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Matlab Code For DSHW Forecast

This Matlab code uses a double seasonal Holt-Winters exponential smoothing method to produce short-term traffic flow forecasts using data from the past month. The forecasts generated are for 15-minute intervals for the current day and following days. The code follows the double seasonal Holt-Winters exponential smoothing approach outlined in a 2003 paper by Taylor to analyze time series data and make the short-term traffic flow predictions.

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Butunoi Raul
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133 views3 pages

Matlab Code For DSHW Forecast

This Matlab code uses a double seasonal Holt-Winters exponential smoothing method to produce short-term traffic flow forecasts using data from the past month. The forecasts generated are for 15-minute intervals for the current day and following days. The code follows the double seasonal Holt-Winters exponential smoothing approach outlined in a 2003 paper by Taylor to analyze time series data and make the short-term traffic flow predictions.

Uploaded by

Butunoi Raul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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A Matlab code for short term traffic flow forecasting by double seasonal

Holt-Winters exponential smoothing

A.Pompigna, PhD
Bologna
2017

Abstract
The code produces short-term traffic flow forecast (i.e. quarters of an hour for the current day
+ few future days), based on data during the last month. The analysis of the time series and
the short-term prediction are carried out using a double seasonal Holt-Winters exponential
smoothing method with fixed parameters, as outlined in the paper by Taylor. (2003)
REFERENCES

Taylor, J. W. (2003). Short-term electricity demand forecasting using double seasonal


exponential smoothing. Journal of the Operational Research Society,54(8), 799-805.

Yu, Y., Sun, L., & Li, G. Short-Term Traffic Forecasting Using the Double Seasonal Holt-
Winters Method. In CICTP 2016 (pp. 162-173).

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