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Traffic Forecasting Model Selection of Artificial Neural Network Using Akaike's Information Criterion  

Kang, Weon-Eui (한국건설기술연구원)
Baik, Nam-Cheol (한국건설기술연구원)
Yoon, Hye-Kyung (한양대학교 컴퓨터공학)
Publication Information
Journal of Korean Society of Transportation / v.22, no.7, 2004 , pp. 155-159 More about this Journal
Abstract
Recently, there are many trials about Artificial neural networks : ANNs structure and studying method of researches for forecasting traffic volume. ANNs have a powerful capabilities of recognizing pattern with a flexible non-linear model. However, ANNs have some overfitting problems in dealing with a lot of parameters because of its non-linear problems. This research deals with the application of a variety of model selection criterion for cancellation of the overfitting problems. Especially, this aims at analyzing which the selecting model cancels the overfitting problems and guarantees the transferability from time measure. Results in this study are as follow. First, the model which is selecting in sample does not guarantees the best capabilities of out-of-sample. So to speak, the best model in sample is no relationship with the capabilities of out-of-sample like many existing researches. Second, in stability of model selecting criterion, AIC3, AICC, BIC are available but AIC4 has a large variation comparing with the best model. In time-series analysis and forecasting, we need more quantitable data analysis and another time-series analysis because uncertainty of a model can have an effect on correlation between in-sample and out-of-sample.
Keywords
BP; AIC(Akaike's Information Criterion);
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  • Reference
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