Multi-step-ahead traffic speed forecasting using multi-output gradient boosting regression tree

Short-term traffic speed forecasting is an important component of Intelligent Transportation Systems (ITS). Multi-step-ahead prediction can provide more information and predict the longer trend of traffic speed than single-step-ahead prediction. This paper presents a multi-step-ahead traffic speed prediction approach by improving the gradient boosting regression tree (GBRT). The traditional multiple output strategies, e.g., the direct strategy and iterated strategy, share a common feature that they model the samples through multi-input single-output mapping rather than multi-input multi-output mapping. This paper proposes multivariate GBRT to realize simultaneous multiple outputs by considering correlations of the outputs which have not been fully considered in the existing strategies. For illustrative purposes, traffic detection data are extracted at the 5-min aggregation time interval from three loop detectors in US101-N freeway through the Performance Measurement System (PeMS). The support vector regression (SVR) is used as the benchmark. Assessments on the three models are based on the three criteria, i.e., prediction accuracy, prediction stability, and prediction time. The results indicate that (I) Multivariate GBRT and GBRT using the direct strategy have higher prediction accuracies compared with SVR; (II) GBRT using the iterated strategy has a good prediction accuracy in short-step-ahead prediction and the prediction accuracy decreases significantly in long-step-ahead prediction; (III) Multivariate GBRT has the best stability which means the higher reliability in multi-step-ahead prediction while iterated GBRT has the worst stability; and (IV) Multivariate GBRT has an enormous advantage in the prediction efficiency and this advantage will expand with the increasing prediction horizons.