Short-term traffic forecasting overview of objectives and methods

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0144-1647 Print/1464-5327 Online/04/050533-25 © 2004 Taylor & Francis LtdDOI: 10.1080/0144164042000195072Transport Reviews, Vol. 24, No. 5, 533–557, September 2004Correspondence Address:John C. Golias, Department of Transportation, Planning and Engineering,School of Civil Engineering, National Technical University of Athens, 5 Iroon Polytechniou, GR-157 73Athens, Greece. Email: igolias@central.ntua.grShort-term Traffic Forecasting: Overview of Objectivesand MethodsELENI I. VLAHOGIANNI, JOHN C. GOLIAS AND MATTHEW G. KARLAFTISDepartment of Transportation, Planning and Engineering, School of Civil Engineering, NationalTechnical University of Athens, Athens, Greece(Received 17 March 2003; revised 8 September 2003; accepted 21 November 2003)A BSTRACT In the last two decades, the growing need for short-term prediction of trafficparameters embedded in a real-time intelligent transportation systems environment hasled to the development of a vast number of forecasting algorithms. Despite this, there isstill not a clear view about the various requirements involved in modelling. This field ofresearch was examined by disaggregating the process of developing short-term trafficforecasting algorithms into three essential clusters: the determination of the scope, theconceptual process of specifying the output and the process of modelling, which includesseveral decisions concerning the selection of the proper methodological approach, the typeof input and output data used, and the quality of the data. A critical discussion clarifiesseveral interactions between the above and results in a logical flow that can be used as aframework for developing short-term traffic forecasting models.IntroductionCurrent practice in traffic management and control strategies is dominated by theemerging use of intelligent transportation systems (ITS), rapid development offast computers and flexible mathematical methods. The overall objective of suchsystems is to increase the operational efficiency and capacity of the transportationsystem through the extensive and multipurposed use of advanced technologicaland telecommunication systems. These systems aim at automatically gathering,managing and diffusing information through a network of transportationfacilities such as roadways and terminals.The concept of creating an efficient ITS environment is based on providing acontinuous flow of information about the way traffic conditions (trafficparameters such as traffic flow, occupancy and speed) evolve over time (Lieu,2000). This information, which is taken from several control points of atransportation network, possesses two distinct characteristics: it is dynamic and534 E. I. Vlahogianni et al.Figure 1. Layered analysis of short-term traffic forecasting research. anticipative in nature. This suggests that every piece of information provided to users, to be useful and applicable, must be updated in real time and should yield projections on the expected traffic conditions. Short-term traffic forecasting is the process of estimating directly the anticipated traffic conditions at a future time, given continuous short-term feedback of traffic information. In the past few years, a large number of academic studies have appeared using an extensive variety of mathematical specifications to model traffic characteristics and produce short-term forecasts in an equally diverse variety of settings. The goal of the present paper is to review critically the work done to date about several aspects of the modelling process. The main focus is to identify the fundamental conceptual characteristics of short-term traffic forecasting and propose a solid framework for modelling traffic forecasting algorithms.The paper is organized as follows. The next section gives a brief description of a proposed layered categorization of short-term traffic forecasting research with regard to several conceptual and modelling factors. Based on this information, an analysis of the available literature is carried, the main intention being to present the current views and findings of the specific research area. Following the analysis, a critical discussion on the various interrelations between the factors affecting traffic forecasting modelling is conducted. The discussion results in the development of a logical flow for building traffic forecasting models.Short-term Forecasting in Traffic OperationsSeveral diverse modelling efforts have been made to address the problem of short-term traffic forecasting. A preliminary review shows that the field of traffic forecasting is much more complicated. In an attempt to clarify several aspects of this complexity, the paper presents and discusses the available literature in a more detailed layered categorization that concerns the entire process of modelling and stems from the consideration of three basic factors: the determination of the scope of developing short-term traffic forecasting models, the conceptual specification of the output and, finally, the model development process. Figure 1 shows the major factors that influence the area of short-term traffic forecasting. These factors are crucial in the following literature review. The determination of scope concerns the type of implementation of forecasting models, for example whether they are partShort-term Traffic Forecasting535 of an advanced traffic management system (ATMS) or an advanced traveller’s information system (ATIS), and the type of area of implementation (freeway, highway, urban arterials, etc.). The second layer assesses design factors influencing the specification of the output on a conceptual level such as data resolution(the selected forecasting horizon and step) and traffic parameters being forecasted such as flow, occupancy, speed, etc. The last layer encompasses issues related to modelling the design parameters as specified in the previous two layers. These issues involve the selection of the appropriate methodological approach with respect to several decisions such as the selection of the type of input and output data, as well as its quality.Determination of ScopeType of implementation. Accurate short-term traffic forecasts are crucial in the overall purpose of enhanced network management through the use of ITS technologies (Chen and Grant-Muller, 2001). As H ead (1995) discussed, the importance of forecasting was recognized from the early 1970s with the deployment of the first generation of urban traffic control systems (UTCS). Later, both second and third generations of UTCS have included modules accounting for the anticipated traffic conditions in their logical architecture (Gartner, 1982). Gartner et al.(1995) briefly summarized the characteristics of UTCS strategies that include traffic forecasting.In the overall concept of a fully synchronized ITS, short-term traffic forecasting seems to have a well-established role regarding ATMS and ATIS systems. Both systems depend on accurate real-time information about how traffic conditions evolve over time and must operate in real time. The first implies embedding traffic forecasting algorithms. For example, Cheslow et al.(1992) underlined the relation of dynamic traffic control to the ability to make and continuously update traffic predictions. Moreover, Kaysi et al.(1993) suggested that the rationale behind using predictive information (concerning route guidance) is that traveller decisions are affected by future conditions expected to be in effect when they reach a downstream section of a road network. The second implies their existence in an extended ITS environment. As Lieu (2000) suggested, an efficient real-time prediction system must take into account several issues including compatibility with the vast number of other applications, consistency of the problem modelled taking into account geographical location, logic and timing issues, synchroniza-tion with the data-collection mechanisms and, finally, computational power and efficiency.Nevertheless, there is still not a clear procedure of developing forecasting algorithms that could be easily integrated in any kind of ITS application. This is because a globally applied short-term forecasting algorithm must fulfil various requirements concerning the issues described in Figure 1 and that may lead to extremely complex and difficult-to-employ architectures.Area of implementation. The larger part of short-term traffic forecasting imple-mentations concerns freeways and highways. As Kirby et al.(1997) noted, much effort is concentrated on these two roadway types because there is greater variety in the extent and density of information that could affect the forecast, partially because traffic can travel great distances in a specific period, for example 30min or 1h, compared with traffic in urban areas. Some examples of prediction536 E. I. Vlahogianni et al.algorithms developed in freeways and highways aimed at operating as traveller information systems are the work of Park and Rilett (1998), Dia (2001), Zhang and Rice (2003) and Van Lint et al.(2002).In cases of urban areas, the forecasting applications become more specialized and more complex. The interest in forecasting ceases to have just the form of traveller information and concentrates more on the control on an intersection or network basis. Some examples of forecasting algorithms for traffic control in urban areas can be found in Clark et al.(1993), Vythoulkas (1993), Kwon and Stephanedes (1994), Chang and Su (1995), Gilmore and Abe (1995), Head (1995), Lyons et al.(1996), Matsoukis and Roidakis (1998), Lan and Miaou (1999), Yin et al.(2002), Stathopoulos and Karlaftis (2003) and Vlahogianni et al.(2003). Interestingly, purely ATIS-oriented forecasting models in highly congested metropolitan areas could not be traced in the literature.Conceptual Output SpecificationData resolution. Data resolution is strongly related to the forecasting horizon and step. The forecasting horizon denotes the extent of time ahead to which the forecast is referring. The forecasting step represents the time interval upon which the forecasts are made and indicates the frequency of predictions in the forecasting horizon. For example, an algorithm predicts traffic flow 15min ahead in 5-min intervals. The basic considerations about horizon and step can be intuitively understood. For example, the larger the forecasting horizon, the less accurate the model becomes. The shorter the forecasting step, the more difficult the prediction gets. These considerations have been supported by experimental results. Ishak and Al-Deek (2002) concluded that the prediction accuracy degrades as the forecasting horizon increases. In the case of the step, many studies have assessed the decrease of forecasting accuracy due to the strong variability of traffic parameters such as flow and speed when examined in short time intervals. This is the reason why even though many surveillance systems provide the opportunity for collecting data in very short intervals (e.g. 30s), researchers use aggregated data usually in 5-min intervals or more (Florio and Mussone, 1996; Park et al., 1998; Sheu, 1999).Defining the appropriate data resolution is a very important issue especially in data-driven algorithms because it affects the quality of information about traffic conditions lying in the data. In general, data must be available in such a form that captures the dynamics of traffic and can be easily predicted. The Highway Capacity Manual(2000) indicates the 15-min interval as the best prediction interval as traffic flow exhibits strong fluctuations at shorter intervals (Smith and Demetsky, 1997). Vythoulkas (1993) suggested that the quality of information one could extract for use in prediction systems declines when using intervals shorter than 10min. An explanation can be based on Kirby et al.’s (1997) argument that the use of coarser levels of data aggregation leads to reduced fluctuations in the data. Although this could probably result in the loss of some valuable information, it makes statistical approaches more efficient. Abdulhai et al.(1999) assessed that the higher the level of aggregation, the lower the error for all time horizons, and they suggested using high levels of aggregation when aiming at extensive forecasting horizons of 30min or more.Current practice in traffic forecasting relates the selection of the suitable forecasting interval to the type of ITS application into which the algorithms areShort-term Traffic Forecasting537 going to be integrated. From this point of view, traffic forecasting algorithms that are elements of an extended traffic management system use a prediction interval greater than 5min and a predictive horizon that extends several steps ahead. As Smith and Demetsky (1997) discussed, the information provided to users, which has a time horizon of 15min or less, cannot but support short-range operational modifications. This can be understood intuitively by taking into consideration the fact that the typical traffic activities in highways, freeways and urban arterials have a usual time span of 30min and more.On the other hand, when developing traffic forecasting algorithms for real-time adaptive traffic control systems, the predictive interval should be significantly decreased. Ledoux (1997), for example, predicted flow at 1-min intervals in a signalized intersection. In adaptive traffic control systems, the information based on forecasting can be used in two different ways that are related to the combined selection of the time horizon and the time step. If one step ahead forecasts with a short time horizon are available, the traffic operations are restricted to decisions about the current phase (increase or decrease the phase for a few seconds). In the case of multiple steps ahead, forecasts in a 30 or 40s horizon in the traffic operations can include a sequential rescheduling of the signal time logic (Head, 1995).Traffic parameters. The most commonly used variables in traffic forecasting are the three fundamental macroscopic traffic parameters: flow, occupancy and speed. Flow forecasts dominate the field of traffic forecasting. Nevertheless, the literature exhibits conflicting results when deciding which variable is more suitable in describing traffic conditions. According to Levin and Tsao (1980), the forecasts based on flow were much more stable than those based on occupancy. Lin et al. (2002) suggested using occupancy because it is a better indicator of traffic conditions. Dougherty and Cobbett (1997) in an attempt to find the variable that best describes traffic forecasting in highways developed three different models for predicting traffic flow, occupancy and speed. Their findings when predicting traffic flow and occupancy were satisfactory as opposed to the ones when predicting speed. The models failed in predicting vehicle speed, probably, as the authors argued, due to the slow-moving vehicles in low flow conditions. Attention must be given to the attempts made to forecast more than one traffic variable simultaneously. Florio and Mussone (1996) developed a model to evaluate the flow–and speed–density relationships in a single motorway section and to predict the evolution of traffic flow, density and speed over 10min. The model used flow, density and speed data as well as percentage of heavy vehicles, brightness, weather conditions, visibility and the presence of messages. The model could predict traffic flow, density and speed (in all the situations presented), but was quite complex. Innamaa (2000) used both flow and speed measurements for predicting flow. The results showed that one single model predicting both variables gave worse forecasts than two separate models for speed and flow.Apart from the above three traffic variables, research has also concentrated on forecasting variables that give a more explicit indication of traffic conditions. Davis et al.(1991) developed a model that used traffic flow storage rates (difference between incoming and outcoming flow from a freeway section) and occupancy to predict the onset of bottlenecks. Lyons et al.(1996) used measurements of flow and congestion index to predict the same measure. For a definition of the congestion538 E. I. Vlahogianni et al.index, see Van Vuren and Leonard (1994). Chang and Su (1995) when given flow, occupancy, queue length and signal state forecasted the queue length in a signalized intersection. Ledoux (1997) developed models to predict queue length from flow and queue length measurements for each link of a signalized intersection. Adopting a simulation approach for networks, Gilmore and Abe (1995) attempted to predict traffic signal state and the onset of congestion. Moreover, Huang and Xu (1996) employed a model that predicted future delay and queue length in a small network using past information of flow and delay. Another major research direction is related to forecasting travel time, which is defined as the time needed to traverse two fixed points along a highway, freeway or urban arterial. As explained in the Travel Time Data Collection Handbook(1998), the concept of travel time can be easily understood and provides a common layer of communication between transportation engineers, planners, administrators and consumers. Although the primary focus on travel time can be traced back for several decades, the sudden burst of interest in the 1990s regarding travel time estimation and prediction can be interpreted by the following points:᭹Travel time has the same meaning in all transportation modes. This means that a comparative study between different transportation modes based on travel time expressions can be easily implemented.᭹Travel time is strongly related to the quantification of traffic congestion (Levinson and Lomax, 1996).᭹Even those not familiar with the basic transportation notions (politicians, general public, etc.) can comprehend the concept of travel time.According to the literature, travel time forecasting is strongly connected to the availability of appropriate data. In the case that the available traffic surveillance network supports advanced sensing and vehicle identification techniques (ITS advanced probe vehicle techniques, automatic vehicle identification (AVI) systems, etc.) that provide a way of direct travel time data collection, travel time forecasting is made directly from these travel time measurements (Park et al., 1998, Chien and Kuchipudi, 2002).However, networks are usually made of inductive loop detectors that measure flow, occupancy and spot speed. In this case, travel time forecasting is based on the capability of forecasting space mean speed. Dia (2001) used speed measure-ments from double-loop detectors to predict travel time. In the case of single-loop detector systems that do not give the opportunity of measuring speed, predicted travel time is estimated from flow and occupancy predictions and based on assumptions regarding mean vehicle length. This process can be regarded as an estimation rather than a prediction. Dailey (1997) estimated travel time from flow and occupancy measurements. Wang and Nihan (2000) estimated space–mean speed from flow, occupancy and a value often used to convert lane occupancy to density and changes with respect to the mean vehicle length.There exists a clear relation between the traffic parameter to predict and the type of implementation to develop (traffic control, travel information etc), as well as the area of implementation (highway, freeway, etc.). Predicting travel time or speed is conceptually more useful in ATIS applications, whereas traffic flow and occupancy predictions could be more valuable in traffic control applications. In turn, ATIS are more useful in freeways and highways and much more difficult to achieve in urban areas (due to the difficulties in monitoring travel time andShort-term Traffic Forecasting539 reliable speed measurements), while ATMS are applicable to urban areas too. However, the above relationships are not so straightforward because they depend greatly on whether direct monitoring of measurements is available. For example, travel time or speed cannot be easily monitored in urban areas. Therefore, an ATIS system that could work better with travel time or speed prediction cannot be directly established. As such, it should be based on an estimation of travel time or speeds through flow and occupancy.ModelMethodologies. One of the major issues in traffic forecasting is the selection of the appropriate methodological approach. Current practice involves two separate modelling approaches: parametric and non-parametric techniques. In the vast category of statistical parametric techniques, several forms of algorithms have been applied with greater weight to historical average algorithms (Smith and Demetsky, 1997) and smoothing techniques (Smith and Demetsky, 1997; Williams et al., 1998). In the early 1990s, autoregressive linear processes such as the auto-regressive integrated moving average (ARIMA) family of models, which were first introduced in traffic forecasting by Ahmed and Cook (1979) and Levin and Tsao (1980), provided an alternative approach based on the stochastic nature of traffic. Davis et al.(1991) applied a single auto-regressive integrated moving average (ARIMA) model to forecast the bottleneck formulation in a freeway. Later, Hamed et al.(1995) applied an ARIMA model to forecast urban traffic volume.The results from both studies exhibited the major deficiency of ARIMA models, which is their tendency to concentrate on the means and miss the extremes. In practice, traffic conditions exhibit the opposite behaviour with extreme peaks and rapid fluctuations. The shift from extreme values to smoother ones is that characterizes the transition from stop-and-go situations to free flow conditions. This means that an efficient traffic-forecasting model should have the ability to capture this behaviour.Research has also used state-space models that belong in the multivariate family of time series models. The main reason is that they provide a good basis for modelling transportation data, due both to their multivariate nature and also to their ability of modelling simpler univariate time series. Generally, the term ‘state-space’ refers to the model and the term ‘Kalman filter’ refers to the estimation of the state. The advantage of the Kalman filter algorithm is that it allows the selected state variable to be updated continuously. The potential of this was first demonstrated by Okutani and Stephanedes (1984) who used Kalman filtering in urban traffic volume prediction and then developed an extended Kalman filter to predict traffic diversion in freeway entrance ramp areas. Whittaker et al.(1997) demonstrated the potential of this method in a multivariate setting. Both Chien and Chen (2001) and Chien and Kuchipudi (2002) then used Kalman filtering for travel time prediction. Stathopoulos and Karlaftis (2003) demonstrated its superiority over a simple ARIMA formulation when modelling traffic data from different periods of the day.The recent advances in object-oriented programming and ITS applications in real-time collecting, storing and managing large databases from several points of an extended transportation network have given one the opportunity to explore the robustness of non-parametric techniques in traffic forecasting. Non-para-metric techniques do not assume any specific functional form for the dependent540 E. I. Vlahogianni et al.and independent variables. Frequently, these models are data driven, implying that their successful implementation is strongly related to the quality of the available data. The general idea behind these techniques is that they analyse the characteristic of interest of, say, a time series by allowing it to have a general form which is gradually approximated with a certain precision using a growing data set. Two distinct forms of non-parametric techniques such as non-parametric regression and neural networks have gained a great portion of short-term traffic forecasting research interest over the last decade.Non-parametric regression is based on the principles of pattern recognition and chaotic systems (Smith et al., 2002). Smith et al.suggested that although traffic conditions are considered as stochastic processes, the chaotic behaviour of traffic conditions near congestion can be modelled by non-parametric regression. The main purpose is to identify clusters of data with behaviour similar to current traffic state at a certain forecasting interval. Non-parametric regression possesses a number of advantages such as its intuitive formulation, the lack of a need for assumption on the transition of traffic states from one period to another, and, finally, the simplicity in modelling multivariate settings (Clark, 2003).In general, the literature shows promising results when using non-parametric regression. First, Smith and Demetsky (1996) tested the performance of nearest neighbour non-parametric regression compared with neural networks, a histor-ical average and the ARIMA model and concluded that the first was superior in the field of transferability and robustness compared with different data sets. Smith et al.(2000) used kernel neighbourhoods and suggested that the method produced predictions with an accuracy comparable with that of the seasonal version of an ARIMA model. Finally, Smith et al.(2002) tested the performance of non-parametric regression based on heuristically improved forecast generation methods and found that this approach did not produce better predictions than seasonal ARIMA. Nevertheless, they supported the fact that a combined model could be used in cases where the requirements of the seasonal ARIMA could not be met. More recently, Clark (2003) found that non-parametric regression was more accurate when predicting flow and occupancy in motorways than speed. Artificial neural networks (ANN) are mathematical data-driven models based on the principles of artificial intelligence with exceptional pattern classification and recognition capabilities (Haykin, 1994). As Dougherty (1995) assessed, ANNs have already been applied to a vast area of transportation applications, including driver behaviour, autonomous vehicles, parameter estimation, pavement main-tenance, vehicle detection classification, traffic pattern analysis, freight opera-tions, traffic forecasting, transport policy and economics, air transport, marine transport, submarine vehicles, metro operations, and traffic control.Neural network applications to short-term traffic forecasting extend from the simple multilayer perceptrons (MLP) (Clark et al., 1993; Kwon and Stephanedes, 1994; Smith and Demetsky, 1994; Zhang, 2000) to more complex structures such as MLP with a learning rule based on a Kalman filter (Vythoulkas, 1993), time-delayed recurrent neural networks (Yun et al., 1997; Abdulhai et al., 1999; Lingras and Mountford, 2001), Jordan’s sequential network (Yasdi, 1999), finite impulse response networks (Yun et al., 1997), multirecurrent neural networks (Ulbricht, 1994), a Hopfield network (Gilmore and Abe, 1995), a spectral basis neural network (Park et al., 1999), dynamic neural networks (Ishak and Alescandru, 2003), etc. The real power of neural networks not only is their proven ability to provide good predictions, but also is their overall performance and robustness inShort-term Traffic Forecasting541 modelling traffic data sets. Some of their advantages can be summarized as follows:᭹Can produce accurate multiple step-ahead forecasts with less effort.᭹Tested with significant success in modelling the complex temporal and spatial relationships lying in many transportation data sets.᭹Capable of modelling highly non-linear relationships in a multivariate setting (Zhang et al., 1998).Several characteristics in modelling using parametric and non-parametric methods are summarized in Table 1. These characteristics mainly concern the statistical hypotheses made (stochastic versus deterministic, stationary or not) or any statistical predefined input parameter that could affect the structure of the model (linear or non-linear), the difficulty/complexity in modelling multivariate data, the data requirements in terms of quantity and quality (data continuity), the results regarding the difficulty or the straightforward nature in extracting qualitative results, and the nature of predictions (recursive, static or dynamic) provided. Finally, the last two rows give a short description of the main advantages and disadvantages of the methodologies regarding the efforts made in modelling traffic data.An alternative approach to traffic forecasting is the hybrid methods that use a mixture of methods to construct a smaller (reduced dimensionality) and more efficient network. This concept was proven to be applicable in cases where clustering techniques were first applied to the available data. For example, the ATHENA model (Danech-Pajouh and Aron, 1991), a layered statistical approach, adopted a clustering technique to group the data and assign each cluster to a linear regression model. Later, Van der Voort et al.(1996) succeeded in constructing a different hybrid model that combined Kohonen self-organizing maps (for data classification) with ARIMA models. The model outperformed the simple ARIMA model and showed a higher level of predictive accuracy compared with the previously mentioned ATH ENA. Later, Chen et al.(2001) combined the self-organizing map with a simple MLP and proved it was superior to the combination of a self-organizing map and an ARIMA model.New interest in hybrid methods arises from the use of fuzzy logic and genetic algorithms. Although there are not many implementations of their use along with other methods, the existing ones can be considered as promising. Following the concept of initial classification of the data, Yin et al.(2002) developed a fuzzy-neural model (FNM) that consisted of two modules: a gate network (GN) for classification of the input data into a number of clusters using fuzzy approach and a expert network (EN) for specifying input–output relationships based on the conventional neural network approach. The model performed better and in less computational time than a simple neural network model. A recent application of neurofuzzy systems by Ishak and Alecsandru (2003) applied an adaptive neurofuzzy inference system (ANFIS) to reduce the dimensionality of the input space.Genetic algorithms (GAs) are methods that have the natural propensity of searching through vast and complex solution spaces that encompass a great number of local minima. Abdhulai et al.(1999) developed a combined GA and time-delayed neural network. In this case, the GA was used to optimize the look-back interval of the network. Lingras and Mountford (2001) applied a time-。