Adaptive Kalman filtering for multi-step ahead traffic flow prediction

Proceedings of the American Control Conference

Volumn , Issue , 2013, Pages 4724-4729

  Ojeda, Luis Leon ^a   Kibangou, Alain Y ^b   De Wit, Carlos Canudas ^c  

^a INRIA RHÔNE ALPES   (France)

^b GIPSA LAB   (France)

^c CNRS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE FILTERING; COMPUTATION THEORY; ECONOMIC AND SOCIAL EFFECTS; FORECASTING; INTELLIGENT SYSTEMS; INTELLIGENT VEHICLE HIGHWAY SYSTEMS; KALMAN FILTERS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

ADAPTIVE KALMAN FILTERING; FORECASTING METHODS; INTELLIGENT TRANSPORTATION SYSTEMS; LOW COMPUTATIONAL LOADS; MULTI-STEP-AHEAD PREDICTIONS; PSEUDO-OBSERVATIONS; TRAFFIC FLOW FORECASTING; TRAFFIC FLOW PREDICTION;

ADAPTIVE FILTERS;

EID: 84883514244     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2013.6580568     Document Type: Conference Paper

References (37)

1. D. Pisarski and C. Canudas-de Wit, "Analysis and design of equilibrium points for the cell-transmission traffic model," in Proc. of IEEE American Control Conference, Montreal, Canada, June 2012, pp. 5763-5768.
2. "Optimal balancing of road traffic density distributions for the cell transmission model," in Proc. of IEEE Conference on Decision and Control, Maui, Hawai, USA, December 2012, pp. 6969-6974.
3. B. Van Arem, H. Kirby, M. Van Der Vlist, and J. Whittaker, "Recent advances and applications in the filed of short-term traffic forecasting," International Journal of Forecasting, vol. 13, pp. 1-12, 1997.
4. E. Vlahogiannia, J. Golias, and M. Karlaftisa, "Short term traffic forecasting: overview of objectives and methods," Transport Reviews, vol. 24, no. 5, pp. 553-557, September 2004.
5. W. Lin, "A Gaussian maximun likelihood formulation for short-term forecasting of traffic flow," in IEEE Intelligent Transportation Systems Conference Proceedings, Oakland, CA, USA, August 2001.
6. B. Smith, B. Williams, and K. Oswald, "Comparison of parametric and nonparametric models for traffic flow forecasting," Transportation Research Part C: Emerging Technologies, vol. 10, no. 4, pp. 303-321, 2002.
7. M. Der Voort, M. Dougherty, and S. Watson, "Combining Kohonen maps with ARIMA time series models to forecast traffic flow," Transportation Research Part C, vol. 4, no. 5, pp. 307-318, 1996.
8. B. Williams, K. Prya, and D. Brown, "Urban freeway traffic flow prediction. application of seasonal autoregressive integrated moving average and exponential smoothing models," Transportation Research Record, vol. 1644, pp. 179-188, 1998.
9. B. Smith and M. Demetsky, "Multiple-interval freeway traffic flow forecasting," Transportation Research Record, vol. 1544, pp. 136-141, 1996.
10. B. Smith, B. Williams, and K. Oswald, "Parametric and nonparametric traffic volume forecasting," in Proceedings of the 80th TRB Annual Meeting, Washington, DC, USA, 2000.
11. G. Davis and N. Niham, "Adaptive forecasting of freeway traffic congestion," Transportation Research Record, vol. 1287, pp. 29-33, 1991.
12. S. Haykin, NN: A comprenhensive Foundation. NY: Macmillan, 1994.
13. S. Clark, M. Dougherty, and H. Kirby, "The use of neural networks and time series models for short-term traffic forecasting: A comparative study," in Proceedings of the 21st summer Annual Meeting, 1993.
14. S. Ishak and C. Alecsandru, "Optimizing traffic prediction performance of neural networks under various topological, input and traffic condition," in Proceedings of the TRB 82nd Annual Meeting, Washington, DC, USA, 2003.
15. M. Castro-Neto, Y. Jeong, M. Jeong, and L. Hana, "Online-SVR for short-term traffic flow prediction under typical and atypical traffic conditions," Journal Expert Systems with Applications: An International Journal archive, vol. 36, no. 3, pp. 6164-6173, April 2009.
16. B. Smith and M. Demetsky, "Traffic flow forecasting: comparison of modelling approaches," Journal of Transportation Engineering, vol. 123, no. 4, pp. 261-266, 1997.
17. B. Williams, P. Durvasaula, and D. Brown, "Urban traffic traffic flow prediction: Application of seasonal autoregressive integrated moving average and exponential smoothing models," Transportation Research Record, vol. 1644, pp. 132-144, 1998.
18. X. Yuanchang, Z. Yunlong, and Y. Zhirui, "Short-term traffic volume forecasting using Kalman filter with discrete wavelet decomposition," Computer-Aided Civil and Infrastuture Engineering, vol. 22, no. 5, pp. 326-334, July 2007.
19. A. Stathopoulos and A. Karlaftis, "A multivariate state-space approach for urban traffic flow modelling and prediction," Transportation Research Part C, vol. 11, no. 2, pp. 121-135, April 2003.
20. I. Okutani and Y. Stephanedes, "Dynamic prediction of traffic volume through Kalman filtering theory," Transportation Research Part B, vol. 18, no. 1, pp. 1-11, February 1984.
21. R. Chrobok, J. Kaumann, and M. Schreckenberg, "Different methods of traffic forecast based on real data," European Journal of Operational Research, vol. 155, pp. 558-568, 2004.
22. M. Cetin and G. Comert, "Short-term traffic flow prediction with regime switching models," Transportation Research Record, vol. 1965, pp. 23-31, 2006.
23. Y. Tang, W. Lam, and P. Ng, "Comparison of four modeling techniques short-term AADDT forecasting in Hong Kong," Journal of Transportation Engineering, vol. 129, no. 3, pp. 271-277, 2003.
24. W. Lam, Y. Tang, K. Chan, and M. Tam, "short-term traffic flow forecast using Hong Kong Annual Traffic Census," Transportation, vol. 33, pp. 291-310, 2006.
25. M. Dougherty and M. Cobbet, "Short-term inter-urban traffic forecasts using neural networks," International Journal of Forecasting, vol. 13, no. 1, pp. 21-31, 1997.
26. B. Abdulhai, H. Porwal, and W. Recker, "Short term freeway traffic flow prediction using genetically-optimized time-delay-based neural networks," UCB, UCB-ITS-PWP-99-1 (berkeley, CA: Institute of Transportation Studies, University of California, Berkeley), 1999.
27. S. Innamaa, "Short-term prediction of traffic situation using MLPneural networks," in Proceedings of the 7th World congress on Intelligent Transportation Systems, Turin,Italy, November 2000.
28. H. Kirby, M. Dougherty, and S. Watson, "Should we use neural networks or statistical models for short-term motorway forecasting," International Journal of Forecasting, vol. 13, no. 1, pp. 43-50, 1997.
29. M. Danech-Pajouh and M. Aron, "ATHENA: A method for shortterm inter-urban motorway traffic forecasting," Recherche Transport Securite, vol. 6, pp. 11-16, 1991.
30. J. Whittaker, S. Garside, and K. Lindveld, "Tracking and predicting a network traffic process," International Journal of Forecasting, vol. 13, no. 1, pp. 51-61, March 1997.
31. J. Xia, Dynamic freeway travel time prediction using single loop detector and incident data. Kentucky (USA): University of Kentucky Doctoral Dissertations, 2006.
32. R. Kalman and R. Bucy, "New results in linear filtering and prediction theory," Transactions of the ASME. Series D, Journal of Basic Engineering, vol. 83D, pp. 95-108, 1961.
33. A. Sage and G. Husa, "Adaptive filtering with unknown prior statistics," in Proceedings of the joint Automatic Control Conference, Colorado, USA, August 1969, pp. 760-769.
34. R. Mehra, "Adaptive filtering with unknown prior statistics," in Proceedings of the joint Automatic Control Conference, Colorado, USA, August 1969, pp. 760-769.
35. A. Sage and J. Melsa, System identification. New York (USA): Academic press, 1971.
36. K. Myers and B. Tapley, "Adaptive sequential estimation with unknown noise statistics," IEEE Transactions on Automatic Control, vol. 21, no. 24, pp. 520-523, August 1976.
37. C. Lan, "A recursive traffic flow predictor based on dynamic generalized linear model framework," in IEEE Intelligent Transportation Systems Conference Proceedings, Oakland, California, USA, August 2001, pp. 410-415.