IDEAS home Printed from https://ideas.repec.org/a/gam/jsusta/v16y2024i5p1818-d1343976.html
   My bibliography  Save this article

Urban Traffic Flow Prediction Based on Bayesian Deep Learning Considering Optimal Aggregation Time Interval

Author

Listed:
  • Fengjie Fu

    (Department of Traffic Management Engineering, Zhejiang Police College, Hangzhou 310058, China)

  • Dianhai Wang

    (College of Civil Engineering and Architecture, Zhejiang University, Hangzhou 310058, China)

  • Meng Sun

    (College of Civil Engineering and Architecture, Zhejiang University, Hangzhou 310058, China
    Zhongyuan Institute, Zhejiang University, Zhengzhou 450000, China)

  • Rui Xie

    (College of Civil Engineering and Architecture, Zhejiang University, Hangzhou 310058, China)

  • Zhengyi Cai

    (College of Civil Engineering and Architecture, Zhejiang University, Hangzhou 310058, China
    School of Information and Electrical Engineering, Hangzhou City University, Hangzhou 310058, China)

Abstract

Predicting short-term urban traffic flow is a fundamental and cost-effective strategy in traffic signal control systems. However, due to the interrupted, periodic, and stochastic characteristics of urban traffic flow influenced by signal control, there are still unresolved issues related to the selection of the optimal aggregation time interval and the quantifiable uncertainties in prediction. To tackle these challenges, this research introduces a method for predicting urban interrupted traffic flow, which is based on Bayesian deep learning and considers the optimal aggregation time interval. Specifically, this method utilizes the cross-validation mean square error (CVMSE) method to obtain the optimal aggregation time interval and to establish the relationship between the optimal aggregation time interval and the signal cycle. A Bayesian LSTM-CNN prediction model, which extends the LSTM-CNN model under the Bayesian framework to a probabilistic model to better capture the stochasticity and variation in the data, is proposed. Experimental results derived from real-world data demonstrate gathering traffic flow data based on the optimal aggregation time interval significantly enhances the prediction accuracy of the urban interrupted traffic flow model. The optimal aggregation time interval for urban interrupted traffic flow data corresponds to a multiple of the traffic signal control cycle. Comparative experiments indicate that the Bayesian LSTM-CNN prediction model outperforms the state-of-the-art prediction models.

Suggested Citation

  • Fengjie Fu & Dianhai Wang & Meng Sun & Rui Xie & Zhengyi Cai, 2024. "Urban Traffic Flow Prediction Based on Bayesian Deep Learning Considering Optimal Aggregation Time Interval," Sustainability, MDPI, vol. 16(5), pages 1-14, February.
  • Handle: RePEc:gam:jsusta:v:16:y:2024:i:5:p:1818-:d:1343976
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2071-1050/16/5/1818/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2071-1050/16/5/1818/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Rossana, Robert J & Seater, John J, 1995. "Temporal Aggregation and Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 441-451, October.
    2. Dongjoo Park & Laurence Rilett & Byron Gajewski & Clifford Spiegelman & Changho Choi, 2009. "Identifying optimal data aggregation interval sizes for link and corridor travel time estimation and forecasting," Transportation, Springer, vol. 36(1), pages 77-95, January.
    Full references (including those not matched with items on IDEAS)

    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. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
    2. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012. "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3309-3322, September.
    3. Hakan Berument & Nildag Basak Ceylan & Hasan Olgun, 2007. "Inflation uncertainty and interest rates: is the Fisher relation universal?," Applied Economics, Taylor & Francis Journals, vol. 39(1), pages 53-68.
    4. Reinhard Ellwanger, Stephen Snudden, 2021. "Predictability of Aggregated Time Series," LCERPA Working Papers bm0127, Laurier Centre for Economic Research and Policy Analysis.
    5. Sabina Kummer‐Noormamode, 2014. "Does Trade with China Have an Impact on African Countries' Growth?," African Development Review, African Development Bank, vol. 26(2), pages 397-415, June.
    6. Sebastian Rondeau, 2012. "Sources of Fluctuations in Emerging Markets: Structural Estimation with Mixed Frequency Data," 2012 Meeting Papers 1156, Society for Economic Dynamics.
    7. Rossana, Robert J., 1998. "On the adjustment matrix in error correction models," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 427-444, July.
    8. Man, K. S., 2004. "Linear prediction of temporal aggregates under model misspecification," International Journal of Forecasting, Elsevier, vol. 20(4), pages 659-670.
    9. Heather R. Tierney & Bing Pan, 2012. "A poisson regression examination of the relationship between website traffic and search engine queries," Netnomics, Springer, vol. 13(3), pages 155-189, October.
    10. Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020. "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers 20-39, Bank of Canada.
    11. Melard, G. & Pasteels, J. -M., 2000. "Automatic ARIMA modeling including interventions, using time series expert software," International Journal of Forecasting, Elsevier, vol. 16(4), pages 497-508.
    12. Georg von Graevenitz & Christian Helmers & Valentine Millot & Oliver Turnbull, 2016. "Does Online Search Predict Sales? Evidence from Big Data for Car Markets in Germany and the UK," Working Papers 71, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
    13. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.
    14. Paul R. Blackley, 1997. "The Short‐Run Relationship Between Sectoral Shifts and U.S. Labor Market Fluctuations," Southern Economic Journal, John Wiley & Sons, vol. 64(2), pages 486-502, October.
    15. Maria Nikoloudaki & Dikaios Tserkezos, 2008. "Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics.
    16. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
    17. Ramirez, Octavio A., 2011. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," Faculty Series 113520, University of Georgia, Department of Agricultural and Applied Economics.
    18. Ellwanger, Reinhard & Snudden, Stephen, 2023. "Forecasts of the real price of oil revisited: Do they beat the random walk?," Journal of Banking & Finance, Elsevier, vol. 154(C).
    19. Hüseyin Şen & Ayşe Kaya & Savaş Kaptan & Metehan Cömert, 2019. "Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships," Working Papers halshs-02095652, HAL.
    20. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024. "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.

    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:gam:jsusta:v:16:y:2024:i:5:p:1818-:d:1343976. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.