Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction
Bayesian dynamic linear model is a promising method for time series data analysis and short-term forecasting. One research issue concerns how the predictive model adapts to changes in the system, especially when shocks impact system behavior. In this study, we propose an adaptive dynamic linear mode...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
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| Series: | Journal of Advanced Transportation |
| Online Access: | http://dx.doi.org/10.1155/2019/5314520 |
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| _version_ | 1849308585082748928 |
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| author | Tai-Yu Ma Yoann Pigné |
| author_facet | Tai-Yu Ma Yoann Pigné |
| author_sort | Tai-Yu Ma |
| collection | DOAJ |
| description | Bayesian dynamic linear model is a promising method for time series data analysis and short-term forecasting. One research issue concerns how the predictive model adapts to changes in the system, especially when shocks impact system behavior. In this study, we propose an adaptive dynamic linear model to adaptively update model parameters for online system state prediction. The proposed method is an automatic approach based on the feedback of prediction errors at each time slot without the needs of external intervention. The experimental study on short-term travel speed prediction shows that the proposed method can significantly reduce the prediction errors of the traditional dynamic linear model and outperform two state-of-the-art methods in the case of major system behavior changes. |
| format | Article |
| id | doaj-art-1acaee8ef8a0499fbfd0cf145813b403 |
| institution | Kabale University |
| issn | 0197-6729 2042-3195 |
| language | English |
| publishDate | 2019-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Advanced Transportation |
| spelling | doaj-art-1acaee8ef8a0499fbfd0cf145813b4032025-08-20T03:54:24ZengWileyJournal of Advanced Transportation0197-67292042-31952019-01-01201910.1155/2019/53145205314520Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed PredictionTai-Yu Ma0Yoann Pigné1Luxembourg Institute of Socio-Economic Research (LISER), 11 Porte des Sciences, 4366 Esch-Sur-Alzette, LuxembourgNormandie Univ, UNIHAVRE, UNIROUEN, INSA Rouen, LITIS, 76600 Le Havre, FranceBayesian dynamic linear model is a promising method for time series data analysis and short-term forecasting. One research issue concerns how the predictive model adapts to changes in the system, especially when shocks impact system behavior. In this study, we propose an adaptive dynamic linear model to adaptively update model parameters for online system state prediction. The proposed method is an automatic approach based on the feedback of prediction errors at each time slot without the needs of external intervention. The experimental study on short-term travel speed prediction shows that the proposed method can significantly reduce the prediction errors of the traditional dynamic linear model and outperform two state-of-the-art methods in the case of major system behavior changes.http://dx.doi.org/10.1155/2019/5314520 |
| spellingShingle | Tai-Yu Ma Yoann Pigné Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction Journal of Advanced Transportation |
| title | Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction |
| title_full | Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction |
| title_fullStr | Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction |
| title_full_unstemmed | Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction |
| title_short | Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction |
| title_sort | bayesian dynamic linear model with adaptive parameter estimation for short term travel speed prediction |
| url | http://dx.doi.org/10.1155/2019/5314520 |
| work_keys_str_mv | AT taiyuma bayesiandynamiclinearmodelwithadaptiveparameterestimationforshorttermtravelspeedprediction AT yoannpigne bayesiandynamiclinearmodelwithadaptiveparameterestimationforshorttermtravelspeedprediction |