Traffic flow forecasting

A SEMINAR REPORT ON

Traffic Flow Forecasting Using Grey Neural Network Model

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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 JINGSHI highway with favor precision and result, which is firstly applied GNN to traffic flow forecasting. Evaluation method has been used for comparing the performance of forecasting techniques. The experiments show that the GNN model is outperformed GM model and neural network model, and traffic flow forecasting based on GNN is of validity and Feasibility. 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. We present the design of grey forecasting model, and compare it with other methods.

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CONTENTS
P g .no
CHAPTER 1: INTRODUCTION 1.1 General………………………………………………………………..2 1.2 Importance of Traffic Forecasting in Highway Sector…………………2 1.3 Need and Strategy of Forecasting……………………………………...2 1.4 Experiences in Traffic Forecasting…………………………………….3 1.5 Traffic Flow Forecasting Models……………………………………....4 CHAPTER 2: ARTIFICIAL NEURAL NETWORKS (ANN) 2.1 What is NN?...................................................................................................... .5 2.2 History of ANN……………………………………………………….5 2.3 Why use NN…………………………………………………………..7 2.4 Biological Inspiration …………………………………………………7 2.5 Application of ANN…………………………………………………..9

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2.6 ANN Model and Architecture 2.6.1 Neuron Model………………………………………………….11 2.6.2 Network architecture…………………………………………...16 CHAPTER 3: GREY SYSTEM THEORY AND TIME SERIES ANALYSIS 3.1 Back Ground of Grey System Theory………………………………...20 3.2 Fundamental concepts of GST and its main contents………………....21 3.3 Grey Time Series Analysis…………………………………………….23 3.4 Grey Forecasting Model………………………………………………23 CHAPTER4: GREY NEURAL NETWORKS 4.1 Construction of Grey Neural network Model………………………...28 4.2 Experiment Result and Comparison of GNN, GM (1, 1) &NN ……..30 CHAPTER5: Conclusions.....………………………………………………………34 References………………………………………………………………………….35

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List of figures pg.no

1. Schematic diagram of biological neurons
7

2. Single Input Neuron
12

3. Hard Limit Transfer Function
13

4. Linear Transfer Function
14

5. Log Sigmoid Transfer Function
14

6. Multi Input Neuron
16
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7. Neuron with R inputs with Abbrivated notations
17

8. Layers of neurons
17

9. Topology of Feed Forward Neural Network
19

10. Three layer network
20

11. The construction of grey neural network model
29

List of tables pg.no
1. Transfer Functions

15
2. The Results obtained from three Forecasting Models and

Compares

34

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CHAPTER 1
INTRODUCTION Traffic flow forecasting is significant to traffic programming, traffic guide, traffic controlling, traffic management, traffic security, etc. It has become an emphasis question for discussion in traffic engineering domain and one kernel study in Intelligent Transportation System. Grey system theory and neural networks have been successfully used to predict traffic Grey system theory utilizes accumulated generating data instead of original data to build forecasting model, which makes raw data stochastic weak, or reduces noise influence in a certain extent, 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 exploit sufficiently the characteristic of grey system model requiring 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 JINGSHI highway with favorable precision and prediction result. Evaluation methods are used for comparing the performance of forecasting techniques, which show that the GNN model is outperformed GM model and neural network. The experiment shows that this kind information manipulation and forecasting method based on GNN is of validity and feasibility.

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1.1 GENERAL TRAFFIC FORECASTING Traffic flow forecasting is significant in traffic programming, traffic guide, traffic controlling, traffic management, traffic security etc. It has become an emphasis question for discussion in traffic engineering domain and in intelligent transportation system. Forecasting of data is a key element of management decision making. It becomes all the more important when decision involves huge investments. 1.2 IMPORTANCE OF TRAFFIC FLOW FORECASTING IN HIGHWAY SECTOR: Transportation is a basic infrastructural facility for the economical, social, cultural and administrative development country. It has been recognized that the sustainable development of an area is dependent on the type and quantum of the transportation infrastructure linking the various centers of human population, employment, economic growth and market centers. Fast depleting financial and other resources and over increasing travel needs call for careful planning and optimum resource utilization 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
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being tied up in a fewer projects, thus preventing other potential projects 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. 1.3 NEED AND STRATEGY OF FORECASTING Existence in an environment governed by time requires 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. Some 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 adjust budget and resources. Forecasts by extending the patterns revealed by smoothing techniques, 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 judgments must work hand in hand .thus one must not only smooth the data and try to extend 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 subjective evaluations must, in turn, be used to conditions the forecast obtained from the mathematical forecasting model. 1.4 EXPERIENCES IN TRAFFIC FORECSTING: 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 complex approaches like econometric system of simultaneous equations. However, the methods for generating forecasts can be broadly
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classified as qualitative, depending upon the extent to which mathematical and statistical methods are used. Quantitative methods, market research methods, panel consensus, historical analogy, visionary forecasts etc, involve subjective estimation through the experts opinion from a panel of forecasts. Hence such forecast may differ from panel to panel or expert to expert. Sometimes the divergence in opinion among the expert is so extensive that it becomes hard to imagine any substantial could be placed in the results. On the other hand substantial forecasting procedures explicitly define how the forecast is determined .the logic is clearly stated and the operations are mathematical. The methods involve examination of historical data to determine the underlying process generating the variable and assuming that the process is stable; use this knowledge to extrapolate the process into the future. The two basic types of these models are time series models and casual models. Casual models exploit the relationship between the time series of interest and one or more other time series data of casual variables. Knowing the future values o the casual variables, one can use the model to forecast the dependent variable. But the future value of casual variable may itself be obtained by forecasting it either by casual models or time series models. Hence this method is complex to operate. Some of the casual models are regression analysis, econometric models, input-output models; anticipation surveys etc.Time 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 , 1. Form of forecasts required. 2. Forecasts horizon, period and interval. 3. Data availability. 4. Accuracy required. 5. Behavior of process being forecast.
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6. Cost of development. 7. Ease of pattern. 8. Management comprehension and cooperation. 1.5 TRAFFIC FLOW FORECASTING MODELS: Several types of mathematical models currently exist and are used to forecast the traffic flow. These models range from simple regression to complicated transition probability method. On the other hand grey forecasting model and neural networks, fuzzy logic have been applied in traffic flow forecasting to certain extent. 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. Accurate and real time models are needed to approximate 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. Accurate 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. 1. Time series models. 2. Local regression models. 3. Kalman filters theory. 4. Neural network approach. 4. Markov chin model. 5. Fuzzy neural approach.
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CHAPTER 2 ARTIFICIAL NEURAL NETWORKS
2.1 WHAT IS NEURAL NETWORK? An Artificial Neural Network (ANN) 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. ANNs, like people, learn by example. An ANN is configured for a specific application, such as pattern recognition or data classification, through a learning process. Learning in biological systems involves adjustments to the synaptic connections that exist between the neurons. This is true of ANNs as well. 2.2 HISTORY 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. One particularly interesting book is Neuro computing: Foundations of Research by John Anderson and Edward The history of neural networks has progressed through both conceptual innovations evolution. and implementation developments. These advancements, however, seem to have occurred in fits and starts rather than by steady

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Some of the background work for the field of neural networks occurred in the late 19th and early 20th centuries. This consisted primarily of interdisciplinary work in physics, psychology and neurophysiology by such scientists as Hermann von Helmholtz, Ernst Mach and Ivan Pavlov. This early work emphasized 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 1940s with the work of Warren McCulloch and Walter Pitts [McPi43], 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. McCulloch and Pitts were followed by Donald Hebb , who proposed that classical conditioning (as discovered by Pavlov) is present because of the properties of individual neurons. He proposed a mechanism for learning in biological neurons. The first practical application of artificial neural networks came in the late 1950s, with the invention of the perception network and associated learning rule by Frank 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. Unfortunately, it was later shown that the basic perception network could solve only a limited class of problems unfortunately, both Rosenblatt’s and Windrows networks suffered from the same inherent limitations, However, they were not able to successfully modify their learning algorithms to train the more complex networks. During the 1980s 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 1980s was the back propagation algorithm for training multilayer perception networks, which was discovered independently by
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several different researchers. The most influential publication of the back propagation algorithm was by David Rumelhart and James McClelland [RuMc86]. 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 buzzing with new theoretical and practical work. Many of the advances in neural networks have had to do with new concepts, such as innovative architectures and training rules. Just 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.

2.3 WHY USE NEURAL NETWORKS? Neural networks, with their remarkable ability to derive meaning from complicated or imprecise data, can be used to extract patterns and detect trends that are too complex to be noticed by either humans or other computer techniques. A trained neural network can be thought of as an "expert" in the category of information it has been given to analyse. This expert can then be used to provide projections given new situations of interest and answer "what if" questions. Other advantages include: Adaptive learning: An ability to learn how to do tasks based on the data given for training or initial experience.

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1. Self-Organization: An ANN can create its own organization or representation of the information it receives during learning time. 2. Real Time Operation: ANN computations may be carried out in parallel, and special hardware devices are being designed and manufactured which take advantage of this capability. Fault Tolerance via Redundant Information Coding: Partial destruction of a network leads to the corresponding degradation of performance. However, some network capabilities may be retained even with major network damage 2.4Biological Inspiration: An Artificial Neural Network (ANN) 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 (approximately 10 11) of highly connected elements (approximately 104connections per element) called neurons. For our purposes these neurons have three principal components: the dendrites, the cell body and the axon. 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 axon is a single long fiber that carries the signal from the cell body out to other neurons. The point of contact between an axon 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 complex chemical process that establishes the function of the neural network. Figure 1 is a simplified schematic diagram of two biological neurons.

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Fig:1 Schematic diagram of biological neurons Artificial neural networks do not approach the complexity of the brain. There are, however, two key similarities between biological and artificial neural networks. First, the building blocks of both networks are simple computational devices (although artificial neurons are much simpler than biological neurons) that are highly interconnected. Second, 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 (10-3 s compared to 10-9 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 networks; all of the neurons are operating at the same time. Artificial neural networks share this parallel structure .

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2.5 APPLICATIONS The applications are expanding because neural networks are good at solving problems, not just 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. Also, faster computers and faster algorithms have made it possible to use neural networks to solve complex industrial problems that formerly required too much computation. Neural networks have been applied in many fields A list of some applications mentioned in the literature follows Aerospace High performance aircraft autopilots, flight path simulations, aircraft control systems, autopilot enhancements, aircraft component simulations, aircraft component fault detectors Automotive Automobile automatic guidance systems, warranty activity analyzers Banking Check and other document readers, credit application evaluators Defense Weapon steering, target tracking, object discrimination, facial recognition, new kinds of sensors, sonar, radar and image signal processing including data compression, feature extraction and noise suppression, signal/image identification Electronics Code sequence prediction, integrated circuit chip layout, process control, chip failure analysis, machine vision, voice synthesis, nonlinear modeling Entertainment Animation, special effects, market forecasting
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Financial Real estate appraisal, loan advisor, mortgage screening, corporate bond rating, credit line use analysis, portfolio trading program, corporate financial analysis, currency price prediction Insurance Policy application evaluation, product optimization Manufacturing Manufacturing process control, product design and analysis, process and machine diagnosis, real-time particle identification, visual quality inspection systems, beer testing, welding quality analysis, paper quality prediction, computer chip quality analysis, analysis of grinding operations, chemical product design analysis, machine maintenance analysis, project bidding, planning and management, dynamic modeling of chemical process systems Medical Breast cancer cell analysis, EEG and ECG analysis, prosthesis design, optimization of transplant times, hospital expense reduction, hospital quality improvement, and emergency room test advisement Robotics Trajectory control, forklift robot, manipulator controllers, vision systems Speech Speech recognition, speech compression, vowel classification, text to speech synthesis Securities Market analysis, automatic bond rating, and stock trading advisory systems Telecommunications Image and data compression, automated information services, real-time translation of spoken language, customer payment processing systems Transportation Truck brake diagnosis systems, vehicle scheduling, routing systems

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2.6 ANN MODEL AND ARCHITECTURE 2.6.1 NEURON MODEL Single-Input Neuron: A single-input neuron is shown in Figure 2. 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 . (Some 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 axon.

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Fig:2 The neuron output is calculated as

SINGLE INPUT NEURON a= f (wp+b)

If, for instance w = 3 p = 2 and ,b=-1.5 then a= f(3(2)– 1.5)= f(4.5) . The actual output depends on the particular transfer function that is chosen. The bias is much like a weight, except that it has a constant input of 1.However, if you do not want to have a bias in a particular neuron, it can be omitted. Note that w and b are both adjustable scalar parameters of the neuron. Typically the transfer function is chosen by the designer and then the parameters w and b will be adjusted by some learning rule so that the neuron input/output relationship meets some specific goal. Transfer Functions: The transfer function in Figure 2 may be a linear or a nonlinear function of . A particular transfer function is chosen to satisfy some specification of the problem that the neuron is attempting to solve. A variety of transfer functions have been included and Three of the most commonly used functions are discussed below. Hard Limit Transfer Function: The hard limit transfer function, shown on the left side of Figure 3 , sets the output of the neuron to 0 if the function argument is less than 0, or 1 if its

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argument is greater than or equal to 0. We will use this function to create neurons that classify inputs into two distinct categories.

Fig:3 HARD LIMIT TRANSFER FUNCTION The graph on the right side of Figure 3 illustrates the input/output characteristic of a single-input neuron that uses a hard limit transfer function. Here 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. Such icons will replace the general in network diagrams to show the particular transfer function that is being used. Linear Transfer Function The output of a linear transfer function is equal to its input: a=n As illustrated in Figure 4.

Neurons with this transfer function are used in the ADALINE networks

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Fig:4 LINEAR TRANSFER FUNCTION Log Sigmoid Transfer Function:

FIG:5 LOG SIGMOID TRANSFER FUNCTION This transfer function takes the input (which may have any value between plus and minus infinity) and squashes the output into the range 0 to 1, according to the expression.

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. Most of the transfer functions are summarized in Table1.

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TABLE 1

TRANSFER FUNCTIONS

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Multiple-Input Neuron: Weight matrix: Typically, a neuron has more than one input. A neuron with R inputs is shown in Figure 6. The individual inputs p1,p2,p3….. are each weighted by corresponding elements w1,w2,w3…..of the weight matrix W .

FIG:6 MULTI INPUT NEURON The neuron has a bias , which is summed with the weighted inputs to form the net input :

This expression can be written in matrix form: Now the neuron output can be written as

Weight indices: We have adopted a particular convention in assigning the indices of the elements of the weight matrix. The first index indicates the particular neuron destination for that weight. The second index indicates the source of the signal fed to the neuron. Thus, the indices w
1,2

in say that this weight

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represents the connection to the first (and only) neuron from the second source. We would like to draw networks with several neurons, each having several inputs. Further, we would like to have more than one layer of neurons. You can imagine how complex 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 abbreviated notation. A multiple-input neuron using this notation is shown in Figure7.

FIG:7

Neuron with R inputs with Abbrivated notations.

2.6.2 NETWORK ARCHITECTURES Commonly one neuron, even with many inputs, may not be sufficient. We might need five or ten, operating in parallel, in what we will call a layer. A Layer of Neurons A single-layer network of S neurons is shown in Figure8. Note that each of the R inputs is connected to each of the neurons and that the weight matrix now has S rows.

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FIG:8

Layers of neurons

The layer includes the weight matrix, the summers, the bias vector b , the transfer function boxes and the output vector a. Some authors refer to the inputs as another layer, but we will not do that here Each element of the input vector p is connected to each neuron through the weight matrix W. Each neuron has a bias bi, 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 (i.e. ).. The input vector elements enter the network through the weight matrix W:

As noted previously, the row indices of the elements of matrix W 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 w3,2 say

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that this weight represents the connection to the third neuron from the second source. A layer whose output is the network output is called an output layer. The other layers are called hidden Layers. It is shown in fig 9:

FIG:9 Topology of Feed Forward Neural Network Multiple layers: Now consider a network with several layers. Each layer has its own weight matrix W, its own bias vector b, a net input vector n and an output vector a . We need to introduce some additional notation to distinguish between these layers. We will use superscripts to identify the layers. Specifically, we append

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the number of the layer as a superscript to the names for each of these variables. Thus, the weight matrix for the first layer is written as W1, and the weight matrix for the second layer is written as W2 as shown in fig 10.

FIG:10

Three layer network

As shown, there are R inputs, S1 neurons in the first layer, S2 neurons in the second layer, etc. As 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 2 can be viewed as a one-layer network with R = S1 inputs, S=S2 neurons, and an S1xS2 weight matrix. The input to layer 2 is a1, and the output is a2. How to Pick Architecture Problem specifications help define the network in the following ways: 1. Number of network inputs = number of problem inputs 2. Number of neurons in output layer = number of problem outputs

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3. Output layer transfer function choice at least partly determined by Problem specification of the output

CHAPTER 3
3.1 THE BACKGROUND OF GST Based 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 subjects, who have deeply promoted the integrative progress of modem science and technology. With 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 1940s, the theory of dissipative structures, synergetic and fractals, which started to be known during the end of the 1960s and the beginning of 197Os, the ultra circular theory and general systems theory, which have been more maturing after late 1970s. 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. With the development of science and technology and the progress of the social society, people’s understanding about the uncertainties of various systems is much more profound than ever before, and the study on uncertainties is also more in-depth. During the later half of 20* century, in the field of systems

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science and engineering, a variety of systems theories and methodologies on uncertainty had been emerging constantly. For instance, Professor L.A. Zaden established fuzzy mathematics in the 1960s, Professor J. L.Deng pioneered a difficult and fruitful research on grey systems theory, Professor 2. Pawlark initiated rough sets theory in the 198Os, and Professor Wang gnang-yuan contributed a great deal in the area of unascertained mathematics. All 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.

3.2 FUNDEMENTAL CONCEPT OF GST AND ITS MAIN CONTENTS In the year of 1980, grey systems theory was brought forward by Professor Deng Ju-long from China. 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. Many systems, such as social, economic, agricultural, industrial, ecological biological systems, are named based on the fields and ranges where the research subjects belong to . In contrary, the name of grey systems is chosen based on the colors of the subjects under investigation. For example, in control theory, the darkness of colors has been commonly used to indicate the degree of clarity of information. One of the most well accepted representations is the so-called “black box”, which stands for an object with
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its internal relations or structure totally unknown to the investigator .Here, we will use ‘Mack” to represent unknown information, “white” for completely known information ,and “grey” for those information which are partially known and partially unknown. Accordingly, 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. For example, in some studies of agriculture, even though all the information, related to the area which is planted, the quality of seeds, fertilizers, irrigation, et al., is completely known, it is still difficult to estimate the production quantity and the consequent annual income due to various unknowns or vague information related to labor quality, the level of technology employed, natural environment, weather conditions, et al. As for the case of insects control, we might have known very well the relationship between the special kind of insect and its Natural enemies. But 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. For each adjustment 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. All liquid pressure systems are difficult to control due to some immeasurable quantities. Electricity 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 analyze the effect of the input on the output for the reasons that there do not exist clear differences between the “interior” and the “exterior”, the system self and its environment, and that
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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 external by some other scholars. The appearance of such a phenomenon is due to the lack of Modeling 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. Having been developed for more than 20 years, grey Systems theory has already built up the framework of a new discipline. Its main contents include: a theory system based on hazy integration, an analysis system depending on space of grey incidence, a modeling system with GM as its vital part, a methodological system on the foundation of grey sequence generation, and a technological system Constructed mainly by systems analysis, modeling, forecasting, decision, controlling and optimization. Hazy Integration, grey algebraic system, grey equations and grey matrix 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 sequence relies on functions of sequence 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-stepmodeling. And hidden laws are found through the generation of grey numbers or functions of sequence operators. The new promise of using discrete data sequence to construct continuous dynamical differential equations is achieved by interchanging grey difference equations with grey differential equations. Grey prediction is a quantitative prediction based on GM (1,l). According to (3) the effectiveness and characteristics, Seasonal grey predictions can be classified as following six classes: (I) Serial predictions; (2) Interval predictions; Disaster predictions; (4) disaster

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predictions; (5) Stock-market-like predictions; and (6) Systems predictions. Grey decision making includes : (1)Grey target decision makings; (2) Grey incidence decision-making, (3) Grey statistics, (4) Grey clustering decision making, (5) 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 (1,l) prediction, et al. And grey linear programming, grey nonlinear programming, grey integer programming, grey dynamic programming and et al. are all involved in grey optimal technology. 3.3 GREY TIME SERIES ANALYSIS Grey system theory was proposed in early 1980s, as a tool for considering systems with uncertainties in extensive applications .Using the concept of black box, 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. While grey system is defined between the two as a system which is partially known, e.g., - 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 * 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, object 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.,
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.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 techniques.

3.4 GREY FORECASTING MODEL
In grey forecasting, the forecasting models are based on generating operations to the time series data sequence. For example, AGO (accumulated generating operation), an iterative addition to the time series data, has been proposed as one of generating operations. AGO is defined as follows. Suppose x(0) is an original discrete n the dimensional sequence with elements x0(k) K=1, 2… n, i.e x (0) ={x(0) (1),…..x(0) (n)}………………(1) Then AGO is defined as x(0) ={x(0) (1),…..x(0) (n)} Where

Similarly, AGO to time series x(r-1) is given as

Where

In fact,x(r) can be accordingly viwed as a result of the approximated exponential law to x(r-1) . As an example consider an intial time series x(0) ,eg;x(0) ={1,2,1.5,3},according to definition of eqn(2) the AGOs can be obtained as AGO x(0) : x(1) = {1,3,4.5,7.5}
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AGO x(1) : x(2) = {1,4,8.5,16}……. In the design of a forecasting model using grey system theory, the model is called a grey model (GM). The grey models are given by grey differential equations, which are groups of abnormal differential equations with variations in behavior parameters, or grey difference equations which are groups of abnormal difference equations with variations in structure, rather than the first-order differential equations or the difference equations in conventional cases. Basically, the model in grey forecasting is GM (1, l), which is built based on AGO to a time series sequence only. Here, GM (n, m) denotes a GM including nth-order differential or n difference equations with m variables. Suppose x(0) is an original discrete n th dimensional sequence, and x (1) is the AGO on x(0) ,i.e.; x(0) = {x(0) (1),x(0) (2),…..,x(0) (n)}, x(1) = {x(1) (1),x(1) (2)……,x(1) (n)} = AGO x(0) . The forecasting model GM (1, l) is described by using following equation:

and

x(1) (k)

is a group of real numbers, which is determined as if and only

if x(1) (k)

is relative to α(1) (x(1)(k)) (dx (t)/dt)+ax (t) =b, a, b: constants. (4)

Compared with the form of normal first-order differential equation, i.e., The difference
(1)

(x (1) (k)) is corresponding to dx (t)/dt, and so is x (1)
(1)

(k)

to x
(1)

(t). x(1) (k) is called the background value of
(1)

(x (1) (k)).i.e;the value of

(x

(k)) depends only on that of x(1) (k).

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That is the forecasting model GM (1, I) by eq.(3-a)is based on a difference equation concerning

Since α(1) (x(1)(k))= x(0) (k),k=1,2,3…….n from eqn (3-b).the difference can be rewritten as

Where a is called the development of GM, and b is called the grey input. The fifth eqn will be satisfied when, if and only if

When k=2, 3….n. Where z (1) (k) is the mean of x (1) (k) defined as Where k=2, 3….n Under the demand for parallel shooting, eq (5) can therefore be transformed to Where k=2, 3…n. Where a, b are determined to minimize the least square error on x k=2,3……..n. i.e. Where Min: ET E
(1)

(k)-(b-a Z(1) (k))

where

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Based on identification algorithm [2], optimal a and b are given by

For the given discrete n th-dimensional sequence x(0),the forecasting model is then determined,with a and b shown by eqn(7).and the sequence x^ is given by
(1)

(k)

Where k=1, 2… (8) Is said to be the response of the GM (1, 1) Accordingly the following sequence

Is said to be the GM (1,1) sequence of the AGO and

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Is called the GM(1,1) sequence while the sequence

Is called the forecasting sequence of GM (1, 1) There by, the grey forecasting for a given time series data sequence x={x (0), x (1)…….x (n)} is to determined the correspondent forecasting sequence of GM (1, 1) by eq (11)

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CHAPTER 4
4.1 THE CONSTRUCTION OF GREY NEURAL NETWORK The grey system theory has been initially presented by Deng . The grey system puts each stochastic variable as a grey quantity 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 quantity; 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 quantity is reduced, and it is easy for some functions to characterize the grey quantity. 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 (AGO) 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.1

Fig11: the construction of grey neural network model 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. Let 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. We often use n*m*l to describe the NN frame. The number of input nodes, i.e., the value of n can be determined

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by the grey relational analysis, that is, taking into account the relationships existed 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. Suppose the neural network in the GNN model has n input nodes, the original data x(0) with n+l entries taken as training sample is

where x(0) (i) is the time series data at time i . Based on the initial sequence x(0) , a new sequence x(1) with n+l entries is generated by the, accumulated generating operation,

where x("(kJ is derived as follows:

Let

Where the pair [z, y] constitutes one train sample for neural network back propagation model, z is input data and y is output data. Get a vector with n+l 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. When 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 x be written as follows
(0)

(n + 1) can

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where x^(1) (n+I) is output value of the Neural Network in GNN model, x^(0) (n + 1) is output value of the white layer in GNN model, it is prediction value of x(0) (n+1) at time n+l. Besides 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 characterized 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.

4.2 EXPERIMENT RESULTS
The time series data of traffic volume in the period of a day from 5: OO to 17:00 at XUSHUI west in JlNGSHI highway have been used as test data sets, there are 72traffic flow data regarding a small car as a unit, and the sampling interval between two adjacent data is 10 minutes .Three forecasting model, i.e., the Grey Neural Network model, the GM (1,l) grey model, the Neural Network model are used to forecast this same traffic flow. The time series data from no.1 to no.62 are used as known data (i.e., insample data) to forecast the last 10 data from no.63 to no.72 (i.e., out-ofsample data). The difference between the actual and the forecast are used to evaluate the accuracy of the forecasting models. Four criteria, i.e., the mean root of squares error (MRSE), the mean absolute percentage error (MAPE), the maximum absolute percentage error(MAXAPE), the minimum absolute percentage error(MINAF'E) are used to compare the performance of

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the GNN model against other two models, i.e., the grey forecasting model GM (1,l) and the neural network model The Forecasting Results of GM (1,l) Grey Model The GM (1,l) grey model has been built using a time series data with 10 data, in order to ensure the forecasting accuracy of GM (1,l J grey model, the equal dimension GM1276(],I) is applied, that is, after predict one traffic flow data, add 3.3a new dam to the sequence at the end, meanwhile take out the oldest datum from the head of the sequence, then, rebuilt the GM(I,I) grey model to forecast the next traffic flow data In this way, the new superseding the old, forecasting one by one, all need prediction results can be obtained. Start from the 53th data to build grey model and then forecast one data, iterate 10 times, then the last 10 traffic flow forecasting results can be estimated, as shown in table 1. The Forecasting Results of Neural Network Model: Use 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. According to the grey relation analysis,[x(l), x(2), x(3),x(4)] is taken as input data, x(5)is taken as forecast data, and the neural network is selected as 4*4*1. Take 62 data from no.] to no.62 for train data network, the train data is preprocessed within the range [OJ] by standardization in order to ensure the neural network train procedure convergent. Take iteration as 15000, learning rate as 0.01, learning goal as sum of square error 0.1. Set the initial neurons connection weighs as stochastic real number belonging to[-1,1]. The neurons connection weighs and bias of a success trained neural network are as follows:

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Use this neural network model to forecast the last l0 traffic flow data, the forecasting results are showed in table The Forecasting Results of GNN Model: Apply 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 3,layers, from the result of the grey relation, the number of input nodes is 4,and the number of neurons in hidden layer is also defined as 4 by try. Take 62 data from no. 1 to no. 62 for train data sets to train neural network, the train data is preprocessed within the range [0,1] in Order to ensure the neural network train procedure convergent. Take iteration as 15000 learning rate as 0.01, learning goal as Sum of Square error 0.1. set the initial neurons connection weighs as stochastic real number belonging to [-1,1]. The neurons connection weighs and bias of a success trained neural network in the GNN model are as follows:

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Use this grey neural network model to forecast the last l0 traffic flow data, the forecasting results are also showed in table 1. 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 MRSE, MAPE, MAXAPE, and MINAPE. The out-of-sample error in table 1 indicates that the grey neural network model is outperformed the GM (1,l) model and the neural network model. The MAPE of GM(1,l) grey model and the neural network model are 15.4884 and 13.0101, respectively, while the grey neural network model is the lowest at 11.5597. The MRSE of the GNN model is 4.7544, which is better than the GM (1,l) model and is the same as the neural network model. The GNN model still has the lowest MAXAPE. The MINAPE of the GNN model is better than the neural network model and is the same as the GM (1,l) model.

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Table2: the results obtained from three forecasting models and compares

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CHAPTER 5 CONCLUSION
The comparison of three forecasting models, i.e., the grey neural network model, the neural network model and the GM (1,l) grey model demonstrates that the grey neural network model is outperformed the GM (1,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 exploits 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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REFERENCES:
1. SHU-YAN CHEN', GAO-FENG QU', XING-HE WANG', HUM-ZHONG ’TRAFFIC FLOW FORECASTING BASED ON GREY NEURAL NETWORK MODEL” Proceedings of the Second International Conference on Machine Learning and Cybernetics, Wan, 2-5 November 2003

2. Yi Lin, Sifeng Liu. “A Historical Introduction to Grey Systems Theory “.2004 IEEE International Conference on Systems, Man and Cybernetics 3. Norihito SHIMIZU, Osamu UENO and Chikara KOMATA “ Introduction of

Time Series Data Analysis using Grey System Theory” 1998 Second International Conference on Knowledge-Based Intelligent Electronic System, 21-23 April 1998, Adelaide, Australia. Editors, L.C. Jain and R.K.Jain. 4. LI Cun-bin, WANG Ke-cheng “A new grey forecasting model based on BP

neural network and Markov chain “.SPRINGER LINKS PUBLICATION,2007. 5. YEN-CHING CHIOU, CHIA MING AI.”ROLLING GREY FORECASTING MODELS FOR SHORT-TERM TRAFFICS “. Proceedings of the Eastern Asia Society for Transportation Studies, Vol.6, 2007 6. Chaang-Yung Kung , Chung Chao, Chaoyang Ta-Lin Chien “An Application of GM (1,l) model for Automobile Industry” IEEE 2003.
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7.

Stamatios V.Kartalopoulos.“UNDERSTANDING OF NEURAL NETWORKS

AND FUZZY LOGIC” . Basis Concepts and Application. 8. MATLAB. NEURAL NETWORK TUTORIAL: VOL1, 2, 3, 4

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