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Nonlinear vector auto-regression neural network for forecasting air passenger flow

文献类型：期刊论文

作者Sun, Shaolong2,3; Lu, Hongxu3; Tsui, Kwok-Leung1; Wang, Shouyang2,3,4
刊名JOURNAL OF AIR TRANSPORT MANAGEMENT
出版日期2019-07-01
卷号78页码:54-62
关键词Air passenger flow forecasting Nonlinear vector auto-regression Multilayer perceptron neural network Competition over resources algorithm Mean impact value
ISSN号0969-6997
DOI10.1016/j.jairtraman.2019.04.005
英文摘要Forecasting air passenger flows is receiving increasing attention, especially due to its intrinsic difficulties and wide applications. Total passengers are used as a proxy for air transport demand. However, the time series of air passenger flows usually has complicated behavior with high volatility and irregularity. This paper proposes a MIV-based nonlinear vector auto-regression neural network (NVARNN) approach to forecast air passenger flows. In the proposed MIV-NVARNN learning approach, (1) a method of mean impact value (MIV) based on neural network is used for identifying and extracting input variables; (2) NVARNN is firstly proposed to deal with the irregularity and volatility of the time series of air passenger flows. To illustrate and verify the effectiveness of the proposed approach, we tested its directional and level forecasting accuracy using the time series of Beijing International Airport's passenger flows. The results of out-of-sample forecasting performance show that the proposed MIV-NVARNN approach consistently outperforms single models and other hybrid approaches in terms of level forecasting accuracy, directional forecasting accuracy and robustness analysis.
资助项目National Natural Science Foundation of China[71771207] ; National Natural Science Foundation of China[51505307] ; National Natural Science Foundation of China[11471275] ; National Natural Science Foundation of China[71642006] ; General Research Fund[CityU 11216014] ; Research Grants Council of the Hong Kong Special Administrative Region, China[T32-101/15-R]
WOS研究方向Transportation
语种英语
WOS记录号WOS:000473837500006
出版者ELSEVIER SCI LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35158]  
专题系统科学研究所
通讯作者Wang, Shouyang
作者单位1.City Univ Hong Kong, Sch Data Sci, Kowloon, Tat Chee Ave, Hong Kong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China
4.Chinese Acad Sci, Ctr Forecasting Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Sun, Shaolong,Lu, Hongxu,Tsui, Kwok-Leung,et al. Nonlinear vector auto-regression neural network for forecasting air passenger flow[J]. JOURNAL OF AIR TRANSPORT MANAGEMENT,2019,78:54-62.
APA Sun, Shaolong,Lu, Hongxu,Tsui, Kwok-Leung,&Wang, Shouyang.(2019).Nonlinear vector auto-regression neural network for forecasting air passenger flow.JOURNAL OF AIR TRANSPORT MANAGEMENT,78,54-62.
MLA Sun, Shaolong,et al."Nonlinear vector auto-regression neural network for forecasting air passenger flow".JOURNAL OF AIR TRANSPORT MANAGEMENT 78(2019):54-62.

入库方式： OAI收割

来源：数学与系统科学研究院

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