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Title:

Short-Term Traffic Flow Prediction with Regime-Switching Models
Cover of Short-Term Traffic Flow Prediction with Regime-Switching Models

Accession Number:

01026221

Record Type:

Component

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Order URL: http://worldcat.org/isbn/0309099749

Abstract:

Accurate short-term prediction of traffic parameters is a critical component for many intelligent transportation system applications. Traffic flow is subject to abrupt disturbances because of various unexpected events (e.g., accidents, weather-induced disruption) that may change the underlying dynamics and the stability of the data generation process. Short-term prediction models that do not account for these changes produce biased and less accurate predictions. This paper proposes a new adaptive approach to short-term prediction that explicitly accounts for occasional regime changes by using statistical change-point detection algorithms. In this context, the expectation maximization and the CUSUM (cumulative sum) algorithms are implemented to detect shifts in the mean level of the process in real time. Autoregressive integrated moving average models are used for developing the forecasting models while the process mean is monitored by the two detection algorithms. The intercept of the forecasting models is updated on the basis of the detected shifts in the mean level to adapt to any potential new regimes. The proposed approach is tested on real-world loop data sets. The results show significant improvements in prediction accuracy compared with traditional autoregressive integrated moving average models with fixed parameters.

Monograph Title:

Traffic Flow Theory 2006

Monograph Accession #:

01037212

Language:

English

Authors:

Cetin, Mecit
Comert, Gurcan

Pagination:

pp 23-31

Publication Date:

2006

Serial:

Transportation Research Record: Journal of the Transportation Research Board

Issue Number: 1965
Publisher: Transportation Research Board
ISSN: 0361-1981

ISBN:

0309099749

Media Type:

Print

Features:

Figures (3) ; References (34) ; Tables (3)

Subject Areas:

Highways; Operations and Traffic Management; I71: Traffic Theory

Files:

TRIS, TRB

Created Date:

Mar 3 2006 10:16AM

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