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The link dynamic vehicle count is a spatial variable that measures the traffic state of road sections, which reflects the actual traffic demand. This paper presents a hybrid deep learning method that combines the gated recurrent unit (GRU) neural network model with automatic hyperparameter tuning based on Bayesian optimization (BO) and the improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) model. There are four steps in this hybrid approach. First, the ICEEMDAN is employed to decompose the link dynamic vehicle count time series data into several intrinsic components. Second, the components are predicted by the GRU model. At the same time, the Bayesian optimization method is utilized to automatically optimize the hyperparameters of the GRU model. Finally, the predicted subcomponents are reconstructed to obtain the final prediction results. The proposed hybrid deep learning method is tested on two roads of Hangzhou, China. Results show that, compared with the 12 benchmark models, the proposed hybrid deep learning model achieves the best performance in link dynamic vehicle count forecasting. [ABSTRACT FROM AUTHOR]