IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v509y2018icp989-997.html
   My bibliography  Save this article

Speed estimation of traffic flow using multiple kernel support vector regression

Author

Listed:
  • Xiao, Jianli
  • Wei, Chao
  • Liu, Yuncai

Abstract

Industrial loop detectors (ILDs) are the most common traffic detectors. In Shanghai, most of the ILDs are installed in a single loop way, which can detect various parameters, such as flow, saturation, and so on. However, they cannot detect the speed directly, which is one of the key inputs of intelligent transportation systems (ITS) for identifying the traffic state. Thus, this paper is dedicated to estimate speed accurately. It proposes a new algorithm that multiple kernel support vector regression (MKL-SVR) to complete this goal, which improves the accuracy and robustness of the speed estimation. Extensive experiments have been performed to evaluate the performances of MKL-SVR, compared with polynomial fitting, BP neural networks and SVR. All results indicate that the performances of MKL-SVR are the best and most robust.

Suggested Citation

  • Xiao, Jianli & Wei, Chao & Liu, Yuncai, 2018. "Speed estimation of traffic flow using multiple kernel support vector regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 989-997.
  • Handle: RePEc:eee:phsmap:v:509:y:2018:i:c:p:989-997
    DOI: 10.1016/j.physa.2018.06.082
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118308070
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2018.06.082?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Masry, Elias, 1996. "Multivariate regression estimation local polynomial fitting for time series," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 81-101, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wei Zhou & Wei Wang & Xuedong Hua & Yi Zhang, 2020. "Real-Time Traffic Flow Forecasting via a Novel Method Combining Periodic-Trend Decomposition," Sustainability, MDPI, vol. 12(15), pages 1-23, July.
    2. Cai, Lingru & Zhang, Zhanchang & Yang, Junjie & Yu, Yidan & Zhou, Teng & Qin, Jing, 2019. "A noise-immune Kalman filter for short-term traffic flow forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    3. Gao, Yuhong & Qu, Zhaowei & Song, Xianmin & Yun, Zhenyu & Xia, Yingji, 2021. "A novel relationship model between signal timing, queue length and travel speed," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
    4. Xu, Jinhua & Li, Yuran & Lu, Wenbo & Wu, Shuai & Li, Yan, 2024. "A heterogeneous traffic spatio-temporal graph convolution model for traffic prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
    5. Han, Yu & Zhang, Mingyu & Guo, Yanyong & Zhang, Le, 2022. "A streaming-data-driven method for freeway traffic state estimation using probe vehicle trajectory data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    6. Tian, Jing & Song, Xianmin & Tao, Pengfei & Liang, Jiahui, 2022. "Pattern-adaptive generative adversarial network with sparse data for traffic state estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
    7. Xiangbing Gao & Bo Jia & Gen Li & Xiaojing Ma, 2022. "Calorific Value Forecasting of Coal Gangue with Hybrid Kernel Function–Support Vector Regression and Genetic Algorithm," Energies, MDPI, vol. 15(18), pages 1-15, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Aboubacar Amiri & Baba Thiam, 2018. "Regression estimation by local polynomial fitting for multivariate data streams," Statistical Papers, Springer, vol. 59(2), pages 813-843, June.
    2. Lee, Yoonseok & Mukherjee, Debasri & Ullah, Aman, 2019. "Nonparametric estimation of the marginal effect in fixed-effect panel data models," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 53-67.
    3. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
    4. Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
    5. Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
    6. Lewbel, Arthur & Linton, Oliver, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," LSE Research Online Documents on Economics 2066, London School of Economics and Political Science, LSE Library.
    7. Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
    8. Lewbel, Arthur & McFadden, Daniel & Linton, Oliver, 2011. "Estimating features of a distribution from binomial data," Journal of Econometrics, Elsevier, vol. 162(2), pages 170-188, June.
    9. Daiki Maki & Yasushi Ota, 2019. "Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches," Papers 1907.12752, arXiv.org, revised Sep 2019.
    10. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
    11. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
    12. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
    13. Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang, 2015. "Gradient-based smoothing parameter selection for nonparametric regression estimation," Journal of Econometrics, Elsevier, vol. 184(2), pages 233-241.
    14. Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation for Research in Economics, Yale University.
    15. Pedro Gozalo & Oliver Linton, 1994. "Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically," Cowles Foundation Discussion Papers 1075, Cowles Foundation for Research in Economics, Yale University.
    16. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012. "Estimating Derivatives in Nonseparable Models With Limited Dependent Variables," Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
    17. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    18. Li, Jialiang & Zhang, Wenyang & Kong, Efang, 2018. "Factor models for asset returns based on transformed factors," Journal of Econometrics, Elsevier, vol. 207(2), pages 432-448.
    19. Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010. "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, vol. 156(2), pages 392-407, June.
    20. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:509:y:2018:i:c:p:989-997. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.