I. Introduction
Traffic flow forecasting is an essential component of intelligent transportation system. Real-time accurate short-time traffic flow forecasting can give traffic guidance for traffic participants to select an appropriate travel route, and help the traffic managers with a reasonable control strategy to relieve traffic congestion. Traffic flow is a time series data with strong regularity and cyclicity which are the basis for accurate forecasting, but the randomness and uncertainty of it increase forecast difficulty [1]. Thus, short-time traffic flow forecasting is essential also challenging in transportation management and research fields.