Technical Papers
Sep 9, 2024

Real-Time Traffic Flow Uncertainty Quantification Based on Nonparametric Probability Density Function Estimation

Publication: Journal of Transportation Engineering, Part A: Systems
Volume 150, Issue 11

Abstract

Traffic flow uncertainty quantification is important for making reliable decisions in transportation operations. Compared with well-studied level prediction or point prediction models, the study of uncertainty quantification that can capture the second-order fluctuations of traffic observations is still in its infancy. Current traffic flow uncertainty quantification approaches can be classified in general into distribution- or nondistribution-based. For the former, generalized autoregressive conditional heteroscedasticity (GARCH) model and stochastic volatility (SV) have been widely applied to quantify traffic flow uncertainty in terms of prediction interval, usually under a parametric Gaussian distribution assumption. However, a parametric model relies on a prespecified model structure and cannot meet the requirement raised by the time-varying traffic condition patterns. Therefore, this paper proposed a real-time traffic condition uncertainty quantification approach based on a nonparametric probability density function (PDF) estimation. For this approach, the real-time nonparametric kernel density estimation method is applied to capture the time-varying probability density of traffic flow data based on which prediction intervals are constructed in real time using the quantiles computed from the estimated time-varying nonparametric PDF. Real-world traffic flow data are applied to validate the proposed approach. The results show that the proposed approach outperforms the comparative models of an online GARCH filter and three lower and upper bound estimation (LUBE) models based on multilayer perceptron (MLP), spiking neural network (SNN), and long short-term memory networks (LSTM). The findings indicate that the quantification of traffic condition uncertainty is complementary to the conventional traffic condition level modeling, and combined, traffic level modeling and traffic uncertainty quantification can support the development of proactive and reliable transportation applications.

Get full access to this article

View all available purchase options and get full access to this article.

Data Availability Statement

Some or all data, models, or code that support the findings of this study are available from the corresponding author upon reasonable request. The available data are listed as follows: (1) thirty-six preprocessed traffic flow series shown in Table 2; (2) KP performance shown in Fig. 3; (3) WFR performance shown in Fig. 4; (4) prediction intervals generated by WKS, DKS, MLP-based LUBE, LSTM-based LUBE, SNN-based LUBE, and online GARCH filter shown in Fig. 5; and (5) estimated probability density function of residuals shown in Fig. 6.

Acknowledgments

This research is supported by the Key Laboratory of Transport Industry of Comprehensive Transportation Theory (Nanjing Modern Multimodal Transportation Laboratory), Ministry of Transport, PRC through open Project No. MTF2023005. The authors also thank the United Kingdom National Highways, Minnesota Department of Transportation, Washington State Department of Transportation, and Maryland Department of Transportation for providing the data used in this study. The results and views presented in this paper are the authors, and the authors hold all responsibility for the analyses presented in this work.

References

Abtahi, S. M., M. Tamannaei, and H. Haghshenash. 2011. “Analysis and modeling time headway distributions under heavy traffic flow conditions in the urban highways: Case of Isfahan.” Transport 26 (4): 375–382. https://doi.org/10.3846/16484142.2011.635694.
Al-Ghamdi, A. S. 2001. “Analysis of time headways on urban roads: Case study from Riyadh.” ASCE J. Transp. Eng. 127 (4): 289–294. https://doi.org/10.1061/(ASCE)0733-947X(2001)127:4(289).
Bollerslev, T. 1986. “Generalized autoregressive conditional heteroskedasticity.” J. Econ. 31 (3): 307–327. https://doi.org/10.1016/0304-4076(86)90063-1.
Chatfield, C. 1993. “Calculating interval forecasts.” J. Bus. Econ. Stat. 11 (2): 121–135. https://doi.org/10.1080/07350015.1993.10509938.
Chen, Y., S. Yu, J. K. Eshraghian, and C. P. Lim. 2023. “Multi-objective spiking neural network for optimal wind power prediction interval.” In Proc., 2023 IEEE Int. Symp. on Circuits and Systems (ISCAS), 1–5. New York: IEEE. https://doi.org/10.1109/ISCAS46773.2023.10181537.
Cohen, L. 2005. “The history of noise [on the 100th anniversary of its birth.]” IEEE Signal Process. Mag. 22 (6): 20–45. https://doi.org/10.1109/MSP.2005.1550188.
Dey, P. P., and S. Chandra. 2009. “Desired time gap and time headway in steady-state car-following on two-lane roads.” ASCE J. Transp. Eng. 135 (10): 687–693. https://doi.org/10.1061/(ASCE)0733-947X(2009)135:10(687).
Dong, S., H. Wang, D. Hurwitz, G. Zhang, and J. Shi. 2015. “Nonparametric modeling of vehicle-type-specific headway distribution in freeway work zones.” ASCE J. Transp. Eng. 141 (11): 05015004. https://doi.org/10.1061/(ASCE)TE.1943-5436.0000788.
Du, Y., F. Deng, F. Liao, and Y. Ji. 2017. “Understanding the distribution characteristics of bus speed based on geocoded data.” Transp. Res. Part C Emerging Technol. 82 (Sep): 337–357. https://doi.org/10.1016/j.trc.2017.07.004.
Duan, P., G. Mao, J. Kang, and B. Huang. 2019. “Estimation of link travel time distribution with limited traffic detectors.” IEEE Trans. Intell. Transp. Syst. 21 (9): 3730–3743. https://doi.org/10.1109/TITS.2019.2932053.
Edie, L. C. 1963. “Discussion of traffic stream measurements and definitions.” In Proc., 2nd Int. Symp. on the Theory of Traffic Flow, 139–154. Paris: OECD.
Engle, R. F. 1982. “Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation.” Econometrica 50 (4): 987–1008. https://doi.org/10.2307/1912773.
Erdogan, S., I. Yilmaz, T. Baybura, and M. Gullu. 2008. “Geographical information systems aided traffic accident analysis system case study: City of Afyonkarahisar.” Accid. Anal. Prev. 40 (1): 174–181. https://doi.org/10.1016/j.aap.2007.05.004.
Ernst, J. M., J. V. Krogmeier, and D. M. Bullock. 2014. “Estimating required probe vehicle re-identification requirements for characterizing link travel times.” IEEE Intell. Transp. Syst. Mag. 6 (1): 50–58. https://doi.org/10.1109/MITS.2013.2288648.
Fuller, W. A. 2009. Introduction to statistical time series. New York: Wiley.
Gan, X., J. Weng, and J. Luo. 2021. “Finite mixture distribution method to model vehicle headways at port collector-distributor roads.” J. Transp. Eng. Part A Syst. 147 (12): 04021084. https://doi.org/10.1061/JTEPBS.0000597.
Guessous, Y., M. Aron, N. Bhouri, and S. Cohen. 2014. “Estimating travel time distribution under different traffic conditions.” Transp. Res. Procedia 3 (Jan): 339–348. https://doi.org/10.1016/j.trpro.2014.10.014.
Guo, J. 2005. “Adaptive estimation and prediction of univariate vehicular traffic condition series.” Ph.D. dissertation, Dept. of Civil, Construction Environmental Engineering, North Carolina State Univ.
Guo, J., W. Huang, and B. M. Williams. 2012. “Integrated heteroscedasticity test for vehicular traffic condition series.” ASCE J. Transp. Eng. 138 (9): 1161–1170. https://doi.org/10.1061/(ASCE)TE.1943-5436.0000420.
Guo, J., W. Huang, and B. M. Williams. 2014. “Adaptive Kalman filter approach for stochastic short-term traffic flow rate prediction and uncertainty quantification.” Transp. Res. Part C Emerging Technol. 43 (Jun): 50–64. https://doi.org/10.1016/j.trc.2014.02.006.
Guo, J., C. Li, X. Qin, W. Huang, Y. Wei, and J. Cao. 2018. “Analyzing distributions for travel time data collected using radio frequency identification technique in urban road networks.” Sci. China: Technol. Sci. 62 (1): 106–120. https://doi.org/10.1007/s11431-018-9267-4.
Guo, J., Z. Liu, W. Huang, Y. Wei, and J. Cao. 2017. “Short-term traffic flow prediction using fuzzy information granulation approach under different time intervals.” IET Intell. Transp. Syst. 12 (2): 143–150. https://doi.org/10.1049/iet-its.2017.0144.
Guo, J., and B. M. Williams. 2010. “Real-time short-term traffic speed level forecasting and uncertainty quantification using layered Kalman filters.” Transp. Res. Rec. 2175 (1): 28–37. https://doi.org/10.3141/2175-04.
Härdle, W., M. Müller, S. Sperlich, and A. Werwatz. 2004. Nonparametric and semiparametric models, 51–57. New York: Springer Science.
He, M., L. Gao, C. Shuai, J. Lee, and J. Luo. 2021. “Distribution analysis and forecast of traffic flow of an expressway electronic toll collection lane.” ASCE J. Transp. Eng. Part A Syst. 147 (8): 04021043. https://doi.org/10.1061/jtepbs.0000552.
Huang, W., W. Jia, J. Guo, B. M. Williams, G. Shi, Y. Wei, and J. Cao. 2017. “Real-time prediction of seasonal heteroscedasticity in vehicular traffic flow series.” IEEE Trans. Intell. Transp. Syst. 19 (10): 3170–3180. https://doi.org/10.1109/TITS.2017.2774289.
Iannone, G., C. Guarnaccia, and J. Quartieri. 2013. “Speed distribution influence in road traffic noise prediction.” Environ. Eng. Manage. J. 12 (3): 493–501. https://doi.org/10.30638/eemj.2013.061.
Jang, J. 2012. “Analysis of time headway distribution on suburban arterial.” KSCE J. Civ. Eng. 16 (4): 644–649. https://doi.org/10.1007/s12205-012-1214-4.
Jin, X., Y. Zhang, F. Wang, L. Li, D. Yao, Y. Su, and Z. Wei. 2009. “Departure headways at signalized intersections: A log-normal distribution model approach.” Transp. Res. Part C Emerging Technol. 17 (3): 318–327. https://doi.org/10.1016/j.trc.2009.01.003.
Jun, J. 2010. “Understanding the variability of speed distributions under mixed traffic conditions caused by holiday traffic.” Transp. Res. Part C Emerging Technol. 18 (4): 599–610. https://doi.org/10.1016/j.trc.2009.12.005.
Kamarianakis, Y., A. Kanas, and P. Prastacos. 2005. “Modeling traffic volatility dynamics in an urban network.” Transp. Res. Rec. 1923 (1): 18–27. https://doi.org/10.1177/0361198105192300103.
Karlaftis, M. G., and E. I. Vlahogianni. 2009. “Memory properties and fractional integration in transportation time series.” Transp. Res. Part C Emerging Technol. 17 (4): 444–453. https://doi.org/10.1016/j.trc.2009.03.001.
Li, H., K. Jin, S. Sun, X. Jia, and Y. Li. 2022a. “Metro passenger flow forecasting through multi-source time-series fusion: An ensemble deep learning approach.” Appl. Soft Comput. 120 (May): 108644. https://doi.org/10.1016/j.asoc.2022.108644.
Li, M., L. Fang, W. Jia, and J. Guo. 2022b. “Traffic condition uncertainty quantification under non-normal distributions.” J. Transp. Eng. Part A Syst. 148 (10): 04022086. https://doi.org/10.1061/JTEPBS.0000744.
Li, R., Y. Huang, and J. Wang. 2019. “Long-term traffic volume prediction based on k-means Gaussian interval type-2 fuzzy sets.” IEEE-CAA J. Autom. Sin. 6 (6): 1344–1351. https://doi.org/10.1109/JAS.2019.1911723.
Li, R., C. Jiang, F. Zhu, and X. Chen. 2016. “Traffic flow data forecasting based on interval type-2 fuzzy sets theory.” IEEE/CAA J. Autom. Sin. 3 (2): 141–148. https://doi.org/10.1109/JAS.2016.7451101.
Li, X. X., and T. L. Yip. 2023. “Dynamic interdependence and volatility spillovers across bunker fuel markets and shipping freight markets.” Marit. Policy Manage. 50 (3): 351–374. https://doi.org/10.1080/03088839.2021.2005265.
Li, Y., S. Chai, G. Wang, X. Zhang, and J. Qiu. 2022c. “Quantifying the uncertainty in long-term traffic prediction based on PI-ConvLSTM network.” IEEE Trans. Intell. Transp. Syst. 23 (11): 20429–20441. https://doi.org/10.1109/TITS.2022.3193184.
Lu, L., Z. He, J. Wang, J. Chen, and W. Wang. 2021. “Estimation of lane-level travel time distributions under a connected environment.” J. Intell. Transp. Syst. 25 (5): 501–512. https://doi.org/10.1080/15472450.2020.1854093.
Mallick T., B. Prasanna, and M. Jane. 2022. “Deep-ensemble-based uncertainty quantification in spatiotemporal graph neural networks for traffic forecasting.” Preprint, submitted April 4, 2022. http://arxiv.org/abs/2204.01618.
Maurya, A. K., S. Dey, and S. Das. 2015. “Speed and time headway distribution under mixed traffic condition.” J. Eastern Asia Soc. Transp. Stud. 11: 1774–1792. https://doi.org/10.11175/easts.11.1774.
Parzen, E. 1962. “On estimation of a probability density function and mode.” Ann. Math. Stat. 33 (3): 1065–1076. https://doi.org/10.1214/aoms/1177704472.
Prakasa Rao, B. L. S. 1983. Nonparametric functional estimation. New York: Academic Press.
Prokhorchuk A., V. P. Payyada, J. Dauwels, and P. Jaillet. 2017. “Estimating travel time distributions using copula graphical lasso.” In Proc., IEEE 20th Int. Conf. on Intelligent Transportation Systems, 1–6. New York: IEEE. https://doi.org/10.1109/itsc.2017.8317783.
Pu, W. 2011. “Analytic relationships between travel time reliability measures.” Transp. Res. Rec. 2254 (1): 122–130. https://doi.org/10.3141/2254-13.
Rahmani, M., E. Jenelius, and H. N. Koutsopoulos. 2015. “Non-parametric estimation of route travel time distributions from low-frequency floating car data.” Transp. Res. Part C Emerging Technol. 58 (Sep): 343–362. https://doi.org/10.1016/j.trc.2015.01.015.
Rosenblatt, M. 1956. “Remarks on some non-parametric estimates of a density function.” Ann. Math. Stat. 27 (3): 832–837. https://doi.org/10.1214/aoms/1177728190.
Schultz, G. G., and L. R. Rilett. 2004. “Analysis of distribution and calibration of car-following sensitivity parameters in microscopic traffic simulation models.” Transp. Res. Rec. 1876 (1): 41–51. https://doi.org/10.3141/1876-05.
Shi, G., J. Guo, W. Huang, and B. M. Williams. 2014. “Modeling seasonal heteroscedasticity in vehicular traffic condition series using a seasonal adjustment approach.” ASCE J. Transp. Eng. 140 (5): 1053–1058. https://doi.org/10.1061/(ASCE)TE.1943-5436.0000656.
Shuai, C., W. Wang, G. Xu, M. He, and J. Lee. 2022. “Short-term traffic flow prediction of expressway considering spatial influences.” J. Transp. Eng. Part A Syst. 148 (6): 04022026. https://doi.org/10.1061/JTEPBS.0000660.
Silverman, B. W. 2017. Density estimation for statistics and data analysis. New York: Routledge.
Silverman, B. W., and P. J. Green. 1994. “Nonparametric regression and generalized linear models.” In Monographs on statistics and applied probability. London: Chapman and Hall.
Sohn, K., and D. Kim. 2009. “Statistical model for forecasting link travel time variability.” ASCE J. Transp. Eng. 135 (7): 440–453. https://doi.org/10.1061/(ASCE)0733-947X(2009)135:7(440).
Susilawati, S., M. A. P. Taylor, and S. V. C. Somenahalli. 2013. “Distributions of travel time variability on urban roads.” J. Adv. Transp. 47 (8): 720–736. https://doi.org/10.1002/atr.192.
Tian, D., C. Wang, G. Wu, K. Boriboonsomsin, M. J. Barth, S. Rajab, and S. Bai. 2019. “An innovative framework to evaluate the performance of connected vehicle applications: From the perspective of speed variation-based entropy (SVE).” IEEE Intell. Transp. Syst. Mag. 13 (4): 45–63. https://doi.org/10.1109/MITS.2019.2907678.
TRB (Transportation Research Board). 2016. Highway capacity manual: A guide for multimodal mobility analysis. 6th ed. Washington, DC: Transportation Research Board of the National Academy of Sciences.
Tsekeris, T., and A. Stathopoulos. 2006. “Real-time traffic volatility forecasting in urban arterial networks.” Transp. Res. Rec. 1964 (1): 146–156. https://doi.org/10.1177/0361198106196400116.
Tsekeris, T., and A. Stathopoulos. 2010. “Short-term prediction of urban traffic variability: Stochastic volatility modeling approach.” ASCE J. Transp. Eng. 136 (7): 606–613. https://doi.org/10.1061/(ASCE)TE.1943-5436.0000112.
Walch, M., M. Neubauer, and W. Schildorfer. 2023. “Floating car data-based short-term travel time forecasting with deep recurrent neural networks incorporating weather data.” J. Transp. Eng. Part A Syst. 149 (6): 04023035. https://doi.org/10.1061/JTEPBS.TEENG-7647.
Wang, Y., W. Dong, L. Zhang, D. Chin, M. Papageorgiou, G. Rose, and W. Young. 2012. “Speed modeling and travel time estimation based on truncated normal and lognormal distributions.” Transp. Res. Rec. 2315 (1): 66–72. https://doi.org/10.3141/2315-07.
Wang, Y., S. Ke, C. An, Z. Lu, and J. Xia. 2023. “A hybrid framework combining LSTM NN and BNN for short-term traffic flow prediction and uncertainty quantification.” KSCE J. Civ. Eng. 18 (1): 1–12. https://doi.org/10.1007/s12205-023-2457-y.
Williams, B. M. 1999. “Modeling and forecasting vehicular traffic flow as a seasonal stochastic time series process.” Ph.D. dissertation, Dept. of Civil Engineering, Univ. of Virginia.
Williams, B. M., and L. A. Hoel. 2003. “Modeling and forecasting vehicular traffic flow as a seasonal ARIMA process: Theoretical basis and empirical results.” J. Transp. Eng. 129 (6): 664–672. https://doi.org/10.1061/(ASCE)0733-947X(2003)129:6(664).
Wold, H. 1938. A study in the analysis of stationary time series. Stockholm, Sweden: Almqvist and Wiksell.
Xu, C., Q. Li, Z. Qu, and P. Tao. 2015. “Modeling of speed distribution for mixed bicycle traffic flow.” Adv. Mech. Eng. 7 (11): 1–9. https://doi.org/10.1177/1687814015616918.
Yang, M., Y. Liu, and Z. You. 2010. “The reliability of travel time forecasting.” IEEE Trans. Intell. Transp. Syst. 11 (1): 162–171. https://doi.org/10.1109/TITS.2009.2037136.
Yang, Q., G. Wu, K. Boriboonsomsin, and M. Barth. 2018. “A novel arterial travel time distribution estimation model and its application to energy/emissions estimation.” J. Intell. Transp. Syst. 22 (4): 325–337. https://doi.org/10.1080/15472450.2017.1365606.
Yoo, S. L., J. Y. Jeong, and J. B. Yim. 2015. “Estimating suitable probability distribution function for multimodal traffic distribution function.” J. Korean Soc. Mar. Environ. Saf. 21 (3): 253–258. https://doi.org/10.7837/kosomes.2015.21.3.253.
Zefreh, M. M., and A. Török. 2020. “Distribution of traffic speed in different traffic conditions: An empirical study in Budapest.” Transport 35 (1): 68–86. https://doi.org/10.3846/transport.2019.11725.
Zhang, G., and Y. Wang. 2014. “A Gaussian kernel-based approach for modeling vehicle headway distributions.” Transp. Sci. 48 (2): 206–216. https://doi.org/10.1287/trsc.1120.0451.
Zhang, W., Y. Yang, H. Qian, Y. Zhang, M. Jiao, and T. Yang. 2012. “Macroscopic traffic flow models for Shanghai.” In Proc., IEEE Int. Conf. on Communications (ICC), 799–803. New York: IEEE. https://doi.org/10.1109/icc.2012.6364268.
Zhang, Y., A. Haghani, and R. Sun. 2014a. “A stochastic volatility modeling approach to account for uncertainties in travel time reliability forecasting.” Transp. Res. Rec. 2442 (1): 62–70. https://doi.org/10.3141/2442-08.
Zhang, Y., R. Sun, A. Haghani, and X. Zeng. 2013. “Univariate volatility-based models for improving quality of travel time reliability forecasting.” Transp. Res. Rec. 2365 (1): 73–81. https://doi.org/10.3141/2365-10.
Zhang, Y., Y. Zhang, and A. Haghani. 2014b. “A hybrid short-term traffic flow forecasting method based on spectral analysis and statistical volatility model.” Transp. Res. Part C Emerging Technol. 43 (Jun): 65–78. https://doi.org/10.1016/j.trc.2013.11.011.
Zou, Y., and Y. Zhang. 2011. “Use of skew-normal and skew-t distributions for mixture modeling of freeway speed data.” Transp. Res. Rec. 2260 (1): 67–75. https://doi.org/10.3141/2260-08.

Information & Authors

Information

Published In

Go to Journal of Transportation Engineering, Part A: Systems
Journal of Transportation Engineering, Part A: Systems
Volume 150Issue 11November 2024

History

Received: Jan 29, 2024
Accepted: Jun 17, 2024
Published online: Sep 9, 2024
Published in print: Nov 1, 2024
Discussion open until: Feb 9, 2025

Permissions

Request permissions for this article.

ASCE Technical Topics:

Authors

Affiliations

Ph.D. Student, Intelligent Transportation System Research Center, Southeast Univ., Nanjing 211189, PR China. Email: [email protected]
Professor, Intelligent Transportation System Research Center, Southeast Univ., Nanjing 211189, PR China; Researcher, Key Laboratory of Transport Industry of Comprehensive Transportation Theory (Nanjing Modern Multimodal Transportation Laboratory), Ministry of Transport, Nanjing 211100, PR China (corresponding author). ORCID: https://orcid.org/0000-0002-7239-653X. Email: [email protected]; [email protected]; [email protected]
Xiaobin Zhong [email protected]
Ph.D. Student, Intelligent Transportation System Research Center, Southeast Univ., Nanjing 211189, PR China. Email: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share