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Traffic flow prediction has received extensive attention recently, since it is a key step to prevent and mitigate traffic congestion in urban areas. However, most previous studies on traffic flow prediction fail to capture fine-grained traffic information (like link-level traffic) and ignore the impacts from other factors, such as route structure and weather conditions. In this paper, we propose a deep and embedding learning approach (DELA) that can help to explicitly learn from fine-grained traffic information, route structure, and weather conditions. In particular, our DELA consists of an embedding component, a convolutional neural network (CNN) component and a long short-term memory (LSTM) component. The embedding component can capture the categorical feature information and identify correlated features. Meanwhile, the CNN component can learn the 2-D traffic flow data while the LSTM component has the benefits of …