Forecasting traffic time series with multivariate predicting method

DOI10.1016/J.AMC.2016.07.017MaRDI QIDQ1733752zbMATHOpenAlexFDO

Authors Yi Yin, Pengjian Shang

Publication date 21 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2016.07.017

zbMATH Keywords

traffic time seriesforecast accuracy measureK-nearest neighbor (KNN) nonparametric regression modelmultivariate predicting methodunivariate predicting method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• Bifurcation analysis of a class of `car following' traffic models
• Chaotic analysis of traffic time series
• Embedology
• Independent coordinates for strange attractors from mutual information.
• Mechanisms for spatio-temporal pattern formation in highway traffic models
• Nearest neighbor pattern classification
• Nonlinear analysis of traffic time series at different temporal scales
• Short-term traffic flow forecasting based on K-nearest neighbors non-parametric regression
• Signal representation and segmentation based on multifractal stationarity

Cited in

(7)

• Coupling correlation detrended analysis for multiple nonstationary series
• Prediction of multivariate time series based on principal component analysis and neural networks
• Forecasting multivariate road traffic flows using Bayesian dynamic graphical models, splines and other traffic variables
• Statistical properties of the detrended multiple cross-correlation coefficient
• Data fusion combined with echo state network for multivariate time series prediction in complex electromechanical system
• Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series
• scientific article; zbMATH DE number 6686670 (Why is no real title available?)

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