Noise-identified kalman filter for short-term traffic flow forecasting

Shuangyi Zhang, Youyi Song, Dazhi Jiang, Teng Zhou, Jing Qin

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

19 Citations (Scopus)

Abstract

In this paper, we present a novel and effective technique for short-term traffic flow forecasting. Our main contribution is an extension of Kalman filter, such that it becomes to be able to identify the noise and then filter out it; we hence named the present technique as noise-identified Kalman filter. Our epistemological perspective is that the classic Kalman filter filters out not only the noise but also useful signals. We hence develop the Kalman filter for de-noising while preserving the useful signals by devising a cost function. By conducting extensive experiments on four benchmark data sets, the proposed technique is firmly verified to be effective for short-term traffic flow forecasting, outperforming not only the classic Kalman filter but also other frequently-used parametric and non-parametric techniques.

Original languageEnglish
Title of host publicationProceedings - 2019 15th International Conference on Mobile Ad-Hoc and Sensor Networks, MSN 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages462-466
Number of pages5
ISBN (Electronic)9781728152127
DOIs
Publication statusPublished - Dec 2019
Event15th International Conference on Mobile Ad-Hoc and Sensor Networks, MSN 2019 - Shenzhen, China
Duration: 11 Dec 201913 Dec 2019

Publication series

NameProceedings - 2019 15th International Conference on Mobile Ad-Hoc and Sensor Networks, MSN 2019

Conference

Conference15th International Conference on Mobile Ad-Hoc and Sensor Networks, MSN 2019
Country/TerritoryChina
CityShenzhen
Period11/12/1913/12/19

Keywords

  • Active noise control
  • Kalman filters
  • Prediction theory
  • Sensor networks

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Science Applications
  • Computer Vision and Pattern Recognition
  • Signal Processing
  • Control and Optimization
  • Artificial Intelligence

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