[ProgSoc] Predict Sydney traffic?
jj5 at jj5.net
Sun Dec 5 02:15:29 EST 2010
On 3/12/2010 12:17 AM, marauder wrote:
> More generally we say that time series are made up of four kinds of
> thing stacked on top of each other: trends, cycles, seasonality,
> and irregular movements.
I had a guess that M4 traffic speed over a given route could be made up
of the following:
* most recent speeds (trend)
* daily cycles (cycle)
* weekly cycles (cycle)
* least squares estimate based on last n samples (trend)
I created a formula which factors these components into a single
estimate, and created a genetic algorithm which modifies the factors
that control the significance (and other features) of each component. I
ran my genetic algorithm for a night and got down to a model that is
wrong by 2 seconds on average, which I suspect is a fairly good estimate.
My code is here . I think I'll make a submission for the competition,
and if I win I'll donate $1337 to ProgSoc.
One problem with my code is that when I stumble upon a good set of
parameters for my model I have trouble recording them, because the model
is sensitive to minor variations in double precision floating point
values, and recording those values as a string loses some precision. I
think I'll have to put in a serialisation system that can record the
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