Multi-Graph Convolutional-Recurrent Neural Network (MGC-RNN) for Short-Term Forecasting of Transit Passenger Flow

Short-term forecasting of passenger flow is critical for transit management and crowd regulation. Spatial dependencies, temporal dependencies, inter-station correlations driven by other latent factors, and exogenous factors bring challenges to the short-term forecasts of passenger flow of urban rail transit networks. An innovative deep...

A time-reversed model identification approach to time series forecasting

In this thesis, I introduce a novel model identification approach to time series forecasting. For linear stationary processes, such as AR processes, the direction of time is independent of the model parameters. By combining theoretical principles of time-reversibility in time series with conventional modeling approaches such as information...

Predicting financial time series with incomplete information due to late publications of financial reports

Records from ledgers of Dutch companies all across the Netherlands are used in this study. Records can be submitted in the ledgers with various lags, because the data of many different bookkeepers is involved with different workflows. Bookkeepers can be punctual or late, therefore records can be submitted with various lags in the ledgers. This...

Forecasting Multi-Dimensional Processes Over Graphs

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series carries a vector of quantities rather than a scalar one. To tackle this issue, we devise a new framework and...

A prediction model for the accumulation of land to river debris at a downstream river section

The accumulation of natural and persistent anthropogenic debris in particular, within aquatic ecosystems, brings along a myriad of ramifications. By reducing these debris, damage to nautical vessels and harm to marine life can be mitigated. Rivers are an important pathway of debris towards coastal harbors, ports and marine ecosystems. To...