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Non-parametric regression for space-time forecasting under missing data

Haworth, J; Cheng, T; (2012) Non-parametric regression for space-time forecasting under missing data. Computers, Environment and Urban Systems , 36 (6) 538 - 550. 10.1016/j.compenvurbsys.2012.08.005. Green open access


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As more and more real time spatio-temporal datasets become available at increasing spatial and temporal resolutions, the provision of high quality, predictive information about spatio-temporal processes becomes an increasingly feasible goal. However, many sensor networks that collect spatio-temporal information are prone to failure, resulting in missing data. To complicate matters, the missing data is often not missing at random, and is characterised by long periods where no data is observed. The performance of traditional univariate forecasting methods such as ARIMA models decreases with the length of the missing data period because they do not have access to local temporal information. However, if spatio-temporal autocorrelation is present in a space–time series then spatio-temporal approaches have the potential to offer better forecasts. In this paper, a non-parametric spatio-temporal kernel regression model is developed to forecast the future unit journey time values of road links in central London, UK, under the assumption of sensor malfunction. Only the current traffic patterns of the upstream and downstream neighbouring links are used to inform the forecasts. The model performance is compared with another form of non-parametric regression, K-nearest neighbours, which is also effective in forecasting under missing data. The methods show promising forecasting performance, particularly in periods of high congestion.

Type: Article
Title: Non-parametric regression for space-time forecasting under missing data
Open access status: An open access version is available from UCL Discovery
DOI: 10.1016/j.compenvurbsys.2012.08.005
Publisher version: http://dx.doi.org/10.1016/j.compenvurbsys.2012.08....
Language: English
Additional information: This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
Keywords: Kernel regression, Missing data, Spatio-temporal, Transport, Journey time, Imputation
URI: http://discovery.ucl.ac.uk/id/eprint/1327019
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