메뉴 건너뛰기




Volumn 18, Issue 5, 2010, Pages 821-840

Characterizing regimes in daily cycles of urban traffic using smooth-transition regressions

Author keywords

Nonlinear traffic dynamics; Short term prediction; Smooth transition regression; Traffic states; Traffic flow patterns

Indexed keywords

TIME SERIES;

EID: 77953362241     PISSN: 0968090X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.trc.2009.11.001     Document Type: Article
Times cited : (64)

References (54)
  • 2
    • 84958839520 scopus 로고
    • A simple test for heteroscedasticity and random coefficient variation
    • Breusch T.S., Pagan A.R. A simple test for heteroscedasticity and random coefficient variation. Econometrica 1979, 47:1287-1294.
    • (1979) Econometrica , vol.47 , pp. 1287-1294
    • Breusch, T.S.1    Pagan, A.R.2
  • 3
    • 33847119831 scopus 로고    scopus 로고
    • Short-term traffic flow prediction with regime switching models
    • Cetin C., Comert G. Short-term traffic flow prediction with regime switching models. Transportation Research Record 2006, 1965:23-31.
    • (2006) Transportation Research Record , vol.1965 , pp. 23-31
    • Cetin, C.1    Comert, G.2
  • 5
    • 0035372068 scopus 로고    scopus 로고
    • An object-oriented neural network approach to short-term traffic forecasting
    • Dia H. An object-oriented neural network approach to short-term traffic forecasting. European Journal of Operational Research 2001, 131:253-261.
    • (2001) European Journal of Operational Research , vol.131 , pp. 253-261
    • Dia, H.1
  • 7
    • 0002158185 scopus 로고    scopus 로고
    • Testing the adequacy of smooth transition autoregressive models
    • Eirtheim O., Teräsvirta T. Testing the adequacy of smooth transition autoregressive models. Journal of Econometrics 1996, 74:59-76.
    • (1996) Journal of Econometrics , vol.74 , pp. 59-76
    • Eirtheim, O.1    Teräsvirta, T.2
  • 8
    • 1242302768 scopus 로고    scopus 로고
    • Improved testing and specification of smooth transition regression models. In: Rothman, P. (Ed.), Nonlinear Time-series Analysis of Economic and Financial Data.
    • Escribano, A., Jordá, O., 1999. Improved testing and specification of smooth transition regression models. In: Rothman, P. (Ed.), Nonlinear Time-series Analysis of Economic and Financial Data, pp. 289-320.
    • (1999) , pp. 289-320
    • Escribano, A.1    Jordá, O.2
  • 10
    • 0000681385 scopus 로고
    • Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables
    • Godfrey L.G. Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables. Econometrica 1978, 46:1303-1310.
    • (1978) Econometrica , vol.46 , pp. 1303-1310
    • Godfrey, L.G.1
  • 11
    • 4344611743 scopus 로고    scopus 로고
    • Bootstrapping autoregressions with conditional heteroscedasticity of unknown form
    • Gonçalves S., Kilian L. Bootstrapping autoregressions with conditional heteroscedasticity of unknown form. Journal of Econometrics 2004, 123:89-120.
    • (2004) Journal of Econometrics , vol.123 , pp. 89-120
    • Gonçalves, S.1    Kilian, L.2
  • 13
    • 0000079550 scopus 로고    scopus 로고
    • The effect of aggregation on nonlinearity
    • Granger C.W.J., Lee T. The effect of aggregation on nonlinearity. Econometric Reviews 2000, 18:259-269.
    • (2000) Econometric Reviews , vol.18 , pp. 259-269
    • Granger, C.W.J.1    Lee, T.2
  • 14
    • 0004296209 scopus 로고
    • Macmillan Publishing Company Inc., New York
    • Greene W.H. Econometric Analysis 1993, Macmillan Publishing Company Inc., New York.
    • (1993) Econometric Analysis
    • Greene, W.H.1
  • 15
    • 84890663370 scopus 로고    scopus 로고
    • Princeton University Press
    • Hayashi F. Econometrics 2000, Princeton University Press.
    • (2000) Econometrics
    • Hayashi, F.1
  • 17
    • 67349277727 scopus 로고    scopus 로고
    • Memory properties and fractional integration in transportation time-series
    • Karlaftis M.G., Vlahogianni E.I. Memory properties and fractional integration in transportation time-series. Transportation Research Part C 2009, 17:444-453.
    • (2009) Transportation Research Part C , vol.17 , pp. 444-453
    • Karlaftis, M.G.1    Vlahogianni, E.I.2
  • 18
    • 4243332156 scopus 로고    scopus 로고
    • Experimental properties of phase transitions in traffic flow
    • Kerner B.S., Rehborn H. Experimental properties of phase transitions in traffic flow. Physical Review Letters 1997, 79:4030-4033.
    • (1997) Physical Review Letters , vol.79 , pp. 4030-4033
    • Kerner, B.S.1    Rehborn, H.2
  • 20
    • 0000109068 scopus 로고
    • Testing the constancy of regression parameters against continuous structural change
    • Lin C.F.J., Teräsvirta T. Testing the constancy of regression parameters against continuous structural change. Journal of Econometrics 1994, 62:211-228.
    • (1994) Journal of Econometrics , vol.62 , pp. 211-228
    • Lin, C.F.J.1    Teräsvirta, T.2
  • 22
    • 0000894103 scopus 로고
    • Testing linearity against smooth transition autoregressive models
    • Luukkonen R., Saikkonen P., Teräsvirta T. Testing linearity against smooth transition autoregressive models. Biometrika 1988, 75:491-499.
    • (1988) Biometrika , vol.75 , pp. 491-499
    • Luukkonen, R.1    Saikkonen, P.2    Teräsvirta, T.3
  • 23
    • 0000921289 scopus 로고
    • Some heteroscedasticity consistent covariance matrix estimators with improved finite sample properties
    • MacKinnon J.G., White H. Some heteroscedasticity consistent covariance matrix estimators with improved finite sample properties. Journal of Econometrics 1985, 29:305-325.
    • (1985) Journal of Econometrics , vol.29 , pp. 305-325
    • MacKinnon, J.G.1    White, H.2
  • 24
    • 42149149267 scopus 로고    scopus 로고
    • Smooth transition autoregressive models - new approaches to the model selection problem
    • (Article 5)
    • Maringer D.G., Meyer M. Smooth transition autoregressive models - new approaches to the model selection problem. Studies in Nonlinear Dynamics & Econometrics 2008, 12. (Article 5).
    • (2008) Studies in Nonlinear Dynamics & Econometrics , vol.12
    • Maringer, D.G.1    Meyer, M.2
  • 25
    • 0004572703 scopus 로고
    • 2 in autoregressive-moving average time series models
    • 2 in autoregressive-moving average time series models. The American Statistician 1976, 30:175-180.
    • (1976) The American Statistician , vol.30 , pp. 175-180
    • Nelson, C.R.1
  • 26
    • 77953360935 scopus 로고    scopus 로고
    • Specifying smooth transition regression models in the presence of conditional heteroscedasticity of unknown form. Lancaster University Management School. Working paper 2009/009.
    • Pavlidis, E.G., Paya, I., Peel, D.A., 2009. Specifying smooth transition regression models in the presence of conditional heteroscedasticity of unknown form. Lancaster University Management School. Working paper 2009/009.
    • (2009)
    • Pavlidis, E.G.1    Paya, I.2    Peel, D.A.3
  • 28
    • 36448943535 scopus 로고    scopus 로고
    • Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
    • Poskitt D.S. Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases. Annals of the Institute of Statistical Mathematics 2007, 59:697-725.
    • (2007) Annals of the Institute of Statistical Mathematics , vol.59 , pp. 697-725
    • Poskitt, D.S.1
  • 29
    • 0002484463 scopus 로고
    • Lagrange multiplier tests for testing non-linearities in time series models
    • Saikkonen P., Luukkonen R. Lagrange multiplier tests for testing non-linearities in time series models. Scandinavian Journal of Statistics 1988, 15:55-68.
    • (1988) Scandinavian Journal of Statistics , vol.15 , pp. 55-68
    • Saikkonen, P.1    Luukkonen, R.2
  • 30
    • 0000898845 scopus 로고
    • An analysis of variance test for normality (complete samples)
    • Shapiro S.S., Wilk M.B. An analysis of variance test for normality (complete samples). Biometrika 1965, 52:591-611.
    • (1965) Biometrika , vol.52 , pp. 591-611
    • Shapiro, S.S.1    Wilk, M.B.2
  • 31
    • 0036004791 scopus 로고    scopus 로고
    • Modeling asymmetries and moving equilibria in unemployment rates
    • Skalin J., Teräsvirta T. Modeling asymmetries and moving equilibria in unemployment rates. Macroeconomic Dynamics 2002, 6:202-241.
    • (2002) Macroeconomic Dynamics , vol.6 , pp. 202-241
    • Skalin, J.1    Teräsvirta, T.2
  • 32
    • 0037954355 scopus 로고    scopus 로고
    • Freeway traffic flow rate measurement: investigation into impact of measurement time interval
    • Smith B.L., Ulmer J.M. Freeway traffic flow rate measurement: investigation into impact of measurement time interval. Journal of Transportation Engineering 2003, 129:223-229.
    • (2003) Journal of Transportation Engineering , vol.129 , pp. 223-229
    • Smith, B.L.1    Ulmer, J.M.2
  • 33
    • 33748777697 scopus 로고    scopus 로고
    • Methodology for processing archived ITS data for reliability analysis in urban networks
    • Stathopoulos A., Tsekeris T. Methodology for processing archived ITS data for reliability analysis in urban networks. Intelligent Transport Systems, IEE Proceedings 2006, 153:105-112.
    • (2006) Intelligent Transport Systems, IEE Proceedings , vol.153 , pp. 105-112
    • Stathopoulos, A.1    Tsekeris, T.2
  • 34
    • 33645764663 scopus 로고    scopus 로고
    • Development of multiregime speed-density relationships by cluster analysis
    • Sun L., Zhou J. Development of multiregime speed-density relationships by cluster analysis. Transportation Research Record 2005, 1934:64-71.
    • (2005) Transportation Research Record , vol.1934 , pp. 64-71
    • Sun, L.1    Zhou, J.2
  • 35
    • 0034234173 scopus 로고    scopus 로고
    • The effect of temporal aggregation on tests of linearity of a time series
    • Teles P., Wei W.S. The effect of temporal aggregation on tests of linearity of a time series. Computational Statistics & Data Analysis 2000, 34:91-103.
    • (2000) Computational Statistics & Data Analysis , vol.34 , pp. 91-103
    • Teles, P.1    Wei, W.S.2
  • 36
    • 84923053681 scopus 로고
    • Specification, estimation, and evaluation of smooth transition autoregressive models
    • Teräsvirta T. Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association 1994, 89:208-218.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 208-218
    • Teräsvirta, T.1
  • 38
    • 67649376769 scopus 로고    scopus 로고
    • Smooth transition regression modeling. In: Lutkerpohl, H., Kratzig, M. (Eds.), Applied Time Series Econometrics.
    • Teräsvirta, T., 2004. Smooth transition regression modeling. In: Lutkerpohl, H., Kratzig, M. (Eds.), Applied Time Series Econometrics, pp. 222-242.
    • (2004) , pp. 222-242
    • Teräsvirta, T.1
  • 39
    • 26944442012 scopus 로고    scopus 로고
    • Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: a re-examination
    • Teräsvirta T., van Dijk D., Medeiros M.C. Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: a re-examination. International Journal of Forecasting 2005, 21:755-774.
    • (2005) International Journal of Forecasting , vol.21 , pp. 755-774
    • Teräsvirta, T.1    van Dijk, D.2    Medeiros, M.C.3
  • 40
    • 0042353942 scopus 로고
    • Misspecification, heteroscedasticity, and the Chow and Goldfield-Quandt test
    • Thursby J. Misspecification, heteroscedasticity, and the Chow and Goldfield-Quandt test. Review of Economics and Statistics 1982, 64:314-321.
    • (1982) Review of Economics and Statistics , vol.64 , pp. 314-321
    • Thursby, J.1
  • 41
    • 85029857963 scopus 로고    scopus 로고
    • TIBCO Spotfire S+ 8.1, 2008. Guide to Statistics, vol. I. TIBCO Software Inc.
    • TIBCO Spotfire S+ 8.1, 2008. Guide to Statistics, vol. I. TIBCO Software Inc.
  • 42
    • 85029837493 scopus 로고    scopus 로고
    • Transportation Research Board (TRB), Highway Capacity Manual. Transportation Research Circular-Special Rep. 209. National Research Council, Washington, DC.
    • Transportation Research Board (TRB), 1998. Highway Capacity Manual. Transportation Research Circular-Special Rep. 209. National Research Council, Washington, DC.
    • (1998)
  • 43
    • 0033416447 scopus 로고    scopus 로고
    • Modeling multiple regimes in the business cycle
    • van Dijk D., Franses P.H. Modeling multiple regimes in the business cycle. Macroeconomic Dynamics 1999, 3:311-340.
    • (1999) Macroeconomic Dynamics , vol.3 , pp. 311-340
    • van Dijk, D.1    Franses, P.H.2
  • 44
    • 85045980281 scopus 로고    scopus 로고
    • Smooth transition autoregressive models - a survey of recent developments
    • van Dijk D., Teräsvirta T., Franses P.H. Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews 2002, 21:1-47.
    • (2002) Econometric Reviews , vol.21 , pp. 1-47
    • van Dijk, D.1    Teräsvirta, T.2    Franses, P.H.3
  • 47
    • 33747398667 scopus 로고    scopus 로고
    • An extreme value based neural clustering approach for identifying traffic states. In: Proceedings of the 8th International IEEE Conference on Intelligent Transportation Systems, Vienna, Austria.
    • Vlahogianni, E.I., Karlaftis, M.G., Stathopoulos, A., 2005b. An extreme value based neural clustering approach for identifying traffic states. In: Proceedings of the 8th International IEEE Conference on Intelligent Transportation Systems, Vienna, Austria.
    • (2005)
    • Vlahogianni, E.I.1    Karlaftis, M.G.2    Stathopoulos, A.3
  • 48
    • 33750338259 scopus 로고    scopus 로고
    • Statistical methods for detecting nonlinearity and non-stationarity in univariate short-term time-series of traffic volume
    • Vlahogianni E.I., Karlaftis M.G., Gollias J.C. Statistical methods for detecting nonlinearity and non-stationarity in univariate short-term time-series of traffic volume. Transportation Research Part C: Emerging Technologies 2006, 14:351-367.
    • (2006) Transportation Research Part C: Emerging Technologies , vol.14 , pp. 351-367
    • Vlahogianni, E.I.1    Karlaftis, M.G.2    Gollias, J.C.3
  • 49
    • 56449129029 scopus 로고    scopus 로고
    • Empirical and analytical investigation of traffic flow regimes and transitions in signalized arterials
    • Vlahogianni E.I., Geroliminis N., Skabardonis A. Empirical and analytical investigation of traffic flow regimes and transitions in signalized arterials. Journal of Transportation Engineering 2008, 134:512-522.
    • (2008) Journal of Transportation Engineering , vol.134 , pp. 512-522
    • Vlahogianni, E.I.1    Geroliminis, N.2    Skabardonis, A.3
  • 51
    • 0000095552 scopus 로고
    • A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity
    • White H. A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. Econometrica 1980, 48:817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1
  • 52
    • 0344944192 scopus 로고    scopus 로고
    • Modeling and forecasting vehicular traffic flow as a seasonal ARIMA process: theoretical basis and empirical results
    • Williams B.M., Hoel L.A. Modeling and forecasting vehicular traffic flow as a seasonal ARIMA process: theoretical basis and empirical results. Journal of Transportation Engineering 2003, 129:664-672.
    • (2003) Journal of Transportation Engineering , vol.129 , pp. 664-672
    • Williams, B.M.1    Hoel, L.A.2
  • 53
    • 39149131717 scopus 로고    scopus 로고
    • A study on short-term traffic flow forecasting based on a nonlinear time-series model
    • Yao Z.S., Shao C.F., Xiong Z.H. A study on short-term traffic flow forecasting based on a nonlinear time-series model. China Civil Engineering Journal 2007, 41:104-109.
    • (2007) China Civil Engineering Journal , vol.41 , pp. 104-109
    • Yao, Z.S.1    Shao, C.F.2    Xiong, Z.H.3
  • 54
    • 0034327468 scopus 로고    scopus 로고
    • Recursive prediction of traffic conditions with neural networks
    • Zhang H.M. Recursive prediction of traffic conditions with neural networks. Journal of Transportation Engineering 2000, 126:472-481.
    • (2000) Journal of Transportation Engineering , vol.126 , pp. 472-481
    • Zhang, H.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.