PERFORMING-TIME-SERIES BASED PREDICTIONS WITH PROJECTION THRESHOLDS USING SECONDARY TIME-SERIES-BASED INFORMATION STREAM

摘要

A prediction modeling system, method and computer program product for implementing forecasting models that involve numerous measurement locations, e.g., urban occupancy traffic data. The method invokes a data volatility reduction technique based on computing a congestion threshold for each prediction location, and using that threshold in a filtering scheme. Through the use of calibration, and by obtaining an extremal or other specified solution (e.g., maximization) of empirical volume-occupancy curves as a function of the occupancy level, significant accuracy gains are achieved and at virtually no loss of important information to the end user. The calibration use quantile regression to deal with the asymmetry and scatter of the empirical data. The argmax of each empirical function is used in a unidimensional projection to essentially filter all fully congested occupancy level and treat them as a single state.

主权项

1. A method of predicting comprising:
receiving a first time-series data set having one or more values for each time point to be predicted, receiving a second time-series data set of one or more values per time point with correlation to the first time-series data, estimating a functional relationship between the first time-series data and the second time-series data, for each value, over a multiplicity of time points, determining an extremal or other specified value of the functional relationship is determined of the second time-series data as a function of the first time-series data; modifying said first time-series data based on the extremal or other specified value so that first time-series data values beyond it are set to the value of the extremal or other specified solution, and predicting a future state of the first time-series data based on said modified first time-series data, wherein as programmed processing unit performs said receiving first and second time-series data, said estimating, said determining, said modifying and said predicting.