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Accurate and efficient lane-level traffic flow prediction is a challenging issue in the framework of the connected automated vehicle highway system. However, most existing traffic flow forecasting methods concentrate on mining the spatio-temporal characteristics of the traffic flow rather than increasing predictability of traffic flow. In this paper, we propose a novel hybrid model (CEEMDAN-XGBoost) for lane-level traffic flow prediction based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and extreme gradient boosting (XGBoost). The CEEMDAN method is introduced to decompose the raw traffic flow data into several intrinsic mode function components and one residual component. Then, the XGBoost methods are trained and make predictions on the decomposed components respectively. The final prediction results are obtained by integrating the prediction outputs of the XGBoost methods. For illustrative purposes, the ground-truth lane-level traffic flow data captured by remote traffic microwave sensors installed on the 3 rd Ring Road of Beijing are utilized to evaluate the effectiveness of the CEEMDAN-XGBoost model. The experimental results confirm that the CEEMDAN-XGBoost model is capable of fitting the complex volatility of traffic flow efficiently at different types of lane sections. Moreover, the proposed model outperforms the state-of-the-art models (e.g., artificial neural networks and long shortterm memory neural network) and other XGBoost-based models in terms of prediction accuracy and stability. INDEX TERMS Data mining, lane-level traffic flow, short-term prediction, hybrid model, extreme gradient boosting, complete ensemble empirical mode decomposition, urban expressways.