Unveiling stochasticity: Universal multi-modal probabilistic modeling for traffic forecasting
This study introduces a method to convert deterministic traffic forecasting models into probabilistic ones by replacing the final output layer with a Gaussian Mixture Model (GMM) layer. Evaluated across multiple traffic datasets and architectures, the modified models are trained using only Negative Log-Likelihood loss and consistently improve the Continuous Ranked Probability Score (CRPS) and predictive interval calibration compared to unimodal baselines.
Why it matters — It provides a universal, plug-and-play adaptation that equips existing spatio-temporal traffic models with uncertainty quantification capabilities without requiring changes to data preparation, optimizers, or hyperparameters.
Caveat: While the GMM adaptation improves L2 error metrics, it introduces trade-offs that can degrade L1 error performance.
Transportation Research Part C Emerging Technologies · pdf · doi · code