Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation

The considerable impact of congestion on transportation networks is reflected by the vast amount of research papers dedicated to congestion identification, modeling, and alleviation. Despite this, the statistical characteristics of congestion, and particularly of its duration, have not been systematically studied, regardless of the fact that they can offer significant insights on its formation, effects and alleviation. We extend previous research by proposing the autoregressive conditional duration (ACD) approach for modeling congestion duration in urban signalized arterials. Results based on data from a signalized arterial indicate that a multiregime nonlinear ACD model best describes the observed congestion duration data while when it lasts longer than 18 minutes, traffic exhibits persistence and slow recovery rate.

[1]  Eleni I. Vlahogianni,et al.  Empirical and Analytical Investigation of Traffic Flow Regimes and Transitions in Signalized Arterials , 2008 .

[2]  Antony Stathopoulos,et al.  Modeling Duration of Urban Traffic Congestion , 2002 .

[3]  Ruey S. Tsay,et al.  Analysis of Financial Time Series: Tsay/Analysis of Financial Time Series , 2005 .

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

[5]  Jeffrey R. Russell,et al.  Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data , 1998 .

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

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

[8]  S. Hoffmann,et al.  Managing Urban Traffic Congestion , 2007 .

[9]  Eleni I. Vlahogianni,et al.  Spatio‐Temporal Short‐Term Urban Traffic Volume Forecasting Using Genetically Optimized Modular Networks , 2007, Comput. Aided Civ. Infrastructure Eng..

[10]  Ming Zhong,et al.  Exploring Best-Fit Hazard Functions and Lifetime Regression Models for Urban Weekend Activities:Case Study , 2010 .

[11]  Younshik Chung,et al.  Development of an accident duration prediction model on the Korean Freeway Systems. , 2010, Accident; analysis and prevention.

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

[13]  R. Engle Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .

[14]  In-Kyu Lim,et al.  Potential Freeway Congestion Severity Measure: Impact of Continuous Congestion Patterns , 2009 .

[15]  Timo Teräsvirta,et al.  Evaluating Models of Autoregressive Conditional Duration , 2006 .

[16]  Fred L. Mannering,et al.  HAZARD-BASED DURATION MODELS AND THEIR APPLICATION TO TRANSPORT ANALYSIS. , 1994 .

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

[18]  Ruey S. Tsay,et al.  Wiley Series in Probability and Statistics , 2000 .

[19]  M. Păcurar,et al.  Autoregressive Conditional Duration Models in Finance: A Survey of the Theoretical and Empirical Literature , 2008 .

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

[21]  Hani S. Mahmassani,et al.  Life in the Fast Lane , 2009 .

[22]  Ruey S. Tsay,et al.  A nonlinear autoregressive conditional duration model with applications to financial transaction data , 2001 .

[23]  R. Tsay Nonlinearity tests for time series , 1986 .

[24]  P. Lewis,et al.  Distribution of the Anderson-Darling Statistic , 1961 .

[25]  Eleni I. Vlahogianni,et al.  Optimized and meta-optimized neural networks for short-term traffic flow prediction: A genetic approach , 2005 .