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A
SEMINAR REPORT
ON
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ABSTRACT
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CONTENTS
P
g .no
CHAPTER 1: INTRODUCTION
1.1 General………………………………………………………………..2
2.1 What is
NN?......................................................................................................
.5
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CHAPTER5: Conclusions.....………………………………………………………34
References………………………………………………………………………….35
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List of figures
pg.no
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8. Layers of neurons
17
List of tables
pg.no
1. Transfer Functions
15
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CHAPTER 1
INTRODUCTION
Traffic flow forecasting is significant to traffic programming, traffic guide,
traffic controlling, traffic management, traffic security, etc. It has become an
emphasis question for discussion in traffic engineering domain and one
kernel study in Intelligent Transportation System. Grey system theory and
neural networks have been successfully used to predict traffic Grey system
theory utilizes accumulated generating data instead of original data to build
forecasting model, which makes raw data stochastic weak, or reduces noise
influence in a certain extent, therefore, intrinsic regularity of data can be
searched easily, and model can be built with relatively little data. Neural
network has been a primary nonlinear forecasting method because of its
ability of self-learning, nonlinear map and parallel distributed manipulation.
Traffic system is a complicated system with rather great stochastic,
traffic flow possess characteristic of great time-dependent and nonlinear. If
combine grey system theory with neural networks to build GNN (Grey Neural
Network), we can exploit sufficiently the characteristic of grey system model
requiring less data and feature of nonlinear map of neural network, and
develop both advantages, thus raise predicting precision much more. In this
paper, a kind of forecasting model combining grey system theory with neural
networks is proposed, which adds a grey layer before neural input layer and
a white layer after neural output layer. The GNN model is firstly applied to
forecast a real vehicle traffic flow of JINGSHI highway with favorable
precision and prediction result. Evaluation methods are used for comparing
the performance of forecasting techniques, which show that the GNN model
is outperformed GM model and neural network. The experiment shows that
this kind information manipulation and forecasting method based on GNN is
of validity and feasibility.
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1.1 GENERAL
TRAFFIC FORECASTING
Traffic flow forecasting is significant in traffic programming, traffic guide,
traffic controlling, traffic management, traffic security etc. It has become an
emphasis question for discussion in traffic engineering domain and in
intelligent transportation system. Forecasting of data is a key element of
management decision making. It becomes all the more important when
decision involves huge investments.
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6. Cost of development.
7. Ease of pattern.
8. Management comprehension and cooperation.
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CHAPTER 2
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Some of the background work for the field of neural networks occurred in the
late 19th and early 20th centuries. This consisted primarily of
interdisciplinary work in physics, psychology and neurophysiology by such
scientists as Hermann von Helmholtz, Ernst Mach and Ivan Pavlov. This early
work emphasized general theories of learning, vision, conditioning, etc.,and
did not include specific mathematical models of neuron operation.
The modern view of neural networks began in the 1940s with the work of
Warren McCulloch and Walter Pitts [McPi43], who showed that networks of
artificial neurons could, in principle, compute
any arithmetic or logical function. Their work is often acknowledged as the
origin of the neural network field.
McCulloch and Pitts were followed by Donald Hebb , who proposed that
classical conditioning (as discovered by Pavlov) is present because of the
properties of individual neurons. He proposed a mechanism for learning in
biological neurons.
The first practical application of artificial neural networks came in the late
1950s, with the invention of the perception network and associated learning
rule by Frank Rosenblatt. Rosenblatt and his colleagues built a perception
network and demonstrated its ability to perform pattern recognition. This
early success generated a great deal of interest in neural network research.
Unfortunately, it was later shown that the basic perception network could
solve only a limited class of problems unfortunately, both Rosenblatt’s and
Windrows networks suffered from the same inherent limitations, However,
they were not able to successfully modify their learning algorithms to train
the more complex networks. During the 1980s both of these impediments
were overcome, and research in neural networks increased dramatically.
New personal computers and workstations, which rapidly grew in capability,
became widely available.
In addition, important new concepts were introduced. The second key
development of the 1980s was the back propagation algorithm for training
multilayer perception networks, which was discovered independently by
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2.4Biological Inspiration:
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Artificial neural networks do not approach the complexity of the brain. There
are, however, two key similarities between biological and artificial neural
networks. First, the building blocks of both networks are simple
computational devices (although artificial neurons are much simpler than
biological neurons) that are highly interconnected. Second, the connections
between neurons determine the function of the network.
It is worth noting that even though biological neurons are very slow when
compared to electrical circuits (10-3 s compared to 10-9 s), the brain is able to
perform many tasks much faster than any conventional computer. This is in
part because of the massively parallel structure of biological neural
networks; all of the neurons are operating at the same time. Artificial neural
networks share this parallel structure
.
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2.5 APPLICATIONS
The applications are expanding because neural networks are good at solving
problems, not just in engineering, science and mathematics, but in medicine,
business, finance and literature as well.
Their application to a wide variety of problems in many fields makes them
very attractive. Also, faster computers and faster algorithms have made it
possible to use neural networks to solve complex industrial problems that
formerly required too much computation.
Neural networks have been applied in many fields A list of some applications
mentioned in the literature follows
Aerospace
High performance aircraft autopilots, flight path simulations, aircraft control
systems, autopilot enhancements, aircraft component simulations, aircraft
component fault detectors
Automotive
Automobile automatic guidance systems, warranty activity analyzers
Banking
Check and other document readers, credit application evaluators
Defense
Weapon steering, target tracking, object discrimination, facial recognition,
new kinds of sensors, sonar, radar and image signal processing including
data compression, feature extraction and noise suppression, signal/image
identification
Electronics
Code sequence prediction, integrated circuit chip layout, process control,
chip failure analysis, machine vision, voice synthesis, nonlinear modeling
Entertainment
Animation, special effects, market forecasting
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Financial
Real estate appraisal, loan advisor, mortgage screening, corporate bond
rating, credit line use analysis, portfolio trading program, corporate financial
analysis, currency price prediction
Insurance
Policy application evaluation, product optimization
Manufacturing
Manufacturing process control, product design and analysis, process and
machine diagnosis, real-time particle identification, visual quality inspection
systems, beer testing, welding quality analysis, paper quality prediction,
computer chip quality analysis, analysis of grinding operations, chemical
product design analysis, machine maintenance analysis, project bidding,
planning and management, dynamic modeling of chemical process systems
Medical
Breast cancer cell analysis, EEG and ECG analysis, prosthesis design,
optimization of transplant times, hospital expense reduction, hospital quality
improvement, and emergency room test advisement
Robotics
Trajectory control, forklift robot, manipulator controllers, vision systems
Speech
Speech recognition, speech compression, vowel classification, text to speech
synthesis
Securities
Market analysis, automatic bond rating, and stock trading advisory systems
Telecommunications
Image and data compression, automated information services, real-time
translation of spoken language, customer payment processing systems
Transportation
Truck brake diagnosis systems, vehicle scheduling, routing systems
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The actual output depends on the particular transfer function that is chosen.
The bias is much like a weight, except that it has a constant input of
1.However, if you do not want to have a bias in a particular neuron, it can be
omitted.
Note that w and b are both adjustable scalar parameters of the neuron.
Typically the transfer function is chosen by the designer and then the
parameters w and b will be adjusted by some learning rule so that the
neuron input/output relationship meets some specific goal.
Transfer Functions:
The transfer function in Figure 2 may be a linear or a nonlinear function of . A
particular transfer function is chosen to satisfy some specification of the
problem that the neuron is attempting to solve.
A variety of transfer functions have been included and Three of the most
commonly used functions are discussed below.
Hard Limit Transfer Function:
The hard limit transfer function, shown on the left side of Figure 3 , sets the
output of the neuron to 0 if the function argument is less than 0, or 1 if its
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As illustrated in Figure 4.
Neurons with this transfer function are used in the ADALINE networks
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Multiple-Input Neuron:
Weight matrix:
Typically, a neuron has more than one input. A neuron with R inputs is shown
in Figure 6. The individual inputs p1,p2,p3….. are each weighted by
corresponding elements w1,w2,w3…..of the weight matrix W .
The neuron has a bias , which is summed with the weighted inputs to form
the net input :
Weight indices:
We have adopted a particular convention in assigning the indices of the
elements of the weight matrix. The first index indicates the particular neuron
destination for that weight. The second index indicates the source of the
signal fed to the neuron. Thus, the indices w 1,2 in say that this weight
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represents the connection to the first (and only) neuron from the second
source.
We would like to draw networks with several neurons, each having several
inputs. Further, we would like to have more than one layer of neurons. You
can imagine how complex such a network might appear if all the lines were
drawn. It would take a lot of ink, could hardly be read, and the mass of detail
might obscure the main features. Thus, we will use an abbreviated notation.
A multiple-input neuron using this notation is shown in Figure7.
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The layer includes the weight matrix, the summers, the bias vector b , the
transfer function boxes and the output vector a. Some authors refer to the
inputs as another layer, but we will not do that here Each element of the
input vector p is connected to each neuron through the weight matrix W.
Each neuron has a bias bi, a summer, a transfer function f and an output ai
.Taken together, the outputs form the output vector a. It is common for the
number of inputs to a layer to be different from the number of neurons (i.e.
)..
The input vector elements enter the network through the weight matrix W:
As noted previously, the row indices of the elements of matrix W indicate the
destination neuron associated with that weight, while the column indices
indicate the source of the input for that weight. Thus, the indices in w3,2 say
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that this weight represents the connection to the third neuron from the
second source.
A layer whose output is the network output is called an output layer. The
other layers are called hidden
Layers. It is shown in fig 9:
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the number of the layer as a superscript to the names for each of these
variables. Thus, the weight matrix for the first layer is written as W1, and the
weight matrix for the second layer is written as W2 as shown in fig 10.
As shown, there are R inputs, S1 neurons in the first layer, S2 neurons in the
second layer, etc. As noted, different layers can have different numbers of
neurons.
The outputs of layers one and two are the inputs for layers two and three.
Thus layer 2 can be viewed as a one-layer network with R = S1 inputs, S=S2
neurons, and an S1xS2 weight matrix. The input to layer 2 is a1, and the
output is a2.
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CHAPTER 3
3.1 THE BACKGROUND OF GST
Based on widespread divisions in activities of scientific research, the highly
synthetic tendency has brought forward many cross-disciplinary research
activities possessing significant methodological meanings. The systems
science has revealed more profoundly and essentially some important
internal relations among the subjects, who have deeply promoted the
integrative progress of modem science and technology. With the help of
these newly emerging fields of study, many complicated problems,
unsolvable before, can be resolved successfully and much deeper
understandings about the nature have been brought forward. These cross
disciplinary theories include, to say a few, the systems theory, information
theory and cybernetics, which were formulated during the end of the 1940s,
the theory of dissipative structures, synergetic and fractals, which started to
be known during the end of the 1960s and the beginning of 197Os, the ultra
circular theory and general systems theory, which have been more maturing
after late 1970s.
In a systems research, due to noises from both inside and outside of the
system of our concern and the limitation of our cognitive level, the
information people obtain is always uncertain and limited in scope. With the
development of science and technology and the progress of the social
society, people’s understanding about the uncertainties of various systems is
much more profound than ever before, and the study on uncertainties is also
more in-depth. During the later half of 20* century, in the field of systems
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.In this study, we present the forecasting method based on grey system
theory (grey forecasting) for time series data analysis, in a comparison with
conventional techniques.
3.4 GREY FORECASTING MODEL
In grey forecasting, the forecasting models are based on generating
operations to the time series data sequence. For example, AGO
(accumulated generating operation), an iterative addition to the time
series data, has been proposed as one of generating operations. AGO is
defined as follows.
Suppose x(0) is an original discrete n the dimensional sequence with
elements x0(k)
K=1, 2… n, i.e
x (0) ={x(0) (1),…..x(0) (n)}………………(1)
Then AGO is defined as
Where
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and x(1) (k) is a group of real numbers, which is determined as if and only
if x(1) (k) is relative to α(1) (x(1)(k))
Compared with the form of normal first-order differential equation, i.e.,
(dx (t)/dt)+ax (t) =b, a, b: constants. (4)
The difference (1)
(x (1) (k)) is corresponding to dx (t)/dt, and so is x (1) (k)
to x
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Since α(1) (x(1)(k))= x(0) (k),k=1,2,3…….n from eqn (3-b).the difference can be
rewritten as
Where a is called the development of GM, and b is called the grey input.
Under the demand for parallel shooting, eq (5) can therefore be transformed
to
x (1)
(k)-(b-a Z(1) (k)) where
k=2,3……..n.
i.e. Min: ET E
Where
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Where k=1, 2…
(8)
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There by, the grey forecasting for a given time series data sequence x={x
(0), x (1)…….x (n)} is to determined the correspondent forecasting sequence
of GM (1, 1) by eq (11)
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CHAPTER 4
The grey system theory has been initially presented by Deng . The grey
system puts each stochastic variable as a grey quantity or a grey procedure
that changes within a given range or a certain time period. It does not rely
on statistical method to deal with the grey quantity; instead, it uses grey
generating method to deal with these disorderly and unsystematic raw data
and then changes them into a time series data with regularity. In this way,
the stochastic degree of the grey quantity is reduced, and it is easy for some
functions to characterize the grey quantity. Grey Neural Network model has
been built according to above ideology. GNN model has three basic parts: a
grey layer, a general neural network (such as back propagation), and a white
layer. The grey layer before neural input nodes has accumulated generating
operation (AGO) to initial input data, then these new data generated by the
accumulated generating operation are feed into the network, at last, the
white layer after neural output nodes inverses accumulated generation to
the output data of the network Therefore, the prediction value we need is
obtained. The construction of GNN model is shown in fig.1
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by the grey relational analysis, that is, taking into account the relationships
existed between several known traffic flow and the prediction value. The
value of m can be determined by thorough tests. The GNN model mechanism
is described in the following. Suppose the neural network in the GNN model
has n input nodes, the original data x(0) with n+l entries taken as training
sample is
where x(0) (i) is the time series data at time i . Based on the initial sequence
x(0) , a new sequence x(1) with n+l entries is generated by the, accumulated
generating operation,
Let
Where the pair [z, y] constitutes one train sample for neural network back
propagation model, z is input data and y is output data. Get a vector with
n+l elements at one time from initial time series data in turn, if the length of
initial time series data is N, we can obtain N-n train samples to train NN.
When the GNN is successfully trained, it can be used to predict traffic flow.
The forecast is estimated through one operation of the inverse of the
accumulated generating operation. The prediction value of x (0)
(n + 1) can
be written as follows
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where x^(1) (n+I) is output value of the Neural Network in GNN model, x^(0) (n
+ 1) is output value of the white layer in GNN model, it is prediction value of
x(0) (n+1) at time n+l. Besides the most common method accumulated
generating operation, the grey generating operation done to raw data also
includes multipoint-moving-average, opening the n power or takes the
logarithmic transformation to raw data. The original data has been
preprocessed by grey generating operation before feeding into a neural
network the unknown system can be easily characterized by then on linear
function of neural network. Thus, the training time of the network can be
shortening, so, while the prediction precision advanced, the convergent
process also can be speeded up.
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the GNN model against other two models, i.e., the grey forecasting model
GM (1,l) and the neural network model
The GM (1,l) grey model has been built using a time series data with 10
data, in order to ensure the forecasting accuracy of GM (1,l J grey model, the
equal dimension GM1276(],I) is applied, that is, after predict one traffic flow
data, add 3.3a new dam to the sequence at the end, meanwhile take out the
oldest datum from the head of the sequence, then, rebuilt the GM(I,I) grey
model to forecast the next traffic flow data In this way, the new superseding
the old, forecasting one by one, all need prediction results can be obtained.
Start from the 53th data to build grey model and then forecast one data,
iterate 10 times, then the last 10 traffic flow forecasting results can be
estimated, as shown in table 1.
The Forecasting Results of Neural Network Model:
Use the neural network back propagation model to build the traffic flow
forecasting model, where the choice of input nodes is derived from the grey
relation. According to the grey relation analysis,[x(l), x(2), x(3),x(4)] is taken
as input data, x(5)is taken as forecast data, and the neural network is
selected as 4*4*1. Take 62 data from no.] to no.62 for train data network,
the train data is preprocessed within the range [OJ] by standardization in
order to ensure the neural network train procedure convergent. Take
iteration as 15000, learning rate as 0.01, learning goal as sum of square
error 0.1. Set the initial neurons connection weighs as stochastic real number
belonging to[-1,1].
The neurons connection weighs and bias of a success trained neural network
are as follows:
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Use this neural network model to forecast the last l0 traffic flow data, the
forecasting results are showed in table
Apply GNN model to forecasting traffic flow. The raw data goes through one
operation of the accumulated generating operation done by the grey layer,
the forecast is estimated through one operation of the inverse of
accumulated generating operation done by the white layer The neural
network in GNN model has 3,layers, from the result of the grey relation, the
number of input nodes is 4,and the number of neurons in hidden layer is also
defined as 4 by try.
Take 62 data from no. 1 to no. 62 for train data sets to train neural network,
the train data is preprocessed within the range [0,1] in Order to ensure the
neural network train procedure convergent. Take iteration as 15000 learning
rate as 0.01, learning goal as Sum of Square error 0.1. set the initial neurons
connection weighs as stochastic real number belonging to [-1,1].
The neurons connection weighs and bias of a success trained neural network
in the GNN model are as follows:
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Use this grey neural network model to forecast the last l0 traffic flow data,
the forecasting results are also showed in table 1.
Evaluations and Comparisons:
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CHAPTER 5
CONCLUSION
The comparison of three forecasting models, i.e., the grey neural network
model, the neural network model and the GM (1,l) grey model demonstrates
that the grey neural network model is outperformed the GM (1,l) model and
the neural network model. If some improvement measure done to the GNN
model, such as to choose different neural network type, to add neurons in
hidden layer, to add learning time, or to choose representative samples
training neural network, the prediction accuracy would enhance further, and
the GNN model would be more practical.
In brief, the grey neural network model exploits sufficiently the characteristic
of the preprocessed data handled by the grey operation with stochastic
reduced and regularity raised and the nonlinear map feature of neural
network, makes the convergent process of the network fast, and while
advances the prediction precision. Therefore, the GNN model is a novel
practical method with rather high accuracy
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REFERENCES:
1. SHU-YAN CHEN', GAO-FENG QU', XING-HE WANG', HUM-ZHONG
’TRAFFIC FLOW FORECASTING BASED ON GREY NEURAL NETWORK MODEL”
Proceedings of the Second International Conference on Machine Learning
and Cybernetics, Wan, 2-5 November 2003
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