Public Transit Arrival Prediction: a Seq2Seq RNN Approach

Arrival/Travel times for public transit exhibit variability on account of factors like seasonality, dwell times at bus stops, traffic signals, travel demand fluctuation etc. The developing world in particular is plagued by additional factors like lack of lane discipline, excess vehicles, diverse modes of transport and so on. This renders the bus arrival time prediction (BATP) to be a challenging problem especially in the developing world. A novel data-driven model based on recurrent neural networks (RNNs) is proposed for BATP (in real-time) in the current work. The model intelligently incorporates both spatial and temporal correlations in a unique (non-linear) fashion distinct from existing approaches. In particular, we propose a Gated Recurrent Unit (GRU) based Encoder-Decoder(ED) OR Seq2Seq RNN model (originally introduced for language translation) for BATP. The geometry of the dynamic real time BATP problem enables a nice fit with the Encoder-Decoder based RNN structure. We feed relevant additional synchronized inputs (from previous trips) at each step of the decoder (a feature classically unexplored in machine translation applications). Further motivated from accurately modelling congestion influences on travel time prediction, we additionally propose to use a bidirectional layer at the decoder (something unexplored in other time-series based ED application contexts). The effectiveness of the proposed algorithms is demonstrated on real field data collected from challenging traffic conditions. Our experiments indicate that the proposed method outperforms diverse existing state-of-art data-driven approaches proposed for the same problem.

Sequence Prediction Under Missing Data : An RNN Approach Without Imputation

Missing data scenarios are very common in ML applications in general and time-series/sequence applications are no exceptions. This paper pertains to a novel Recurrent Neural Network (RNN) based solution for sequence prediction under missing data. Our method is distinct from all existing approaches. It tries to encode the missingness patterns in the data directly without trying to impute data either before or during model building. Our encoding is lossless and achieves compression. It can be employed for both sequence classification and forecasting. We focus on forecasting here in a general context of multi-step prediction in presence of possible exogenous inputs. In particular, we propose novel variants of Encoder-Decoder (Seq2Seq) RNNs for this. The encoder here adopts the above mentioned pattern encoding, while at the decoder which has a different structure, multiple variants are feasible. We demonstrate the utility of our proposed architecture via multiple experiments on both single and multiple sequence (real) data-sets. We consider both scenarios where (i)data is naturally missing and (ii)data is synthetically masked.

Seasonal Encoder-Decoder Architecture for Forecasting

Deep learning (DL) in general and Recurrent neural networks (RNNs) in particular have seen high success levels in sequence based applications. This paper pertains to RNNs for time series modelling and forecasting. We propose a novel RNN architecture capturing (stochastic) seasonal correlations intelligently while capable of accurate multi-step forecasting. It is motivated from the well-known encoder-decoder (ED) architecture and multiplicative seasonal auto-regressive model. It incorporates multi-step (multi-target) learning even in the presence (or absence) of exogenous inputs. It can be employed on single or multiple sequence data. For the multiple sequence case, we also propose a novel greedy recursive procedure to build (one or more) predictive models across sequences when per-sequence data is less. We demonstrate via extensive experiments the utility of our proposed architecture both in single sequence and multiple sequence scenarios.