Traffic Flow Forecasting Using Grey Neural Network Model

Traffic flow forecasting
A
SEMINAR REPORT
ON
Traffic Flow Forecasting Using Grey Neural
Network Model

Transportation division
ABSTRACT

In this Report, a kind of Grey Neural Network (abbreviates GNN) is
proposed which combines grey system theory with neural network, that is,
the GNN model has been built by adding a grey layer before neural input
layer and a white layer after neural output layer Gray neural network can
elaborate advantages of both grey model and neural network, and enhance
further precision of forecasting The GNN model is employed to forecast a
real vehicle traffic flow of !ING"#I highway with favor precision and result,
which is firstly applied GNN to traffic flow forecasting $valuation method has
been used for comparing the performance of forecasting techni%ues The
e&periments show that the GNN model is outperformed G' model and neural
network model, and traffic flow forecasting based on GNN is of validity and
(easibility In this study, we consider an application of grey system theory to
the time series data forecasting problem, called grey forecasting, where grey
implies incomplete or uncertain, and grey system describes a system lacking
information about structure messages, operation mechanism and or
behavior documents In case of bad data lacking information, grey
forecasting method is known to be effective in time series data analysis )e
present the design of grey forecasting model, and compare it with other
methods
CONTENTS
*
g no
CA!TER "# $NTRO%UCT$ON
++ General,,,,,,,,,,,,,,,,,,,,,,,,-
+- Importance of Traffic (orecasting in #ighway
"ector,,,,,,,-
+. Need and "trategy of (orecasting,,,,,,,,,,,,,,-
+/ $&periences in Traffic (orecasting,,,,,,,,,,,,,,.
+0 Traffic (low (orecasting 'odels,,,,,,,,,,,,,,/
CA!TER &# ART$F$C$A' NEURA' NET(OR)S *ANN+
-+ )hat is
NN1
0
-- #istory of 2NN,,,,,,,,,,,,,,,,,,,,,0
-. )hy use NN,,,,,,,,,,,,,,,,,,,,,,3
-/ 4iological Inspiration ,,,,,,,,,,,,,,,,,,,3
-0 2pplication of 2NN,,,,,,,,,,,,,,,,,,,5
-6 2NN 'odel and 2rchitecture
-6+ Neuron 'odel,,,,,,,,,,,,,,,,,,,++
-6- Network architecture,,,,,,,,,,,,,,,,+6
CA!TER ,# GRE- S-STEM TEOR- AN% T$ME SER$ES ANA'-S$S
.+ 4ack Ground of Grey "ystem Theory,,,,,,,,,,,,-7
.- (undamental concepts of G"T and its main
contents,,,,,,-+
.. Grey Time "eries 2nalysis,,,,,,,,,,,,,,,,,-.
./ Grey (orecasting 'odel,,,,,,,,,,,,,,,,,,-.
CA!TER.# GRE- NEURA' NET(OR)S
/+ 8onstruction of Grey Neural network
'odel,,,,,,,,,-9
/- $&periment Result and 8omparison of GNN, G' (+, +) :NN
,,.7
CA!TER/; 8onclusions,,,,,,,,,,,,,,,,,,,,,./
References,,,,,,,,,,,,,,,,,,,,,,,,,,,,.0

'ist of figures
0g1no
+ "chematic diagram of biological neurons
3
- "ingle Input Neuron
+-
. #ard <imit Transfer (unction
+.
/ <inear Transfer (unction
+/
0 <og "igmoid Transfer (unction
+/
6 'ulti Input Neuron
+6
3 Neuron with R inputs with 2bbrivated notations
+3
9 <ayers of neurons
+3
5 Topology of (eed (orward Neural Network
+5
+7 Three layer network
-7
++ The construction of grey neural network model
-5
'ist of ta2les
0g1no
+ Transfer (unctions
+0
- The Results obtained from three (orecasting 'odels and
8ompares ./
CA!TER "
$NTRO%UCT$ON
Traffic flow forecasting is significant to traffic programming, traffic guide,
traffic controlling, traffic management, traffic security, etc It has become an
emphasis %uestion for discussion in traffic engineering domain and one
kernel study in Intelligent Transportation "ystem Grey system theory and
neural networks have been successfully used to predict traffic Grey system
theory utili=es accumulated generating data instead of original data to build
forecasting model, which makes raw data stochastic weak, or reduces noise
influence in a certain e&tent, therefore, intrinsic regularity of data can be
searched easily, and model can be built with relatively little data Neural
network has been a primary nonlinear forecasting method because of its
ability of self>learning, nonlinear map and parallel distributed manipulation
Traffic system is a complicated system with rather great stochastic,
traffic flow possess characteristic of great time>dependent and nonlinear If
combine grey system theory with neural networks to build GNN (Grey Neural
Network), we can e&ploit sufficiently the characteristic of grey system model
re%uiring less data and feature of nonlinear map of neural network, and
develop both advantages, thus raise predicting precision much more In this
paper, a kind of forecasting model combining grey system theory with neural
networks is proposed, which adds a grey layer before neural input layer and
a white layer after neural output layer The GNN model is firstly applied to
forecast a real vehicle traffic flow of !ING"#I highway with favorable
precision and prediction result $valuation methods are used for comparing
the performance of forecasting techni%ues, which show that the GNN model
is outperformed G' model and neural network The e&periment shows that
this kind information manipulation and forecasting method based on GNN is
of validity and feasibility
"1" GENERA'
TRAFF$C FORECAST$NG
Traffic flow forecasting is significant in traffic programming, traffic guide,
traffic controlling, traffic management, traffic security etc It has become an
emphasis %uestion for discussion in traffic engineering domain and in
intelligent transportation system (orecasting of data is a key element of
management decision making It becomes all the more important when
decision involves huge investments
"1& $M!ORTANCE OF TRAFF$C F'O( FORECAST$NG $N $G(A-
SECTOR#
Transportation is a basic infrastructural facility for the economical, social,
cultural and administrative development country It has been recogni=ed that
the sustainable development of an area is dependent on the type and
%uantum of the transportation infrastructure linking the various centers of
human population, employment, economic growth and market centers
(ast depleting financial and other resources and over increasing travel needs
call for careful planning and optimum resource utili=ation in the road sector
as all the decisions regarding planning, construction and maintenance of
road sector are based on estimates of the traffic for the design period, it is
necessary to cut down the dependence on the chance while forecasting the
traffic over estimation of traffic will result in more than necessary capital
being tied up in a fewer pro?ects, thus preventing other potential pro?ects
being taken up where as under estimation of the traffic will result in
premature failure of the pavement structure, causing heavy financial losses
increased maintenance costs
"1, NEE% AN% STRATEG- OF FORECAST$NG
$&istence in an environment governed by time re%uires allocation of
available time among competing resources in some optimal manner This is
accomplished by making forecasts of future activities and taking the proper
actions as suggested by these forecasts The time series underlying the
process to be forecasts is bound to be influenced by many casual factors
"ome forcing the time series up while conflicting factors act to force the
series down nevertheless it is essential to make forecasts in order to
effectively ad?ust budget and resources
(orecasts by e&tending the patterns revealed by smoothing techni%ues, is a
very speculative procedure It must be assumed to start with that past is a
mirror of the future the past trends and cycles will continue in the future this
is seldom the case ,in the end ,mathematical forecasting procedures and
?udgments must work hand in hand thus one must not only smooth the data
and try to e&tend the signal components in to the future but also predict the
impact of unknown factors such as political events, research and inventions,
new land use development ,changes in the present land use ,vehicle use
,change of behavior of vehicle user etc in connections with traffic volumes
The sub?ective evaluations must, in turn, be used to conditions the forecast
obtained from the mathematical forecasting model
"1. E3!ER$ENCES $N TRAFF$C FORECST$NG#
Numbers of methods are available for forecasting ranging from the simplest
methods such as the one using the most recent observations as to forecast
to highly comple& approaches like econometric system of simultaneous
e%uations #owever, the methods for generating forecasts can be broadly
classified as %ualitative, depending upon the e&tent to which mathematical
and statistical methods are used
@uantitative methods, market research methods, panel consensus, historical
analogy, visionary forecasts etc, involve sub?ective estimation through the
e&perts opinion from a panel of forecasts
#ence such forecast may differ from panel to panel or e&pert to e&pert
"ometimes the divergence in opinion among the e&pert is so e&tensive that
it becomes hard to imagine any substantial could be placed in the results
An the other hand substantial forecasting procedures e&plicitly define how
the forecast is determined the logic is clearly stated and the operations are
mathematical The methods involve e&amination of historical data to
determine the underlying process generating the variable and assuming that
the process is stableB use this knowledge to e&trapolate the process into the
future The two basic types of these models are time series models and
casual models
8asual models e&ploit the relationship between the time series of interest
and one or more other time series data of casual variables Cnowing the
future values o the casual variables, one can use the model to forecast the
dependent variable 4ut the future value of casual variable may itself be
obtained by forecasting it either by casual models or time series models
#ence this method is comple& to operate "ome of the casual models are
regression analysis, econometric models, input>output modelsB anticipation
surveys etcTime series models use only the time history of the variable
being forecasted in order to develop a model for predicting future values
The selection of appropriate forecasting methods is influenced by the
following factors such as ,
+ (orm of forecasts re%uired
- (orecasts hori=on, period and interval
. Data availability
/ 2ccuracy re%uired
0 4ehavior of process being forecast
6 8ost of development
3 $ase of pattern
9 'anagement comprehension and cooperation
"1/ TRAFF$C F'O( FORECAST$NG MO%E'S#
"everal types of mathematical models currently e&ist and are used to
forecast the traffic flow
These models range from simple regression to complicated transition
probability method An the other hand grey forecasting model and neural
networks, fu==y logic have been applied in traffic flow forecasting to certain
e&tent
Development of traffic forecasting models has been an active area in the last
couple of decades, which constitute a key component of management
decision making The traffic forecasting model, when considered as a system
with inputs of historical and current data and outputs of future data, behaves
in a nonlinear fashion and varies with time of day Traffic data are found to
change abruptly during the transition times of entering or leaving rush hours
2ccurate and real time models are needed to appro&imate the nonlinear
time variant functions between system inputs and outputs from a continuous
stream of training data
There has been a steady increase in both rural and urban freeway traffic in
recent years resulting in congestion in many freeway systems 2ccurate and
timely forecasting of traffic flow is of paramount importance for effective
management of traffic congestion and decision making The basic types of
forecasting models are given below
+ Time series models
- <ocal regression models
. Calman filters theory
/ Neural network approach
/ 'arkov chin model
0 (u==y neural approach
CA!TER &
ART$F$C$A' NEURA' NET(OR)S
&1" (AT $S NEURA' NET(OR)4
2n 2rtificial Neural Network (2NN) is an information processing paradigm
that is inspired by the way biological nervous systems, such as the brain,
process information The key element of this paradigm is the novel structure
of the information processing system It is composed of a large number of
highly interconnected processing elements (neurons) working in unison to
solve specific problems 2NNs, like people, learn by e&ample 2n 2NN is
configured for a specific application, such as pattern recognition or data
classification, through a learning process <earning in biological systems
involves ad?ustments to the synaptic connections that e&ist between the
neurons This is true of 2NNs as well
&1& $STOR- OF ANN#
The history of artificial neural networks is filled with colorful, creative
individuals from many different fields, many of whom struggled for decades
to develop concepts that we now take for granted This history has been
documented by various authors Ane particularly interesting book is Neuro
computing: Foundations of Research by !ohn 2nderson and $dward
The history of neural networks has progressed through both conceptual
innovations and implementation developments These advancements,
however, seem to have occurred in fits and starts rather than by steady
evolution
"ome of the background work for the field of neural networks occurred in the
late +5th and early -7th centuries This consisted primarily of
interdisciplinary work in physics, psychology and neurophysiology by such
scientists as #ermann von #elmholt=, $rnst 'ach and Ivan *avlov This early
work emphasi=ed general theories of learning, vision, conditioning, etc,and
did not include specific mathematical models of neuron operation
The modern view of neural networks began in the +5/7s with the work of
)arren 'c8ulloch and )alter *itts E'c*i/.F, who showed that networks of
artificial neurons could, in principle, compute
any arithmetic or logical function Their work is often acknowledged as the
origin of the neural network field
'c8ulloch and *itts were followed by Donald #ebb , who proposed that
classical conditioning (as discovered by *avlov) is present because of the
properties of individual neurons #e proposed a mechanism for learning in
biological neurons
The first practical application of artificial neural networks came in the late
+507s, with the invention of the perception network and associated learning
rule by (rank Rosenblatt Rosenblatt and his colleagues built a perception
network and demonstrated its ability to perform pattern recognition This
early success generated a great deal of interest in neural network research
Gnfortunately, it was later shown that the basic perception network could
solve only a limited class of problems unfortunately, both RosenblattHs and
)indrows networks suffered from the same inherent limitations, #owever,
they were not able to successfully modify their learning algorithms to train
the more comple& networks During the +597s both of these impediments
were overcome, and research in neural networks increased dramatically
New personal computers and workstations, which rapidly grew in capability,
became widely available
In addition, important new concepts were introduced The second key
development of the +597s was the back propagation algorithm for training
multilayer perception networks, which was discovered independently by
several different researchers The most influential publication of the back
propagation algorithm was by David Rumelhart and !ames 'c8lelland
ERu'c96F
These new developments reinvigorated the field of neural networks In the
last ten years, thousands of papers have been written, and neural networks
have found many applications The field is bu==ing with new theoretical and
practical work 'any of the advances in neural networks have had to do with
new concepts, such as innovative architectures and training rules !ust as
important has been the availability of powerful new computers on which to
test these new concepts
Neural networks will not only have their day but will have a permanent place,
not as a solution to every problem, but as a tool to be used in appropriate
situations In addition, remember that we still know very little about how the
brain works The most important advances in neural networks almost
certainly lie in the future
&1, (- USE NEURA' NET(OR)S4
Neural networks, with their remarkable ability to derive meaning from
complicated or imprecise data, can be used to e&tract patterns and detect
trends that are too comple& to be noticed by either humans or other
computer techni%ues 2 trained neural network can be thought of as an
Ie&pertI in the category of information it has been given to analyse This
e&pert can then be used to provide pro?ections given new situations of
interest and answer Iwhat ifI %uestions
Ather advantages include; 2daptive learning; 2n ability to learn how to do
tasks based on the data given for training or initial e&perience
+ "elf>Argani=ation; 2n 2NN can create its own organi=ation or
representation of the information it receives during learning time
- Real Time Aperation; 2NN computations may be carried out in parallel,
and special hardware devices are being designed and manufactured
which take advantage of this capability
(ault Tolerance via Redundant Information 8oding; *artial destruction of a
network leads to the corresponding degradation of performance #owever,
some network capabilities may be retained even with ma?or network damage
&1.Biological $ns0iration#
2n 2rtificial Neural Network (2NN) is an information processing paradigm
that is inspired by the way biological nervous systems, such as the brain,
process information
The brain consists of a large number (appro&imately +7
++
) of highly
connected elements (appro&imately +7
/
connections per element) called
neurons (or our purposes these neurons have three principal components;
the dendrites, the cell body and the a&on The dendrites are tree>like
receptive networks of nerve fibers that carry electrical signals into the cell
body The cell body effectively sums and thresholds these incoming signals
The a&on is a single long fiber that carries the signal from the cell body out
to other neurons The point of contact between an a&on of one cell and a
dendrite of another cell is called a synapse It is the arrangement of neurons
and the strengths of the individual synapses, determined by a comple&
chemical process that establishes the function of the neural network (igure
+ is a simplified schematic diagram of two biological neurons
(ig;+ "chematic diagram of biological neurons
2rtificial neural networks do not approach the comple&ity of the brain There
are, however, two key similarities between biological and artificial neural
networks (irst, the building blocks of both networks are simple
computational devices (although artificial neurons are much simpler than
biological neurons) that are highly interconnected "econd, the connections
between neurons determine the function of the network
It is worth noting that even though biological neurons are very slow when
compared to electrical circuits (+7
>.
s compared to +7
>5
s), the brain is able to
perform many tasks much faster than any conventional computer This is in
part because of the massively parallel structure of biological neural
networksB all of the neurons are operating at the same time 2rtificial neural
networks share this parallel structure
&1/ A!!'$CAT$ONS
The applications are e&panding because neural networks are good at solving
problems, not ?ust in engineering, science and mathematics, but in medicine,
business, finance and literature as well
Their application to a wide variety of problems in many fields makes them
very attractive 2lso, faster computers and faster algorithms have made it
possible to use neural networks to solve comple& industrial problems that
formerly re%uired too much computation
Neural networks have been applied in many fields 2 list of some applications
mentioned in the literature follows
Aeros0ace
#igh performance aircraft autopilots, flight path simulations, aircraft control
systems, autopilot enhancements, aircraft component simulations, aircraft
component fault detectors
Auto5oti6e
2utomobile automatic guidance systems, warranty activity analy=ers
Banking
8heck and other document readers, credit application evaluators
%efense
)eapon steering, target tracking, ob?ect discrimination, facial recognition,
new kinds of sensors, sonar, radar and image signal processing including
data compression, feature e&traction and noise suppression, signalJimage
identification
Electronics
8ode se%uence prediction, integrated circuit chip layout, process control,
chip failure analysis, machine vision, voice synthesis, nonlinear modeling
Entertain5ent
2nimation, special effects, market forecasting
Financial
Real estate appraisal, loan advisor, mortgage screening, corporate bond
rating, credit line use analysis, portfolio trading program, corporate financial
analysis, currency price prediction
$nsurance
*olicy application evaluation, product optimi=ation
Manufacturing
'anufacturing process control, product design and analysis, process and
machine diagnosis, real>time particle identification, visual %uality inspection
systems, beer testing, welding %uality analysis, paper %uality prediction,
computer chip %uality analysis, analysis of grinding operations, chemical
product design analysis, machine maintenance analysis, pro?ect bidding,
planning and management, dynamic modeling of chemical process systems
Medical
4reast cancer cell analysis, $$G and $8G analysis, prosthesis design,
optimi=ation of transplant times, hospital e&pense reduction, hospital %uality
improvement, and emergency room test advisement
Ro2otics
Tra?ectory control, forklift robot, manipulator controllers, vision systems
S0eec7
"peech recognition, speech compression, vowel classification, te&t to speech
synthesis
Securities
'arket analysis, automatic bond rating, and stock trading advisory systems
Teleco55unications
Image and data compression, automated information services, real>time
translation of spoken language, customer payment processing systems
Trans0ortation
Truck brake diagnosis systems, vehicle scheduling, routing systems
&18 ANN MO%E' AN% ARC$TECTURE
&181" NEURON MO%E'
"ingle>Input Neuron#
2 single>input neuron is shown in (igure - The scalar input is multiplied by
the scalar weight to form , one of the terms that is sent to the summer The
other input,, is multiplied by a bias and then passed to the summer The
summer output, often referred to as the net input , goes into a transfer
function , which produces the scalar neuron output ("ome authors use the
term activation function rather than transfer function and offset rather than
bias)
The weight corresponds to the strength of a synapse, the cell body is
represented by the summation and the transfer function, and the neuron
output represents the signal on the a&on

Fig#& "ING<$ IN*GT N$GRAN
The neuron output is calculated as a9 f *wp:b+
If, for instance w K . p K - and ,bK>+0 then aK f(.(-)L +0)K f(/0)
The actual output depends on the particular transfer function that is chosen
The bias is much like a weight, e&cept that it has a constant input of
+#owever, if you do not want to have a bias in a particular neuron, it can be
omitted
Note that w and b are both adustab!e scalar parameters of the neuron
Typically the transfer function is chosen by the designer and then the
parameters w and b will be ad?usted by some learning rule so that the
neuron inputJoutput relationship meets some specific goal
Transfer Functions#
The transfer function in (igure - may be a linear or a nonlinear function of 2
particular transfer function is chosen to satisfy some specification of the
problem that the neuron is attempting to solve
2 variety of transfer functions have been included and Three of the most
commonly used functions are discussed below
ard 'i5it Transfer Function#
The hard !imit transfer function" shown on the left side of (igure . , sets the
output of the neuron to 7 if the function argument is less than 7, or + if its
argument is greater than or e%ual to 7 )e will use this function to create
neurons that classify inputs into two distinct categories

(ig;. #2RD <I'IT TR2N"($R (GN8TIAN
The graph on the right side of (igure . illustrates the inputJoutput
characteristic of a single>input neuron that uses a hard limit transfer
function #ere we can see the effect of the weight and the bias Note that an
icon for the hard limit transfer function is shown between the two figures
"uch icons will replace the general in network diagrams to show the
particular transfer function that is being used
<inear Transfer (unction
The output of a !inear transfer function is e%ual to its input;
a K n
2s illustrated in (igure /
Neurons with this transfer function are used in the 2D2<IN$ networks

(ig;/ <IN$2R TR2N"($R (GN8TIAN
<og "igmoid Transfer (unction;

(IG;0 <AG "IG'AID TR2N"($R (GN8TIAN
This transfer function takes the input (which may have any value between
plus and minus infinity) and s%uashes the output into the range 7 to +,
according to the e&pression

The log>sigmoid transfer function is commonly used in multilayer networks
that are trained using the back propagation algorithm, in part because this
function is differentiable
'ost of the transfer functions are summari=ed in Table+


T24<$ + TR2N"($R (GN8TIAN"

Multi0le;$n0ut Neuron#
)eight matri&;
Typically, a neuron has more than one input 2 neuron with R inputs is shown
in (igure 6 The individual inputs p
+
,p
-
,p
.
, are each weighted by
corresponding elements w
+
,w
-
,w
.
,of the weight matri# $

(IG;6 'G<TI IN*GT N$GRAN
The neuron has a bias , which is summed with the weighted inputs to form
the net input ;

This e&pression can be written in matri& form;

Now the neuron output can be written as

)eight indices;
)e have adopted a particular convention in assigning the indices of the
elements of the weight matri& The first inde& indicates the particular neuron
destination for that weight The second inde& indicates the source of the
signal fed to the neuron Thus, the indices w
+,-
in say that this weight
represents the connection to the first (and only) neuron from the second
source
)e would like to draw networks with several neurons, each having several
inputs (urther, we would like to have more than one layer of neurons Mou
can imagine how comple& such a network might appear if all the lines were
drawn It would take a lot of ink, could hardly be read, and the mass of detail
might obscure the main features Thus, we will use an abbre%iated notation
2 multiple>input neuron using this notation is shown in (igure3

(IG;3 Neuron with R inputs with 2bbrivated notations
&181& NET(OR) ARC$TECTURES
8ommonly one neuron, even with many inputs, may not be sufficient )e
might need five or ten, operating in parallel, in what we will call a layer
A 'ayer of Neurons
2 single>!a&er network of " neurons is shown in (igure9 Note that each of
the R inputs is connected to each of the neurons and that the weight matri&
now has " rows

(IG;9 <ayers of neurons
The layer includes the weight matri&, the summers, the bias vector b , the
transfer function bo&es and the output vector a "ome authors refer to the
inputs as another layer, but we will not do that here $ach element of the
input vector p is connected to each neuron through the weight matri& )
$ach neuron has a bias b
i
, a summer, a transfer function f and an output ai
Taken together, the outputs form the output vector a It is common for the
number of inputs to a layer to be different from the number of neurons (ie
)
The input vector elements enter the network through the weight matri& (#

2s noted previously, the row indices of the elements of matri& ) indicate the
destination neuron associated with that weight, while the column indices
indicate the source of the input for that weight Thus, the indices in w
.,-
say
that this weight represents the connection to the third neuron from the
second source
2 layer whose output is the network output is called an output !a&er The
other layers are called hidden
'a&ers( It is shown in fig ):

FI*:) Topology of (eed (orward Neural Network
Multiple layers:
Now consider a network with several layers $ach layer has its own weight
matri& ), its own bias vector b, a net input vector n and an output vector a
)e need to introduce some additional notation to distinguish between these
layers )e will use superscripts to identify the layers "pecifically, we append
the number of the layer as a superscript to the names for each of these
variables Thus, the weight matri& for the first layer is written as )
+
, and the
weight matri& for the second layer is written as )
-
as shown in fig +7
(IG;+7 Three layer network
2s shown, there are R inputs, S
+
neurons in the first layer, S
-
neurons in the
second layer, etc 2s noted, different layers can have different numbers of
neurons
The outputs of layers one and two are the inputs for layers two and three
Thus layer - can be viewed as a one>layer network with R K "
+
inputs, "K"
-
neurons, and an "
+
&"
-
weight matri& The input to layer - is a
+
, and the
output is a
-
ow to !ick Arc7itecture
*roblem specifications help define the network in the following ways;
+ Number of network inputs K number of problem inputs
- Number of neurons in output layer K number of problem outputs
. Autput layer transfer function choice at least partly determined by
*roblem specification of the output
CA!TER ,
,1" TE BAC)GROUN% OF GST
4ased on widespread divisions in activities of scientific research, the highly
synthetic tendency has brought forward many cross>disciplinary research
activities possessing significant methodological meanings The systems
science has revealed more profoundly and essentially some important
internal relations among the sub?ects, who have deeply promoted the
integrative progress of modem science and technology )ith the help of
these newly emerging fields of study, many complicated problems,
unsolvable before, can be resolved successfully and much deeper
understandings about the nature have been brought forward These cross
disciplinary theories include, to say a few, the systems theory, information
theory and cybernetics, which were formulated during the end of the +5/7s,
the theory of dissipative structures, synergetic and fractals, which started to
be known during the end of the +567s and the beginning of +53As, the ultra
circular theory and general systems theory, which have been more maturing
after late +537s
In a systems research, due to noises from both inside and outside of the
system of our concern and the limitation of our cognitive level, the
information people obtain is always uncertain and limited in scope )ith the
development of science and technology and the progress of the social
society, peopleHs understanding about the uncertainties of %arious systems is
much more profound than ever before, and the study on uncertainties is also
more in>depth During the later half of -7N century, in the field of systems
science and engineering, a variety of systems theories and methodologies on
uncertainty had been emerging constantly (or instance, *rofessor <2
Oaden established fu++& mathematics in the +567s, *rofessor ! '1Deng
pioneered a difficult and fruitful research on grey systems theory, *rofessor
,( *awlark initiated rough sets theory in the +59As, and *rofessor )ang
gnang>yuan contributed a great deal in the area of unascertained
mathematics 2ll these theories mentioned above are significant
achievements in the research on unascertained systems, and provided the
needed theories and methodologies for describing and dealing with
numerous unascertained information from different aspects
,1& FUN%EMENTA' CONCE!T OF GST AN% $TS MA$N CONTENTS
In the year of +597, grey systems theory was brought forward by *rofessor
Deng !u>long from 8hina It was a new theory and method applicable to the
study of unascertained problems with few data and or poor information Grey
systems theory works on unascertained systems with partially known and
partially unknown information by drawing out valuable information by
generating and developing the partially known information It can describe
correctly and monitor effectively the systemic operational behavior
'any systems, such as social, economic, agricultural, industrial, ecological
biological systems, are named based on the fields and ranges where the
research sub?ects belong to . In contrary, the name of grey systems is
chosen based on the colors of the sub?ects under investigation (or e&ample,
in control theory, the darkness of colors has been commonly used to indicate
the degree of clarity of information Ane of the most well accepted
representations is the so>called Pblack bo&Q, which stands for an ob?ect with
its internal relations or structure totally unknown to the investigator #ere,
we will use R'ackQ to represent unknown information, PwhiteQ for completely
known information ,and PgreyQ for those information which are partially
known and partially unknown 2ccordingly, we will name the systems with
completely unknown information as black systems, and the systems with
partially known and partially unknown information as grey systems,
respectively
In our daily social economic and scientific research activities, we often face
situations of incomplete information (or e&ample, in some studies of
agriculture, even though all the information, related to the area which is
planted, the %uality of seeds, fertili=ers, irrigation, et al, is completely
known, it is still difficult to estimate the production %uantity and the
conse%uent annual income due to various unknowns or vague information
related to labor %uality, the level of technology employed, natural
environment, weather conditions, et al 2s for the case of insects control, we
might have known very well the relationship between the special kind of
insect and its Natural enemies 4ut it might still be difficult for us to achieve
the desirable certainty due to the reason that we do not have enough
information regarding the relationship between the insects of our concern
and the baits, its natural enemies and the baits, one natural enemy and
other natural enemies, one kind of insect and other kinds of insects, et al
(or each ad?ustment of a price system in our economy, the decision makers
often face the difficulty of not knowing the definite information on the effect
of the price change on consumers, on the prices of goods, et al 2ll li%uid
pressure systems are difficult to control due to some immeasurable
%uantities $lectricity systems are hard to observe because of the stochastic
parameters of the voltage and currents, which is caused by not having
enough knowledge on motion and parameters In a general social or
economic system, it is difficult to analy=e the effect of the input on the
output for the reasons that there do not e&ist clear differences between the
PinteriorQ and the Pe&teriorQ, the system self and its environment, and that
the boundary of the system may be sometime easy to tell or on other
occasions difficult to clarify In stochastic works, a same economic variable
could be seen as endogenous by some scholars and e&ternal by some other
scholars The appearance of such a phenomenon is due to the lack of
'odeling information, or the reason that an appropriate systems model has
not been found, or the fact that the right observation and control variables
have not been employed
#aving been developed for more than -7 years, grey "ystems theory has
already built up the framework of a new discipline Its main contents include;
a theory system based on ha=y integration, an analysis system depending on
space of grey incidence, a modeling system with G' as its vital part, a
methodological system on the foundation of grey se%uence generation, and
a technological system 8onstructed mainly by systems analysis, modeling,
forecasting, decision, controlling and optimi=ation #a=y Integration, grey
algebraic system, grey e%uations and grey matri& are the foundation of grey
systems theory, and there are still many problems worth further studying in
order to perfect itself Grey systems analysis consists of mainly grey
incidence analysis, grey clustering and grey statistical evaluation, et al The
generation of grey se%uence relies on functions of se%uence operators
including buffer operator (weakening operator, strengthening operator),
average generation operator, stepwise ratio generation operator, inverse
accumulating generation operator and accumulating generation operator, et
al Grey systems modeling is famished based on the thought of five>step>
modeling 2nd hidden laws are found through the generation of grey
numbers or functions of se%uence operators The new promise of using
discrete data se%uence to construct continuous dynamical differential
e%uations is achieved by interchanging grey difference e%uations with grey
differential e%uations Grey prediction is a %uantitative prediction based on
GM *"<l+1 2ccording to the effectiveness and characteristics, grey
predictions can be classified as following si& classes; (I) "erial predictionsB (-)
Interval predictionsB (.) Disaster predictionsB (/) "easonal disaster
predictionsB */+ "tock>market>like predictionsB and (6) "ystems predictions
Grey decision making includes ; (+)Grey target decision makingsB (-) Grey
incidence decision>making, (.) Grey statistics, (/) Grey clustering decision
making, */+ Grey situation decision making, and (6) Grey stratified decision
making The main contents of grey control cover the control problems of
grey systems of intrinsic characteristics and controls based on grey systems
methodology, such as grey incidence control, control of GM (+,l) prediction,
et al 2nd grey linear programming, grey nonlinear programming, grey
integer programming, grey dynamic programming and et al are all involved
in grey optimal technology
,1, GRE- T$ME SER$ES ANA'-S$S
Grey system theory was proposed in early +597s, as a tool for considering
systems with uncertainties in e&tensive applications Gsing the concept of
black bo&, if the characteristics of a system is known, we call the system
white, on the contrary if the characteristics of a system is unknown, w>e call
the system black )hile grey system is defined between the two as a system
which is partially known, eg, > law of movement or characteristics of the
system is partially understood, or > factors used in the system description are
not well defined or uncertain, or N relations among factors are not known
In grey system theory, the cases with incomplete information are treated by
using grey factors, grey numbers and grey relations, which describe
uncertainties, give numerical forms of grey factors and deal with the
incomplete relations respectively
In system analysis or modeling, ob?ect data are generally collected under
various conditions The data may contain errors from noises and other
unknown factors Grey system theory is to bring a grey system close to a
white system, or to estimate rough characteristics of the system based on
the known incomplete information Grey system theory is concerned with the
mathematics for grey numbers, which has been proposed useful for studies
in fields of liner planning, forecasting decision making, system control, etc.,
In this study, we present the forecasting method based on grey system
theory (grey forecasting) for time series data analysis, in a comparison with
conventional techni%ues
,1. GRE- FORECAST$NG MO%E'
In grey forecasting, the forecasting models are based on generating
operations to the time series data se%uence (or e&ample, A*O
(accumulated generating operation), an iterative addition to the time
series data, has been proposed as one of generating operations A*O is
defined as follows
"uppose &
(7)
is an original discrete n the dimensional se%uence with
elements &
0
(k)
-./" ,0 n" i(e
#
123
.4#
123
1/3"0((#
123
1n350000001/3
Then A*O is defined as

#
123
.4#
123
1/3"0((#
123
1n35
$here

Simi!ar!&" A*O to time series #
1r6/3
is gi%en as

$here

In fact,&
(r)
can be accordingly viwed as a result of the appro&imated
e&ponential law to &
(r>+)

2s an e&ample consider an intial time series &
(7)
,egB&
(7)
KS+,-,+0,.T,according to definition of e%n(-) the 2GAs can be obtained as
A*O #
123
: #
1/3
. 4/"7"8(9":(95
A*O #
1/3
: #
1,3
. 4/"8";(9"/<500(
In the design of a forecasting model using grey system theory, the model is
called a grey model 1*M3( The grey models are given by grey differential
e%uations, which are groups of abnormal differential e%uations with
variations in behavior parameters, or grey difference e%uations which are
groups of abnormal difference e%uations with variations in structure, rather
than the first>order differential e%uations or the difference e%uations in
conventional cases
4asically, the model in grey forecasting is *M 1/" !+< which is built based on
A*O to a time series se%uence only #ere, *M 1n" m3 denotes a *M including
nth>order differential or n difference e%uations with m variables
"uppose &
(7)
is an original discrete n th dimensional se%uence, and &
(+)
is the
2GA on &
(7)
,ieB
&
(7)
K S&
(7)
(+),&
(7)
(-),,,&
(7)
(n)T,
&
(+)
K S&
(+)
(+),&
(+)
(-),,,&
(+)
(n)T K 2GA &
(7)

The forecasting model G' (+, l) is described by using following e%uation;

and &
(+)
(k) is a group of real numbers, which is determined as if and only
if &
(+)
(k) is relative to U
(+)
(&
(+)(
k))
8ompared with the form of normal first>order differential e%uation, ie,
(d& (t)Jdt)Va& (t) Kb, a, b; constants (/)
The difference
(+)
(&
(+)
(k)) is corresponding to d& (t)Jdt, and so is & (+)
(k)
to &
(t) &
(+)
(k) is called the background value of
(+)
(&
(+)
(k))ieBthe value of
(+)
(&
(+)
(k)) depends only on that of &
(+)
(k)
That is the forecasting model G' (+, I) by e%(.>a)is based on a
difference e%uation concerning
"ince U
(+)
(&
(+)(
k))K &
(7)
(k),kK+,-,.,,n from e%n (.>b)the difference can be
rewritten as

)here a is called the development of G', and b is called the grey input
The fifth e%n will be satisfied when, if and only if
)hen kK-, .,n
)here =
(+)
(k) is the mean of &
(+)
(k) defined as
)here kK-, .,n
Gnder the demand for parallel shooting, e% (0) can therefore be transformed
to
)here kK-, .,n
)here a, b are determined to minimi=e the least s%uare error on
&
(+)
(k)>(b>a O
(+)
(k)) where
kK-,.,,n
ie 'in; $
T
$
)here

4ased on identification algorithm E-F, optimal a and b are given by

(or the given discrete n th>dimensional se%uence &(7),the forecasting model
is then determined,with a and b shown by e%n(3)and the se%uence &W
(+)
(k)
is given by
)here kK+, -,
(9)
Is said to be the response of the G' (+, +)
2ccordingly the following se%uence

Is said to be the G' (+,+) se%uence of the 2GA and

Is called the G'(+,+) se%uence while the se%uence

Is called the forecasting se%uence of G' (+, +)
There by, the grey forecasting for a given time series data se%uence &KS&
(7), & (+),,& (n)T is to determined the correspondent forecasting se%uence
of G' (+, +) by e% (++)

CA!TER .
.1" TE CONSTRUCT$ON OF GRE- NEURA' NET(OR)
The grey system theory has been initially presented by Deng 1 The grey
system puts each stochastic variable as a grey %uantity or a grey procedure
that changes within a given range or a certain time period It does not rely
on statistical method to deal with the grey %uantityB instead, it uses grey
generating method to deal with these disorderly and unsystematic raw data
and then changes them into a time series data with regularity In this way,
the stochastic degree of the grey %uantity is reduced, and it is easy for some
functions to characteri=e the grey %uantity Grey Neural Network model has
been built according to above ideology GNN model has three basic parts; a
grey layer, a general neural network (such as back propagation), and a white
layer The grey layer before neural input nodes has accumulated generating
operation (2GA) to initial input data, then these new data generated by the
accumulated generating operation are feed into the network, at last, the
white layer after neural output nodes inverses accumulated generation to
the output data of the network Therefore, the prediction value we need is
obtained The construction of GNN model is shown in fig+
Fig""# t7e construction of grey neural network
5odel
Neural network design includes determining network structure, the number
of layers and the number of neurons in every layer Generally, the neural
network adopts neural network back propagation with three layers, and the
NN learning algorithm is error back propagation <et the number of input
nodes be n, the number of hidden nodes ism, and the number of output
neurons is one for one step prediction )e often use nNmNl to describe the
NN frame The number of input nodes, ie, the value of n can be determined
by the grey relational analysis, that is, taking into account the relationships
e&isted between several known traffic flow and the prediction value The
value of m can be determined by thorough tests The GNN model mechanism
is described in the following "uppose the neural network in the GNN model
has n input nodes, the original data &
(7)
with nVl entries taken as training
sample is

where &
(7)
(i) is the time series data at time i 4ased on the initial se%uence
&
(7)
, a new se%uence &
(+)
with nVl entries is generated by the, accumulated
generating operation,

where &(I(k! is derived as follows;

<et

)here the pair E=, yF constitutes one train sample for neural network back
propagation model, = is input data and y is output data Get a vector with
nVl elements at one time from initial time series data in turn, if the length of
initial time series data is N, we can obtain N>n train samples to train NN
)hen the GNN is successfully trained, it can be used to predict traffic flow
The forecast is estimated through one operation of the inverse of the
accumulated generating operation The prediction value of &
(7)
(n V "+ can
be written as follows

where &
W(++
(nVI) is output value of the Neural Network in GNN model, &
W(7)
(n
V ++ is output value of the white layer in GNN model, it is prediction value of
&
(7)
(nV+) at time nVl 4esides the most common method accumulated
generating operation, the grey generating operation done to raw data also
includes multipoint>moving>average, opening the n power or takes the
logarithmic transformation to raw data The original data has been
preprocessed by grey generating operation before feeding into a neural
network the unknown system can be easily characteri=ed by then on linear
function of neural network Thus, the training time of the network can be
shortening, so, while the prediction precision advanced, the convergent
process also can be speeded up

.1& E3!ER$MENT RESU'TS
The time series data of traffic volume in the period of a day from 9: OO to
+3;77 at XG"#GI west in !lNG"#I highway have been used as test data sets,
there are 3-traffic flow data regarding a small car as a unit, and the
sampling interval between two ad?acent data is +7 minutes Three
forecasting model, ie, the Grey Neural Network model, the G' (+,l) grey
model, the Neural Network model are used to forecast this same traffic flow
The time series data from no+ to no6- are used as known data (ie, in>
sample data) to forecast the last +7 data from no6. to no3- (ie, out>of>
sample data) The difference between the actual and the forecast are used
to evaluate the accuracy of the forecasting models (our criteria, ie, the
mean root of s%uares error ('R"$), the mean absolute percentage error
('2*$), the ma&imum absolute percentage error('2X2*$), the minimum
absolute percentage error('IN2(Y$) are used to compare the performance of
the GNN model against other two models, ie, the grey forecasting model
G' *+,l+ and the neural network model
T7e Forecasting Results of GM *"<l+ Grey Model
The G' *"<l+ grey model has been built using a time series data with +7
data, in order to ensure the forecasting accuracy of G' (+,l ! grey model, the
e%ual dimension G'+-36(F,I) is applied, that is, after predict one traffic flow
data, add ..a new dam to the se%uence at the end, meanwhile take out the
oldest datum from the head of the se%uence, then, rebuilt the G'(I,I) grey
model to forecast the ne&t traffic flow data In this way, the new superseding
the old, forecasting one by one, all need prediction results can be obtained
"tart from the 0.th data to build grey model and then forecast one data,
iterate +7 times, then the last +7 traffic flow forecasting results can be
estimated, as shown in table "1
The Forecasting Results of Neural Network Model:
Gse the neural network back propagation model to build the traffic flow
forecasting model, where the choice of input nodes is derived from the grey
relation 2ccording to the grey relation analysis,E&(l), &(-), &(.),&(/)F is taken
as input data, &(0)is taken as forecast data, and the neural network is
selected as /N/N+ Take 6- data from noF to no6- for train data network,
the train data is preprocessed within the range EA!F by standardi=ation in
order to ensure the neural network train procedure convergent Take
iteration as +0777, learning rate as 77+, learning goal as sum of s%uare
error 7+ "et the initial neurons connection weighs as stochastic real number
belonging toE>+,+F
The neurons connection weighs and bias of a success trained neural network
are as follows;

Gse this neural network model to forecast the last l7 traffic flow data, the
forecasting results are showed in tab!e
T7e Forecasting Results of GNN Model#
2pply GNN model to forecasting traffic flow The raw data goes through one
operation of the accumulated generating operation done by the grey layer,
the forecast is estimated through one operation of the inverse of
accumulated generating operation done by the white layer The neural
network in GNN model has .,layers, from the result of the grey relation, the
number of input nodes is /<and the number of neurons in hidden layer is also
defined as / by try1
Take 6- data from no + to no 6- for train data sets to train neural network,
the train data is preprocessed within the range E7,+F in Arder to ensure the
neural network train procedure convergent Take iteration as +0777 learning
rate as 77+, learning goal as "um of "%uare error 7+ set the initial neurons
connection weighs as stochastic real number belonging to E>+,+F
The neurons connection weighs and bias of a success trained neural network
in the GNN model are as follows:

Gse this grey neural network model to forecast the last l7 traffic flow data,
the forecasting results are also showed in table +
Evaluations and Comparisons:
In this section, the performance of the previous models in forecasting the
traffic flow in highway is reported The measurement criteria include 'R"$,
'2*$, '2X2*$, and 'IN2*$ The out>of>sample error in table + indicates
that the grey neural network model is outperformed the G' (+,l) model and
the neural network model The '2*$ of G'(+,l) grey model and the neural
network model are +0/99/ and +.7+7+, respectively, while the grey neural
network model is the lowest at ++0053 The 'R"$ of the GNN model is
/30//, which is better than the G' (+,l) model and is the same as the
neural network model The GNN model still has the lowest '2X2*$ The
'IN2*$ of the GNN model is better than the neural network model and is the
same as the G' (+,l) model
Table-; the results obtained from three forecasting models and
compares

CHATER !
C"NC#$%&"N
The comparison of three forecasting models, ie, the grey neural network
model, the neural network model and the G' (+,l) grey model demonstrates
that the grey neural network model is outperformed the G' (+,l) model and
the neural network model If some improvement measure done to the GNN
model, such as to choose different neural network type, to add neurons in
hidden layer, to add learning time, or to choose representative samples
training neural network, the prediction accuracy would enhance further, and
the GNN model would be more practical
In brief, the grey neural network model e&ploits sufficiently the characteristic
of the preprocessed data handled by the grey operation with stochastic
reduced and regularity raised and the nonlinear map feature of neural
network, makes the convergent process of the network fast, and while
advances the prediction precision Therefore, the GNN model is a novel
practical method with rather high accuracy

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Traffic Flow Forecasting Using Grey Neural Network Model

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