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arXiv 2024年

作者： Zhu, Peng Li, Yuante Hu, Yifan Liu, Qinyuan Cheng, Dawei Liang, Yuqi Department of Computer Science and Technology Tongji University Shanghai China Department of Computer Science and Technology Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Artificial Intelligence Laboratory Shanghai China Seek Data Group Emoney Inc Shanghai China

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods have begun to focus on exploring the interrelationships between stocks. However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information. They often overlook the complex nonlinear dynamic characteristics and potential higher-order interaction relationships among stocks in the stock market. Therefore, we propose a stock price trend prediction model named LSR-IGRU in this paper, which is based on long short-term stock relationships and an improved GRU input. Firstly, we construct a long short-term relationship matrix between stocks, where secondary industry information is employed for the first time to capture long-term relationships of stocks, and overnight price information is utilized to establish short-term relationships. Next, we improve the inputs of the GRU model at each step, enabling the model to more effectively integrate temporal information and long short-term relationship information, thereby significantly improving the accuracy of predicting stock trend changes. Finally, through extensive experiments on multiple datasets from stock markets in China and the United States, we validate the superiority of the proposed LSR-IGRU model over the current state-of-the-art baseline models. We also apply the proposed model to the algorithmic trading system of a financial company, achieving significantly higher cumulative portfolio returns compared to other baseline methods. Our sources are released at https://***/ZP1481616577/Baselines_LSR-IGRU. Copyright © 2024, The Authors. All rights reserved.

关键词： Graph neural networks

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Predictive Resilience Assessment of Road Networks Based on Dynamic Multi-Granularity Graph Neural Network

SSRN

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SSRN 2024年

作者： Zang, Di Ding, Yongjie Zhao, Jiayi Tang, Keshuang Zhu, Hong Key Laboratory of Embedded System and Service Computing Ministry of Educaiton Department of Computer Science and Technology Tongji University No. 4800 Cao’an Road Shanghai China Key Laboratory of Road and Traffic Engineering Ministry of Education College of Transportation Engineering Tongji University No. 4800 Cao’an Road Shanghai China

Due to the influence of global climate anomalies, abnormal weather conditions such as heavy rainfall have become more frequent in recent years, posing a significant threat to the operation of transportation systems. An effective assessment of the resilience of the transportation system before and during heavy rain can alert the transportation department to take necessary emergency actions. However, existing methods for assessing the rainfall resilience of transportation networks mostly suffer from the following problems: 1) Simulation methods for modeling rainfall impacts lack realism;2) After-the-fact evaluations of resilience cannot offer advance warning prior to or during a heavy rain event. To address above problems, we present a novel resilience assessment methodology for evaluating the resilience of road networks in real-time during heavy rainfall scenarios. In this methodology, we propose the temporal decomposition-based dynamic multi-granularity graph neural network (TD2MG2NN) for long-term traffic speed forecasting, providing a perspective on the future evolution of traffic states for accurate resilience assessment. In addition, we construct a composite traffic resilience indicator, designed to comprehensively reflect changes in the spatial-temporal resilience of the transportation system during heavy rain. Experimental results on four publicly real datasets indicate that the prediction performance of TD2MG2NN outperforms state-of-the-art models. The assessment results for the transportation road network in California demonstrate that the comprehensive resilience indicator is superior to single functional resilience indicator and the real-time methodology for evaluating resilience can accurately depict and predict the operation of the road network system under heavy rainfall scenarios. © 2024, The Authors. All rights reserved.

关键词： Roads and streets

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Multi-modal Large Language Model Enhanced Pseudo 3D Perception Framework for Visual Commonsense Reasoning

arXiv

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arXiv 2023年

作者： Zhu, Jian Wang, Hanli Shi, Miaojing The Department of Computer Science & Technology The Key Laboratory of Embedded System & Service Computing Ministry of Education Tongji University Shanghai200092 China The College of Electronic and Information Engineering Tongji University Shanghai201804 China

The visual commonsense reasoning (VCR) task is to choose an answer and provide a justifying rationale based on the given image and textural question. Representative works first recognize objects in images and then associate them with key words in texts. However, existing approaches do not consider exact positions of objects in a human-like three-dimensional (3D) manner, making them incompetent to accurately distinguish objects and understand visual relation. Recently, multi-modal large language models (MLLMs) have been used as powerful tools for several multi-modal tasks but not for VCR yet, which requires elaborate reasoning on specific visual objects referred by texts. In light of the above, an MLLM enhanced pseudo 3D perception framework is designed for VCR. Specifically, we first demonstrate that the relation between objects is relevant to object depths in images, and hence introduce object depth into VCR frameworks to infer 3D positions of objects in images. Then, a depth-aware Transformer is proposed to encode depth differences between objects into the attention mechanism of Transformer to discriminatively associate objects with visual scenes guided by depth. To further associate the answer with the depth of visual scene, each word in the answer is tagged with a pseudo depth to realize depth-aware association between answer words and objects. On the other hand, BLIP-2 as an MLLM is employed to process images and texts, and the referring expressions in texts involving specific visual objects are modified with linguistic object labels to serve as comprehensible MLLM inputs. Finally, a parameter optimization technique is devised to fully consider the quality of data batches based on multi-level reasoning confidence. Experiments on the VCR dataset demonstrate the superiority of the proposed framework over state-of-the-art approaches. Copyright © 2023, The Authors. All rights reserved.

关键词： Computational linguistics

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An Energy-efficient Traffic Scheduling Method based on Slime Mould Algorithm for SDN

An Energy-efficient Traffic Scheduling Method based on Slime...

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International Conference on Information systems and Computer Networks (ISCON)

作者： Zheyuan Wang Junli Wang Chungang Yan Ministry of Education Key Laboratory of Embedded System and Service Computing (Tongji University) Shanghai China National (Province-Ministry Joint) Collaborative Innovation Center for Financial Network Security Tongji University Shanghai China

Software defined network (SDN) enables efficient and green traffic management by separating the control and data planes. However, the existing itemized scheduling approach is prone to waste of network resources and energy consumption due to the different sensitivity of traffic to time delay. To address these problems, we design a Slime Mould Algorithm based Energy-efficient Traffic Scheduling Method (SMA-ETSM) for SDN. First, we model the traffic scheduling problem with delay requirements to evaluate the decision. Second, in order to minimize the generation of invalid solutions in traffic scheduling, the encoding of the slime mould algorithm is improved, and a slime mould adaptation and update mechanism suitable for energy-efficient traffic scheduling is designed. The experiments show that SMA-ETSM can effectively reduce the energy consumption and improve the overall bandwidth utilization of the network compared with ECMP and ACO algorithm, and it also has some improvement in the operation efficiency compared with the original slime mould algorithm.

关键词： Energy consumption Sensitivity Processor scheduling Scheduling Energy efficiency Real-time systems Time factors

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FedWNS: Data Distribution-Wise Node Selection in Federated Learning via Reinforcement Learning

FedWNS: Data Distribution-Wise Node Selection in Federated L...

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International Conference on Computer Supported Cooperative Work in Design

作者： Chengwu Tu Shengjie Zhao Hao Deng School of Software Engineering Tongji University Shanghai China Key Laboratory of Embedded System and Service Computing Shanghai China Engineering Research Center of Key Software Technologies for Smart City Perception and Planning Ministry of Education Shanghai China

To deal with the discrepancy between global and local objectives in the federated learning invoked by the non-independent, identically distributed (non-IID) data and mitigate the impact of catastrophic forgetting in the training phase, we propose a federated learning framework with data distribution-wise reinforcement learning to perform node selection to accelerate the convergence process and alleviate the accuracy degradation. In this framework, the agent on the central server observes the number of samples every node owns, the derived distribution information of every dataset, and the current local and global accuracy. Then infer the selected node-set to participate in the current federated learning round through policy network in reinforcement learning. Finally, we conduct simulations with publicly data sets. Simulation results indicate that our FedWNS outperforms the existing FedAvg and CSFedAvg on the testing accuracy and the communication rounds to reach target accuracy under different settings.

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Entropy-based Traffic Congestion Propagation Pattern Mining with GPS Data

Entropy-based Traffic Congestion Propagation Pattern Mining ...

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IEEE International Conference on Big Data Analysis (ICBDA)

作者： Xinyuan Sui Yaying Zhang Key Laboratory of Embedded System and Service Computing Tongji University Shanghai China

Traffic congestion in urban areas has become a critical issue in the world. As the limits of road topology and the influence of residents' commuting periodic patterns, the same part of the road network usually gets congested, and there are similar propagation paths when congestion occurs in an area. This paper aims to model the congestion propagation phenomenon and further discover the congestion propagation paths that frequently appeared. To this end, we propose an algorithm which analyzes the correlations between congestions on different road segments and constructs a congestion propagation graph to reflect the dynamic process of congestions. The traffic flow entropy is novelty considered to identify the potential essential road segment in traffic congestions. We adopt the Jaccard correlation to estimate the parameters employed. The experiments with the road network in Beijing, China and real-world GPS trajectory data indicate that our approach can reveal congestion propagation patterns and the dynamic process of congestion propagation.

关键词： Correlation Network topology Roads Heuristic algorithms Urban areas Trajectory Topology

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Heuristic Elastic Scaling for Kubernetes Heterogeneous Microservices

Heuristic Elastic Scaling for Kubernetes Heterogeneous Micro...

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IEEE International Conference on Networking, Sensing and Control

作者： Song Wang Sheng He Yishuang Ning Xiang Gao Zhijun Ding Department of Computer Science and Technology Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Tongji University Shanghai China Kingdee Research Kingdee International Software Group Co. Ltd Shenzhen China Intelligent Computing Facility Innovation Center ZhejiangLab Hangzhou China

ISBN: (数字)9798350365221

ISBN: (纸本)9798350365238

Kubernetes has become the basic platform for building cloud native applications. However, existing horizontal scaling methods based on Kubernetes have problems with resource redundancy. Furthermore, the combined horizontal and vertical scaling based on Kubernetes takes a long time. Regarding the issue above, first, we describe the execution processes of three scaling techniques and compare them in different dimensions; second, we construct a formal elastic scaling model for expansion scenarios, with the goal of minimizing the total cost; and third, we introduce a heuristic expansion algorithm after balancing resource redundancy and execution time as the heuristic information. The experiment results show that the elastic scaling algorithm proposed in this paper achieves better performance than other algorithms.

关键词： Costs Heuristic algorithms Redundancy Buildings Microservice architectures Sensors

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MIME: Fast and Accurate Flow Information Compression for Multi-Spread Estimation

MIME: Fast and Accurate Flow Information Compression for Mul...

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International Conference on Network Protocols

作者： Hanwen Zhang He Huang Yu-E Sun Zhaojie Wang School of Computer Science & Technology Soochow University Suzhou China School of Rail Transportation Soochow University Suzhou China Key Laboratory of Embedded System and Service Computing Ministry of Education Tongji University Shanghai China

Spread estimation is an essential issue in high-speed networks with wide applications, such as network billing, quality of service, anomaly detection, etc. As a promising technique, sketch can efficiently estimate per-flow spread with only a small memory cost. Many studies focus on improving the performance of sketches. However, these works primarily focus on optimizing the counter level or sketch level without considering the scenario of multi-spread estimation, which is crucial for improving memory utilization and detecting anomalies. In this paper, we propose an efficient flow information compression algorithm based on the on-chip/off-chip hybrid framework to estimate multiple flow spreads. In the on-chip memory, we filter out non-duplicates and sample them to the off-chip space for recording. In the off-chip memory, we compress each sampled non-duplicate to a carefully designed bit-cube. When the measurement is finished, we separate corresponding KV-flows from a specific flow based on the user query. Then, we rebuild this flow to a subset group based on the duplicate number of each KV-flow. Finally, according to the Multi-set theory, we derive an accurate multi-spread estimate formula to solve this issue with a high throughput and small on-chip memory usage. Furthermore, we evaluate the performance of our proposed estimator using real Internet traffic traces downloaded from CAIDA. Experiments show that, compared to the state-of-the-art, our proposal achieves a 97.2% lower average relative error in per-destination source flow spread estimation with a tight on-chip memory, e.g., 320KB. And our proposed method achieves 31.86 higher processing throughput.

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DSP Assembler Auto-Generation Technique and ToolChain Integration 21

DSP Assembler Auto-Generation Technique and ToolChain Integr...

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21st IEEE International Conference on Communication Technology, ICCT 2021

作者： Wang, Wanli Wu, Jun Ren, Haoqi Zhang, Zhifeng Tongji University Electronics and Information Engineering College Key Laboratory of Embedded System and Service Computing Ministry of Education Shanghai201804 China Fudan University School of Computer Science Shanghai200438 China

ISBN: (纸本)9781665432061

To promote the application of DSP, a fast and accurate toolchain generation method must be realized. Unlike the traditional manual method, in this paper, we propose a toolchain generation algorithm based on the architecture description language, and migrate the toolchain to adapt to the specified processor architecture. The algorithm uses the DSP architecture description as input to generate intermediate expressions, then uses lexical analysis and syntax analysis tools to migrate the assembly toolchain. In addition, an integrated development environment is developed based on Eclipse, which creates a friendly human-computer interface. Experiments show that this toolchain generation algorithm runs fast and accurately, which solves problems of the development and application of the DSP toolchain, and creates favorable conditions for the promotion of DSP. © 2021 IEEE.

关键词： Syntactics

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A Better Cardinality Estimator with Fewer Bits, Constant Update Time, and Mergeability

A Better Cardinality Estimator with Fewer Bits, Constant Upd...

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IEEE Annual Joint Conference: INFOCOM, IEEE Computer and Communications Societies

作者： Yang Du He Huang Yu-E Sun Kejian Li Boyu Zhang Guoju Gao School of Computer Science and Technology Soochow University Suzhou China School of Rail Transportation Soochow University Suzhou China Key Laboratory of Embedded System and Service Computing (Tongji University) Ministry of Education Shanghai China

Cardinality estimation is a fundamental problem with diverse practical applications. HyperLogLog (HLL) has become a standard in practice because it offers good memory efficiency, constant update time, and mergeability. Some recent work achieved better memory efficiency, but typically at the cost of impractical update time or losing mergeability, making them incompatible with applications like network-wide traffic measurement. This work presents SpikeSketch, a better cardinality estimator that reduces memory usage of HLL by 37% without sacrificing other crucial metrics. We adopt a bucket-based data structure to promise constant update time, design a smoothed log 4 ranking and a spike coding scheme to compress cardinality observables into buckets, and propose a lightweight mergeable lossy compression to balance memory usage, information loss, and mergeability. Then we derive an unbiased estimator for recovering cardinality from the lossy-compressed sketch. Theoretical and empirical results show that SpikeSketch can work as a drop-in replacement for HLL because it achieves a near-optimal MVP (memory-variance-product) of 4.08 (37% smaller than HLL) with constant update time and mergeability. Its memory efficiency even defeats ACPC and HLLL, the state-of-the-art lossless-compressed sketches using linear-time compression to reduce memory usage.

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