Mining Dependencies Considering Time Lag in Spatio-Temporal Traffic Data

Learning dependency structure is meaningful to characterize causal or statistical relationships. Traditional dependencies learning algorithms only use the same time stamp data of variables. However, in many real-world applications, such as traffic system and climate, time lag is a key feature of hidden temporal dependencies, and plays an essential role in interpreting the cause of discovered temporal dependencies. In this paper, we propose a method for mining dependencies by considering the time lag. The proposed approach is based on a decomposition of the coefficients into products of two-level hierarchical coefficients, where one represents feature-level and the other represents time-level. Specially, we capture the prior information of time lag in spatio-temporal traffic data. We construct a probabilistic formulation by applying some probabilistic priors to these hierarchical coefficients, and devise an expectation-maximization (EM) algorithm to learn the model parameters. We evaluate our model on both synthetic and real-world highway traffic datasets. Experimental results show the effectiveness of our method.