Nonlinear multivariate time–space threshold vector error correction model for short term traffic state prediction》.pdfVIP

Transportation Research Part B 76 (2015) 27–47 Contents lists available at ScienceDirect Transportation Research Part B journal homepage: /locate/trb Nonlinear multivariate time–space threshold vector error correction model for short term traffic state prediction Tao Ma a,⇑, Zhou Zhou b, Baher Abdulhai a a Department of Civil Engineering, University of Toronto, 35 St. George Street, Toronto, Ontario M5S 1A4, Canada b Department of Statistical Sciences, University of Toronto, 100 St. George Street, Toronto, Ontario M5S 3G3, Canada a r t i c l e i n f o a b s t r a c t Article history: We propose Time–Space Threshold Vector Error Correction (TS-TVEC) model for short term Received 8 August 2014 (hourly) traffic state prediction. The theory and method of cointegration with error correc- Received in revised form 18 January 2015 tion mechanism is employed in the general design of the new statistical model TS-TVEC. An Accepted 22 February 2015 inherent connection between mathematical form of error correction model and traffic flow Available online 19 March 2015 theory is revealed through the transformation of the well-known Fundamental Traffic Diagrams. A threshold regime switching framework is implemented to overcome any Keywords: unknown structural changes in traffic time series. Spatial cross correlated information is Cointegration Vector error correction incorporated with a piecewise linear ve