Adaptive Modeling of Uncertainties for Traffic Forecasting
- URL: http://arxiv.org/abs/2303.09273v1
- Date: Thu, 16 Mar 2023 12:56:13 GMT
- Title: Adaptive Modeling of Uncertainties for Traffic Forecasting
- Authors: Ying Wu, Yongchao Ye, Adnan Zeb, James J.Q. Yu, Zheng Wang
- Abstract summary: QuanTraffic is a generic framework to enhance the capability of an arbitrary DNN model for uncertainty modeling.
It automatically learns a standard quantile function during the DNN model training to produce a prediction interval for the single-point prediction.
It dynamically adjusts the prediction interval based on the location and prediction window of the test input.
- Score: 33.81668910587541
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Deep neural networks (DNNs) have emerged as a dominant approach for
developing traffic forecasting models. These models are typically trained to
minimize error on averaged test cases and produce a single-point prediction,
such as a scalar value for traffic speed or travel time. However, single-point
predictions fail to account for prediction uncertainty that is critical for
many transportation management scenarios, such as determining the best- or
worst-case arrival time. We present QuanTraffic, a generic framework to enhance
the capability of an arbitrary DNN model for uncertainty modeling. QuanTraffic
requires little human involvement and does not change the base DNN architecture
during deployment. Instead, it automatically learns a standard quantile
function during the DNN model training to produce a prediction interval for the
single-point prediction. The prediction interval defines a range where the true
value of the traffic prediction is likely to fall. Furthermore, QuanTraffic
develops an adaptive scheme that dynamically adjusts the prediction interval
based on the location and prediction window of the test input. We evaluated
QuanTraffic by applying it to five representative DNN models for traffic
forecasting across seven public datasets. We then compared QuanTraffic against
five uncertainty quantification methods. Compared to the baseline uncertainty
modeling techniques, QuanTraffic with base DNN architectures delivers
consistently better and more robust performance than the existing ones on the
reported datasets.
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