Interval Short-Term Traffic Flow Prediction Method Based on CEEMDAN-SE Nosie Reduction and LSTM Optimized by GWO

Abstract

With rapid economic growth and urbanization, the accelerated increase in car ownership has brought massive pressure on urban traffic, and accurate traffic flow prediction information can provide an important basis for urban traffic dynamic planning. The existing methods have problems such as low efficiency, large error, and inability to adapt to short-term traffic changes. To solve the above problems, the CEEMDAN-SE-GWO-LSTM method was proposed in this paper. First, the traffic flow data is processed for outliers and missing values. The Complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) method is used to decompose the traffic flow data, and sample entropy (SE) is used to reconstruct the subsequence, which is used to improve the quality of the input data. Then, the Grey Wolf Optimizer (GWO) is used to optimize the parameters of the long-short-term memory (LSTM) in order to improve the prediction accuracy and prevent the model from falling into a local optimum. Three models are used to compare with the ensemble model proposed in this paper, including back propagation neural network (BPNN), LSTM, and long-short-term memory optimized by Grey Wolf Optimizer (GWO-LSTM). Root mean square error (RMSE) is reduced by 40.9% to 66.7%; $R^2$ score is improved by 1.5% to 7.1%. The experimental results show that CEEMDAN-SE-GWO-LSTM has a higher prediction accuracy than the existing traffic flow prediction models. Finally, this paper uses the model prediction error to establish an interval prediction model based on the kernel density estimation theory, which enhances the generalization of the model and the practical application value.