A Novel Multilevel-SVD Method to Improve Multistep Ahead Forecasting in Traffic Accidents Domain

Algorithm 1

Multilevel SVD algorithm.

Normalize time series max(abs())

Set the counter , and signal to be decomposed

while ( )

   Embed the signal hankel

   Decompose the matrix

   Compute elementary matrix 1:

   Compute elementary matrix 2:

   Extract the low frequency signal of level ,

   Extract the high frequency signal of level ,

   Update the decomposition signal

end while

Get the low frequency component

Get the high frequency component