使用全车家族GARCH建模框架预测交通波动
Jishun Ou1,2, Xiangmei Huang1, Yang Zhou3
1College of Architectural Science and Engineering, Yangzhou University, Yangzhou 225127, China.
Entropy (Basel, Switzerland)
|July 8, 2023
概括
本研究引入了交通波动预测的灵活框架,通过更好地考虑不对称性质来改进现有模型. 这项研究提供了一种统一的方法,用于开发和选择交通流动不确定性的最佳模型.
科学领域:
- 运输科学 运输科学
- 计量经济学 计量经济学
- 时间序列分析时间序列分析
背景情况:
- 交通波动模型对于准确的短期交通流量预测至关重要.
- 由于参数估计约束,现有的通用自回归条件异形态 (GARCH) 模型可能无法完全捕捉交通波动的不对称性质.
- 在交通预测环境中缺乏全面的模型比较,在选择合适的波动性模型方面带来了挑战.
研究的目的:
- 提出一个统一的框架,用于开发各种交通波动预测模型,适应对称和不对称的属性.
- 为了实现关键参数 (Box-Cox转换系数 λ,转移系数 b,旋转系数 c) 的灵活估计,以增强模型开发.
- 评估和比较在交通预测的拟议框架内不同GARCH家族模型的性能.
主要方法:
- 开发了一个总体流量波动预测框架,允许对称和不对称属性的统一建模.
- 包含了对三个关键参数的灵活估计:Box-Cox转换系数 (λ),转移因子 (b) 和旋转因子 (c).
- 评估模型使用来自中国和美国城市和高速公路段的广泛交通速度数据集,使用MAE,MAPE,VMAE,DA,KP和ACL等指标.
主要成果:
- 拟议的框架有效地适应了各种GARCH家族模型,包括标准GARCH,TGARCH,NGARCH,NAGARCH,GJR-GARCH和FGARCH.
- 实验结果表明,该框架在开发交通波动预测模型方面具有灵活性和有效性.
- 性能评估为选择适合不同交通预测场景的模型提供了洞察力.
结论:
- 综合框架为交通波动性建模提供了一种多功能方法,解决了以前方法的局限性.
- 该研究强调了在交通波动中考虑不对称性质的重要性.
- 这些发现指导了开发和选择高级交通波动预测模型的实际应用.
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