Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction
Joint Authors
Source
Journal of Advanced Transportation
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-06-23
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
Bayesian dynamic linear model is a promising method for time series data analysis and short-term forecasting.
One research issue concerns how the predictive model adapts to changes in the system, especially when shocks impact system behavior.
In this study, we propose an adaptive dynamic linear model to adaptively update model parameters for online system state prediction.
The proposed method is an automatic approach based on the feedback of prediction errors at each time slot without the needs of external intervention.
The experimental study on short-term travel speed prediction shows that the proposed method can significantly reduce the prediction errors of the traditional dynamic linear model and outperform two state-of-the-art methods in the case of major system behavior changes.
American Psychological Association (APA)
Ma, Tai-Yu& Pigné, Yoann. 2019. Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction. Journal of Advanced Transportation،Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1169945
Modern Language Association (MLA)
Ma, Tai-Yu& Pigné, Yoann. Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction. Journal of Advanced Transportation No. 2019 (2019), pp.1-10.
https://search.emarefa.net/detail/BIM-1169945
American Medical Association (AMA)
Ma, Tai-Yu& Pigné, Yoann. Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction. Journal of Advanced Transportation. 2019. Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1169945
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1169945