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Hiroyuki Hasada

Publications and source records attributed to Hiroyuki Hasada.

2 recordsLinked to original sources

Route Based Map Matching via a Structured Codebook and Token Sequence Decoding

This study proposes an efficient and computationally light route based map matching method for GPS track data on urban expressway networks. The key idea is to exploit a symbolic structure of named lines and named junctions that link level map matching leaves unused. We represent each candidate route as a sequence of line and junction names, take the set of such sequences as a route codebook, and formulate map matching as scored alignment of a probe trajectory against members of the codebook. Probes become token sequences via a mesh quantizer, a precomputed grid mapping each coordinate to a line or junction token, and the decoder returns a member of the codebook by construction. The codebook is indexed by a DAFSA $\times$ Levenshtein automaton, a fuzzy lookup technique from approximate string matching and speech recognition; the per query decoding cost is orders of magnitude lower than a brute force scan. We evaluate the method on a deformed replica of the Tokyo Metropolitan Expressway topology. The method recovers the exact route at moderate GPS noise and continues to identify the line and junction sequence under heavy noise; a sensitivity analysis maps the mesh resolution operating range. Real probe evaluation, channel model calibration, and a head to head HMM comparison are left to a forthcoming version.

math.OC

Identifying dynamical network markers of financial market instability

Market instability has been extensively studied using mathematical approaches to characterize complex trading dynamics and detect structural change points. This study explores the potential for early warning of market instability by applying the Dynamical Network Marker (DNM) theory to order placement and execution data from the Tokyo Stock Exchange. DNM theory identifies indicators associated with critical slowing down -- a precursor to critical transitions -- in high-dimensional systems of many interacting elements. In this study, market participants are identified using virtual server IDs from the trading system, and multivariate time series representing their trading activities are constructed. This framework treats each participant as an interacting element, thereby enabling the application of DNM theory to the resulting time series. The results suggest that early warning signals of large price movements can be detected on a daily time scale. These findings highlight the potential to develop practical DNM-based early-warning systems for large price movements by further refining forecasting horizons and integrating multiple time series capturing different aspects of trading behavior.

physics.soc-ph