Applying portfolio theory to prediction correction of train arrival times

Abstract

The application of portfolio theory to the prediction of train arrival times is shown to improve prediction accuracy. The "portfolio" comprises two correction methods based on a Wiener process: one uses history data for the current day and the other uses data for previous days. The error between the predicted and actual time is assumed to have a normal… (More)
DOI: 10.1109/IWCIA.2016.7805740

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