Local online kernel ridge regression for forecasting of urban travel times

Accurate and reliable forecasting of traffic variables is one of the primary functions of Intelligent Transportation Systems. Reliable systems that are able to forecast traffic conditions accurately, multiple time steps into the future, are required for advanced traveller information systems. However, traffic forecasting is a difficult task because of the nonlinear and nonstationary properties of traffic series. Traditional linear models are incapable of modelling such properties, and typically perform poorly, particularly when conditions differ from the norm. Machine learning approaches such as artificial neural networks, nonparametric regression and kernel methods (KMs) have often been shown to outperform linear models in the literature. A bottleneck of the latter approach is that the information pertaining to all previous traffic states must be contained within the kernel, but the computational complexity of KMs usually scales …