Forecasting using dynamic factor models with cluster structure at Barcelona subway stations

Resumen

Dynamic factor models are a powerful technique for analysing vast volumes of data, more precisely, time series. However, the large volumes of data that come from public transport networks tend to have heterogeneity and a cluster structure. In this paper, Dynamic Factor Models with Cluster Structure (DFMCS) are used to forecast hourly entrances in the different stations of the Barcelona subway network. The main and most novel contribution lies in the use of clustering techniques to make an initial grouping of the behaviour of the elements belonging to the time series, in order to subsequently be able to predict future patterns.

Descripción

Dynamic Factor Models (DFMs) are a valuable tool for analyzing extensive sets of time series data, particularly in the context of public transport networks. However, when dealing with the substantial and diverse data generated by these networks, characterized by heterogeneity and a cluster structure, challenges arise. This study introduces Dynamic Factor Models with Cluster Structure (DFMCS) and applies them to forecast hourly entries at various stations within the Barcelona subway network. A noteworthy innovation is the incorporation of clustering techniques, which enable an initial categorization of the time series elements' behavior. This clustering facilitates the prediction of future patterns by providing a structured understanding of the data

Citación

Mariñas-Collado, I., Sipols, A. E., Santos-Martín, M. T., & Frutos-Bernal, E. (2022). Forecasting using dynamic factor models with cluster structure at Barcelona subway stations. Transportation Planning and Technology, 45(8), 671-685.
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