A multivariate state space approach for urban traffic flow modeling and prediction

Urban traffic congestion is one of the most severe problems of everyday life in Metropolitan areas. In an effort to deal with this problem, intelligent transportation systems (ITS) technologies have concentrated in recent years on dealing with urban congestion. One of the most critical aspects of ITS success is the provision of accurate real-time information and short-term predictions of traffic parameters such as traffic volumes, travel speeds and occupancies. The present paper concentrates on developing flexible and explicitly multivariate time-series state space models using core urban area loop detector data. Using 3-min volume measurements from urban arterial streets near downtown Athens, models were developed that feed on data from upstream detectors to improve on the predictions of downstream locations. The results clearly suggest that different model specifications are appropriate for different time periods of the day. Further, it also appears that the use of multivariate state space models improves on the prediction accuracy over univariate time series ones.

[1]  Stephen G. Ritchie,et al.  Macroscopic Modeling of Freeway Traffic Using an Artificial Neural Network , 1997 .

[2]  Joe Whittaker,et al.  TRACKING AND PREDICTING A NETWORK TRAFFIC PROCESS , 1997 .

[3]  Daniel B. Fambro,et al.  Application of Subset Autoregressive Integrated Moving Average Model for Short-Term Freeway Traffic Volume Forecasting , 1999 .

[4]  H. M. Zhang,et al.  RECURSIVE PREDICTION OF TRAFFIC CONDITIONS WITH NEURAL NETWORK MODELS , 2000 .

[5]  Hussein Dia,et al.  An object-oriented neural network approach to short-term traffic forecasting , 2001, Eur. J. Oper. Res..

[6]  Ramin Yasdi Prediction of Road Traffic using a Neural Network Approach , 1999, Neural Computing & Applications.

[7]  Pawan Lingras,et al.  Traffic Volume Time‐Series Analysis According to the Type of Road Use , 2000 .

[8]  J. Durbin,et al.  The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) , 2000 .

[9]  Shaw-Pin Miaou,et al.  Real-Time Prediction of Traffic Flows Using Dynamic Generalized Linear Models , 1999 .

[10]  I Okutani,et al.  Dynamic prediction of traffic volume through Kalman Filtering , 1984 .

[11]  Liping Fu,et al.  Estimation of time‐dependent, stochastic route travel times using artificial neural networks , 2000 .

[12]  Antony Stathopoulos,et al.  Temporal and Spatial Variations of Real-Time Traffic Data in Urban Areas , 2001 .

[13]  Michael J Demetsky,et al.  TRAFFIC FLOW FORECASTING: COMPARISON OF MODELING APPROACHES , 1997 .

[14]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

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

[16]  Billy M. Williams Multivariate Vehicular Traffic Flow Prediction: Evaluation of ARIMAX Modeling , 2001 .

[17]  Bart van Arem,et al.  Recent advances and applications in the field of short-term traffic forecasting. , 1997 .

[18]  Michael J Demetsky,et al.  SHORT-TERM TRAFFIC FLOW PREDICTION: NEURAL NETWORK APPROACH , 1994 .

[19]  F. Hall,et al.  ESTIMATION OF SPEEDS FROM SINGLE-LOOP FREEWAY FLOW AND OCCUPANCY DATA USING CUSP CATASTROPHE THEORY MODEL , 1994 .

[20]  Dongjoo Park,et al.  Direct Forecasting of Freeway Corridor Travel Times Using Spectral Basis Neural Networks , 2001 .

[21]  Gary A. Davis,et al.  Nonparametric Regression and Short‐Term Freeway Traffic Forecasting , 1991 .

[22]  Brian Lee Smith,et al.  PARAMETRIC AND NONPARAMETRIC TRAFFIC VOLUME FORECASTING , 2000 .

[23]  Matthew G. Karlaftis,et al.  Spectral and cross-spectral analysis of urban traffic flows , 2001, ITSC 2001. 2001 IEEE Intelligent Transportation Systems. Proceedings (Cat. No.01TH8585).

[24]  Charles E. Heckler,et al.  Applied Multivariate Statistical Analysis , 2005, Technometrics.

[25]  Laurence R. Rilett,et al.  Spectral Basis Neural Networks for Real-Time Travel Time Forecasting , 1999 .

[26]  Mascha C. van der Voort,et al.  Combining kohonen maps with arima time series models to forecast traffic flow , 1996 .

[27]  Paul Ross,et al.  EXPONENTIAL FILTERING OF TRAFFIC DATA , 1982 .

[28]  Dongjoo Park,et al.  Forecasting Multiple-Period Freeway Link Travel Times Using Modular Neural Networks , 1998 .

[29]  Hashem R Al-Masaeid,et al.  Short-Term Prediction of Traffic Volume in Urban Arterials , 1995 .

[30]  Andrew Harvey,et al.  A unified view of statistical forecasting procedures , 1984 .