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Stacked Bidirectional and Unidirectional LSTM Recurrent Neural Network for Forecasting Network-wide Traffic State with Missing Values

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 Added by Zhiyong Cui
 Publication date 2020
and research's language is English




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Short-term traffic forecasting based on deep learning methods, especially recurrent neural networks (RNN), has received much attention in recent years. However, the potential of RNN-based models in traffic forecasting has not yet been fully exploited in terms of the predictive power of spatial-temporal data and the capability of handling missing data. In this paper, we focus on RNN-based models and attempt to reformulate the way to incorporate RNN and its variants into traffic prediction models. A stacked bidirectional and unidirectional LSTM network architecture (SBU-LSTM) is proposed to assist the design of neural network structures for traffic state forecasting. As a key component of the architecture, the bidirectional LSTM (BDLSM) is exploited to capture the forward and backward temporal dependencies in spatiotemporal data. To deal with missing values in spatial-temporal data, we also propose a data imputation mechanism in the LSTM structure (LSTM-I) by designing an imputation unit to infer missing values and assist traffic prediction. The bidirectional version of LSTM-I is incorporated in the SBU-LSTM architecture. Two real-world network-wide traffic state datasets are used to conduct experiments and published to facilitate further traffic prediction research. The prediction performance of multiple types of multi-layer LSTM or BDLSTM models is evaluated. Experimental results indicate that the proposed SBU-LSTM architecture, especially the two-layer BDLSTM network, can achieve superior performance for the network-wide traffic prediction in both accuracy and robustness. Further, comprehensive comparison results show that the proposed data imputation mechanism in the RNN-based models can achieve outstanding prediction performance when the models input data contains different patterns of missing values.



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Short-term traffic forecasting based on deep learning methods, especially long short-term memory (LSTM) neural networks, has received much attention in recent years. However, the potential of deep learning methods in traffic forecasting has not yet fully been exploited in terms of the depth of the model architecture, the spatial scale of the prediction area, and the predictive power of spatial-temporal data. In this paper, a deep stacked bidirectional and unidirectional LSTM (SBU- LSTM) neural network architecture is proposed, which considers both forward and backward dependencies in time series data, to predict network-wide traffic speed. A bidirectional LSTM (BDLSM) layer is exploited to capture spatial features and bidirectional temporal dependencies from historical data. To the best of our knowledge, this is the first time that BDLSTMs have been applied as building blocks for a deep architecture model to measure the backward dependency of traffic data for prediction. The proposed model can handle missing values in input data by using a masking mechanism. Further, this scalable model can predict traffic speed for both freeway and complex urban traffic networks. Comparisons with other classical and state-of-the-art models indicate that the proposed SBU-LSTM neural network achieves superior prediction performance for the whole traffic network in both accuracy and robustness.
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