A hybrid autoregressive fractionally integrated moving average and nonlinear autoregressive neural network model for short-term traffic flow prediction

自回归分数积分移动平均 自回归积分移动平均 自回归模型 流量(计算机网络) 人工神经网络 残余物 非线性系统 计算机科学 移动平均线 组分(热力学) 时间序列 工程类 算法 计量经济学 人工智能 数学 机器学习 波动性(金融) 长记忆 物理 计算机安全 量子力学 计算机视觉 热力学
作者
Xuecai Xu,Xiaofei Jin,Daiquan Xiao,Changxi Ma,S.C. Wong
出处
期刊:Journal of Intelligent Transportation Systems [Taylor & Francis]
卷期号:27 (1): 1-18 被引量:38
标识
DOI:10.1080/15472450.2021.1977639
摘要

Intelligent traffic control and guidance system is an effective way to solve urban traffic congestion, improve road capacity and guarantee drivers' travel safety, while short-term traffic flow prediction is the core of intelligent traffic control and guidance system. To investigate the long-term memory and the dynamic feature of short-time traffic flow time series, a hybrid model was proposed by integrating autoregressive fractionally integrated moving average (ARFIMA) model and nonlinear autoregressive (NAR) neural network model to predict short-time traffic flow, in which ARFIMA model can address the long-term memory of linear component and NAR neural network can accommodate the dynamic feature of nonlinear residual component. First, the ARFIMA model was employed to predict the linear component of traffic flow, and the results were compared with those of autoregressive integrated moving average (ARIMA) model. Next, the NAR neural network model was adopted to forecast the nonlinear residual components, and the weighted results were considered as the predicted flow of the hybrid model. The proposed hybrid model was validated by using the cross-sectional traffic flow data in California freeways obtained from the open-access PeMS database. The results showed that the ARFIMA model considering the long-term memory can effectively predict the short-term traffic flow, and the prediction accuracy of the hybrid model is better than that of the singular models. The findings provide an alternative for the short-term traffic flow prediction with lower error and higher accuracy.
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