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This paper introduces the hhsmmR package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which are applied to situations where the model involves absorbing or macro-states. The left-to-right models and the models with series/parallel networks of states are two models with Markovian and semi-Markovian states. The hhsmm also includes Markov/semi-Markov switching regression model as well as the auto-regressive HHSMM, the nonparametric estimation of the emission distribution using penalized B-splines, prediction of future states and the residual useful lifetime estimation in the predict function. The commercial modular aero-propulsion system simulation (C-MAPSS) data-set is also included in the package, which is used for illustration of the application of the package features. The application of the hhsmm package to the analysis and prediction of the Spain's energy demand is also presented. [ABSTRACT FROM AUTHOR]

Long short-term memory (LSTM) models provide high predictive performance through their ability to recognize longer sequences of time series data. More recently, bidirectional deep learning models (BiLSTM) have extended the LSTM capabilities by training the input data twice in forward and backward directions. In this paper, BiLSTM short term traffic forecasting models have been developed and evaluated using data from a calibrated micro-simulation model for a congested freeway in Melbourne, Australia. The simulation model was extensively calibrated and validated to a high degree of accuracy using field data collected from 55 detectors on the freeway. The base year simulation model was then used to generate loop detector data including speed, flow and occupancy which were used to develop and compare a number of LSTM models for short-term traffic prediction up to 60 min into the future. The modelling results showed that BiLSTM outperformed other predictive models for multiple prediction horizons for base year conditions. The simulation model was then adapted for future year scenarios where the traffic demand was increased by 25–100 percent to reflect potential future increases in traffic demands. The results showed superior performance of BiLSTM for multiple prediction horizons for all traffic variables. [ABSTRACT FROM AUTHOR]