Název:
Modelling of Traffic Flow with Bayesian Autoregressive Model with Variable Partial Forgetting
Autoři:
Dedecius, Kamil ; Nagy, Ivan ; Hofman, Radek Typ dokumentu: Příspěvky z konference Konference/Akce: CTU Workshop 2011, Praha (CZ), 2011-02-01 / 2011-02-01
Rok:
2011
Jazyk:
eng
Abstrakt: Computing the future road traffic intensities in urban and suburban areas is considered inthis paper. The statistical properties of the traffic flow advocate the use of a low-order lin- ear autoregressive models, in which the previous intensities determine the following ones. To achieve adaptivity, the Bayesian modelling framework was chosen. The regression coefficients are considered random, hence they are modelled using a suitable distribution. A significant improvement of the overall modelling performance is further reached with techniques allowing the parameters vary by modification of their distribution. We present the partial forgetting method, allowing to individually track the parameters even in the case of their different variability rate.
Klíčová slova:
Bayesian modelling; traffic modelling Číslo projektu: CEZ:AV0Z10750506 (CEP), SGS 10/099/OHK3/1T/16 Poskytovatel projektu: ČVUT v Praze Zdrojový dokument: CTU Workshop 2011