Name
Title | ||
|---|---|---|
Empirical study of robust combination of forecasts for short-term highway traffic flow forecast |
Abstract | ||
|---|---|---|
In order to improve forecast accuracy and reliability of expressway traffic flows, the variance reciprocal weighting methods in linear combination of forecasts are compared numerically with the simple average. Ten individual methods for combination include the autoregression, exponential smoothing models, moving average models, and cybernetics method. Six variance estimators for the variance reciprocal weighting methods are the standard deviation, mean absolute deviation, median absolute deviation from median, fourth-spread, biweight estimator and Andrews wave M-estimator of scale. The empirical results show that the variance reciprocal weighting methods are usually better than the simple average, and they can be further improved by robust scale estimators. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1109/ICMLC.2012.6359565 | ICMLC |
Keywords | Field | DocType |
andrews,robust statistics,variance reciprocal weighting,fourth-spread,expressway traffic flows reliability,forecasting theory,forecast accuracy improvement,autoregression models,robust scale estimators,variance reciprocal weighting methods,cybernetics method,expressway traffic flow,median absolute deviation,combination of forecasts,biweight estimator,standard deviation,autoregressive processes,moving average models,sample size,short-term highway traffic flow forecast,time series,linear combination,mean absolute deviation,road traffic,exponential smoothing models,m-estimator,m estimator,forecasting,support vector machines,reliability | Econometrics,Weighting,Artificial intelligence,Exponential smoothing,Autoregressive model,Median absolute deviation,Statistics,Standard deviation,Moving average,Machine learning,Robust measures of scale,Mathematics,Estimator | Conference |
Volume | ISSN | ISBN |
4 | 2160-133X | 978-1-4673-1484-8 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
5 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zhengling Yang | 1 | 0 | 1.01 |
| Li Yang | 2 | 359 | 63.68 |
| Yan-Wen Song | 3 | 0 | 0.34 |
| Xi Chen | 4 | 1 | 0.68 |
| Jun Zhang | 5 | 40 | 6.65 |