Seasonal adjustment in a SVR with chaotic simulated annealing algorithm traffic flow forecasting model

Inter-urban traffic flow forecasting has been one of most important issues in the research on road traffic congestion. However, the traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during daily peak periods, traffic flow data reveals cyclic (seasonal) trend. The support vector regression model (SVR) has been widely used to solve nonlinear time series problems. This investigation presents a traffic flow forecasting model by employing seasonal adjustment to deal with the cyclic (seasonal) traffic flow, in addition, the chaotic simulated annealing algorithm is also applied to optimize the three parameters of a SVR model, namely SSVRCSA, to forecast inter-urban traffic flow. A numerical example of traffic flow values from northern Taiwan is used to elucidate the forecasting performance. The results indicate that the proposed model yields more accurate forecasting results than the seasonal autoregressive integrated moving average (SARIMA), back-propagation neural network (BPNN), and seasonal Holt-Winters (SHW) models.

[1]  Kazuyuki Aihara,et al.  Chaotic simulated annealing by a neural network model with transient chaos , 1995, Neural Networks.

[2]  Wei-Chiang Hong,et al.  Hybrid evolutionary algorithms in a SVR-based electric load forecasting model , 2009 .

[3]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[4]  Peter J. Angeline,et al.  An evolutionary algorithm that constructs recurrent neural networks , 1994, IEEE Trans. Neural Networks.

[5]  Bart van Arem,et al.  TRAVEL TIME ESTIMATION IN THE GERDIEN PROJECT , 1997 .

[6]  Ping-Feng Pai,et al.  Forecasting regional electricity load based on recurrent support vector machines with genetic algorithms , 2005 .

[7]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[8]  Ping-Feng Pai,et al.  Software reliability forecasting by support vector machines with simulated annealing algorithms , 2006, J. Syst. Softw..

[9]  Yiannis Kamarianakis,et al.  Space-time modeling of traffic flow , 2002, Comput. Geosci..

[10]  Wei-Chiang Hong,et al.  Chaotic particle swarm optimization algorithm in a support vector regression electric load forecasting model , 2009 .

[11]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[12]  Joe Whittaker,et al.  TRACKING AND PREDICTING A NETWORK TRAFFIC PROCESS , 1997 .

[13]  Vladimir N. Vapnik,et al.  The Nature of Statistical Learning Theory , 2000, Statistics for Engineering and Information Science.

[14]  Lorenzo Mussone,et al.  A Study of Hybrid Neural Network Approaches and the Effects of Missing Data on Traffic Forecasting , 2001, Neural Computing & Applications.

[15]  Eleni I. Vlahogianni,et al.  Optimized and meta-optimized neural networks for short-term traffic flow prediction: A genetic approach , 2005 .

[16]  Billy M. Williams,et al.  MODELING AND FORECASTING VEHICULAR TRAFFIC FLOW AS A SEASONAL STOCHASTIC TIME SERIES PROCESS , 1999 .

[17]  Jianzhou Wang,et al.  A trend fixed on firstly and seasonal adjustment model combined with the ε-SVR for short-term forecasting of electricity demand , 2009 .

[18]  Somayeh Alizadeh,et al.  Learning FCM by chaotic simulated annealing , 2009 .

[19]  I Okutani,et al.  Dynamic prediction of traffic volume through Kalman Filtering , 1984 .

[20]  Billy M. Williams Multivariate Vehicular Traffic Flow Prediction: Evaluation of ARIMAX Modeling , 2001 .

[21]  Wei-Chiang Hong,et al.  Rainfall forecasting by technological machine learning models , 2008, Appl. Math. Comput..

[22]  Kate Smith-Miles,et al.  On chaotic simulated annealing , 1998, IEEE Trans. Neural Networks.

[23]  Ping-Feng Pai,et al.  Support Vector Machines with Simulated Annealing Algorithms in Electricity Load Forecasting , 2005 .

[24]  Ping-Feng Pai,et al.  A recurrent support vector regression model in rainfall forecasting , 2007 .

[25]  Yi Lu,et al.  Forecasting realized volatility using a long-memory stochastic volatility model : estimation, prediction and seasonal adjustment , 2006 .

[26]  Wei‐Chiang Hong,et al.  Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting , 2009 .

[27]  Wang Ling Survey on Chaotic Optimization Methods , 2001 .

[28]  Bo Zhong,et al.  BP neural network with rough set for short term load forecasting , 2009, Expert Syst. Appl..

[29]  Matthew G. Karlaftis,et al.  A multivariate state space approach for urban traffic flow modeling and prediction , 2003 .

[30]  P C Vythoulkas,et al.  ALTERNATIVE APPROACHES TO SHORT TERM TRAFFIC FORECASTING FOR USE IN DRIVER INFORMATION SYSTEMS , 1993 .

[31]  Ping-Feng Pai,et al.  A hybrid ARIMA and support vector machines model in stock price forecasting , 2005 .

[32]  Wei-Chiang Hong,et al.  Electric load forecasting by support vector model , 2009 .

[33]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1972 .

[34]  Ping-Feng Pai,et al.  Potential assessment of the support vector regression technique in rainfall forecasting , 2007 .