CN109409598A - Link travel time prediction method and device based on SVM and Kalman filtering - Google Patents

Link travel time prediction method and device based on SVM and Kalman filtering Download PDF

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CN109409598A
CN109409598A CN201811239031.7A CN201811239031A CN109409598A CN 109409598 A CN109409598 A CN 109409598A CN 201811239031 A CN201811239031 A CN 201811239031A CN 109409598 A CN109409598 A CN 109409598A
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徐振强
杨卫东
秦鹏
高淼
程立
李滨
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Henan University of Technology
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Abstract

The present invention relates to traffic control fields, are based particularly on the link travel time prediction method and device of SVM and Kalman filtering.The training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition obtain support vector regression by the training of Support vector regression algorithm;Initial predicted journey time matrix is obtained according to support vector regression and test set data, state equation is constructed according to intersection time delays and condition of road surface in setting stroke segment information, observational equation is constructed according to continuous sampling moment corresponding predicted travel time, weather conditions and the state equation before any moment;Observational equation, which is solved, according to Kalman filtering algorithm obtains any moment corresponding actual prediction time, pass through the corresponding predicted travel time of continuous setting sampling instant before choosing any moment, change the coefficient matrix of Kalman filtering in real time, so that entire prediction model is more rationally, more accurately.

Description

Link travel time prediction method and device based on SVM and Kalman filtering
Technical field
The present invention relates to traffic control fields, are based particularly on the link travel time prediction side of SVM and Kalman filtering Method and device.
Background technique
Link Travel Time is that urban traffic control controls department to traveler offer effective information, rationally carries out traffic Induction improves the main foundation of traffic utilization rate, therefore, Forecasting of Travel Time (Travel Time Prediction, TTP) Therefore become domestic and international each experts and scholars' research hotspot.In recent years, flourishing with intelligent transportation system, this field Research also obtained major progress, currently, both at home and abroad in terms of Forecasting of Travel Time is based particularly on history Forecasting of Travel Time There are many researchs.For example, improved K mean cluster method, the improved method of moving average and Bayes classifier and being based on The classifier predicted travel time of rule, but it is very big to be needed data sample amount.Actual existing formation time prediction Model can be divided into traffic flow theory model, Time Series Analysis Model and machine learning model by its principle difference;Wherein hand over Through-flow theory model mainly includes macroscopical AC model and pairing model, and Time Series Analysis Model mainly includes returning mould analysis Method and Kalman filter model method, machine learning model mainly include neural network model and support vector machines (Support Vector Machine-SVM) model;In above-mentioned prediction model, traffic flow theory model prediction accuracy is lower, and demarcates more Difficulty, regression model is poor for applicability in Time Series Analysis Model, and precision of prediction is lower, and Kalman filter model precision of prediction Height, operability is stronger, and can on-line prediction, but it is poor for abnormal observation anti-interference, meanwhile, be based on machine learning side The precision of forecasting model of method is high, and wherein neural network model has good learning ability, and it is non-thread can preferably to track fitting Property, Non-Stationary Time Series, but need a large amount of historical data and there is excessive study and owe study and local minimum The problems such as point, support vector machines are the new tools that Machine Learning Problems are solved by means of optimal method, have complete statistics Theories of learning basis and outstanding learning ability, still be able in and the higher situation of dimension less to data sample preferably into Row prediction, it can be difficult to being used for on-line prediction journey time.
Topic name has been published in the periodical of " Traffic transport system engineering and information " the 4th phase of volume 12 of in August, 2012 The paper referred to as " studied based on SVM and the BRT travel time prediction model of Kalman filter ", proposes combination supporting vector machine The theoretical Comprehensive Model established with Kalman filtering algorithm forms the time according to the separate of support vector machines and influence public transport Factor, to study each station on route as division points, support vector machines using v- support vector regression as rudimentary algorithm, Using gaussian radial basis function core as kernel function, using ε-insensitive loss function as loss function;By a part of composing training matrix of data For training support vector regression, a part constitutes prediction matrix for prediction and inspection result, by cross validation come really The most optimized parameter for determining support vector regression is trained support vector regression by the most optimized parameter with training matrix, And with trained support vector regression predict the priming stroke time, by the priming stroke time input Kalman filter into The dynamic of row result adjusts, which can either overcome the dependence to amount of training data, and have stronger anti-interference Ability.But sytem matrix, input variable coefficient and the observing matrix that the Kalman filter in above-mentioned model uses take list Bit matrix can not convert Kalman filter according to actual road conditions, meanwhile, although it is contemplated that the sleet sky in road The influence of gas, but the ability without handling emergency, therefore obtained prediction result can not accurately reflect practical feelings Condition needs further to be improved.
Summary of the invention
The object of the present invention is to provide the link travel time prediction method and devices based on SVM and Kalman filtering, use Kalman filtering can not be changed in real time according to the leading portion journey time of vehicle to solve existing SVM and Kalman filtering binding model The coefficient matrix problem that causes current Forecasting of Travel Time result not accurate.
In order to realize the prediction of Link Travel Time, solves existing SVM and Kalman filtering binding model can not be according to vehicle Leading portion journey time change the coefficient matrix of Kalman filtering in real time and lead to current Forecasting of Travel Time result not accurately Problem.The present invention provides a kind of link travel time prediction method based on SVM and Kalman filtering, comprising the following steps:
1) training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition, lead to It crosses Support vector regression algorithm and training set data training obtains support vector regression;
2) initial predicted journey time matrix is obtained according to the support vector regression and the test set data, obtained The corresponding predicted travel time of continuous setting sampling instant in priming stroke time matrix before any moment;
3) it is shifted using setting intersection time delays in stroke segment information as state-transition matrix according to the state Matrix and condition of road surface construct state equation, according to the continuous sampling moment corresponding predicted travel time before any moment Observing matrix is constituted, observational equation is constructed according to observing matrix, weather conditions and the state equation;
4) observational equation is solved according to Kalman filtering algorithm and obtains any moment corresponding actual prediction time.
Beneficial effect is that the requirement based on the prediction technique of support vector regression to sample data volume is low, and to mistake Study and deficient problem concerning study can also avoid well;It is corresponding by the continuous setting sampling instant before choosing any moment Predicted travel time, change the coefficient matrix of Kalman filtering in real time, so that entire prediction model is more rationally, more Accurately.
Further, it is contemplated that the actual conditions of road, in order to accurately obtain actual prediction journey time, the state side Journey are as follows:
Wherein, x (k) is the state vector at k moment, and k is any moment,It is expressed as state-transition matrix Intersection time delays, x (k-1) are the state vector at k-1 moment, and u (k-1) is that process noise is expressed as condition of road surface.
Further, it is contemplated that study the concrete condition of traffic, with simply accurately realize prediction, take any moment it The preceding corresponding predicted travel time of continuous 4 sampling instants, weather conditions and the state equation constructs observational equation are as follows:
Y (k)=A (k) x (k)+w (k)
A (k)=[T (k), T (k-1), T (k-2), T (k-3)]
Wherein, y (k) is the observation vector of k+1, and w (k) is that observation noise is expressed as weather conditions, and T (k) is the pre- of k moment Journey time is surveyed, T (k-1) is the predicted travel time at k-1 moment, and T (k-2) is the predicted travel time at k-2 moment, T (k-3) For the predicted travel time at k-3 moment.
For the ease of realizing the above method, a kind of link travel time prediction device based on SVM and Kalman filtering, packet The computer program that includes memory, processor and storage in memory and can run on a processor, the processor are held It is performed the steps of when row described program
1) training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition, lead to It crosses Support vector regression algorithm and training set data training obtains support vector regression;
2) initial predicted journey time matrix is obtained according to the support vector regression and the test set data, obtained The corresponding predicted travel time of continuous setting sampling instant in priming stroke time matrix before any moment;
3) it is shifted using setting intersection time delays in stroke segment information as state-transition matrix according to the state Matrix and condition of road surface construct state equation, according to the continuous sampling moment corresponding predicted travel time before any moment Observing matrix is constituted, observational equation is constructed according to observing matrix, weather conditions and the state equation;
4) observational equation is solved according to Kalman filtering algorithm and obtains any moment corresponding actual prediction time, led to The corresponding predicted travel time of continuous setting sampling instant before choosing any moment is crossed, changes Kalman filtering in real time Coefficient matrix, so that entire prediction model is more rationally, more accurately.
Further, it is contemplated that the actual conditions of road, in order to accurately obtain actual prediction journey time, the institute of the device State state equation are as follows:
Wherein, x (k) is the state vector at k moment, and k is any moment,It is expressed as state-transition matrix Intersection time delays, x (k-1) are the state vector at k-1 moment, and u (k-1) is that process noise is expressed as condition of road surface.
Further, it is contemplated that study the concrete condition of traffic, simply accurately to realize prediction, take this in the device The corresponding predicted travel time of continuous 4 sampling instants, weather conditions and state equation building observation before one moment Equation are as follows:
Y (k)=A (k) x (k)+w (k)
A (k)=[T (k), T (k-1), T (k-2), T (k-3)]
Wherein, y (k) is the observation vector of k+1, and w (k) is that observation noise is expressed as weather conditions, and T (k) is the pre- of k moment Journey time is surveyed, T (k-1) is the predicted travel time at k-1 moment, and T (k-2) is the predicted travel time at k-2 moment, T (k-3) For the predicted travel time at k-3 moment.
Detailed description of the invention
Fig. 1 is a kind of flow chart of link travel time prediction method based on SVM and Kalman filtering of the invention;
Fig. 2 is a kind of schematic diagram of link travel time prediction method based on SVM and Kalman filtering of the invention.
Specific embodiment
The present invention will be further described in detail with reference to the accompanying drawing.
Embodiment of the method
The present invention provides a kind of link travel time prediction method based on SVM and Kalman filtering, as shown in Figure 1, packet Include following steps:
1) training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition, lead to It crosses Support vector regression algorithm and training set data training obtains support vector regression.
Support vector machines theory includes linear SVM sorting algorithm, Nonlinear Support Vector Machines sorting algorithm and line Property Support vector regression algorithm, Nonlinear Support Vector Machines regression algorithm, currently, these algorithms have been applied to multiple necks Domain realizes classification and the regression forecasting of characteristics of objects value, achieves good effect.In Link Travel Time when vehicle travel Between to change with time not be simple linear relationship, will not unlimitedly increase with the time, will not unlimitedly drop It is low.For given section, journey time is fluctuated in an interval range.The present invention is with non-linear support vector regression For machine, particular content is as follows:
The selection of dimension and prediction characteristics of objects value of the high-precision SVM model based on input vector, holiday traffic are early high The peak period compares morning peak working day, backward delay period, and holiday traffic is mostly for the purpose of amusement and recreation, compared to work Requirement of the commuting traffic of day to punctuality is less high, therefore, will be right respectively to holiday and Forecasting of Travel Time on ordinary days To.Weather information includes wide general, the appearance of mist, rain, snowy day gas, or is deteriorated under pavement behavior to driving efficiency and safety Influence be that cannot be neglected.The vehicle travel time under such atrocious weather situation and good weather conditions, if using same The model parameter of sample, prediction effect affirmative are bad.Therefore, this method uses svm classifier model with working day, nonworkdays and day Gas realizes the classification of Forecasting of Travel Time scene as input feature vector value, finally can be obtained that working day weather is good, work Day bad weather, nonworkdays weather is good and nonworkdays bad weather etc. four in scene.
If learning sample collection (training sample set)It is nonlinear, general Input sample Space Nonlinear transforms to another high-dimensional feature space, and nonlinear regression letter is constructed in this feature space Number, and this nonlinear transformation is by defining kernel function K (x appropriatei,yi) Lai Shixian.
Wherein K (xi,yi)=φ (xi)Tφ(xj), φ (x) is a certain nonlinear function.Therefore nonlinear solshing is sought The problem of be attributed to following optimization problem:
Constraint condition is
||wTφ(xi)+b-yi| |≤ε, i=1,2 ..., l (2)
The Lagrange dual problem of the problem is
Constraint condition is
The dual problem is solved, nonlinear solshing is obtained.When constraint condition can not be realized, introduces two relaxations and become Amount:
Optimization problem becomes
Constraint condition is
wTφ(xi)+b-yi≤ξi+ ε, i=1,2 ..., l (8)
C > 0 is penalty factor in formula, and C is bigger to indicate that the data point punishment big to error is bigger.It can use Lagrange Multiplier method solves the constrained optimization problem, constructs following Lagrangian thus:
According to Optimum Theory, by L respectively to w, b, ξiSeeking partial differential and enabling it is 0, is obtained:
Formula (11) are substituted into formula (10), antithesis optimum solution can be obtained, can further acquire nonlinear solshing.
Using SVM regression forecasting, it is critical that the selection to parameter, being currently being widely used is conventional mesh search Method, Weigh Direct Determination, linear search method, inverse ratio method, there is deficiencies in some aspects for these methods, and genetic algorithm is in parameter There is advantage outstanding in optimizing.Therefore, this method establishes the optimization algorithm of regressive prediction model parameter using genetic algorithm.To compile After the binary system of C, σ and ε after code obtain model by SVM training as an individual, training sample value and training objective value The model predication value of target value will be obtained in training sample value input model, with the mean square error of simulated target value and predicted target values Difference is used as fitness function, using individual adaptation degree functional value minimum value corresponding C, σ and ε as final optimization pass result in evolution.
2) initial predicted journey time matrix is obtained according to support vector regression and test set data, obtains priming stroke The corresponding predicted travel time of continuous setting sampling instant in time matrix before any moment.
Kalman filter based on minimum mean square error criterion solves the problems, such as optimum linear filter.Use recursive algorithm Optimal estimation is carried out to filter status variable.By calculating state equation and measurement equation, pervious estimation and newest sight It surveys.
Kalman filter problem can be stated as using observation data vector y (1), y (2) ... y (n), to each point of n >=1 The least-squares estimation of amount;The prediction of city road journey time is carried out used here as Kalman prediction model.Firstly, establishing it Prediction model is as follows:
With k, k-1 ... certain average travel time for road sections prediction vehicle k+1 moment at k-n+1 moment passes through the road in this section Section journey time, it is contemplated that study the concrete condition of traffic, take here 4 moment Link Travel Time (i.e. k, k-1, k-2, K-3) as the influence factor to prediction, prediction model is as follows:
T (k+1)=H0(k)T(k)+H1(k)T(k-1)+
H2(k)T(k-2)+H3(k)T(k-3)+w(k)
In above formula, T (k+1) is the Link Travel Time of prediction;Hi(k) (i=0,1,2,3) is system parameter matrix;w (k) it is zero-mean white noise, indicates that systematic observation noise, covariance matrix are R (k).
3) state equation is constructed according to intersection time delays and condition of road surface in setting stroke segment information, according to this Continuous sampling moment corresponding predicted travel time, weather conditions and the state equation before one moment construct observation side Journey.
Definition status vector:
A (k)=[T (k), T (k-1), T (k-2), T (k-3)]
X (k)=[H0(k),H1(k),H2(k),H3(k),]T
Y (k)=T (k+1)
Then above-mentioned prediction model can be exchanged into state equation and observational equation under Kalman filtering:
Y (k)=A (k) x (k)+w (k)
In formula, x (k) is the state vector at k moment, and k is any moment;It is expressed as state-transition matrix Intersection time delays;X (k-1) is the state vector at k-1 moment;U (k-1) is process noise, covariance matrix Q (k- 1);W (k) is observation noise, covariance matrix R (k);U (k-1) and w (k) is irrelevant zero-mean white noise.
Observation noise has above-mentioned SVM model training to obtain, and process noise includes the station number for originating station, the length in section Whether degree the signal-controlled intersection number on section, has sleet, otherwise rain and snow weather 1 is 0, visibility, temperature on average, the date and At least two parameter in frequency, the training set data constituted according to above-mentioned parameter find out optimized parameter by SVM training.
4) observational equation is solved according to Kalman filtering algorithm and obtains any moment corresponding actual prediction time.
According to kalman filtering theory, there is following recurrence formula:
K (k)=P (k | k-1) AT(k)[A(k)P(k|k-1)AT(k)+R(k)]-1
P (k)=[1-K (k) A (k)] P (k | k-1)
Wherein, K (k) represents hybrid cytokine, and P (k) is to walk variance of estimaion error in kth.
Pass through calculatingThis section subsequent time link travel time prediction value can be obtained, be shown below:
Above-mentioned dynamic model is static prediction with dynamically adjusting the model combined.Wherein support vector machines is as prediction Basis is to predict offline, when trained support vector machines maps out the link travel for needing to predict from a large amount of historical datas Between.But SVM model effectively cannot timely adjust emergency event, so Kalman filter dynamic algorithm is introduced into In the model.Using the Link Travel Time of SVM prediction as the priming stroke time, then by the priming stroke time Input matrix carries out dynamic adjustment to result to Kalman filter.Kalman filter dynamic algorithm will be newest using renewal equation Observation be added predicted vector in, the precision of prediction of the dynamic model will be effectively improved.
It is illustrated in figure 2 the cardinal principle of section time forecasting methods.This method is based on historical data building SVM training mould Type.Then SVM training pattern is introduced into Kalman filter, utilizes historical data building state equation, measurement equation and update Equation completes training process.Determine the minimum absolutely corresponding optimal model parameters of percent error of history predictive result at this In the process.Finally, introducing real-time road traffic data in the algorithm, the prediction of real-time road traffic data is completed.
Specific embodiment of the present invention is presented above, but the present invention is not limited to described embodiment. Under the thinking that the present invention provides, to the skill in above-described embodiment by the way of being readily apparent that those skilled in the art Art means are converted, are replaced, are modified, and play the role of with the present invention in relevant art means it is essentially identical, realize Goal of the invention it is also essentially identical, the technical solution formed in this way is to be finely adjusted to be formed to above-described embodiment, this technology Scheme is still fallen in protection scope of the present invention.

Claims (6)

1. a kind of link travel time prediction method based on SVM and Kalman filtering, which comprises the following steps:
1) training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition, pass through branch It holds vector machine regression algorithm and training set data training obtains support vector regression;
2) initial predicted journey time matrix is obtained according to the support vector regression and the test set data, obtained initial The corresponding predicted travel time of continuous setting sampling instant in journey time matrix before any moment;
3) to set, intersection time delays is as state-transition matrix in stroke segment information, according to the state-transition matrix State equation is constructed with condition of road surface, is constituted according to the continuous sampling moment corresponding predicted travel time before any moment Observing matrix constructs observational equation according to observing matrix, weather conditions and the state equation;
4) observational equation is solved according to Kalman filtering algorithm and obtains any moment corresponding actual prediction time.
2. the link travel time prediction method according to claim 1 based on SVM and Kalman filtering, feature exist In the state equation are as follows:
Wherein, x (k) is the state vector at k moment,It is expressed as intersection time delays for state-transition matrix, X (k-1) is the state vector at k-1 moment, and u (k-1) is that process noise is expressed as condition of road surface.
3. the link travel time prediction method according to claim 2 based on SVM and Kalman filtering, feature exist In taking the corresponding predicted travel time of continuous 4 sampling instants, weather conditions and the state equation before any moment Construct observational equation are as follows:
Y (k)=A (k) x (k)+w (k)
A (k)=[T (k), T (k-1), T (k-2), T (k-3)]
Wherein, y (k) is the observation vector of k+1, and w (k) is that observation noise is expressed as weather conditions, and T (k) is the prediction row at k moment Journey time, T (k-1) are the predicted travel time at k-1 moment, and T (k-2) is the predicted travel time at k-2 moment, and T (k-3) is k- The predicted travel time at 3 moment.
4. a kind of link travel time prediction device based on SVM and Kalman filtering, including memory, processor and storage In memory and the computer program that can run on a processor, which is characterized in that when the processor executes described program It performs the steps of
1) training set data and test set data for obtaining setting stroke segment information and its corresponding journey time composition, pass through branch It holds vector machine regression algorithm and training set data training obtains support vector regression;
2) initial predicted journey time matrix is obtained according to the support vector regression and the test set data, obtained initial The corresponding predicted travel time of continuous setting sampling instant in journey time matrix before any moment;
3) to set, intersection time delays is as state-transition matrix in stroke segment information, according to the state-transition matrix State equation is constructed with condition of road surface, is constituted according to the continuous sampling moment corresponding predicted travel time before any moment Observing matrix constructs observational equation according to observing matrix, weather conditions and the state equation;
4) observational equation is solved according to Kalman filtering algorithm and obtains any moment corresponding actual prediction time.
5. the link travel time prediction device according to claim 4 based on SVM and Kalman filtering, feature exist In the state equation are as follows:
Wherein, x (k) is the state vector at k moment, and k is any moment,It is expressed as intersecting for state-transition matrix Crossing time delays, x (k-1) are the state vector at k-1 moment, and u (k-1) is that process noise is expressed as condition of road surface.
6. the link travel time prediction device according to claim 5 based on SVM and Kalman filtering, feature exist In taking the corresponding predicted travel time of continuous 4 sampling instants, weather conditions and the state equation before any moment Construct observational equation are as follows:
Y (k)=A (k) x (k)+w (k)
A (k)=[T (k), T (k-1), T (k-2), T (k-3)]
Wherein, y (k) is the observation vector of k+1, and w (k) is that observation noise is expressed as weather conditions, and T (k) is the prediction row at k moment Journey time, T (k-1) are the predicted travel time at k-1 moment, and T (k-2) is the predicted travel time at k-2 moment, and T (k-3) is k- The predicted travel time at 3 moment.
CN201811239031.7A 2018-10-23 2018-10-23 Link travel time prediction method and device based on SVM and Kalman filtering Pending CN109409598A (en)

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