Abstract

In online complex systems such as transportation system, an important work is real-time traffic prediction. Due to the data shift, data model inconsistency, and sudden change of traffic patterns (like transportation accident), the prediction result derived from an offline-built model would be unreliable. Retraining the model is usually not time affordable for online prediction, especially when the prediction model is very complex and costs a lot of training time (for example, deep neural networks). A real-time prediction correction strategy would be of great value under this situation. Traditionally, the prediction correction usually relies on the prediction error in several previous time intervals. They assume that the error pattern is similar in the current time interval, so that it is time-delayed to some extent. In this article, we propose the prediction correction strategy using the reconstruction error in the deep neural network. The reconstruction error can reflect the model’s ability on feature representation and then determine the fitness of an input data to the model. We first build the relationship between reconstruction error and prediction error. From the perspective of the prediction interval, we demonstrate that the reconstruction error is in positive relation with the prediction interval. Thus the prediction result is more reliable when the reconstruction error is smaller. Then we propose two mechanisms of real-time prediction correction using the reconstruction error. The data driven prediction correction approach selects several training instances with similar reconstruction errors to the current instance and using their average prediction error in correcting the prediction result. The model-driven approach builds several component deep neural networks in training. The component training set for each network is selected according to the reconstruction error of training instances. For a predicting instance, it first computes the reconstruction error of the sample in each component network and then averages the results by the reconstruction error and prediction interval. The model-driven approach is actually a reconstruction error-based deep neural network ensemble approach. Finally, a series of experiments demonstrated that reconstruction error based prediction correction approaches are effective in several prediction problems in transportation including traffic flow prediction on road, traffic flow prediction in entrance and exit station and travel time prediction. Besides the high overall accuracy, our approach can also provide many observations of using the reconstruction error in transportation prediction.

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