Short‐term high-speed traffic flow prediction based on ARIMA-GARCH-M model

X Lin, Y Huang - Wireless Personal Communications, 2021 - Springer
… -M hybrid model is consistent with the measured data, and … ARIMA-GARCH-M hybrid model
constructed in this paper can predict short-term high-speed traffic flow with high prediction

Hybrid methods for short-term traffic flow prediction based on ARIMA-GARCH model and wavelet neural network

R Yao, W Zhang, L Zhang - Journal of Transportation Engineering …, 2020 - ascelibrary.org
… The ARIMA-GARCH model is used to predict the similar and volatile parts, and the other …
WNN models are used to adjust the predictive percentage error of the ARIMA-GARCH model in …

Traffic speed prediction using GARCH‐GRU hybrid model

M Ali, KM Yusof, B Wilson… - IET Intelligent Transport …, 2023 - Wiley Online Library
traffic flow using ARIMA-GARCH-M model by including a conditional variance term into the
mean equation of basic GARCH model… SVR and ARIMA-GARCH demonstrating performance …

Traffic volatility forecasting using an omnibus family GARCH modeling framework

J Ou, X Huang, Y Zhou, Z Zhou, Q Nie - Entropy, 2022 - mdpi.com
… [35] presented a nonlinear hybrid method for traffic flow forecasting, which uses the
ARIMA-GARCH model to predict the similar and volatile parts, and applies the Markov model with …

[HTML][HTML] Modeling and Forecast of Ghana's GDP Using ARIMA-GARCH Model

D Barbara, C Li, Y Jing, A Samuel - Open Access Library Journal, 2022 - scirp.org
… EVN traffic series and give reasonable forecastingprediction, the multiplicative seasonal
ARIMA/GARCH model still acts well with the GARCH parameters adjusted to (0, 0) [12]. Using

Network traffic prediction based on INGARCH model

M Kim - Wireless Networks, 2020 - Springer
… ], where ARIMA/GARCH model was adapted for network traffic modeling. Based on these,
the orders are set to one here. Then, by (2), \(\{ \hat{\lambda }_{t} (n):n \ge 1\}\) are obtained as …

[PDF][PDF] Predicting crude oil prices during a pandemic: A comparison of arima and garch models

MI Haque, AR Shaik - Montenegrin Journal of Economics, 2021 - repec.mnje.com
models, such as GARCH (1,1) model in predicting the volatility of prices since the asymmetric
models … The study found the ARIMA model to be sufficient to forecast traffic flow. Bhardwaj …

Using ARIMAGARCH Model to Analyze Fluctuation Law of International Oil Price

Y Xiang - Mathematical Problems in Engineering, 2022 - Wiley Online Library
… and forecasted the network traffic and extreme price … model residual and improves the
prediction accuracy. In addition, the ARIMA-GARCH model has solved the prediction modeling

Copula ARMA-GARCH modelling of spatially and temporally correlated time series data for transportation planning use

S Shahriari, SA Sisson, T Rashidi - Transportation Research Part C …, 2023 - Elsevier
… of these models examined in two case studies with trafficARIMA-GARCH and copula
models developed in this study are introduced in Section 3. Section 4 tests the developed model

Short-term traffic flow prediction methods: A survey

Y Zhang - Journal of Physics: Conference Series, 2020 - iopscience.iop.org
ARIMA-GARCH is a common hybrid model capable of … BRNN traffic prediction model to
improve traffic forecasts and to have a better effect in comparison to the LSTM and GRU models. …