inter-arrival time
NeuroMemFPP: A recurrent neural approach for memory-aware parameter estimation in fractional Poisson process
Gupta, Neha, Maheshwari, Aditya
In this paper, we propose a recurrent neural network (RNN)-based framework for estimating the parameters of the fractional Poisson process (FPP), which models event arrivals with memory and long-range dependence. The Long Short-Term Memory (LSTM) network estimates the key parameters $μ>0$ and $β\in(0,1)$ from sequences of inter-arrival times, effectively modeling their temporal dependencies. Our experiments on synthetic data show that the proposed approach reduces the mean squared error (MSE) by about 55.3\% compared to the traditional method of moments (MOM) and performs reliably across different training conditions. We tested the method on two real-world high-frequency datasets: emergency call records from Montgomery County, PA, and AAPL stock trading data. The results show that the LSTM can effectively track daily patterns and parameter changes, indicating its effectiveness on real-world data with complex time dependencies.
FRAUDGUESS: Spotting and Explaining New Types of Fraud in Million-Scale Financial Data
Cordeiro, Robson L. F., Lee, Meng-Chieh, Faloutsos, Christos
Given a set of financial transactions (who buys from whom, when, and for how much), as well as prior information from buyers and sellers, how can we find fraudulent transactions? If we have labels for some transactions for known types of fraud, we can build a classifier. However, we also want to find new types of fraud, still unknown to the domain experts ('Detection'). Moreover, we also want to provide evidence to experts that supports our opinion ('Justification'). In this paper, we propose FRAUDGUESS, to achieve two goals: (a) for 'Detection', it spots new types of fraud as micro-clusters in a carefully designed feature space; (b) for 'Justification', it uses visualization and heatmaps for evidence, as well as an interactive dashboard for deep dives. FRAUDGUESS is used in real life and is currently considered for deployment in an Anonymous Financial Institution (AFI). Thus, we also present the three new behaviors that FRAUDGUESS discovered in a real, million-scale financial dataset. Two of these behaviors are deemed fraudulent or suspicious by domain experts, catching hundreds of fraudulent transactions that would otherwise go un-noticed.
A Divide-and-Conquer Approach for Modeling Arrival Times in Business Process Simulation
Kirchdorfer, Lukas, Özdemir, Konrad, Kusenic, Stjepan, van der Aa, Han, Stuckenschmidt, Heiner
Business Process Simulation (BPS) is a critical tool for analyzing and improving organizational processes by estimating the impact of process changes. A key component of BPS is the case-arrival model, which determines the pattern of new case entries into a process. Although accurate case-arrival modeling is essential for reliable simulations--as it influences waiting and overall cycle times--existing approaches often rely on oversimplified static distributions of inter-arrival times. These approaches fail to capture the dynamic and temporal complexities inherent in organizational environments, leading to less accurate and reliable outcomes. To address this limitation, we propose Auto Time Kernel Density Estimation (AT-KDE), a divide-and-conquer approach that models arrival times of processes by incorporating global dynamics, day-of-week variations, and intraday distributional changes, ensuring both precision and scalability. Experiments conducted across 20 diverse processes demonstrate that AT-KDE is far more accurate and robust than existing approaches while maintaining sensible execution time efficiency.
Ready, Bid, Go! On-Demand Delivery Using Fleets of Drones with Unknown, Heterogeneous Energy Storage Constraints
Talamali, Mohamed S., Miyauchi, Genki, Watteyne, Thomas, Couceiro, Micael S., Gross, Roderich
Unmanned Aerial Vehicles (UAVs) are expected to transform logistics, reducing delivery time, costs, and emissions. This study addresses an on-demand delivery , in which fleets of UAVs are deployed to fulfil orders that arrive stochastically. Unlike previous work, it considers UAVs with heterogeneous, unknown energy storage capacities and assumes no knowledge of the energy consumption models. We propose a decentralised deployment strategy that combines auction-based task allocation with online learning. Each UAV independently decides whether to bid for orders based on its energy storage charge level, the parcel mass, and delivery distance. Over time, it refines its policy to bid only for orders within its capability. Simulations using realistic UAV energy models reveal that, counter-intuitively, assigning orders to the least confident bidders reduces delivery times and increases the number of successfully fulfilled orders. This strategy is shown to outperform threshold-based methods which require UAVs to exceed specific charge levels at deployment. We propose a variant of the strategy which uses learned policies for forecasting. This enables UAVs with insufficient charge levels to commit to fulfilling orders at specific future times, helping to prioritise early orders. Our work provides new insights into long-term deployment of UAV swarms, highlighting the advantages of decentralised energy-aware decision-making coupled with online learning in real-world dynamic environments.
LLMs Have Rhythm: Fingerprinting Large Language Models Using Inter-Token Times and Network Traffic Analysis
Alhazbi, Saeif, Hussain, Ahmed Mohamed, Oligeri, Gabriele, Papadimitratos, Panos
As Large Language Models (LLMs) become increasingly integrated into many technological ecosystems across various domains and industries, identifying which model is deployed or being interacted with is critical for the security and trustworthiness of the systems. Current verification methods typically rely on analyzing the generated output to determine the source model. However, these techniques are susceptible to adversarial attacks, operate in a post-hoc manner, and may require access to the model weights to inject a verifiable fingerprint. In this paper, we propose a novel passive and non-invasive fingerprinting technique that operates in real-time and remains effective even under encrypted network traffic conditions. Our method leverages the intrinsic autoregressive generation nature of language models, which generate text one token at a time based on all previously generated tokens, creating a unique temporal pattern like a rhythm or heartbeat that persists even when the output is streamed over a network. We find that measuring the Inter-Token Times (ITTs)-time intervals between consecutive tokens-can identify different language models with high accuracy. We develop a Deep Learning (DL) pipeline to capture these timing patterns using network traffic analysis and evaluate it on 16 Small Language Models (SLMs) and 10 proprietary LLMs across different deployment scenarios, including local host machine (GPU/CPU), Local Area Network (LAN), Remote Network, and Virtual Private Network (VPN). The experimental results confirm that our proposed technique is effective and maintains high accuracy even when tested in different network conditions. This work opens a new avenue for model identification in real-world scenarios and contributes to more secure and trustworthy language model deployment.
Discern-XR: An Online Classifier for Metaverse Network Traffic
Manjunath, Yoga Suhas Kuruba, Wissborn, Austin, Szymanowski, Mathew, Li, Mushu, Zhao, Lian, Zhang, Xiao-Ping
In this paper, we design an exclusive Metaverse network traffic classifier, named Discern-XR, to help Internet service providers (ISP) and router manufacturers enhance the quality of Metaverse services. Leveraging segmented learning, the Frame Vector Representation (FVR) algorithm and Frame Identification Algorithm (FIA) are proposed to extract critical frame-related statistics from raw network data having only four application-level features. A novel Augmentation, Aggregation, and Retention Online Training (A2R-OT) algorithm is proposed to find an accurate classification model through online training methodology. In addition, we contribute to the real-world Metaverse dataset comprising virtual reality (VR) games, VR video, VR chat, augmented reality (AR), and mixed reality (MR) traffic, providing a comprehensive benchmark. Discern-XR outperforms state-of-the-art classifiers by 7% while improving training efficiency and reducing false-negative rates. Our work advances Metaverse network traffic classification by standing as the state-of-the-art solution.
ResLearn: Transformer-based Residual Learning for Metaverse Network Traffic Prediction
Manjunath, Yoga Suhas Kuruba, Szymanowski, Mathew, Wissborn, Austin, Li, Mushu, Zhao, Lian, Zhang, Xiao-Ping
Our work proposes a comprehensive solution for predicting Metaverse network traffic, addressing the growing demand for intelligent resource management in eXtended Reality (XR) services. We first introduce a state-of-the-art testbed capturing a real-world dataset of virtual reality (VR), augmented reality (AR), and mixed reality (MR) traffic, made openly available for further research. To enhance prediction accuracy, we then propose a novel view-frame (VF) algorithm that accurately identifies video frames from traffic while ensuring privacy compliance, and we develop a Transformer-based progressive error-learning algorithm, referred to as ResLearn for Metaverse traffic prediction. ResLearn significantly improves time-series predictions by using fully connected neural networks to reduce errors, particularly during peak traffic, outperforming prior work by 99%. Our contributions offer Internet service providers (ISPs) robust tools for real-time network management to satisfy Quality of Service (QoS) and enhance user experience in the Metaverse.
On the Predictive Accuracy of Neural Temporal Point Process Models for Continuous-time Event Data
Bosser, Tanguy, Taieb, Souhaib Ben
Temporal Point Processes (TPPs) serve as the standard mathematical framework for modeling asynchronous event sequences in continuous time. However, classical TPP models are often constrained by strong assumptions, limiting their ability to capture complex real-world event dynamics. To overcome this limitation, researchers have proposed Neural TPPs, which leverage neural network parametrizations to offer more flexible and efficient modeling. While recent studies demonstrate the effectiveness of Neural TPPs, they often lack a unified setup, relying on different baselines, datasets, and experimental configurations. This makes it challenging to identify the key factors driving improvements in predictive accuracy, hindering research progress. To bridge this gap, we present a comprehensive large-scale experimental study that systematically evaluates the predictive accuracy of state-of-the-art neural TPP models. Our study encompasses multiple real-world and synthetic event sequence datasets, following a carefully designed unified setup. We thoroughly investigate the influence of major architectural components such as event encoding, history encoder, and decoder parametrization on both time and mark prediction tasks. Additionally, we delve into the less explored area of probabilistic calibration for neural TPP models. By analyzing our results, we draw insightful conclusions regarding the significance of history size and the impact of architectural components on predictive accuracy. Furthermore, we shed light on the miscalibration of mark distributions in neural TPP models. Our study aims to provide valuable insights into the performance and characteristics of neural TPP models, contributing to a better understanding of their strengths and limitations.
Scheduling for Urban Air Mobility using Safe Learning
Murthy, Surya, Neogi, Natasha A., Bharadwaj, Suda
This work considers the scheduling problem for Urban Air Mobility (UAM) vehicles travelling between origin-destination pairs with both hard and soft trip deadlines. Each route is described by a discrete probability distribution over trip completion times (or delay) and over inter-arrival times of requests (or demand) for the route along with a fixed hard or soft deadline. Soft deadlines carry a cost that is incurred when the deadline is missed. An online, safe scheduler is developed that ensures that hard deadlines are never missed, and that average cost of missing soft deadlines is minimized. The system is modelled as a Markov Decision Process (MDP) and safe model-based learning is used to find the probabilistic distributions over route delays and demand. Monte Carlo Tree Search (MCTS) Earliest Deadline First (EDF) is used to safely explore the learned models in an online fashion and develop a near-optimal non-preemptive scheduling policy. These results are compared with Value Iteration (VI) and MCTS (Random) scheduling solutions.
Scheduling in Parallel Finite Buffer Systems: Optimal Decisions under Delayed Feedback
Tahir, Anam, Alt, Bastian, Rizk, Amr, Koeppl, Heinz
Scheduling decisions in parallel queuing systems arise as a fundamental problem, underlying the dimensioning and operation of many computing and communication systems, such as job routing in data center clusters, multipath communication, and Big Data systems. In essence, the scheduler maps each arriving job to one of the possibly heterogeneous servers while aiming at an optimization goal such as load balancing, low average delay or low loss rate. One main difficulty in finding optimal scheduling decisions here is that the scheduler only partially observes the impact of its decisions, e.g., through the delayed acknowledgements of the served jobs. In this paper, we provide a partially observable (PO) model that captures the scheduling decisions in parallel queuing systems under limited information of delayed acknowledgements. We present a simulation model for this PO system to find a near-optimal scheduling policy in real-time using a scalable Monte Carlo tree search algorithm. We numerically show that the resulting policy outperforms other limited information scheduling strategies such as variants of Join-the-Most-Observations and has comparable performance to full information strategies like: Join-the-Shortest-Queue, Join-the- Shortest-Queue(d) and Shortest-Expected-Delay. Finally, we show how our approach can optimise the real-time parallel processing by using network data provided by Kaggle.