Multivariate forecasting of road traffic flows in the presence of heteroscedasticity and measurement errors

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 62, Issue 2, 2013, Pages 251-270

  Anacleto, Osvaldo ^a   Queen, Catriona ^a   Albers, Casper J ^b  

^a OPEN UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Data collection error; Dynamic linear model; Linear multiregression dynamic model; Traffic modelling; Variance law

Indexed keywords

EID: 84874190610     PISSN: 00359254     EISSN: 14679876     Source Type: Journal    
DOI: 10.1111/j.1467-9876.2012.01059.x     Document Type: Article

References (25)

1. Anacleto, O., Queen, C. M. and Albers, C. J. (2012) Enhancing on-line multivariate flow forecasts for road traffic networks. Technical Report. The Open University, Milton Keynes. (Available from http://statistics.open.ac.uk/2012__technical__reports.)
2. Bickel, P., Chen, C., Kwon, J., Rice, J., Van Zwet, E. and Varaiya, P. (2007) Measuring traffic. Statist. Sci., 22, 581-597.
3. Bijleveld, F., Commandeur, J., Koopman, S. J. and van Montfort, K. (2010) Multivariate non-linear time series modelling of exposure and risk in road safety research. Appl. Statist., 59, 145-161.
4. Carvalho C. M. and West, M. (2007) Dynamic matrix-variate graphical models. Baysn Anal., 2, 69-98.
5. Chen, C., Kwon, J., Rice, J., Skabardonis, A. and Varaiya, P. (2003) Detecting errors and imputing missing data for single loop surveillance systems. Transprtn Res. Rec., 1855, 160-167.
6. Farrow, M. (2003) Practical building of subjective covariance structures for large complicated systems. Statistician, 52, 553-573.
7. Fosen, J., Ferkingstad, E., Borgan, Ø. and Aalen, O. O. (2006) Dynamic path analysis-a new approach to analyzing time-dependent covariates. Liftim. Data Anal., 12, 143-167.
8. Gneiting, T. and Raftery, A. E. (2007) Strictly proper scoring rules, prediction, and estimation. J. Am. Statist. Ass., 102, 359-378.
9. Guo, W. and Brown, M. B. (2001) Cross-related structural time series models. Statist. Sin., 11, 961-979.
10. Kamarianakis, Y., Kanas, A. and Prastacos, P. (2005) Modeling traffic flow volatility dynamics in an urban network. Transprtn Res. Rec., 1923, 18-27.
11. Kamarianakis, Y. and Prastacos, P. (2005) Space-time modeling of traffic flow. Comput. Geosci., 31, 119-133.
12. Migon, H. S., Gamerman, D., Lopes, H. F. and Ferreira, M. A. R. (2005) Dynamic models. In Handbook of Statistics (eds D. Dey and C. R. Rao ), pp. 553-588. Amsterdam: Elsevier.
13. Queen, C. M. (1997) Model elicitation in competitive markets. In The Practice of Bayesian Analysis (eds S. French and J. Q. Smith ), pp. 229-243. London: Arnold.
14. Queen, C. M. and Albers, C. J. (2009) Intervention and causality: forecasting traffic flows using a dynamic Bayesian network. J. Am. Statist. Ass., 104, 669-681.
15. Queen, C. M. and Smith, J. Q. (1993) Multiregression dynamic models. J. R. Statist. Soc. B, 55, 849-870.
16. Queen, C. M., Wright, B. J. and Albers, C. J. (2007) Eliciting a directed acyclic graph for a multivariate time series of vehicle counts in a traffic network. Aust. New Zeal. J. Statist., 49, 221-239.
17. Queen, C. M., Wright, B. J. and Albers, C. J. (2008) Forecast covariances in the linear multiregression dynamic model. J. Forecast., 27, 175-191.
18. Stathopoulos, A. and Karlaftis, G. M. (2003) A multivariate state space approach for urban traffic flow modelling and prediction. Transprtn Res. C, 11, 121-135.
19. Sun, S. L., Zhang, C. S. and Yu, G. Q. (2006) A Bayesian network approach to traffic flows forecasting. IEEE Trans. Intell. Transprtn Syst., 7, 124-132.
20. Tebaldi, C., West, M. and Karr, A. K. (2002) Statistical analyses of freeway traffic flows. J. Forecast., 21, 39-68.
21. Transportation Research Board (2000) Highway Capacity Manual. Washington DC: National Research Council.
22. Vlahogianni, E. I., Golias, J. C. and Karlaftis, M. G. (2004) Short-term traffic forecasting: overview of objectives and methods. Transprt Rev., 24, 533-557.
23. West, M. and Harrison, P. J. (1997) Bayesian Forecasting and Dynamic Models, 2nd edn. New York: Springer.
24. Whitlock, M. E. and Queen, C. M. (2000) Modelling a traffic network with missing data. J. Forecast., 19, 561-574.
25. Whittaker, J., Garside, S. and Lindveld, K. (1997) Tracking and predicting a network traffic process. Int. J. Forecast., 13, 51-61.