a⇤ j f?(· − ✓⇤ j ) + ⇤ j

(✓⇤

j , a⇤ j , ⇤ j )2R3, 8j = 1 . . . J.

f? is the feature that conveys the structure of traffic data.

More than 12 research papers, 4 Phd inspired by the paper by Gamboa, Loubes, Maza [2007] with several distances, online methods and other modifications

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 20 / 31

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Shape Invariant Models

Shift on traffic jams

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 21 / 31

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Modeling velocities with Gaussian Field on a Graph

Overview

1

A Big Data framework

2

Road traffic models with Machine Learning

3

Shape Invariant Models

4

Modeling velocities with Gaussian Field on a Graph

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 22 / 31

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Modeling velocities with Gaussian Field on a Graph

Graph of roads network

Modeling : Random process (X(n)

i

)n2Z,i2G

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 23 / 31

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Modeling velocities with Gaussian Field on a Graph

Graph of roads network

Modeling : Random process (X(n)

i

)n2Z,i2G

  • Indexed by (discrete) time Z and the graph G of the road

traffic network

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 23 / 31

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Modeling velocities with Gaussian Field on a Graph

Graph of roads network

Modeling : Random process (X(n)

i

)n2Z,i2G

  • Indexed by (discrete) time Z and the graph G of the road

traffic network Objective Use spatial information to predict : build a model for covariance

  • perators of X indexed by a graph

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 23 / 31

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Modeling velocities with Gaussian Field on a Graph

Gaussian Process on Graph : Origin of the Problem

Trafic : Predict the speed of the vehicles with missing values Until now : Spatial dependency is not well exploited

Aims

  • Give a model that uses spatial dependency
  • Estimate the spatial correlation
  • Spatial filtering

Methodology : use the spectral representation of the graph eigenvalues and eigenvectors of the graph. The covariance of the process is a function

  • f the spectrum of the graph.

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 24 / 31

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Modeling velocities with Gaussian Field on a Graph

Spectrum of the road network

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 25 / 31

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Modeling velocities with Gaussian Field on a Graph

The concrete problem

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 26 / 31

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Modeling velocities with Gaussian Field on a Graph

The concrete problem

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 27 / 31

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Modeling velocities with Gaussian Field on a Graph

A solution ?

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 28 / 31

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Modeling velocities with Gaussian Field on a Graph

Let’s compare

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 29 / 31

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Modeling velocities with Gaussian Field on a Graph (IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 30 / 31

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Modeling velocities with Gaussian Field on a Graph

Thank you for your Attention

(IMT Toulouse) Statistical tools for road traffic prediction 17 November 2015 31 / 31