메뉴 건너뛰기




Volumn 43, Issue , 2014, Pages 65-78

A hybrid short-term traffic flow forecasting method based on spectral analysis and statistical volatility model

Author keywords

GARCH; GJR GARCH; Model decomposition; Short term forecasting; Spectral analysis; Traffic flow; Volatility analysis

Indexed keywords

ADVANCED TRAVELER INFORMATION SYSTEMS; AUTOREGRESSIVE MOVING AVERAGE MODEL; DECOMPOSITION; FORECASTING; HIGHWAY TRAFFIC CONTROL; INFORMATION MANAGEMENT; INTELLIGENT SYSTEMS; SPECTRUM ANALYSIS; STREET TRAFFIC CONTROL; UNCERTAINTY ANALYSIS;

EID: 84902550168     PISSN: 0968090X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.trc.2013.11.011     Document Type: Article
Times cited : (226)

References (48)
  • 1
    • 0018729076 scopus 로고
    • Analysis of freeway traffic time-series data by using Box-Jenkins techniques
    • Ahmed M., Cook A. Analysis of freeway traffic time-series data by using Box-Jenkins techniques. Transportation Research Record 1979, 722:1-9.
    • (1979) Transportation Research Record , vol.722 , pp. 1-9
    • Ahmed, M.1    Cook, A.2
  • 3
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev T. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 1986, 31(3):307-327.
    • (1986) Journal of Econometrics , vol.31 , Issue.3 , pp. 307-327
    • Bollerslev, T.1
  • 4
    • 84861893114 scopus 로고    scopus 로고
    • Neural-network-based models for short-term traffic flow forecasting using a hybrid exponential smoothing and Levenberg-Marquardt algorithm
    • Chan K.Y., Dillon T.S., Singh J., Chang E. Neural-network-based models for short-term traffic flow forecasting using a hybrid exponential smoothing and Levenberg-Marquardt algorithm. IEEE Transactions on Intelligent Transportation Systems 2012, 13(2):644-654.
    • (2012) IEEE Transactions on Intelligent Transportation Systems , vol.13 , Issue.2 , pp. 644-654
    • Chan, K.Y.1    Dillon, T.S.2    Singh, J.3    Chang, E.4
  • 5
    • 84862782234 scopus 로고    scopus 로고
    • The retrieval of intra-day trend and its influence on traffic prediction
    • Chen C., et al. The retrieval of intra-day trend and its influence on traffic prediction. Transportation Research Part C 2012, 22:103-118.
    • (2012) Transportation Research Part C , vol.22 , pp. 103-118
    • Chen, C.1
  • 7
    • 0028406835 scopus 로고
    • Traffic-flow dynamics: a search for chaos
    • Dendrinos D.S. Traffic-flow dynamics: a search for chaos. Chaos, Solitons & Fractals 1994, 4(4):605-617.
    • (1994) Chaos, Solitons & Fractals , vol.4 , Issue.4 , pp. 605-617
    • Dendrinos, D.S.1
  • 10
    • 85015436578 scopus 로고
    • Autoregressive conditional heteroscedasticity integreated moving average time series models
    • Engle R. Autoregressive conditional heteroscedasticity integreated moving average time series models. Econometrica 1982, 50(4):987-1008.
    • (1982) Econometrica , vol.50 , Issue.4 , pp. 987-1008
    • Engle, R.1
  • 11
    • 85029832654 scopus 로고    scopus 로고
    • n.d. The R Foundation for Statistical Computing. <> (accessed 30.01.13).
    • Gentleman, R., Ihaka, R., n.d. The R Foundation for Statistical Computing. <> (accessed 30.01.13). http://www.r-project.org/.
    • Gentleman, R.1    Ihaka, R.2
  • 12
    • 85029843285 scopus 로고    scopus 로고
    • Rugarch: Univariate GARCH Models, R Package version 1.2-7.
    • Ghalanos, A., 2013. Rugarch: Univariate GARCH Models, R Package version 1.2-7.
    • (2013)
    • Ghalanos, A.1
  • 13
    • 84993601065 scopus 로고
    • On the relation between the expected 15 value and the volatility of the nominal excess return on stocks
    • Glosten L.R., Jagannathan R., Runkle D.E. On the relation between the expected 15 value and the volatility of the nominal excess return on stocks. The Journal of 16 Finance 1993, 43:1779-1801.
    • (1993) The Journal of 16 Finance , vol.43 , pp. 1779-1801
    • Glosten, L.R.1    Jagannathan, R.2    Runkle, D.E.3
  • 14
    • 19644379708 scopus 로고    scopus 로고
    • A forecast comparison of volatility models: does anything beat a GARCH (1, 1)?
    • Hansen P.R., Lunde A. A forecast comparison of volatility models: does anything beat a GARCH (1, 1)?. Journal of Applied Econometrics 2005, 20(7):873-889.
    • (2005) Journal of Applied Econometrics , vol.20 , Issue.7 , pp. 873-889
    • Hansen, P.R.1    Lunde, A.2
  • 15
    • 3242704391 scopus 로고    scopus 로고
    • Wavelet packet-autocorrelation function method for traffic flow pattern analysis
    • Jiang X., Adeli H. Wavelet packet-autocorrelation function method for traffic flow pattern analysis. Computer-Aided Civil and Infrastructure Engineering 2004, 19(5):324-337.
    • (2004) Computer-Aided Civil and Infrastructure Engineering , vol.19 , Issue.5 , pp. 324-337
    • Jiang, X.1    Adeli, H.2
  • 16
    • 26444571471 scopus 로고    scopus 로고
    • Dynamic wavelet neural network model for traffic flow forecasting
    • Jiang X., Adeli H. Dynamic wavelet neural network model for traffic flow forecasting. Journal of Transportation Engineering 2005, 131(10):771-779.
    • (2005) Journal of Transportation Engineering , vol.131 , Issue.10 , pp. 771-779
    • Jiang, X.1    Adeli, H.2
  • 18
    • 67949085060 scopus 로고    scopus 로고
    • A novel forecasting approach inspired by human memory: the example of short-term traffic volume forecasting
    • Huang S., Sadek A.W. A novel forecasting approach inspired by human memory: the example of short-term traffic volume forecasting. Transportation Research Part C: Emerging Technologies 2009, 17(5):510-525.
    • (2009) Transportation Research Part C: Emerging Technologies , vol.17 , Issue.5 , pp. 510-525
    • Huang, S.1    Sadek, A.W.2
  • 19
    • 24944447184 scopus 로고    scopus 로고
    • An applicable short-term traffic flow forecasting method based on chaotic theory
    • Hu J., et al. An applicable short-term traffic flow forecasting method based on chaotic theory. Intelligent Transportation Systems 2003, 1(1):608-613.
    • (2003) Intelligent Transportation Systems , vol.1 , Issue.1 , pp. 608-613
    • Hu, J.1
  • 20
    • 0036848533 scopus 로고    scopus 로고
    • Performance evaluation of short-term-series traffic prediction model
    • Ishak S., Al-Deek H. Performance evaluation of short-term-series traffic prediction model. Journal of Transportation Engineering 2002, 128(6):90-498.
    • (2002) Journal of Transportation Engineering , vol.128 , Issue.6 , pp. 90-498
    • Ishak, S.1    Al-Deek, H.2
  • 21
    • 0021375695 scopus 로고
    • Dynamic prediction of traffic volume through kalman filtering theory
    • Iwao O. Dynamic prediction of traffic volume through kalman filtering theory. Transportation Research Part C 1984, 1-11.
    • (1984) Transportation Research Part C , pp. 1-11
    • Iwao, O.1
  • 24
    • 79958092546 scopus 로고    scopus 로고
    • Prediction intervals to account for uncertainties in travel time prediction
    • Khosravi A., et al. Prediction intervals to account for uncertainties in travel time prediction. IEEE Transactions on Intelligent Transportation systems 2011, 12(2):537-547.
    • (2011) IEEE Transactions on Intelligent Transportation systems , vol.12 , Issue.2 , pp. 537-547
    • Khosravi, A.1
  • 27
    • 0016349498 scopus 로고
    • The prediction of traffic flow volumes based on spectral analysis
    • Nicholson H., Swann C. The prediction of traffic flow volumes based on spectral analysis. Transportation Research 1974, 8(6):533-538.
    • (1974) Transportation Research , vol.8 , Issue.6 , pp. 533-538
    • Nicholson, H.1    Swann, C.2
  • 36
    • 4444369422 scopus 로고    scopus 로고
    • Short-term traffic forecasting: overview of objectives and methods
    • Vlahogianni E.I., Golias J.C., Karlaftis M.G. Short-term traffic forecasting: overview of objectives and methods. Transport Reviews 2004, 24(5):533-557.
    • (2004) Transport Reviews , vol.24 , Issue.5 , pp. 533-557
    • Vlahogianni, E.I.1    Golias, J.C.2    Karlaftis, M.G.3
  • 37
    • 33750338259 scopus 로고    scopus 로고
    • Statistical methods for detecting nonlinearity and non-stationarity in univariate short-term time-series of traffic volume
    • Vlahogianni E.I., Karlaftis M.G., Golias J.C. Statistical methods for detecting nonlinearity and non-stationarity in univariate short-term time-series of traffic volume. Transportation Research Part C: Emerging Technologies 2006, 14(5):351-367.
    • (2006) Transportation Research Part C: Emerging Technologies , vol.14 , Issue.5 , pp. 351-367
    • Vlahogianni, E.I.1    Karlaftis, M.G.2    Golias, J.C.3
  • 40
    • 84873704499 scopus 로고    scopus 로고
    • Short-term traffic speed forecasting hybrid model based on Chaos-Wavelet Analysis-Support Vector Machine theory
    • Wang J., Shi Q. Short-term traffic speed forecasting hybrid model based on Chaos-Wavelet Analysis-Support Vector Machine theory. Transportation Research Part C 2013, 27:219-232.
    • (2013) Transportation Research Part C , vol.27 , pp. 219-232
    • Wang, J.1    Shi, Q.2
  • 41
    • 80155154044 scopus 로고    scopus 로고
    • Forecasting the short-term metro passenger flow with empirical mode decomposition and neural networks
    • Wei Y., Chen M.-C. Forecasting the short-term metro passenger flow with empirical mode decomposition and neural networks. Transportation Research Part C 2012, 21:148-162.
    • (2012) Transportation Research Part C , vol.21 , pp. 148-162
    • Wei, Y.1    Chen, M.-C.2
  • 42
    • 0032207514 scopus 로고    scopus 로고
    • Urban freeway traffic flow prediction: application of seasonal autoregressive integrated moving average and exponential smoothing models
    • Williams B., Durvasula P., Brown D. Urban freeway traffic flow prediction: application of seasonal autoregressive integrated moving average and exponential smoothing models. Transportation Research Board 1998, 1644:132-141.
    • (1998) Transportation Research Board , vol.1644 , pp. 132-141
    • Williams, B.1    Durvasula, P.2    Brown, D.3
  • 48
    • 49249101709 scopus 로고    scopus 로고
    • Short-term traffic flow forecasting using fuzzy logic system methods
    • Zhang Y., Ye Z. Short-term traffic flow forecasting using fuzzy logic system methods. Journal of Intelligent Transportation Systems 2008, 12(3):102-112.
    • (2008) Journal of Intelligent Transportation Systems , vol.12 , Issue.3 , pp. 102-112
    • Zhang, Y.1    Ye, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.