Aggregation Bias in Traffic Flow Time Series: The Effects of Ignoring It

Abstract Current ITS infrastructure provides the ability to simultaneously capture and monitor a variety of transportation data in very fine intervals. However, in order for the data to be analyzed and integrated to the different intelligent traffic management and traveler information systems, the optimum data resolution should be selected. In many transportation studies it is suggested that data should be aggregated in order to avoid the effects of noise and spurious oscillations. In the present paper, we analyze the effect of data aggregation on the fractional dynamics of traffic volume and occupancy, as well as the information degradation between the original and the aggregated data. Results indicate that aggregation may suppress the long memory characteristics of traffic flow. Moreover, uncertainty associated with the aggregated data with respect to the original data series increases with coarser data resolutions.

[1]  Henry D. I. Abarbanel,et al.  Analysis of Observed Chaotic Data , 1995 .

[2]  A. Lo Long-Term Memory in Stock Market Prices , 1989 .

[3]  Susan Grant-Muller,et al.  Use of sequential learning for short-term traffic flow forecasting , 2001 .

[4]  S. Washington,et al.  Statistical and Econometric Methods for Transportation Data Analysis , 2010 .

[5]  Eleni I. Vlahogianni,et al.  Short‐term traffic forecasting: Overview of objectives and methods , 2004 .

[6]  Jan Beran,et al.  Statistics for long-memory processes , 1994 .

[7]  Baher Abdulhai,et al.  Short-Term Traffic Flow Prediction Using Neuro-Genetic Algorithms , 2002, J. Intell. Transp. Syst..

[8]  Byron J. Gajewski,et al.  Intelligent Transportation System Data Archiving: Statistical Techniques for Determining Optimal Aggregation Widths for Inductive Loop Detector Speed Data , 2000 .

[9]  Eleni I. Vlahogianni,et al.  Statistical methods for detecting nonlinearity and non-stationarity in univariate short-term time-series of traffic volume , 2006 .

[10]  Matthew G. Karlaftis,et al.  A multivariate state space approach for urban traffic flow modeling and prediction , 2003 .

[11]  Eleni I. Vlahogianni,et al.  Temporal Evolution of Short‐Term Urban Traffic Flow: A Nonlinear Dynamics Approach , 2008, Comput. Aided Civ. Infrastructure Eng..

[12]  Arnold Zellner,et al.  A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses , 1971 .

[13]  Massimiliano Marcellino,et al.  Some Consequences of Temporal Aggregation in Empirical Analysis , 1999 .

[14]  Alexander Skabardonis,et al.  Statistical characteristics of transitional queue conditions in signalized arterials , 2007 .

[15]  Eleni I. Vlahogianni,et al.  Memory properties and fractional integration in transportation time-series , 2009 .

[16]  P.H.A.J.M. van Gelder,et al.  Detecting long-memory: Monte Carlo simulations and application to daily streamflow processes , 2006 .

[17]  John J. Seater,et al.  Temporal Aggregation and Economic Time Series , 1995 .

[18]  Menghan Liu,et al.  Double-Sided Optimization of ITS Data Aggregation Via Wavelet Transformation , 2008 .

[19]  Mark Dougherty,et al.  SHORT TERM INTER-URBAN TRAFFIC FORECASTS USING NEURAL NETWORKS , 1997 .

[20]  Antony Stathopoulos,et al.  Real-Time Traffic Volatility Forecasting in Urban Arterial Networks , 2006 .

[21]  Ying-Wong Cheung,et al.  TESTS FOR FRACTIONAL INTEGRATION: A MONTE CARLO INVESTIGATION , 1993 .

[22]  C. Granger Investigating causal relations by econometric models and cross-spectral methods , 1969 .

[23]  R. Baillie,et al.  Fractionally integrated generalized autoregressive conditional heteroskedasticity , 1996 .

[24]  Fengxiang Qiao,et al.  Optimizing Aggregation Level for Intelligent Transportation System Data Based on Wavelet Decomposition , 2003 .

[25]  J. Cramer,et al.  EFFICIENT GROUPING, REGRESSION AND CORRELATION IN ENGEL CURVE ANALYSIS* , 1964 .

[26]  J. Geweke,et al.  THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS , 1983 .

[27]  Fengxiang Qiao,et al.  Double-Sided Determination of Aggregation Level for Intelligent Transportation System Data , 2004 .

[28]  Clive W. J. Granger,et al.  An introduction to long-memory time series models and fractional differencing , 2001 .

[29]  Yiannis Kamarianakis,et al.  Modeling Traffic Volatility Dynamics in an Urban Network , 2005 .