IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v579y2021ics0378437121004143.html
   My bibliography  Save this article

Self-supervision Spatiotemporal Part-Whole Convolutional Neural Network for Traffic Prediction

Author

Listed:
  • Zhai, Linbo
  • Yang, Yong
  • Song, Shudian
  • Ma, Shuyue
  • Zhu, Xiumin
  • Yang, Feng

Abstract

Traffic is a relatively broad concept, including transportation, travel, trade, and internet networks. It is a kind of method to analyze, model and give predictive results for a given sequence with temporal and spatial relations. Traffic forecasting has always been a hot issue for researchers. It is a non-stationary time series with a high degree of nonlinearity, and it is very challenging to accurately forecast it. We propose a novel self-supervision Spatiotemporal Part-Whole Convolutional Neural Network (STPWNet), which simultaneously captures the temporal and spatial correlations of the traffic sequence to accurately predict the traffic data at the next moment. In order to improve the inference accuracy and speed of the deep network, we designed a lightweight convolutional network module with a part-whole structure to improve the accuracy and speed of network prediction. Compared with traditional neural networks, STPWNet has fewer parameters, faster inference speed, and can produce good prediction performance on a variety of traffic data sets. Experiments show that our proposed network uses only a small number of parameters compared with other networks, and can achieve quite good performance. Our code is available on https://github.com/zhu-xm1/STPWNet.

Suggested Citation

  • Zhai, Linbo & Yang, Yong & Song, Shudian & Ma, Shuyue & Zhu, Xiumin & Yang, Feng, 2021. "Self-supervision Spatiotemporal Part-Whole Convolutional Neural Network for Traffic Prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 579(C).
  • Handle: RePEc:eee:phsmap:v:579:y:2021:i:c:s0378437121004143
    DOI: 10.1016/j.physa.2021.126141
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437121004143
    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.2021.126141?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. Okutani, Iwao & Stephanedes, Yorgos J., 1984. "Dynamic prediction of traffic volume through Kalman filtering theory," Transportation Research Part B: Methodological, Elsevier, vol. 18(1), pages 1-11, February.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Xinqiang Chen & Jinquan Lu & Jiansen Zhao & Zhijian Qu & Yongsheng Yang & Jiangfeng Xian, 2020. "Traffic Flow Prediction at Varied Time Scales via Ensemble Empirical Mode Decomposition and Artificial Neural Network," Sustainability, MDPI, vol. 12(9), pages 1-17, May.
    4. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    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. Marta Skiba & Barbara Dutka & Mariusz Młynarczuk, 2021. "MLP-Based Model for Estimation of Methane Seam Pressure," Energies, MDPI, vol. 14(22), pages 1-12, November.
    2. Ma, Changxi & Zhao, Mingxi, 2023. "Spatio-temporal multi-graph convolutional network based on wavelet analysis for vehicle speed prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).

    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. repec:hum:wpaper:sfb649dp2007-042 is not listed on IDEAS
    2. Yin-Wong Cheung & Frank Westermann, 2001. "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," Multinational Finance Journal, Multinational Finance Journal, vol. 5(2), pages 113-128, June.
    3. Erdal Demirhan & Banu Demirhan, 2015. "The Dynamic Effect of ExchangeRate Volatility on Turkish Exports: Parsimonious Error-Correction Model Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 429-451, September.
    4. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    5. Óscar Reinaldo Becerra & Luis Fernando Melo Velandia., 2009. "Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 107-134.
    6. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, September.
    7. Panagiotou, Dimitrios, 2015. "Volatility Spillover Effects In The Extra Virgin Olive Oil Markets Of The Mediterranean," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(3), pages 1-11, July.
    8. Fagiani, Riccardo & Hakvoort, Rudi, 2014. "The role of regulatory uncertainty in certificate markets: A case study of the Swedish/Norwegian market," Energy Policy, Elsevier, vol. 65(C), pages 608-618.
    9. Aamir Jamal & G. M. Bhat, 2023. "Disentangling the Nexus Between Exchange Rate Volatility, Exports, and FDI: Empirical Evidence from the Indian Economy," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(3), pages 449-472, September.
    10. Christian M. Hafner & Helmut Herwartz, 2009. "Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 294-323, August.
    11. Francesco Guidi, 2009. "Volatility and Long-Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," The IUP Journal of Financial Economics, IUP Publications, vol. 0(2), pages 7-39, June.
    12. Hurvich, Cliiford & Wang, Yi, 2006. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 1413, University Library of Munich, Germany.
    13. Szabolcs Blazsek & Anna Downarowicz, 2013. "Forecasting hedge fund volatility: a Markov regime-switching approach," The European Journal of Finance, Taylor & Francis Journals, vol. 19(4), pages 243-275, April.
    14. Syriopoulos, Theodore, 2006. "Risk and return implications from investing in emerging European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(3), pages 283-299, July.
    15. Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A., 2016. "Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis," Economic Modelling, Elsevier, vol. 59(C), pages 9-22.
    16. Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M., 2005. "Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 356-375.
    17. Nikita Medvedev & Zhiguang Wang, 2022. "Multistep forecast of the implied volatility surface using deep learning," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 645-667, April.
    18. Ebenezer, Appiah Collins & Jatoe, John Baptist D. & Mensa-Bonsu, Akwasi, 2018. "Food Price Sensitivity To Changes In Petroleum Price And Exchange Rate In Ghana: A Cointegration Analysis," 2018 Conference (2nd), August 8-11, Kumasi, Ghana 277791, Ghana Association of Agricultural Economists.
    19. Chien, Mei-Se & Lee, Chien-Chiang & Hu, Te-Chung & Hu, Hui-Ting, 2015. "Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5," Economic Modelling, Elsevier, vol. 51(C), pages 84-98.
    20. Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur, 2010. "The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 327-342.
    21. Myers, Robert J., 1994. "Time Series Econometrics and Commodity Price Analysis: A Review," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(02), pages 1-15, August.

    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:579:y:2021:i:c:s0378437121004143. 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.