I. Introduction
Over the past few years, ITS has been an important part of smart city and deployed much more than before. As a significant role in ITS, traffic flow information, especially short-term traffic flow information is strongly needed for individual travelers and business companies. However, accurate and real-time traffic flow prediction remains challenging for many decades, due to its stochastic and nonlinear nature. Existing methods mainly use linear models and shallow machine learning models to predict the incoming traffic flow and cannot describe the non-linearity and uncertainty well.