Abstract
The realization of road traffic prediction not only provides real-time and effective information for travelers, but also helps them select the optimal route to reduce travel time. Road traffic prediction offers traffic guidance for travelers and relieves traffic jams. In this paper, a real-time road traffic state prediction based on autoregressive integrated moving average (ARIMA) and the Kalman filter is proposed. First, an ARIMA model of road traffic data in a time series is built on the basis of historical road traffic data. Second, this ARIMA model is combined with the Kalman filter to construct a road traffic state prediction algorithm, which can acquire the state, measurement, and updating equations of the Kalman filter. Third, the optimal parameters of the algorithm are discussed on the basis of historical road traffic data. Finally, four road segments in Beijing are adopted for case studies. Experimental results show that the real-time road traffic state prediction based on ARIMA and the Kalman filter is feasible and can achieve high accuracy.
Similar content being viewed by others
References
Brockwell, P.J., Davis, R.A., 2006. ARMA models. In: Casella, G., Fienberg, S., Olkin, I. (Eds.), Introduction to Time Series and Forecasting. Springer Science & Business Media, Berlin, Germany, p.83–100.
Chang, T.H., Chueh, C.H., Yang, L.K., 2011. Dynamic traffic prediction for insufficient data roadways via automatic control theories. Contr. Eng. Pract., 19(12):1479–1489. http://dx.doi.org/10.1016/j.conengprac.2011.08.007
Chen, B.K., Xie, Y.B., Tong, W., et al., 2012. A comprehensive study of advanced information feedbacks in real-time intelligent traffic systems. Phys. A, 91(8):2730–2739. http://dx.doi.org/10.1016/j.physa.2011.12.032
Chen, C.Y., Hu, J.M., Meng, Q., et al., 2011. Short-time traffic flow prediction with ARIMA-GARCH model. IEEE Intelligent Vehicles Symp., p.607–612. http://dx.doi.org/10.1109/IVS.2011.5940418
Diebold, F.X., Mariano, R.S., 1995. Comparing predictive accuracy. J. Bus. Econ. Stat., 13(3):134–144. http://dx.doi.org/10.1198/073500102753410444
Dong, C.F., Ma, X., Wang, G.W., et al., 2009. Prediction feedback in intelligent traffic systems. Phys., 388(21): 4651–4657. http://dx.doi.org/10.1016/j.physa.2009.07.018
Dong, C.F., Ma, X., Wang, B.H., 2010. Weighted congestion coefficient feedback in intelligent transportation systems. Phys. Lett. A, 374(11):1326–1331. http://dx.doi.org/10.1016/j.physleta.2010.01.011
Durbin, J., Koopman, S.J., 2012. Time Series Analysis by State Space Methods. Oxford University Press, London, UK.
Guo, J.H., Huang, W., Williams, B.M., 2014. Adaptive Kal-man filter approach for stochastic short-term traffic flow rate prediction and uncertainty quantification. Transp. Res. Part C, 43:50–64. http://dx.doi.org/10.1016/j.trc.2014.02.006
Hoong, P.K., Tan, I.K.T., Chien, O.K., et al., 2012. Road traffic prediction using Bayesian networks. IET Int. Conf. on Wireless Communications and Applications, p.1–5. http://dx.doi.org/10.1049/cp.2012.2098
Kirchgässner, G., Wolters, J., Hassler, U., 2012. Introduction to Modern Time Series Analysis. Springer Science & Business Media, Berlin, Germany.
Kumar, K., Parida, M., Katiyar, V.K., 2013. Short term traffic flow prediction for a non urban highway using artificial neural network. Proc.-Soc. Behav. Sci., 104:755–764. http://dx.doi.org/10.1016/j.sbspro.2013.11.170
Lin, L., Li, Y., Sadek, A., 2013. A k nearest neighbor based local linear wavelet neural network model for online short-term traffic volume prediction. Proc.-Soc. Behav. Sci., 96:2066–2077. http://dx.doi.org/10.1016/j.sbspro.2013.08.223
Liu, H., Tian, H.Q., Li, Y.F., 2012. Comparison of two new ARIMA-ANN and ARIMA-Kalman hybrid methods for wind speed prediction. Appl. Energy, 98:415–424. http://dx.doi.org/10.1016/j.apenergy.2012.04.001
Liu, J.Y., Wang, W.D., Gong, X.Y., et al., 2012. A hybrid model based on Kalman filter and neutral network for traffic prediction. IEEE 2nd Int. Conf. on Cloud Compu-ting and Intelligent Systems, p.533–536. http://dx.doi.org/10.1109/CCIS.2012.6664231
Liu, X.L., Jia, P., Wu, S.H., et al., 2011. Short-term traffic flow forecasting based on multi-dimensional parameters. J. Transp. Syst. Eng. Inform. Technol., 11(4):140–146 (in Chinese).
Lv, L., Chen, M., Liu, Y., et al., 2015. A plane moving average algorithm for short-term traffic flow prediction. In: Cau, T., Lim, E.P., Zhou, Z.H., et al. (Eds.), Advances in Knowledge Discovery and Data Mining. Springer Int. Publishing, Cham, Switzerland, p.357–369. http://dx.doi.org/10.1007/978-3-319-18032-8_28
Ma, T., Zhou, Z., Abdulhai, B., 2015. Nonlinear multivariate time–space threshold vector error correction model for short term traffic state prediction. Transp. Res. Part B, 76:27–47. http://dx.doi.org/10.1016/j.trb.2015.02.008
Ma, X.L., Tao, Z.M., Wang, Y.H., et al., 2015. Long short-term memory neural network for traffic speed prediction using remote microwave sensor data. Transp. Res. Part C, 54:187–197. http://dx.doi.org/10.1016/j.trc.2015.03.014
Min, W., Wynter, L., 2011. Real-time road traffic prediction with spatio-temporal correlations. Transp. Res. Part C, 19(4):606–616. http://dx.doi.org/10.1016/j.trc.2010.10.002
Moretti, F., Pizzuti, S., Panzieri, S., et al., 2015. Urban traffic flow forecasting through statistical and neural network bagging ensemble hybrid modeling. Neurocomputing, 167:3–7. http://dx.doi.org/10.1016/j.neucom.2014.08.100
Ojeda, L.L., Kibangou, A.Y., de Wit, C.C., 2013. Adaptive Kalman filtering for multi-step ahead traffic flow predic-tion. IEEE American Control Conf., p.4724–4729. http://dx.doi.org/10.1109/ACC.2013.6580568
Pan, T.L., Sumalee, A., Zhong, R.X., et al., 2013. Short-term traffic state prediction based on temporal–spatial correla-tion. IEEE Trans. Intell. Transp. Syst., 14(3):1242–1254. http://dx.doi.org/10.1109/TITS.2013.2258916
Park, J., Li, D., Murphey, Y.L., et al., 2011. Real time vehicle speed prediction using a neural network traffic model. IEEE Int. Joint Conf. on. Neural Networks, p.2991–2996. http://dx.doi.org/10.1109/IJCNN.2011.6033614
Qi, Y., Ishak, S., 2014. A hidden Markov model for short term prediction of traffic conditions on freeways. Transp. Res. Part C, 43:95–111. http://dx.doi.org/10.1016/j.trc.2014.02.007
Smith, B.L., Williams, B.M., Oswald, R.K., 2002. Comparison of parametric and nonparametric models for traffic flow forecasting. Transp. Res. Part C, 10(4):303–321. http://dx.doi.org/10.1016/S0968-090X(02)00009-8
Sommer, M., Tomforde, S., Haehner, J., 2015. A systematic study on forecasting of traffic flows with artificial neural networks. Proc. 28th Int. Conf. on. Architecture of Computing Systems, p.1–8.
Vlahogianni, E.I., Karlaftis, M.G., Golias, J.C., 2005. Opti-mized and meta-optimized neural networks for short-term traffic flow prediction: a genetic approach. Transp. Res. Part C, 13(3):211–234. http://dx.doi.org/10.1016/j.trc.2005.04.007
Wang, J., Shi, Q.X., 2013. Short-term traffic speed forecasting hybrid model based on chaos–wavelet analysis-support vector machine theory. Transp. Res. Part C, 27:219–232. http://dx.doi.org/10.1016/j.trc.2012.08.004
Zhang, L., Ma, J., Sun, J., 2012. Examples of validating an adaptive Kalman filter model for short-term traffic flow prediction. 12th Int. Conf. of Transportation Professionals, p.912–922. http://dx.doi.org/10.1061/9780784412442.094
Zhang, L., Liu, Q.C., Yang, W.C., et al., 2013. An improved k-nearest neighbor model for short-term traffic flow pre-diction. Proc.-Soc. Behav. Sci., 96:653–662. http://dx.doi.org/10.1016/j.sbspro.2013.08.076
Author information
Authors and Affiliations
Corresponding author
Additional information
Project supported by the National Science & Technology Pillar Program (No. 2014BAG01B02)
ORCID: Dong-wei XU, http://orcid.org/0000-0003-2693-922X
Rights and permissions
About this article
Cite this article
Xu, Dw., Wang, Yd., Jia, Lm. et al. Real-time road traffic state prediction based on ARIMA and Kalman filter. Frontiers Inf Technol Electronic Eng 18, 287–302 (2017). https://doi.org/10.1631/FITEE.1500381
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1631/FITEE.1500381
Keywords
- Autoregressive integrated moving average (ARIMA) model
- Kalman filter
- Road traffic state
- Real-time
- Prediction