A Nonlinear Autoregressive Model with Exogenous Variables for Traffic Flow Forecasting in Smaller Urban Regions

Abstract

Data-driven forecasting methods have the problems of complex calculations, poor portability and need a large amount of training data, which limits the application of data-driven methods in small cities. This paper proposes a traffic flow forecasting method using a Nonlinear AutoRegressive model with eXogenous variables (NARX model), which uses a dynamic neural network Focused Time-Delay Neural Network (FTDNN) with a Tapped Delay Line (TDL) structure as a nonlinear function. The TDL structure enables the FTDNN to have short-term memory capabilities. At the same time, before the data is input into the FTDNN, the use of trend decomposition or differential calculation on the traffic data sequence can make the NARX model maintain long-term predictive capabilities. Compared with common nonlinear models, the FTDNN has structural advantages. It uses a simple TDL structure without the memory mechanism and the gated structure, which can reduce the parameters of the model and reduce the scale of data. Through the four-day data of Guilin City, the traffic volume forecast for five minutes is verified, and the performance of the NARX model is better than that of the SARIMA model and the Holt-Winters model.