Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction
Bayesian dynamic linear model is a promising method for time series data analysis and short-term forecasting. One research issue concerns how the predictive model adapts to changes in the system, especially when shocks impact system behavior. In this study, we propose an adaptive dynamic linear mode...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Hindawi-Wiley
2019-01-01
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Series: | Journal of Advanced Transportation |
Online Access: | http://dx.doi.org/10.1155/2019/5314520 |