Towards New Metrics Assessing Air Traffic Network Interactions

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Towards New Metrics Assessing Air Traffic Network Interactions Silvia Zaoli Salzburg 6 of December 2018

Domino Project Aim: assessing the impact of innovations in the European ATM system Innovations change the actions and the behaviour of agents of the ATM system (airlines, airports, Network manager, AMAN, DMAN,.) 4D Trajectory adjustment (delay management strategies of airlines) Flight Prioritization (exchange of departure slots between flights) Flight arrival coordination (tactical management of arrival to reduce reactionary delays) [Insert name of the presentation] 2

Domino Project Innovations will be implemented in an Agent Based Model (ABM) simulates one day of operations (pre-tactical and tactical phases) in different scenarios scenarios implement the mechanisms at different levels (current operation to maximum innovation) simulates the action and interactions of a massive number of agents: the airlines, airports, Network manager, passenger etc. -> captures the phenomena emerging from these complex interactions [Insert name of the presentation] 3

Effects of innovations How do we assess and quantify the impact of innovations in a certain scenario at the global level from the results of the ABM? Air traffic is naturally described as a networked system Network science provides us with tools to study the interaction of network elements, the role of topology in the propagation of signals (e.g. delay or congestion) and in the network functioning We consider two types of effects of innovations: Preservation of possible passengers itineraries (connectivity of network of airports and flights) Tightening/weakening of interdependence of the systems elements (e.g. of airports, of airlines, or of all agents) [Insert name of the presentation] 4

Preservation of connectivity Network of airports (nodes) and flights (directed links) Airport j A walk of length n from i to j is a sequence of n flights that brings from i to j Airport k Airport i Centrality metrics (Katz, PageRank) measure the connectivity of a node in terms of its number of incoming or outgoing walks: kc i = α (#walks of length 1) + α 2 (#walks of length 2) + αα 1 (longer walks contribute less) Towards New Metrics Assessing Air Traffic Network Interactions 5

Preservation of connectivity Let us compare two networks: Scheduled network Scheduled flights (with scheduled departure and arrival times) Realized network Realized flights (with realized departure and arrival times, possibly cancelled) Some possible itineraries lost If walks represent possible passengers itineraries, the loss of centrality between the scheduled and the realized network measures the loss of connectivity of an airport due to delays Innovations make the systems more robust if they preserve the centralities of airports (between the scheduled and the realized network) If innovations are implemented locally (only in specific airports), is the benefit local or does it extend? Towards New Metrics Assessing Air Traffic Network Interactions 6

Preservation of connectivity Do walks represent possible passengers itineraries? Standard centrality metrics apply to STATIC, SINGLE-LAYER networks Walks on the static, single-layer network do not represent itineraries that can be actually traveled! And delays do not affect walks Comparison of two days with different delay situations US airspace, 3 and 9 April 2015 Few, small delays Many, large delays The ranking of airports according to their centralities changes very little between the scheduled and the realized network! day 1: τ=0.995 day 2: τ=0.985 Towards New Metrics Assessing Air Traffic Network Interactions 7

Preservation of connectivity The network of airports and flight is a TEMPORAL MULTIPLEX Temporal network The network changes at each time step Walks are time-oriented Towards New Metrics Assessing Air Traffic Network Interactions 8

Preservation of connectivity The network of airports and flight is a TEMPORAL MULTIPLEX Multiplex One layer per airline Walks can be intra- or interlayer Towards New Metrics Assessing Air Traffic Network Interactions 9

Preservation of connectivity We need to define new centrality metrics for temporal multiplexes, where walks represent itineraries that can actually be traveled Standard Katz Centrality Trip Centrality kkkk oooooo ii = tttt ii oooooo nn=1 jj αα nn nn AA iiii AA iiii adjacency matrix of the network AA iiii =1 if there is a link from i to j Airport j Adjacency matrix AA tt depends on time Introduction of secondary nodes ensures that walks respect schedules A copy of each airport per layer, each inter-layer jump has a cost ε (the walk weights less) To obtain tttt ii oooooo I sum contributions of the form ααaa tt 1 KKααAA tt 2 KKααAA tt 3 where KK = KK εε and tt 1 < tt 2 < tt 3 Airport k iiii Airport i Towards New Metrics Assessing Air Traffic Network Interactions 10

Preservation of connectivity Application to data: 1 September 2017, ECAC airspace Percentage of centrality lost: Percentage centrality loss Percentage centrality loss Each dot is an airport Red dots are airports with many departing flights with large departure delays tc in,sched tc out,sched Not all airports with many delayed flights lose centrality, and vice versa Centrality loss quantifies something different with respect to delays, because disrupted itineraries do not depend trivially on the delays Towards New Metrics Assessing Air Traffic Network Interactions 11

Preservation of connectivity Application to data: 3 and 9 April 2015, US airspace Day 1: τ=0.97 Day 2: τ=0.94 Towards New Metrics Assessing Air Traffic Network Interactions 12

Interdependence of elements The interaction of the system s elements fosters the transmission of signals on the network, like e.g. delays or congestions s Let us focus on the network of airports and 2 (t) flights (although the method is more general). s 1 (t) Each airport is characterized by its state of delay, the average departure delay of its flights (suitably detrended for daily seasonality) s 4 (t) Does s 2 (t) influence s 1 (t)? (is there a causal relation?) s 3 (t) A causal relation between two airports could arise, e.g., when they are connected by direct flights because of reactionary delays (1-leg effect) but also when they are not connected directly (2- or more-legs effect) Once pairwise causal relations are detected, we can build a second network where links are the casual relations Characterizing this network informs us on the delay propagation patterns How do we detect causal relations? Towards New Metrics Assessing Air Traffic Network Interactions 13

Causality relations Granger causality in mean Well established statistical test to detect causality between time series [Granger, C. W. (1969) A time series s 2 (t) causes s 1 (t) if the knowledge about the past observations of s 2 helps forecasting the future observations of s 1 pp pp ss 1 (tt) = φφ 1 0 + φφ 11 jj ss 1 tt jj + φφ 12 1 jj ss 2 tt jj + εε tt jj=1 jj=1 VAR(p) model Test null hypothesis that the φφ jj 12 are null If rejected, there is a causal relation between s 2 (t) and s 1 (t) Every possible couple of airports is tested, and a causality network is built with the resulting links [Zanin et al. (2017)] Granger, Investigating causal relations by econometric models and cross-spectral methods, Econometrica, 1969 Zanin et al. Network analysis of chinese air transport delay propagation, Chinese Journal of Aeronautics 30(2), 2017 Towards New Metrics Assessing Air Traffic Network Interactions 14

Causality relations Improving the existing method The test assumes linear dependence, which might not apply to delay, and treats small delays with the same importance as large delays We consider, instead, only extreme delay events, and test causality on those (GRANGER CAUSALITY IN TAIL). Extreme delay events: in the tail of the forecasted delay distribution. New time series ss(tt) =1 if the state of delay is extreme, zero otherwise. Does ss 2 tt help predicting ss 1 (tt)? Towards New Metrics Assessing Air Traffic Network Interactions 15

Causality relations Application to data: Jan-Mar 2015, US air space Overexpression of feedback loops and mutual linkages in the causality network (both in mean and in tail) with respect to the corresponding random case, enhancing delay propagation the decrease of these patterns due to innovations would represent an improvement Mutual linkage Feedback loop Towards New Metrics Assessing Air Traffic Network Interactions 16

Causality relations Application to data: Jan-Mar 2015, US air space With Granger causality in mean, larger airports tend to have more causality links, and these tend to overlap with flight-links (i.e., many 1-leg effects) With Granger causality in tail, middle sized airports have the most causality links, but small overlap with flights (2- or more legs effects dominate) Large airports seem more important in the propagation of average delay (including small ones), but middle sized airports seem more important in the propagation of extreme delays, through 2- or more legs effects GC degree= # causality links Towards New Metrics Assessing Air Traffic Network Interactions 17

Conclusions We identified the following metric to assess innovations: Loss of Trip centrality between the scheduled and the realized network - on average for the entire network - for a specific airport - for a specific airline Density of links in causality network (the smallest, the better) - using delays of all airlines - using airline specific delays -> multi-layer causality network Feedback loops and mutual links (the less, the better) Towards New Metrics Assessing Air Traffic Network Interactions 18

This work was done with Piero Mazzarisi (Università di Bologna) Fabrizio Lillo (Università di Bologna) Gérald Gurtner (University of Westminster) Luis Delgado (University of Westminster) Towards New Metrics Assessing Air Traffic Network Interactions 19

Towards New Metrics Assessing Air Traffic Network Interactions Thank you very much for your attention! This project has received funding from the SESAR Joint Undertaking under the European Union s Horizon 2020 research and innovation programme under grant agreement No 783206. The opinions expressed herein reflect the author s view only. Under no circumstances shall the SESAR Joint Undertaking be responsible for any use that may be made of the information contained herein.

Bonferroni correction Multiple-hypothesis testing produces many false-negatives (false causal relations) Need for a correction limiting these cases Bonferroni correction: to obtain a significance level α on M tests, I use a corrected significance level α /M Applying the correction o the US data, the link density decreases from 45% to 5% Many of the causality relation detected without the correction are not significant Towards New Metrics Assessing Air Traffic Network Interactions 21