Traffic forecasting is increasingly taking on an important role in many intelligent transportation systems (ITS) applications. However, prediction is typically performed for individual road segments and prediction horizons. In this study, we focus on the problem of collective prediction for multiple road segments and prediction-horizons. To this end, we develop various matrix and tensor based models by applying partial least squares (PLS), higher order partial least squares (HO-PLS) and N-way partial least squares (N-PLS). These models can simultaneously forecast traffic conditions for multiple road segments and prediction-horizons. Moreover, they can also perform the task of feature selection efficiently. We analyze the performance of thes...