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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Use of LSTM for Short-Term and Long-Term Travel Time Prediction</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Irem Islek</string-name>
          <email>isleki@itu.edu.tr</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Sule Gunduz Oguducu</string-name>
          <email>sgunduz@itu.edu.tr</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Department Of Computer Engineering, Istanbul Technical University</institution>
          ,
          <addr-line>Istanbul</addr-line>
          ,
          <country country="TR">Turkey</country>
        </aff>
      </contrib-group>
      <abstract>
        <p>Travel time prediction is an important component in intelligent transportation systems, and plays a key role in daily life. Predicting travel time for a trip is quite challenging and has been studied by many researcher. However, most of the studies focus on short term travel time prediction. In this study, LSTM (Long-Short Term Memory) neural network models are constructed to predict travel time for both long term and short term using real world data of New York city. Results of this study show that, LSTM provides satisfying results for long term travel time prediction as well as short term.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        Tra c is a common problem of urban life and ITS
(Intelligent Transportation System) [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ] which is an
integrated system of di erent IoT (Internet Of Things)
data sensors, cameras, computers can provide a
solution for this problem. One of the most challenging part
of ITS is travel time prediction because travel time is
a ected by numerous factors such as day of the week,
time of the day, weather conditions, road conditions
etc. Predicting travel time accurately for a future trip
can help people to plan their route more e ciently.
      </p>
      <p>
        In recent years, there has been an increasing
interest in travel time prediction. For this reason, many
researchers focus on travel time prediction. In some
Copyright © CIKM 2018 for the individual papers by the papers'
authors. Copyright © CIKM 2018 for the volume as a collection
by its editors. This volume and its papers are published under
the Creative Commons License Attribution 4.0 International (CC
of these studies, time series models such as traditional
ARIMA [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ] or seasonal ARIMA [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] are applied for
prediction. These models use historical travel time data
to t the model and next step travel time is predicted
using the tted time series. Another common
approach for travel time prediction is applying k nearest
neighbors model [
        <xref ref-type="bibr" rid="ref4 ref5">4, 5</xref>
        ]. In this model, most similar
historical k days are found by the model and the mean of
these travel time values is accepted as the prediction
result. In addition to these models, Kalman ltering
[
        <xref ref-type="bibr" rid="ref6 ref7">6, 7</xref>
        ], Support Vector Regression [
        <xref ref-type="bibr" rid="ref8">8</xref>
        ], Support Vector
Machines [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ], Bayesian combination of models [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ] are
also applied for travel time prediction. These studies
use current values of several features such as speed,
tra c ow, weather condition to predict future travel
time.
      </p>
      <p>
        In the forthcoming years, neural networks come in
the use for travel time prediction. There are several
researches which use arti cial neural network models
for this problem [
        <xref ref-type="bibr" rid="ref11 ref12 ref13 ref14">11, 12, 13, 14</xref>
        ]. In addition to that,
some deep learning models are also applied for travel
time prediction such as Deep Belief Network [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ].
      </p>
      <p>
        LSTM is also used for travel time prediction [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ]. In
this study, LSTM model is applied for only short term
travel time prediction. Travel time data of this study
is obtained from Highways England. They emphasize
that deep learning models which take into account the
sequence relation are quite promising in travel time
prediction domain.
      </p>
      <p>Although a research has been carried out on short
term travel time prediction using LSTM, no single
study exists which uses LSTM for both short term
and long term, in details. Another contribution of this
paper is that, this is the rst time LSTM is applied for
long term travel time prediction problem, to the best of
our knowledge. As it can be guessed, long term travel
time prediction is quite di cult than short term travel
time prediction. In long term travel time prediction,
the main objective is predicting travel time value for a
speci c day and hour, at least one week ago. In
summary, we can say that main objectives of this study
are applying LSTM models for long term and short
term travel time prediction using real world data of
New York.</p>
      <p>The paper is organized as follows. Section 2
presents the approach and details of the dataset.
Section 3 describes the experiments and the results
obtained. Finally, in Section 4 we conclude and discuss
some possible future works.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Prediction Of Travel Time</title>
      <p>In this study, we aim to predict travel time for short
term and long term using a real world travel time data.
Several di erent tests are done to investigate behavior
of LSTM for travel time prediction problem. In this
section, we rst describe the data set used and then
give the details of the method we applied to solve the
problem of travel time prediction.
2.1</p>
      <sec id="sec-2-1">
        <title>Dataset</title>
        <p>
          The data set used in this study is obtained from New
York City Department Of Transportation (NYC DOT)
which provides real-time tra c information from
major arterials and highways within New York city using
numerous IoT sensors [
          <xref ref-type="bibr" rid="ref17">17</xref>
          ]. These IoT sensors are
distributed within the ve boroughs of New York City:
Brooklyn, Bronx, Manhattan, Queens, Staten Island.
Using a free service, this information can be collected
by users for use in application development. In this
dataset, "link" represents a given street section.
        </p>
        <p>Rows of obtained data contain these elds: id,
speed, travel time, data as of, link points, borough and
link name. De nition of these elds can be seen in
Table 1. The data are updated every ve minutes and
contain 135 di erent links within the ve boroughs of
New York City. The dataset contains real time tra c
data of links from April 2015 up to the current date
but it is updated regularly by NYC DOT. Data row
count of each month is nearly 1,150,000. For each link,
there are nearly 275 rows (travel time values) in one
day. The time intervals between each travel time
values of a link are 5 minutes.</p>
        <p>In this study, "DataAsOf" column which represents
timestamp of the row and "TravelTime" column which
represents the travel time value of the link are used for
time series modeling. For each link, travel time values
are ordered by "DataAsOf" column which represents
date and time of the measurement.
2.2</p>
      </sec>
      <sec id="sec-2-2">
        <title>LSTM For Travel Time Prediction</title>
        <p>Our experimental system design consists of four steps.
The rst step is Data Preparation step. Afterwards,
outlier elimination step helps us to discard the out of
ordinary data rows. Then, LSTM model is applied to
the dataset in Prediction Model step. At the end of
the work ow, the Evaluation step calculates the error
rates based on selected evaluation metric. The details
of the whole process is given below.
The aim of this study is predicting travel time for a
selected link (a given street section) using previous travel
time data. In order to achieve this aim, a time series
is constructed using previous travel time information,
for each link. This dataset contains travel time values
of each link for every 5 minutes. As can be seen in
Fig. 1, for predicting travel time of 5 minutes later
using this dataset, the link's previous travel time values
measured at 5 minute intervals should be used. On
the other hand, for predicting travel time of 15
minutes later using this dataset, previous travel time
values measured at 15 minute intervals should be used.
In case of long term travel time prediction, for
predicting the travel time value of a link at 8 o'clock on
Monday, the data set should be generated using travel
time values of previous weeks' Monday at 8 o'clock.</p>
        <p>Also, data preparation step transforms data rows to
a sequential structure. Using sequential output of this
step, a time series forecasting model can be applied
easily for predicting next step travel time value.
Tra c prediction is quite di cult because of the fact
that tra c is a ected by numerous di erent factors.
Some of these factors can be handled with special
solutions but some other factors such as weather
conditions, special events, tra c accidents can be only
handled using additional information. Because of the
fact that we do not use additional dataset, these
special situations are eliminated using an outlier detection
method.</p>
        <p>In this study, outliers are detected using the
standard deviation of the last N travel time values. In our
case, N is selected as 4. If a travel time value is quite
di erent from the previous 4 travel time values, it is
considered to be an outlier in our approach.
According to this moving average approach, the outliers are
eliminated from the dataset.
2.2.3</p>
      </sec>
      <sec id="sec-2-3">
        <title>Prediction Step</title>
        <p>
          In the prediction step of the methodology, LSTM
(Long-Short Term Memories) [
          <xref ref-type="bibr" rid="ref18">18</xref>
          ] neural network is
selected as prediction model of time series. LSTM
network which is a special version of RNN (Recurrent
Neural Networks), has chain of repeating modules in
just the same way as RNN. In LSTM networks, each
module which is called memory cell contains 3 di
erent gates: an input gate, an output gate and a forget
gate. This memory cell is in the hidden layer of the
LSTM network. A gure of LSTM memory cell can
be seen in Fig 2.
        </p>
        <p>The basic job of a cell is remembering the temporal
state of the network. The input gate, output gate and
forget gate can be thought as a neuron of a neural
network. The input gate is responsible for deciding
whether a new value ows into the memory, or not.
On the other hand, the output gate decides whether
the memory cell state is going to have an e ect on
other neurons or not. The forget gate allows the cell
to remember previous state or forget it.</p>
        <p>In a given time t, the input of cell is
xt, ht shows the output of the gate and
Wi; Wf ; Wc; Wo; Ui; Uf ; Uc; Uo; Vo correspond to
weight matrices. bi; bf ; bc; bo are bias vectors in the
model equations of LSTM.</p>
        <p>First of all, input gate values (it) and possible
memory cell state values Cft are calculated using Eq. 1 and
Eq. 2.</p>
        <p>it = (Wixt + Uiht 1 + bi)
ot = (Woxt + Uoht 1 + VoCt + bi)</p>
        <p>ht = ot tanh(Ct)</p>
        <p>LSTM networks can be applied to several di erent
problems which contain prediction on sequential data.
In this study, LSTM is applied for travel time
prediction which is a time series prediction problem. Chain
like structure of LSTM network which is used for this
study, can be seen in Fig. 3. Reason of choosing LSTM
as travel time prediction model is that LSTM
neural network model is a special kind of neural network
which considers sequential relation.</p>
        <p>Cft = tanh(Wcxt + Ucht 1 + bc)</p>
        <p>After that, the forget gate activation can be seen in
Eq. 3.
(1)
(2)
(4)
(5)
(6)
ft = (Wf xt + Uf ht 1 + bf )
(3)</p>
        <p>Using the Cft (candidate state value), it (input gate
value) and ft (forget gate value), Ct which is the
memory cell value can be calculated using Eq. 4.</p>
        <p>Ct = it</p>
        <p>Cft + ft</p>
        <p>Ct 1</p>
        <p>After state of the memory cell is calculated, the
value of output gate ot and output ht can be calculated
using Eq. 5 and Eq. 6.
The error rates of the models are estimated using Mean
Average Percentage Error (MAPE). In Eq. 7 which
shows calculation formula of MAPE, At means actual
value and Ft means forecasting value.</p>
        <p>Comparison of all experiments can be seen in the
next section, Experiments and Results.</p>
        <p>n
M AP E = 100 X jAt
n
t=1</p>
        <p>Ftj
jAtj
(7)
3</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Experiments and Results</title>
      <p>In this section, we describe the details of our
experiments and present the results obtained by our
experiments for travel time prediction.</p>
      <p>In the rst group of experiments, LSTM network is
applied to long term travel time prediction problem.
In long term travel time prediction, the aim is
predicting travel time for a speci c day and speci c time of
a week. In long term travel time prediction approach,
the datasets are constructed using travel time values
on the same day and time of previous weeks on a
particular day's previous weeks' travel time values. For
instance, if we want to predict travel time value at 2
p.m. on Wednesday, we construct the related time
series dataset using travel time values on the same day
and time of previous weeks. Afterwards, the outlier
values are eliminated from the datasets because of the
fact that these outlier values originate from unusual
situations such as tra c accident, bad weather
conditions, special occasions, etc. These cases cannot be
handled without any extra information from other
resources; therefore outliers are ignored during time
series construction.</p>
      <p>The long term travel time series datasets are
constructed separately for each link, day and hour. For
each link, there are 2016 di erent test instances which
corresponds to data of one week. For each test
instances, related previous travel time values are selected
for training the related model. There 153 di erent
links in the dataset.</p>
      <p>
        In our LSTM experiments, there are a visible
input layer, a visible output layer and 3 hidden layers
with 4 LSTM neurons. Adam algorithm is used for
stochastic optimization [
        <xref ref-type="bibr" rid="ref19">19</xref>
        ]. The batch size is 1 in our
experiments.
      </p>
      <p>In order to compare performance of the LSTM
neural network on long term travel time prediction, we
conduct the a prediction model using ARIMA. The
results of these experiments can be seen in Table II.</p>
      <p>According to our tests, it can be said that LSTM
provides satisfying results for long term travel time
prediction. Reason of this situation is that, LSTM is
quite suitable for prediction on sequential data.</p>
      <p>Rest of the experiments are focus on short term
travel time prediction. In short term travel time
prediction case, we complete 2 di erent test cases:
predicting 5 minutes later and predicting 15 minutes later.</p>
      <p>For predicting travel time value of 5 minutes later,
the train datasets obtained using travel times of every
5th minutes for previous 2 hours. For each link, this
experiment is done 12 times. You can see the
comparison of LSTM and ARIMA models for predicting travel
time of 5 minutes later, in Table III.</p>
      <p>
        As we mentioned before, there is another paper
which applies LSTM for short term travel time
prediction [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ]. In their study, travel time value of 15
minutes later is predicted. In order to apply same
tests for our dataset, train datasets are obtained
using travel times of every 15th minutes for previous 2
hours. For each link, this experiment is repeated 12
times. In addition to LSTM network model, ARIMA
model is also applied for predicting travel time of 15
minutes later. The results of these tests can be seen
in Table III.
      </p>
      <p>It is apparent from Table III that LSTM models
provide lower error rates than ARIMA models for both
cases. In addition to that, it can be said that
predicting 15 minutes later with LSTM network gives higher
error rates than predicting 5 minutes later with LSTM
network. Reason of this situation is that, previous 5
minutes gives more accurate information about travel
time value of 5 minutes later.</p>
      <p>Finally, some multi-step ahead predictions are
performed using LSTM and obtained results are shown in
Table IV.</p>
      <p>From the Table IV, it can be seen that the lowest
error rates are provided by 1 step ahead predictions.
As the number of steps increases, the error rates are
increases for both prediction models (model for 5
minutes step interval and model for 15 minutes step
interval). What is interesting in Table IV is that 3 step
ahead prediction with 5 minutes interval model and 1
step ahead prediction with 15 minutes interval model
are both aim to predict 15 minutes later. 1 step ahead
prediction with 15 minutes interval model gives lower
error rate than the other. Because of the fact that
multi-step ahead prediction uses its own prediction
results for predicting the next step, errors of each step
are cumulates.
The main goal of the current study was to investigate
the performance of LSTM models for both short term
and long term travel time prediction. As far as we
know, this is the rst time LSTM is applied for long
term travel time prediction and obtained results show
that it provides satisfying results for this problem.
In addition to that, LSTM network model is applied
for short term prediction and it is shown that LSTM
model for predicting 5 minutes later overcomes LSTM
model for predicting 15 minutes later. Also,
multistep ahead prediction performances are measured for
short term predictions. Evaluation results show that
the 1-step ahead predictions give better results than
multi-step ahead prediction. Taken together, these
results suggest that LSTM network model is quite
suitable for travel time prediction problem. As a fearure
work, we are going to improve these results by
involving other data resources to predict outlier situations
such as bad weather conditions, tra c jam which is
originated from social events, etc.</p>
    </sec>
  </body>
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