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Traffic state classification and relevance calculation at intersections are both difficult problems in traffic control. In this paper, we propose an intersection relevance model based on a temporal graph attention network, which can solve the above two problems at the same time. First, the intersection features and interaction time of the intersections are regarded as input quantities together with the initial labels of the traffic data. Then, they are inputted into the temporal graph attention (TGAT) model to obtain the classification accuracy of the target intersections in four states—free, stable, slow moving, and congested—and the obtained neighbouring intersection weights are used as the correlation between the intersections. Finally, it is validated by VISSIM simulation experiments. In terms of classification accuracy, the TGAT model has a higher classification accuracy than the three traditional classification models and can cope well with the uneven distribution of the number of samples. The information gain algorithm from the information entropy theory was used to derive the average delay as the most influential factor on intersection status. The correlation from the TGAT model positively correlates with traffic flow, making it interpretable. Using this correlation to control the division of subareas improves the road network's operational efficiency more than the traditional correlation model does. This demonstrates the effectiveness of the TGAT model's correlation. [ABSTRACT FROM AUTHOR]

This study presents a novel approach to predicting price fluctuations for U.S. sector index ETFs. By leveraging information-theoretic measures like mutual information and transfer entropy, we constructed threshold networks highlighting nonlinear dependencies between log returns and trading volume rate changes. We derived centrality measures and node embeddings from these networks, offering unique insights into the ETFs' dynamics. By integrating these features into gradient-boosting algorithm-based models, we significantly enhanced the predictive accuracy. Our approach offers improved forecast performance for U.S. sector index futures and adds a layer of explainability to the existing literature. [ABSTRACT FROM AUTHOR]