Intrinsic Mode Decomposition and Combined Deep Learning Prediction of Urban Rail Transit Passenger Flow at Variable Time Scales
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摘要: 城市轨道交通的不同运营状态,通常对应着客流时间序列中不同的本征模态分量(IMF)及时间尺度特征。基于自适应噪声的完全总体经验模态分解(CEEMDAN)算法和双向长短期记忆(BiLSTM)网络,该文构建了地铁短时客流时间序列的组合深度学习预测模型。具体包括:基于CEEMDAN算法实现了客流时间序列的模态分解。分别使用样本熵和层次聚类对IMF分量进行复杂性和相似度分析,并在此基础上完成IMF分量的分类合并与重构;使用Optuna框架中的树形Parzen优化器(TPE)对模型的超参数进行优化,构建CEEMDAN-TPE-BiLSTM组合预测模型。采用实际数据对该文模型进行验证,结果表明,对于特定特征的客流时间序列数据,该文模型的精确性、有效性指标均达到最优。
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关键词:
- 城市轨道交通 /
- 短时客流时间序列 /
- 自适应噪声的完全总体经验模态分解 /
- 双向长短期记忆 /
- 组合预测
Abstract: Different operational states of urban rail transit usually correspond to different Intrinsic Mode Functions (IMFs) and time-scale characteristics in passenger flow time series. A combined deep learning prediction model for short-term passenger flow time series of subway is proposed based on the Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) and Bidirectional Long Short Term Memory network (BiLSTM), including: mode decomposition of passenger flow time series based on the CEEMDAN algorithm. The sample entropy and hierarchical clustering are used respectively to analyze the complexity and similarity of IMFs. The IMFs are then classified, merged and reconstructed on this basis. The hyper-parameters of the model are optimized using the Tree-structured Parzen Estimator (TPE) in the Optuna framework, and the combined prediction model CEEMDAN-TPE-BiLSTM is established. Actual data are used to validate the model. The results show that the accuracy and validity indicators of the model all reach the optimum for passenger flow time series data with specific characteristics. -
表 1 IMF分量样本熵计算结果
IMF1 IMF2 IMF3 IMF4 IMF5 IMF6 IMF7 IMF8 IMF9 IMF10 IMF11 工作日 0.954 0.894 0.789 0.483 0.524 0.300 0.296 0.076 0.038 0.005 0.001 非工作日 0.812 0.983 1.178 0.544 0.514 0.282 0.240 0.102 0.002 — — 表 2 待优化超参数搜索空间范围
神经元个数 批大小 迭代次数 学习率 搜索空间范围 (16, 64) (16, 64) (30, 70) (0.0001, 0.01) 步长 2 4 5 0.0001 表 3 优化后各模型的超参数
模型 IMF 隐藏层神经元个数 批大小 迭代次数 学习率 工作日 BiLSTM模型 — 26 40 65 0.0072 CEEMDAN-BiLSTM
模型IMF1 60 24 65 0.0084 IMF2 60 36 65 0.0034 IMF3 42 16 60 0.0090 IMF4 60 28 65 0.0066 IMF5 50 20 55 0.0041 IMF6 62 20 60 0.0054 非工作日 BiLSTM模型 — 38 52 65 0.0078 CEEMDAN-BiLSTM
模型IMF1 62 20 70 0.0080 IMF2 36 16 60 0.0023 IMF3 42 24 50 0.0062 IMF4 54 24 70 0.0082 IMF5 58 16 40 0.0092 IMF6 40 16 50 0.0065 表 4 模型预测性能评价指标
模型 工作日 非工作日 RMSE MAE MAPE(%) R2 RMSE MAE MAPE(%) R2 BiLSTM 137.467 92.486 21.094 0.914 147.001 94.828 22.838 0.956 TPE-BiLSTM 121.868 77.680 19.004 0.933 140.193 90.248 19.352 0.960 CEEMDAN-BiLSTM 70.945 51.258 14.627 0.977 104.186 75.919 22.573 0.978 CEEMDAN-TPE-BiLSTM 57.730 36.981 12.071 0.985 80.575 52.587 16.300 0.987 表 5 高峰状态下模型预测性能评价指标
模型 工作日 非工作日 RMSE MAE MAPE(%) R2 RMSE MAE MAPE(%) R2 BiLSTM 194.380 170.480 11.823 –1.601 229.810 175.016 8.749 –2.047 TPE-BiLSTM 138.215 106.626 7.296 –0.315 222.178 167.007 8.411 –1.848 CEEMDAN-BiLSTM 115.999 107.435 7.561 0.074 171.194 154.437 7.916 –0.691 CEEMDAN-TPE-BiLSTM 73.466 57.771 4.019 0.628 117.462 108.406 5.539 0.204 -
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