Traffic Flow Prediction by an Ensemble Framework with Data Denoising and Functional Principal Components Analysis

Abstract

Accurate traffic flow data are important for congestion identification and real-time traffic control. Raw traffic flow data may be disturbed by different noises during the acquisition process, which leads to the degradation of model prediction performance. To address this problems, this paper proposes a data denoising method based on the improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) combined with wavelet threshold denoising (WTD) to suppress potential outliers in the data, and then introduces functional principal component analysis to accomplish the traffic forecasting task. We use the proposed framework for real traffic flow prediction and validate the prediction performance of the proposed framework using root mean square error and mean absolute error. In the prediction performance comparison, five denoising methods are considered: empirical mode decomposition (EMD), ensemble empirical mode decomposition, complete ensemble empirical mode decomposition with adaptive noise, ICEEMDAN, and WTD. The prediction results show that the model combined with the denoising method outperforms the model without the denoising method. ICEEMDAN combined with WTD’s denoising method improves prediction performance more than other methods. Furthermore, the WTD method with dmey type achieves higher accuracy than other types.