Stacked Bidirectional and Unidirectional LSTM Recurrent Neural Network for Forecasting Network-wide Traffic State with Missing Values

• URL: http://arxiv.org/abs/2005.11627v1
• Date: Sun, 24 May 2020 00:17:15 GMT
• Title: Stacked Bidirectional and Unidirectional LSTM Recurrent Neural Network for Forecasting Network-wide Traffic State with Missing Values
• Authors: Zhiyong Cui, Ruimin Ke, Ziyuan Pu, Yinhai Wang
• Abstract summary: We focus on RNN-based models and attempt to reformulate the way to incorporate RNN and its variants into traffic prediction models. A stacked bidirectional and unidirectional LSTM network architecture (SBU-LSTM) is proposed to assist the design of neural network structures for traffic state forecasting. We also propose a data imputation mechanism in the LSTM structure (LSTM-I) by designing an imputation unit to infer missing values and assist traffic prediction.
• Score: 23.504633202965376
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Short-term traffic forecasting based on deep learning methods, especially recurrent neural networks (RNN), has received much attention in recent years. However, the potential of RNN-based models in traffic forecasting has not yet been fully exploited in terms of the predictive power of spatial-temporal data and the capability of handling missing data. In this paper, we focus on RNN-based models and attempt to reformulate the way to incorporate RNN and its variants into traffic prediction models. A stacked bidirectional and unidirectional LSTM network architecture (SBU-LSTM) is proposed to assist the design of neural network structures for traffic state forecasting. As a key component of the architecture, the bidirectional LSTM (BDLSM) is exploited to capture the forward and backward temporal dependencies in spatiotemporal data. To deal with missing values in spatial-temporal data, we also propose a data imputation mechanism in the LSTM structure (LSTM-I) by designing an imputation unit to infer missing values and assist traffic prediction. The bidirectional version of LSTM-I is incorporated in the SBU-LSTM architecture. Two real-world network-wide traffic state datasets are used to conduct experiments and published to facilitate further traffic prediction research. The prediction performance of multiple types of multi-layer LSTM or BDLSTM models is evaluated. Experimental results indicate that the proposed SBU-LSTM architecture, especially the two-layer BDLSTM network, can achieve superior performance for the network-wide traffic prediction in both accuracy and robustness. Further, comprehensive comparison results show that the proposed data imputation mechanism in the RNN-based models can achieve outstanding prediction performance when the model's input data contains different patterns of missing values.

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