2007
DOI: 10.1111/j.1467-8667.2007.00489.x
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Short‐Term Traffic Volume Forecasting Using Kalman Filter with Discrete Wavelet Decomposition

Abstract: This article investigates the application of Kalman filter with discrete wavelet analysis in short-term traffic volume forecasting. Short-term traffic volume data are often corrupted by local noises, which may significantly affect the prediction accuracy of short-term traffic volumes. Discrete wavelet decomposition analysis is used to divide the original data into several approximate and detailed data such that the Kalman filter model can then be applied to the denoised data and the prediction accuracy can be … Show more

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Cited by 279 publications
(146 citation statements)
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“…Tremendous univariate prediction models have been proposed including parameter models such as time series models [1][2][3], Kalman filtering [4][5], support vector machine [6][7], and some non-parameter models such as nonparametric regressive model [8][9] and neural network model [10][11][12]. To further improve the short-term forecasting accuracy, some multivariate models was introduced to calibrate the relationships between different traffic flow variables at a traffic station or the same variable at different traffic stations.…”
Section: Advanced Traveler Information Systems (Atis) and Active Signmentioning
confidence: 99%
“…Tremendous univariate prediction models have been proposed including parameter models such as time series models [1][2][3], Kalman filtering [4][5], support vector machine [6][7], and some non-parameter models such as nonparametric regressive model [8][9] and neural network model [10][11][12]. To further improve the short-term forecasting accuracy, some multivariate models was introduced to calibrate the relationships between different traffic flow variables at a traffic station or the same variable at different traffic stations.…”
Section: Advanced Traveler Information Systems (Atis) and Active Signmentioning
confidence: 99%
“…For instance, Vlahogianni et al [36] proposed a modular neural predictor in short-term traffic volume forecasting and incorporating temporal and spatial volume characteristics to improve the prediction accuracy from multiple locations of an urban signalized arterial roadway. Xie et al [38] investigated the application of a Kalman filter with discrete wavelet analysis in short-term traffic volume forecasting. To improve the prediction accuracy, discrete wavelet decomposition and reconstruction analysis was used to divide the original data into several approximate and detailed data, and then the Kalman filter model was applied to the denoised data only.…”
Section: Introductionmentioning
confidence: 99%
“…The Kalman filter is an algorithm that operates recursively on streams of noisy input data to produce a statistically optimal estimate of the underlying system state. They have been applied in many areas, including navigation (Yim et al, 2011), water demand prediction (Nasseri et al, 2011), and traffic volume forecasting (Xie et al, 2007). An introduction to Kalman filter theory is given by Haykin (2001).…”
Section: Kalman Filtermentioning
confidence: 99%