CN115829424A - Traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion - Google Patents
Traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion Download PDFInfo
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Abstract
The invention discloses a traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion, which comprises the following steps of: constructing the traffic data containing the missing data into a three-dimensional tensor of position x date x time according to three dimensions of place, date and timeProviding a logarithm-based non-parametric non-convex relaxation function, and constructing a low-rank tensor completion-based traffic data restoration model; considering model solving efficiency and removing equality constraint, and constructing an augmented Lagrange function of the model; according to the ADMM framework, the multivariate optimization problem of the model is converted into three univariate quantum optimization problems, and tensor is initializedUpdating in sequenceThree variables; to be provided withAs input, iterative optimization is carried out by utilizing a cross direction multiplier algorithm until a convergence condition is met, and a low-rank tensor is obtainedThe invention can realize intelligent and accurate restoration of traffic data.
Description
Technical Field
The invention belongs to the technical field of space-time traffic data restoration, and particularly relates to a traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion.
Background
Spatiotemporal traffic data is a key input for many applications in Intelligent Transportation Systems (ITS), such as traffic monitoring and prediction, traffic control, and route guidance, the quality of which directly affects the efficiency of intelligent transportation systems. With the development of traffic awareness technology, the size and dimension of traffic data is increasing. Meanwhile, due to reasons such as sensor faults and communication faults, the problem of traffic data loss is serious, and the practicability and effectiveness of the intelligent traffic system are directly influenced. How to accurately recover accurate and complete traffic data from partial data observation containing deletion by utilizing the space-time correlation of the traffic data has important significance for the field of intelligent transportation.
Traffic data is a high-dimensional time series, usually represented in the form of a matrix of spatio-temporal traffic data. The traffic data matrix is essentially a low rank matrix, reflecting the periodicity in time and the spatial correlation of traffic data. In recent years, many researchers have repaired traffic data matrices by exploiting the inherent low rank nature of traffic data. To better exploit the low rank nature of traffic data, researchers have further decomposed the time dimension into time and date, and represented the traffic data as a three-dimensional tensor in location, time, date. Thus, the traffic data recovery problem translates into a low rank tensor completion problem.
The existing traffic data restoration method based on the low rank tensor mainly comprises the following steps: (1) tensor decomposition based approach. The method for restoring the target low-rank traffic data tensor is characterized in that the rank of the traffic data tensor is determined in advance, the traffic data tensor is decomposed into a plurality of smaller-scale factor tensors by a tensor decomposition method, and the currently mainstream tensor method comprises the following steps: CP tensor decomposition, tucker tensor decomposition, tensor SVD decomposition, etc. (2) rank minimization based approach. The rank minimization-based method does not require exact structural information, and the low-rank traffic data tensor is directly restored by minimizing the rank of the tensor. Since rank minimization is an NP-hard problem, existing methods typically approximate in the form of convex and non-convex relaxation. The model of the convex relaxation approximation mainly uses a nuclear norm minimization. Models that employ a non-convex relaxation approximation include: the truncated nuclear norm is minimized and the Schatten-p norm is minimized.
The prior art has the following disadvantages:
(1) In the tensor decomposition-based method, the rank of the decomposed traffic data tensor needs to be determined in advance, but in the real large-scale road network application, the space-time correlation mode of the space-time traffic data is unknown, so that the rank of the traffic data tensor is difficult to determine in advance.
(2) In the rank minimization-based method, a convex relaxation nuclear norm minimization model has the problem of excessive relaxation, the singular values containing structural information and noise information are assigned with the same weight, and the solution result is often deviated from the optimal value. Models of non-convex relaxation often require additional parameters to control non-convexity, e.g., truncation ratio r in the truncated nuclear norm, p value in the Schatten-p norm. Since the structural information (e.g., rank) of the spatio-temporal traffic data is unknown in practical applications, introducing additional parameters usually requires repeated fine tuning and trial and error to determine the optimal parameter values.
Disclosure of Invention
The technical problem to be solved is as follows: the invention provides a traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion by considering the low-dimensional subspace characteristic of high-dimensional space-time traffic data.
The technical scheme is as follows:
a traffic data restoration method based on parameter-free non-convex relaxation low-rank tensor completion comprises the following steps:
s1, constructing traffic data containing missing data into three-dimensional tensor of position multiplied by date multiplied by time according to three dimensions of place, date and time Wherein n is 1 Indicating the number of locations of the data-collecting device, n 2 Indicating the number of dates on which the data was collected, n 3 Representing the number of time segments of the data collected on each natural day;
s2, providing a logarithm-based non-parametric non-convex relaxation function, and constructing a low-rank tensor completion-based traffic data restoration model; wherein a tensor is introducedRespectively representing tensorsBy unfolding the three modes, an auxiliary tensor is introducedWill tensorTo the observation information inPerforming the following steps;
s3, considering model solving efficiency and removing equality constraint, and constructing an augmented Lagrangian function of the model; according to the ADMM framework, modelThe multivariable optimization problem is converted into three single-variable quantum optimization problems, namely initialization tensorSequentially updatingThree variables;
s4, in the step S3As input, iterative optimization is carried out by using a cross direction multiplier algorithm until a convergence condition is met, and a low-rank tensor is obtained
Further, in step S2, a logarithm-based non-parametric non-convex relaxation function is proposed, so as to construct a traffic data restoration model based on low-rank tensor completion, including the following steps:
s21, considering that the penalty of noise information is increased and the penalty of structure information is reduced at the same time, a logarithm-based parameterless non-convex relaxation function is provided, and the function is expressed as:
wherein σ i (X) represents the ith singular value of the matrix X, epsilon is more than 0 to ensure positive nature, and the value range of epsilon is 10 -6 ~10 -4 ;
S22, constructing a low-rank tensor completion model for traffic data restoration based on the non-parameter non-convex relaxation function provided in the step S21, wherein the model is expressed as follows:
wherein,tensor of representationAlong the expansion matrix of the k-th mode, k =1,2,3, α k Is a matrix L k(k) The weight of the regularization term of (a),representing a low rank tensor over an index set Ω of observable dataAnd tensor of observed valueAre equal;
s23, considering the requirement of variable independence, introducing tensorRespectively representing tensorsBy unfolding the three modes, an auxiliary tensor is introducedTensor is expressedTo the observation information inIn step S22, the low-rank tensor completion model is further expressed as:
further, in step S3, the augmented lagrangian function of the constructed model is represented as:
wherein,<v. represents the inner product,the number of lagrange multipliers is represented,is the square of the Frobenius norm, ρ k Representing the weight coefficient of the k-th mode.
Further, in step S3, the process of transforming the multivariate optimization problem of the model into three univariate quantum optimization problems according to the ADMM framework comprises the following steps:
Wherein,is thatThe mode expansion matrix of (a) is,is thatThe mode expansion matrix of (a) is,for weighted singular value threshold operators, U (sigma) V T Is an arbitrary matrixThe singular value of (a) is decomposed, is composed ofThe mode expansion matrix of (a) is,representation matrixOf the 1 st singular value, epsilon k Is a constant number epsilon k Has a value range of 10 -6 ~10 -4 ,τ=α k /ρ k ;
Wherein,representing a four-dimensional tensor of size 3 x M x N x T,respectively composed of three-dimensional tensorsk =1,2,3 is stacked in the fourth dimension,from three identical three-dimensional tensorsStacked on the fourth modality.
Further, in step S4, in step S3As input, iterative optimization is carried out by utilizing a cross direction multiplier algorithm until a convergence condition is met, and a low-rank tensor is obtainedComprises the following steps:
l=l+1;
Has the beneficial effects that:
firstly, the traffic data restoration method based on the non-parametric non-convex relaxation low-rank tensor completion is characterized in that a non-convex relaxation based low-rank tensor completion model is constructed, punishment on noise is improved and punishment on structure information is reduced in the traffic data restoration process, and compared with a convex relaxation tensor completion model which treats structure and noise information equally, the traffic data restoration precision is greatly improved.
Secondly, the traffic data restoration method based on the non-parametric non-convex relaxation low-rank tensor completion is characterized in that a non-parametric non-convex relaxation function based on a logarithmic function is designed, no additional parameter is needed in the constructed low-rank tensor completion model, no manual field calibration of structural information (such as rank and the like) of traffic data is needed, and a robust traffic data restoration scheme with higher engineering feasibility is provided. The proposed method can be used for rapidly forming a large range of applications and is low in implementation cost.
Drawings
Fig. 1 is a flowchart of a traffic data recovery method based on non-parametric non-convex relaxation low-rank tensor completion according to an embodiment of the present invention.
Fig. 2 is a schematic diagram of a PeMS highway traffic data set (P).
FIG. 3 is a schematic representation of the Seattle highway traffic speed data set (S).
Fig. 4 is a schematic diagram of a traffic speed data set (G) of a city in Guangzhou.
Fig. 5 is a schematic diagram of a burminghan parking lot occupancy data set (B).
Detailed Description
The following examples are presented to enable one of ordinary skill in the art to more fully understand the present invention and are not intended to limit the invention in any way.
Referring to fig. 1, the embodiment discloses a traffic data restoration method based on parameterless non-convex relaxation low rank tensor completion, which includes the following steps:
s1, constructing traffic data containing missing data into three-dimensional tensor of position multiplied by date multiplied by time according to three dimensions of place, date and time
And S2, providing a logarithm-based non-parametric non-convex relaxation function, and constructing a low-rank tensor completion-based traffic data restoration model.
And S3, considering model solving efficiency and removing equality constraint, and constructing an augmented Lagrangian function of the model. According to the ADMM framework, the multivariate optimization problem of the model is converted into three simple single-variant quantum optimization problems, and tensor is initializedUpdating in sequenceThree variables.
S4, in step 3As input, iterative optimization is performed by using an Alternating Direction Method of Multipliers (ADMM) until a convergence condition is satisfied, and a low rank tensor is obtained
The specific process of the step 1 is as follows:
the traffic space-time data generally includes label information of three types, i.e., a device position, a data acquisition date, and a data acquisition time, and a three-dimensional tensor of the traffic space-time data, i.e., the position x the date x the time, is constructedTo integrate these information, where n 1 Indicating the number of locations of the data-collecting device, n 2 Indicating the number of days the data was collected, n 3 Indicating the number of time segments of data collected per natural day.
The specific process of the step 2 is as follows:
s21, considering that the penalty of noise information is increased and the penalty of structure information is reduced at the same time, a logarithm-based parameterless non-convex relaxation function is provided, and the function is expressed as:
wherein σ i (X) denotes the ith singular value of the matrix X, ε > 0 to ensure positive certainty, typically 10-6 to 10-4.
S22, constructing a low-rank tensor completion model for traffic data restoration based on the non-parametric non-convex relaxation function provided in the S21, wherein the model is expressed as follows:
wherein,tensor of representationAlong the expansion matrix of the k-th mode, k =1,2,3, α k Is a matrix L k(k) The weight of the regularization term of (c),representing low rank tensor over an index set Ω of observable dataAnd observed value tensorAre equal in value.
S23, considering the requirement of variable independence, introducing tensorRespectively representing tensorsBy unfolding the three modes, an auxiliary tensor is introducedWill tensorTo the observation information inIn S22, the low rank tensor completion model can be further expressed as:
the specific process of the step 3 is as follows:
s31, considering the solving efficiency of the model and removing equality constraint, constructing an augmented Lagrange function of the model, and expressing as follows:
wherein,<·,·>the inner product is represented by the sum of the two,the number of lagrange multipliers is represented,is the square of the Frobenius norm (i.e., F norm), ρ k Representing the weight coefficient of the k-th mode.
And S32, converting the multivariable optimization problem of the model in the S3 into three simple univariate quantum optimization problems according to the ADMM framework. The method mainly comprises the following four steps:
Wherein,is thatThe mode expansion matrix of (a) is,is thatThe mode expansion matrix of (a) is,for weighted singular value threshold operators, U (sigma) V T As an arbitrary matrixThe singular value of (a) is decomposed, is composed ofThe mode expansion matrix of (a) is,representation matrixOf the 1 st singular value, epsilon k Is a constant, usually 10-6 to 10-4, τ = α k /ρ k 。
Wherein,representing a four-dimensional tensor of size 3 x M x N x T,respectively composed of three-dimensional tensorsk =1,2,3 are stacked in the fourth dimension,from three identical three-dimensional tensorsStacked on the fourth modality.
The specific process of the step 4 is as follows:
s41 updated in step S3As inputs, variables are paired based on the ADMM methodSequentially and iteratively updating until the convergence condition is met, and obtaining the repaired complete traffic data low-rank tensorThe pseudo-code of the algorithm is as follows:
case analysis
As shown in fig. 2 to 5, traffic data of an embodiment of the present invention is derived from the following four data sets:
(P) PeMS Highway traffic data set. This data set contained traffic collected from 228 annular detectors at 5 minute resolution (i.e., 288 time intervals per day) by the Performance Measurement System (PeMS) in region 7 of california during the 5 and 6 months of the 2012 operating days. The tensor size is 228 × 288 × 44.
(S) Seattle highway traffic speed data set. This data set contains the highway traffic speeds of 323 5-minute resolution (i.e., 288 time intervals per day) coil detectors four weeks before 1 month of seattle, usa. The tensor size is 323 × 288 × 28.
(G) A city traffic speed data set in Guangzhou city. This data set contains traffic speeds collected from 214 road segments in Guangzhou, china at a resolution of over two months (8/1/9/30/2016) and 10 minutes (i.e., 144 time intervals per day). The tensor size is 214 × 144 × 61.
(B) Birmingham parking lot occupancy data set. This data set recorded that 30 parking lots in birmingham city were separated from 8:00 to 17: occupancy (i.e., number of stops) every half hour between 00. The tensor size is 30 × 18 × 77.
(2) And (4) generating different deletion scenes and deletion rates by experimental deletion data.
In order to test the missing data repair capability of the present invention, two data loss modes were configured: random deletions and non-random deletions. According to the mechanism of random missing and non-random missing data, a certain number of observed values are used as missing values, 20%, 40%, 60% and 80% of data of each missing scene are respectively masked, and the rest observed values are used as input data.
The TC-PFNC visualization method proposed in this embodiment is used to visualize missing data time series and corresponding repair time series with extreme missing rates of 60% for the four data sets.
The above is only a preferred embodiment of the present invention, and the protection scope of the present invention is not limited to the above-mentioned embodiments, and all technical solutions belonging to the idea of the present invention belong to the protection scope of the present invention. It should be noted that modifications and embellishments within the scope of the invention may be made by those skilled in the art without departing from the principle of the invention.
Claims (5)
1. A traffic data restoration method based on non-parametric non-convex relaxation low-rank tensor completion is characterized by comprising the following steps of:
s1, constructing traffic data containing missing data into three-dimensional tensor of position multiplied by date multiplied by time according to three dimensions of place, date and time Wherein n is 1 Indicating the number of locations of the data-collecting device, n 2 Indicating the number of dates on which the data was collected, n 3 Representing the number of time segments of the data collected in each natural day;
s2, a logarithm-based non-parameter non-convex relaxation function is provided, and a low-rank tensor completion-based traffic data restoration model is constructed according to the logarithm-based non-parameter non-convex relaxation function; wherein a tensor is introducedRespectively representing tensorsBy unfolding the three modes, an auxiliary tensor is introducedTensor is expressedTo the observation information inPerforming the following steps;
s3, considering model solving efficiency and removing equality constraint, and constructing an augmented Lagrangian function of the model; according to the ADMM framework, converting the multivariate optimization problem of the model into three univariate quantum optimization problems, and initializing tensorUpdating in sequenceThree variables;
2. The method as claimed in claim 1, wherein the step S2 of providing a logarithm-based non-parametric non-convex relaxation function to construct the traffic data restoration model based on the low-rank tensor completion comprises the steps of:
s21, considering that the penalty of noise information is increased and the penalty of structure information is reduced at the same time, a logarithm-based parameterless non-convex relaxation function is provided, and the function is expressed as:
wherein σ i (X) represents the ith singular value of the matrix X, epsilon is more than 0 to ensure positive nature, and the value range of epsilon is 10 -6 ~10 -4 ;
S22, constructing a low-rank tensor completion model for traffic data restoration based on the non-parametric non-convex relaxation function provided in the step S21, wherein the model is expressed as:
wherein,tensor of representationAlong the expansion matrix of the k-th mode, k =1,2,3, α k Is a matrix L k(k) The weight of the regularization term of (a),representing low rank tensor over an index set Ω of observable dataAnd observed value tensorAre equal in value;
s23, considering the requirement of variable independence, introducing tensorRespectively representing tensorsAlong the expansion of three modes, auxiliary tensor is introducedWill tensorTo the observation information inIn step S22, the low-rank tensor completion model is further expressed as:
3. the traffic data restoration method based on the parameterless non-convex relaxation low-rank tensor completion as claimed in claim 1, wherein in step S3, the augmented lagrangian function of the constructed model is represented as:
4. The method for restoring traffic data based on non-parametric non-convex relaxation low-rank tensor completion as claimed in claim 3, wherein in step S3, the process of converting the multivariate optimization problem of the model into three univariate quantum optimization problems according to the ADMM framework comprises the following steps:
Wherein,is thatThe mode expansion matrix of (a) is,is thatThe mode expansion matrix of (a) is,in order to weight the singular value threshold operator,as an arbitrary matrixThe singular value of (a) is decomposed, is composed ofThe mode expansion matrix of (a) is,representation matrixOf the 1 st singular value, ε k Is a constant number epsilon k Has a value range of 10 -6 ~10 -4 ,τ=α k /ρ k ;
5. The method as claimed in claim 1, wherein the step S4 is performed by the step S3As input, iterative optimization is carried out by utilizing a cross direction multiplier algorithm until a convergence condition is met, and a low-rank tensor is obtainedComprises the following steps:
l=l+1;
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CN117271988A (en) * | 2023-11-23 | 2023-12-22 | 广东工业大学 | Tensor wheel-based high-dimensional signal recovery method and device |
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CN118445284A (en) * | 2024-07-08 | 2024-08-06 | 中国科学院合肥物质科学研究院 | Beidou space-time traffic data recovery method based on transformation-induced low-rank tensor |
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