Bayesian Dynamic Linear Model with Adaptive Parameter Estimation for Short-Term Travel Speed Prediction

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...

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Bibliographic Details
Main Authors:	Tai-Yu Ma, Yoann Pigné
Format:	Article
Language:	English
Published:	Hindawi-Wiley 2019-01-01
Series:	Journal of Advanced Transportation
Online Access:	http://dx.doi.org/10.1155/2019/5314520

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