TRAVELTIMEESTIMATIONFORURBANROADNETWORKS

USINGLOWFREQUENCYPROBEVEHICLEDATA

ErikJenelius
Correspondingauthor
KTHRoyalInstituteofTechnology
DepartmentofTransportScience
Email:erik.jenelius@abe.kth.se
Brinellvgen32,SE10044Stockholm,Sweden
Tel:+4687908032
Fax:+468212899
HarisN.Koutsopoulos
KTHRoyalInstituteofTechnology
DepartmentofTransportScience
Email:haris.koutsopoulos@abe.kth.se
Submittedforpublicationin
TransportationResearchPartB
December2012
RevisedFebruary2013,March2013

ABSTRACT

Thepaperpresentsastatisticalmodelforurbanroadnetworktraveltimeestimationusingvehicletra
jectoriesobtainedfromlowfrequencyGPSprobesasobservations,wherethevehiclestypicallycover
multiplenetworklinksbetweenreports.Thenetworkmodelseparatestriptraveltimesintolinktravel
timesandintersectiondelaysandallowscorrelationbetweentraveltimesondifferentnetworklinks
basedonaspatialmovingaverage(SMA)structure.Theobservationmodelpresentsawaytoestimate
theparametersofthenetworkmodel,includingthecorrelationstructure,throughlowfrequencysam
plingofvehicletraces.Linkspecificeffectsarecombinedwithlinkattributes(speedlimit,functional
class,etc.)andtripconditions(dayofweek,season,weather,etc.)asexplanatoryvariables.Theap
proachcapturestheunderlyingfactorsbehindspatialandtemporalvariationsinspeeds,whichisuse
fulfortrafficmanagement,planningandforecasting.Themodelisestimatedusingmaximumlikeli
hood.ThemodelisappliedinacasestudyforthenetworkofStockholm,Sweden.Linkattributesand
tripconditions(includingrecentsnowfall)havesignificanteffectsontraveltimesandthereissignifi
cantpositivecorrelationbetweensegments.Thecasestudyhighlightsthepotentialofusingsparse
probevehicledataformonitoringtheperformanceoftheurbantransportsystem.
KEYWORDS:traveltime;network;estimation;probevehicle;lowfrequencysampling

1.INTRODUCTION
Manyurbanroadtransportsystemstodayexperienceincreasingcongestionthatthreatenstheenviron
mentandthetransportefficiency.Totackletheseproblems,knowledgeabouttrafficconditionsis
criticalatmanylevelsoftrafficmanagementandtransportpolicy.Throughinformationandpersonal
izedadvice,individualsandfleetmanagementcompaniescanplantheirtripsmoreaccuratelyand
increasetheefficiencyofthesystem.Fortrafficmanagement,speedinformationatthesegmentlevel
canrevealproblematiclocationswhereneworrevisedtrafficcontrolschemesmaybeintroducedto
increaseperformance.Fortransportpolicy,networkwidetraveltimeinformationprovidesinputfor
traveldemandforecastingandimpactassessmentsofpolicyinstrumentssuchascongestioncharges.
Thereareanumberofwellestablishedtechnologiesforcollectingspeedandtraveltimedata,includ
ingloopdetectors,automaticvehicleidentification(AVI)sensorsand,probecardata.Loopdetectors
andAVIsensorshavethemeritthatthey,onceinstalled,continuouslyrecordeveryvehiclepassingthe
monitoredroadsection.However,theshareofsegmentsinthenetworkequippedwiththesesensorsis
typicallylowandnotrepresentativeoftheurbannetworkasawhole,whichleavesthetrafficcondi
tionsinmostofthenetworkunknown.Dedicatedprobevehicles,meanwhile,areusedtocollecttravel
timeandotherdatafordesignatedroutesinthenetwork.However,duetocostconsiderationsthe
numberoftrafficstudieswithprobevehiclesistypicallysmallandthenumberofvehiclesinvolved
verylow.Hence,theycanonlycoveralimitednumberofroutesforalimiteddurationoftime.
Mostrecently,GPSdevices,alreadyinstalledforotherpurposesinvehiclefleets(e.g.,taxis,commer
cialvehicles,servicevehicles,etc.)orsmartphones,provideanewtypeoftrafficsensor.Theseoppor
tunisticsensorshaveagreatpotentialforprovisionofdatafortrafficmanagementapplications.Unlike
stationarysensors,theycancollecttraveltimeandspeeddataforanypartofthenetworkwhere
equippedvehiclesmove,withouttheneedfortrafficflowmeasurements.Unlikedesignatedprobe
cars,theycancontinuouslycollectdataforanytimeanddaythatequippedvehiclesareactive.Liuet
al.(2009)investigatedthefeasibilityofusingdatafromtaxidispatchingsystemstocollectreliable
trafficinformation.Theyconcludedthatrealtimedetectionofcongestiononlinksispossible,provid
edthatanadequatedatabaseofhistoricaltrafficconditionshasbeenconstructedandthatsufficiently
longroadsegmentsareconsidered.
However,anumberoflimitationsmeanthatnewsophisticatedmethodsareneededtoprocessthedata
andgenerateusefulinformation,comparedtotraditionalsensors(Leduc,2008).Themostsignificant
challengeisthatsampling(alsocalledreporting,orpolling)frequenciesareoftenlow(lessthanone
perminute),sothatvehiclesmayhavetraversedsignificantdistancesbetweenreports.Forarterial
networks,lowsamplingfrequencycreatesdifficultiesininferringthetruepathofthevehiclebetween
twopositionreports,whichmayinvolveaconsiderablenumberofnetworksegments(Rahmaniand
Koutsopoulos,2013;Miwaetal.,2008).Furthermore,thefractionofthereportedtraveltimethatis
spentoneachindividualsegmentisnotobserved,whichcreateschallengesfornetworktraveltime
estimation.
Theproblemconsideredinthispaperistoestimatethetraveltimeforanyroutebetweenanytwo
pointsinthenetworkunderspecifiedtripconditions;boththemeantraveltimeandthevariabilityare
ofinterest,consideringthatlinktraveltimesalongtheroutemaybecorrelated.Theobservationsused
fortheestimationcomefromprobevehiclesthattravelonthenetwork,reportingthetimeandtheir
positionsatcertainintervals.Thesamplingfrequencyisassumedtobelow,inthesensethatthedis
tancesbetweenconsecutivereportsaretypicallylongerthanthescaledesiredtoestimatetraveltimes.
Theonlyinformationconsideredistheobservedtraveltimesanddistancesbetweenreports;thus,data
on,forexample,instantaneousspeeds,arenotavailable.Thismaybeacommoncaseduetolimita
tionsincommunicationbandwidth.
Theliteratureontraveltimeestimationandforecastingusingprobevehicledatahasgrowninrecent

yearsasthetechnologyhasbecomemoreavailable.Mostpapers,however,havedealtwithhighfre3

quencyprobedata,(e.g.,Zouetal.2005;Worketal.,2008),whicheliminatesmanyofthechallenges
ofinteresthere.Further,muchoftheresearchhasfocusedonhighwaytrafficestimation,inparticular
ontheuseofprobevehicledataforonlineestimationofmacroscopicflowmodels(e.g.,Nanthawichit
etal,2003;Worketal.,2008;Yuanetal.,2012).
Mostproposedmethodsfortraveltimemodelestimationusinglowfrequencydatadividetheprocess
intotwosteps,performedeitheronceoriteratively.First,eachprobevehicletraveltimeobservationis
decomposedintoatraveltimeforeachtraversednetworksegment.Thisissometimesknownasthe
traveltimeallocationproblem(Hofleitneretal.,2012a;ZhengandvanZuylen,2012).Second,the
traveltimedistributionsforthenetworkcomponentsareestimatedorcalculatedempirically.Heuristic
methodsforthetraveltimeallocationareproposedbyHellingaetal.(2008),andZhengandvan
Zuylen(2012).
Hunteretal.(2009)presentaprobabilisticmodeloftraveltimesinthearterialnetwork,basedonlow
frequencytaxiGPSprobes.Themodeltakesintoaccountthatthepathbetweentwoconsecutiveposi
tionreportsmaycontainmultiplesegments,andtheauthorsformulateamaximumlikelihoodproblem
toestimatethesegmenttraveltimedistributionsbasedonthesetofobservedroutetraveltimes.A
simulationbasedEMestimationalgorithmisproposed,whichiteratesbetweentraveltimeallocation
andparameterestimation.Theauthorsassumethatthetraveltimesondifferentsegmentsareinde
pendentandreportestimationresultsusingnormalandlognormaldistributions.
AdevelopmentoftheapproachinHunteretal.(2009),moreclearlyaimedtowardstraveltimefore
casting,ispresentedinHofleitneretal.(2012a).Themodelassumesthateachsegmentcanbeinone
oftwopossiblestates(congestedoruncongested),eachwithitsownconditional,independentnormal
traveltimedistribution.Thetransitionsbetweenstatesamongneighboringsegmentsaremodeledasa
dynamicBayesiannetworkmodel.Theunobservedstateandtransitionprobabilitiesandthetravel
timedistributionparametersareestimatedinasimulationbasedEMapproach.Afurtherdevelopment
usingtraveltimedistributionsinspiredbytraffictheory,statevariablesrepresentingthenumberof
queuingvehiclesoneachlink,andturnfractionsatintersections,ispresentedinHofleitneretal.
(2012b).
Anotherapproach,usinglowfrequencyGPSdatafromambulances,ispresentedinWestgateetal.
(2013).Inthepaper,pathinferenceandtraveltimeestimationareperformedsimultaneouslyusinga
Bayesianapproach.Theframeworkmakesuseofinstantaneousspeedinformationreportedbythe
vehicles.Thetraveltimesontheroadlinksareassumedtobeindependentandlognormallydistribut
ed,andtheparametersareestimatedusingMarkovchainMonteCarlomethods.
Althoughthepreviousworkclearlydemonstratesthepossibilitytoextractusefulinformationfrom
lowfrequencyprobevehicledata,theproposedmethodshavecertaindrawbacks.First,theformula
tionofthetraveltimeallocationproblemrequiresthateachnetworksegmenthasatraveltimedistri
butionwithitsownuniqueparameters.Thismeansthatsignificantamountsofdatamayberequired
forallpartsofthenetworktoobtainreliableandsignificantestimatesofallmodelparameters.Second,
thetraveltimesondifferentsegmentsareassumedtobeindependentconditionalonthestateofthe
system(whichistypicallyheldfixedin15minuteorlongerintervals).Sincetraveltimesareoften
correlatedacrosslinks(Bernardetal.,2006;deFabritiisetal.,2008;RamezaniandGeroliminis,
2012),thismayleadtoincorrectestimatesofthetraveltimevariabilityonlongerroutes.Third,the
modelsdonotincorporateanystructuralinformationaboutfactorshavinganeffectontraveltimes,
whichmeansthattheycannotbeusedtopredicttheimpactsofpolicymeasuresorothervariablesin
fluencingtravelconditions.
Themethodologyproposedinthispaperextendspreviousworkontraveltimeestimationusingprobe
vehicledatabyconsideringtheeffectofexplanatoryvariablesontraveltimes.Forthenetworkcom
ponentsthemselvesthismayincludeattributessuchasspeedlimit,numberoflanes,functionalclass,

busstops,trafficsignals,stopsigns,leftturns,etc.Theeffectsoftheconditionsforthetrip,suchas
weather,timeofday,weekday,timeofyear,andsoon,areconsidered.
Theuseofexplanatoryvariablesisattractiveforatleastthreereasons.First,itallowstheidentification
oftheunderlyingcausesthatcontributetothevariabilityinspeedsbetweenlinksandpointsintime.
Thisisimportantforsystemmanagementandplanning,whereoneneedstoknowtherelationships
betweenpossibleinstrumentsandnetworktraveltimesinordertoimprovethemobilityandaccessibil
ityinthetransportsystem.Second,theapproachreducesthenumberofparameterstoestimateand
traveltimescanbeestimatedevenwithlowfrequencyprobedataandinareaswithrelativelyfewob
servations.Thisaspecthasnotbeendiscussedmuchinpreviouswork(itishandledimplicitlyin
Bayesianapproaches)butprovedessentialinpracticalapplicationsoftheprobevehicledatasource
usedinthispaper.Third,theintegrationoftripconditionsinthemodelmakesitpossibletoextendthe
historicalestimationtopredictionoffuturetraveltimesbasedonforecastedconditions.
Furthermore,themethodologyextendspreviousworkbyutilizingthesequencesofpositionreports
fromthesamevehicletoincorporateandestimatethecorrelationexperiencedbythevehicletraversing
thesegmentssequentiallyonatrip.Thenetworkmodelassumesthatsegmenttraveltimeshaveamul
tivariatenormaldistributionaccordingtoaspatialmovingaverage(SMA)structure.Theobservation
modeltakesintoaccountthatthecorrelationbetweensegmentsisincorporatednotonlyineachprobe
vehicletraveltimeobservation,butintheentiresequenceofobservationsfromthesamevehicletra
jectory.
Theproposedmethodologyisbasedonastatisticalmodelthatconsistsoftwolayers:Thenetwork
modelspecifiesthejointdistributionoftraveltimesatthenetworksegmentlevelandexpressesitin
termsofasetofunknownparameters;theobservationmodelspecifiestheinformationcontainedin
sequencesofprobevehiclereportsandprovidesthelinkfromthenetworkmodeltothemaximum
likelihoodestimationoftheunknownparameters.Theapplicabilityofthemethodandtheimpactsof
variousfactorsonmeanandvarianceoftraveltimesaredemonstratedempiricallyforanetworkin
Stockholm,Sweden,usingprobevehicledatafromataxifleet.Thecasestudyhighlightsthepotential
inprobevehicledataforestimatingtrafficconditionsevenwithouttheavailabilityofclassicaltraffic
datasuchasflows.
TheproblemofdeterminingthetruepositionsandpathsofthevehiclesfromnoisyGPSdataisnot
consideredinthispaper.Itisassumedthatthemostlikelynetworklocation(i.e.,thenetworksegment
andpositionalongsegment)correspondingtoeachGPSmeasurement,aswellasthepath(i.e.,the
sequenceofnetworksegments)takenbetweeneachpairofconsecutivemeasurements,havebeende
terminedbyamapmatchingandpathinferenceprocess(RahmaniandKoutsopoulos,2013;Miwaet
al.,2012;Hunteretal.,2012).
Thepaperisorganizedasfollows.ThenetworkmodelispresentedinSection2andtheobservation
modelispresentedinSection3.Section4discussessomepracticalconsiderationsregardingthespeci
ficationandestimationofthemodel.Thisisfollowedbyadescriptionofarealworldapplicationin
Section5andaconcludingdiscussioninSection6.
2.NETWORKMODEL
Thetraveltimeofatripisassumedtoconsistoftwocomponents:
1. Runningtraveltimealonglinks,
2. Delayatintersectionsandtrafficsignals(turns).

A link isdefinedtobetheroadsectionbetweentwoadjacentintersectionsortrafficsignals(traffic
signalsarenotalwayslocatedatintersections).Alinkmaybedividedintooneormoresegments,with
eachsegmentpartofonespecificlink.

NSandNLdenotethetotal numberofsegmentsandlinksinthenetwork,respectively.The
andlinksisdescribedbyanNSNLincidencematrixS,sothat
relationshipbetweensegments
elementSsl is1ifsegmentsbelongstolinkland0otherwise.Sinceasegmentcanonlybelongtoa
singlelink, Ssl=1forall
s.Thelinkl(s)ofsegmentsisidentifiedasthelinksuchthat

s,l(s)

=1.

Whilethelinksarelargelydeterminedbytheinherentnetworkstructure,thenumberofsegmentsper
linkdependsonthetrafficcharacteristicsofthelink.Segmentsaredesignedtocapturehomogeneous
trafficbehavior.Inthismodeltheaveragespeedofavehiclecanvarybetweensegmentsbutis
assumedtobeconstantalongeachsegment.Thetraveltimeonasegment sispresentedasthelength
ofthesegment,s,multipliedwiththeinversespeedortraveltimerateXs.Asdescribedinthe
followingsubsections,thetraveltimeratemaydependonobservedandunobservedpropertiesofthe
segmentandconditionsforthetrip.
Thesecondtraveltimecomponentofatripisintersectionandtrafficsignaldelay.Letturntdefinethe
movementfromalinkl1tothedownstreamlink l2,andNT denotethetotalnumberofturnsinthe
network.Aturncanthusbedefinedbythepair (l1 , l2 ).Turntisassumedtoimposeatraveltime
penaltyht.Factorsthatinfluencethemagnitudeof htmayincludethetypeoftrafficcontrolinthe
intersection,whetheritinvolvesaleftorarightturn,timeofday,etc.
Conceptually,turnscanbeseenaslinkshavingzerolength,asillustratedinFigure1.Thismeansthat
theprobabilityof avehiclerepor tingitspositionona turnlinkiszero.While one canreadily
incorporatebothtypesofcomponentsinasinglesetofvariables,inthispaperseparatesetsof
variablesforlinkrunningtimesandturnpenaltiesareusedforeaseofexposition.

Turn t
Lin k l1

Segment s

Link l2

Figure1:Illustrationofthethreetypesofnetworkcomponents:Links,segmentsandturns.

ThesegmenttraveltimeratesX s,s =1, , NS,aremodeledasstochasticvariables,ingeneralnot

independent.Bothmeantraveltimesandthevariabilityaroundthemeanvaluesareofinterest.
Assumingthatthemeanvalueisfinite,Xs =gss,wheregsisthemeantraveltimerateandsis
astochasticcomponentwithE =0
capturingthevariabilityaroundthemean.Forcompact

notation,itisconvenienttointroducetheNS1vectorXwithelementsXs.Then

Xg,

(1)

wheregisthevectorofmeansegmenttraveltimerates,and isthevectorofzeromeanstochastic
terms. Conditional on trip conditions, the model assumes that the stochastic components of the
segment travel time rates follow a multivariate normal distribution according to a covariance
structuredefinedinSection2.2.
Theturnpenaltiescanbetreatedasdeterministicorstochasticvariables.Inrealitythedelayatan
intersectioncertainlyvariesaccordingtounobservedchangesintrafficflows,signalcyclesetc.For
estimationpurposes,however,itisdifficulttoseparatethetotaltraveltimevariabilityintovariability
inrunningtraveltimesandinturndelays.Hence,intheapplicationinthispaperturndelaysaretreated
asdeterministictraveltimepenalties.Theturnpenalties htarerepresentedbytheNT1vectorh.
2.1Meanstructure
Vectors g and h may be further expressed as functions of a number of factors with associated
parameterstobeestimatedfromdata.Theparametricstructureshouldreflectthewaydifferentfactors
affecttraveltimes,whilealsoallowingforconvenientandefficientestimation.Thestructurecanalso
beusedtopartitionthesegmentsintolargergroupstoensurethatallparameterscanbeidentified
throughtheavailableobservations.Theexplanatoryvariablesforthemeansegmenttraveltimerates g
capturesegmentcharacteristicsthatvaryacrossthenetwork,andtripconditionsthatvaryintime.
Theexplanatoryfactorsrelatedtosegmentcharacteristicsincluderegulatoryfactors,suchasspeed
limitandclassification,linklength,nearbylanduseandfixedeffectsforspecificsegments.Segment
flowsarenotspecificallyconsideredinthemodelstructurebutcanbeincludedifavailable.The NB
differentattributesarerepresentedbytheNSNBdesignmatrixB.Thebaselinesegmenttraveltime
ratesarethenBB,whereBisanNB1parametervectortobeestimated.Notethatthesegmentscan
bemodeledashavingfullydistinctmeans,withoutanyotherexplanatoryvariables,bysetting Bequal
totheNSNSidentitymatrix.
Theobservedtripconditionsareassumedtoactasamultipliertothebaselinesegmenttraveltime
rates.Thus,acertaintripconditionmultipliesthebaselinetraveltimerates BBonallsegments
accordingtoacertainpercentagerelativetosomereferenceconditions.Relevanttripattributescould
includetemporalvariationswithintheday,weekandyear,weatherconditions,etc.Foragiventrip,
theattributesarerepresentedbyan1Nodesignvectoro.Themultiplierforthetripconditionsis
then1 oo ,whereoisanNo 1parametervectortobeestimated.Intotal,themeansegment
traveltimeratescanbewrittenas

g1ooBB.

(2)
7

Themeanturnpenalties h haveasimilarstructure.Theexplanatoryfactorsfortheturnpenalties,
whichmayincludeindicatorsfortrafficsignals,left/rightturnsetc.,arecollectedinthe N T NE
designmatrixE.Thetripconditionsareassumedtoinfluencetheturnpenaltiesinthesamewayas
thetraveltimerates.Thus,withtheNE1parametervectorE,

h1ooEE.

(3)

Themodelcanbeextendedtoalsoallowtheimpactoftripconditionstodifferbetweensegmentsor
turns.Thiswouldbeappropriate,e.g.,ifnetworkcodedinformationisusedabouttrafficincidentsor
constructionworksthatdonotcoverthewholeperiodofobservations,oriftemporalvariationsare
knowntobemoredominantinsomepartsofthenetworkthanothers.
2.2Variancestructure
The stochastic components in (1) represent the variability in segment travel time rates due to
unobserved heterogeneity in traveler characteristics, traffic conditions, and local network
characteristics.Forthepurposesofthispaper,theerrortermsaremodeledatthelinklevel;traveltime
ratesondifferentsegmentsinalinkareallowedtodifferinmeansbutareassumedtohavethesame
variability aroundthemean, whichimplies that segment travel time rates are perfectly correlated
withinthelink.Thisassumptioncanberelaxedifneeded. Thestochastic component oflink l is
denotedul.Itfollowsthats=ul(s),orinvectornotation,

= Su.

(4)

Ingeneral,thesegmentlevelcovariancematrixcanbeobtainedfromthelinklevelstochasticcompo
nentsas

=E T =SEuuTST.

(5)

Anapproachfromspatialeconometricsisusedtomodelthecovariancebetweenlinks(LeSageand
Pace,2009;Chengetal.,2012).Thegeneralapproachistospecifythestructureforhowindependent
stochastic components for all links interact to determine the total stochastic travel time rate
components.Inthispaper,aspatialmovingaverage(SMA)specificationisused(Hepple,2004).In
theSMAmodelthestochasticcomponentulofeachlinkisexpressedasanindependenttermlwith
zeromeanandvariance l2 ,plusalinearcombinationoftheindependentcomponentsoftheother
links l , l l .Theindependenterrorterm l capturesthevariabilityintraveltimeratesthat
originatesontheparticularlink.Independenceimpliesthat E l l =0 for l l .Thelevelof
influencefromlink l onlink l ,denoted wll ,isspecifiedthroughtheanalysis,whiletheoverall
magnitudeofthecovarianceiscapturedbyaparameter tobeestimated.Assumingthatwll=0forall
l,thetotalstochasticcomponentoflinklisthus,

ul=lwlll,

(6)

ll

orinmatrixnotation,u=IW.TheNNweightmatrixWwithelementswcaptures
L

ll'

theinteractionamonglinks.Thisisimportantsinceempiricalevidencesuggeststhatthestructureof8

Wmustbedefinedwithmuchcareinordertorepresentthedependenciesbetweenlinktraveltime
ratesproperlyandallowameaningfulestimationofthecorrelationsbetweenlinks.
TheSMAmodelcanbeextendedtoincludemultipleweightmatrices Wi,i=1,,N,witheach
matrixrepresentingaseparatedimensionofspatialdependence(Hepple,2004).Thismoregeneral
model is useful when there are multiple factors that contribute to correlations and are distributed
differentlyinthenetwork.Thestructureforthestochastictraveltimecomponentsisthen
N

u=I iWi

i=1

Withthe(extended)SMAmodel(7),thecovariancebetweentwolinks l1 andl2is

E uu
l1l2

N
i

i=1

w
i,l2,l1

2
l1

w
i,l1.l2

l2

NN
i

i=1j=1

j
l

l1,l2

i,l1,l

2.

w
j,l2,l

(7)
(8)
Ascanbeseen,thereisafirstordertermthatarisesfromthedirectinfluencesbetweenthelinks,anda
secondordertermthatarisesfrominfluencesthroughcommonneighborsinthedifferentdimensions.
Let2denotetheNL1vectorwithelementsl2.Similarlytothemeans,thetraveltimerate
variances2maybedecomposedintoanumberofexplanatoryfactorswithassociatedparametersto
beestimatedfromdata.Theexplanatoryvariablesaredividedintotwodifferentcategories:staticlink
characteristicsanddynamictripconditions.
Thelinkcharacteristicsmayincludegeometricpropertiesandfixedeffectsforspecificlinksorgroups
oflinks.TheNUvariancecomponentsarerepresentedbytheNLNUdesignmatrixU.The
baselinelinkvariancesarethen UU2,whereU2isanNU 1parametervectortobeestimated.Note
thatthesimplestmodelformulationwouldbethatalllinksshareasinglevarianceparameter 2,in
whichcase U isan NL 1 vectorofones.Intheotherextreme,eachlinkmayhaveanindividual
varianceparameterl2,inwhichcaseUistheNLNLidentitymatrix.
Further,theobservedtravelconditionsforthetripmayimpactthetraveltimevariancesaswellasthe
means.Relevanttripattributesmaybesimilarasforthemeantraveltimerates,buttheimpactofeach
attributemaybedifferent.Foragiventrip,theattributesarerepresentedbythe 1Npdesignvector

p.Themultiplierforthetripconditionsisthen1pp2,wherepisanNp1parametervector
tobeestimated.Notethattheparametersactuallycapturetheeffectonthesquarerootofthevariance,
i.e.,thestandarddeviation,whichisconvenientsinceithasthesamedimensionasthemean.The
variancesoftheindependentstochasticcomponents arethusintotal

2 = 1 pP 2 UU2 .

(9)

LetU2,nbethenthlinkvariancecomponentandUnthediagonalmatrixwiththenthcolumnofU
alongitsdiagonal.Thecovariancematrixofisdiagonalandgivenby
9

NU

(10)

=1pPU,nUn.

n=1

Combining(5),(7)and(10),thecovariancematrixforthenetworksegmentsbecomes
1pP
2

NU

U2,n

SUnS

n=1

i=1

NN

(SWiUnS SUnWi S )ijSWiUnWjTST.

T

(11)

i=1j=1

TheSMAmodel(7)doesnottakeintoaccountthattheremaybedependenciesintraveltimesdueto
unobservedvariationsbetweenvehiclesordrivers,orperhapsmoreimportantly,betweendifferent
days.However,itisstraightforwardtoextendthemodeltocapturesuchdependenciesbyincludinga
stochasticcomponentatthedayorvehiclelevels.
3.OBSERVATIONMODEL
Thetraveltimemeasurementsconsideredinthispaperconsistofsparselysampledvehicletrajectories
throughthenetworkobtainedfromGPSdevicesorsimilarsensortechnologies.Ingeneral,GPSloca
tionmeasurementsareassociatedwitherrors.Hereitisassumedthatthemostlikelynetworklocation
correspondingtoeachGPSmeasurement,aswellasthepath(i.e.,thesequenceofnetworksegments)
takenbetweeneachpairofconsecutivemeasurements,havebeendeterminedbyamapmatchingand
pathinferenceprocess(RahmaniandKoutsopoulos,2013).Abasicobservationthenconsistsof
1. avehicleidentificationnumber,
2. apairoftimestamps1,2,
3. apathrepresentingthetrajectoryofthevehiclebetweenthetwotimestamps,involvinga
sequenceofsegments( s1 ,..., sn )andtwooffsets1,2specifyingthevehiclelocationsat
times 1 , 2 inrelationtotheupstreamnodesofthefirstandlastsegmentsofthepath,
respectively.
The concepts are illustrated in Figure 2. The sequence of segments defines the corresponding
sequencesoflinksls1,,lsnandturns(t1,,tm),respectively,accordingtothenetwork
model.

10


X
h2

X3
1
1 1

h1
X1

X2

Figure2:Illustrationofthecomponentsofaprobevehicletraveltimeobservation.

Letdsdenotethedistancetraversedonsegments.Withsdenotingthelengthofsegments,

21 i
s1 f n=1, s=s1,
=
i
s
f n>1, s=s1,

i
2
0
f n>1, s=s2,,sn1,
i
f n>1, s=sn,
otherwise.

Further,let atbeequalto1ifturnt

(12)

wasundertakenand0otherwise.Thetraveltimeobservation

y=21 canthenbewrittenas
N

NS

ydsXsatht.
s=1

(13)

t=1

Basedonthismodel,aprobevehicletraveltimeobservationisalinearcombinationofsegmenttravel
timeratesandturndelays.Furthermore,undertheassumptionofmultivariatenormalsegmenttravel
timeratesanddeterministicturndelays,theobservedtraveltimefollowsanormaldistribution.The
closedformdistributionoftheobservedtraveltimeallowsthenetworkmodelparameterstobeidenti
fieddirectlythroughtheprobevehicleobservations.Thisattractivepropertyisnotpreservedifother
distributionsthanthemultivariatenormaldistributionareused.Thetraveltimeisgivenby

y=,

(14)

whereisthemeantraveltimegivenby
NS

=Ey=dsgs atht,

(15)

s=1

t=1

thatis,thesumofthemeansegmenttraveltimesplustheturndelays.Thezeromeanstochasticterm
isnormallydistributedandgivenby
11

NS

NL

s=1

l=1

=dss=dlul,

wheredl

S d

(16)
isthedistancetraveledonlinkl.Thevarianceof,andhenceofobservation

sl s
s

y,iscalculatedfromthevariancesandcovariancesofthetraversedlinksas
NL

Var =d2 22

l=1

i j

i=1j=1

NLNL

NL

dl

l1=1l2=l11
NL

l1=1l2=l11

i,l2

dl
1

2w

d d l2 w
l
1

i=1

NN

l l1,l2

,l1l1

i,l,l
1

j,l,l

i,l1.l2

l2

(17)

2.
l

Thefirsttermisthesumofthelinktraveltimevariances,whichwouldbetheonlytermifthelinks
wereindependent.Thesecondtermcontainsthedirectdependenciesbetweenthetraversedlinks,and
thethirdtermcontainsthesecondorderdependenciesthroughcommonneighbors,onoroffthetrav
ersedpath.
Consecutive observations from the same vehicle are correlated through their common links and
wheneverthelinkstraversedinthedifferentobservationsarecorrelated.Incorporatingthisinthe
modelhelpstheconsistentestimationofthelinkdependenceparameters i.Atraceisacontiguous
sequenceofobservationsfromthesamevehicleasitmovesthroughthenetwork.Observationsfrom
thesametracearecorrelatedthroughthelinkcorrelationstructures,whileobservationsfromdifferent
traces are considered independent. Figure 3 illustrates the relationship between observations and
traces.

Traces and observations

k=1,r=3

k=1,r=4
k=2,r=3

k=1,r=2

k=2,r=2

k=1,r=1

k=2,r=1
Figure3:Illustrationoftwotraces(k=1,2)eachcontainingfourandthreeobservations,respectively.

12

Letindexk=1,,NK representacertainvehicletrace,whereNK(uppercase K)isthenumberof

tracesinthedata.Index r=1,,Nkrepresentsacertainobservationintrace k,whereNk isthe

NR=kN=1KNk.

numberofobservationsinthetrace.Thetotalnumberofobservationsinthedatais

DkisanNkNSmatrixwhereelementdrsisthedistancetraversedonsegments forobservation
r.Akisan NkNTmatrixwithelementartequalto1ifturntismadeinobservationr and0
otherwise.yk
isanNk1vectorwithelementyrthetraveltimeofobservationr(dependent
variable).Thevectorversionof(13)isthengivenby

yk=DkXAkh.

(18)

Thetraveltimesykarealineartransformationofmultivariatenormalstochasticvariablesandarethus
distributedmultivariatenormal.Itfollowsfrom(18)that

yk=kk,

(19)

wherekisavectorofmeantraveltimesandkisavectorofcorrelatedzeromeanstochasticterms.
Tripconditionsareassumedtobethesamefor allobservations inatrace.Thus,eachtrace k is
associatedwithtwovectorsoftripattributes okandpk(weatherconditions,weekday,season,etc.)
affectingthemeansandvariances,respectively.Thevectorofmeantraveltimesforthetraceisthen
simplythevectorformof(15),wherethemeansegmenttraveltimeratescanbeexpressedinthe
modelparametersusing(2)and(3),

k B , E , o =E y k = 1 ok o D k BB A k EE .

(20)

Tripconditionsaffectallsegmentsandobservationsuniformlyandcanbemovedoutsidetheother
terms.Thevectorofstochastictermsfortheobservationsintrace kisgivenbythevectorformof(16),

k =Dk=DkSu.

(21)
'

=0 byassumption.Withinthesametrace
For two differenttraces kand k ,Ekk
meanwhile,(5),(11)and(21)givetheNkNk covariancematrix
2

k p , U , =E k

=1p p 2 2 D SU STDT D S WU UWT STDT

n
NU

U,n

n=1

k,

i=1

ni

NN
i

DSWU WTSTDT.
j

kin

i=1j=1

(22)
Notethatthetripconditionsforthetraceenterthecovarianceasthescalarmultiplier 1pP2toa
baselinecovariancematrix.Thismeansthatthecorrelationbetweentwoobservationsdependsonlink
characteristicsbutnotontripconditions,sincethetripconditionsfactorentersboththecovarianceand
thevariancesandcancelsout.

13

4.ESTIMATION
4.1Maximumlikelihoodformulation
Equations(20)and(22)providethebasisforestimationofthenetworkmodelparameters B,E,o
,p,U2andusingtheprobevehicletraveltimeobservations.Theobservationsaremultivariate
normalwithineachtraceandassumedindependentamongtraces.Hence,givenallobservedtravel
timesy,theloglikelihoodfunctionisanalyticalandgivenby

LLB,E,o,p,U2, y= 2 NRlog2 2

NK

k=1

yk k T k 1 yk

NK

k 2 k=1

log

k .

(23)

Thecomputationtimesforparameterestimationcanbereducedconsiderablybyprecomputingfactors
thatdonotdependontheparametervaluesoutsideoftheoptimizationroutine.Forthemeanstructure,
wenotefrom(20)thatthemeanvectorfortrace kcanbewrittenas

k = 1 ok o (Dk BA k E) TB TE T .

(24)

Theparametersforthemeansegmenttraveltimeratesandtheturndelaysarethusmergedintoa
singleparametervector.Here(DkBAkE)isanNk(NBNE)matrixthatisindependentofthe
modelparametersandmaybecomputedandstoredforalltracespriortotheoptimization.Forthe
covariancestructure,wenotefrom(22)thatthemodelparametersaremultiplierstoconstantmatrices
thatmaybeprecomputedandstoredforeverycombinationofparameters.
Matrixinversionisacostlyoperation,eveniftechniquessuchasLUorCholeskyfactorizationare
used.TheSMAmodelhastheattractivepropertythatitisnotnecessarytoinvertthefull N L NL
linklevelcovariancematrixtocomputethelikelihoodfunction,butonlythe NkNkcovariance
matricesfortheindividualtraces.Sincethenumberofobservationsinatraceistypicallymuchlower
thanthenumberoflinksinthenetwork,thismeansthattheSMAformulationrequiressignificantly
lesscomputationalefforttoestimate.InadditiontothetheoreticalconsiderationsdiscussedinSection
2thisisanotherreasonwhytheSMAformulationischosenforthemodel.
Thesamplingofthevehicletrajectoriescanbeinterpretedasalinearprojectionfromthespaceof
segmenttraveltimeratesandturnpenaltiestothespaceofobservedtraveltimes.Thedimensionofthe
observationspacedependsonthedata:thedimensionincreaseswiththesamplingfrequencyandwith
thenumberofobservations,assumingthatthevehicletrajectoriesaresampledatrandomlocations.
The network model represents another projection from the network components to the parameter
space.Theidentificationofthemodelparametersdependsontherelativedimensionsoftheparameter
spaceandtheobservationspace:alargernumberofobservationsallowsfortheestimationofaricher
model.Thisdetermines,forexample,towhatextentfixedeffectsforspecificsegmentsorgroupsof
segmentscanbeincludedinthemodelexplicitly.
4.2Networkdelimitations
Onemayoftenbeinterestedinestimatingtraveltimesinasubnetwork,herereferredtoastheprimary
network,whichissmallerthanthenetworkspannedbytheavailableGPSprobes.Iftheprimarynet
workissmall,forexampleasinglestreetorroad,thenumberofobservationsthattraverseonlyseg

mentsintheprimarynetworkmaybeinsufficienttoestimatethetraveltimesreliably.Theremayalso
14

beabiassinceshorttraverseddistancesmaybeoverrepresented.Rather,itisimportanttoutilizeall
observationsthattosomeextenttraverseatleastoneofthesegmentsintheprimarynetwork(referred
toasprimaryobservations).
Withlowfrequencyprobevehicledata,however,theprimaryobservationswillinvolvetraversalsof
manysegmentsandtransitionsalsooutsidetheprimarynetwork.Thesecomponents,whichdependon
theuseddata,constitutethesecondarynetwork.Iftheprimarynetworkissmall,thesizeofthesec
ondarynetworkcanbemanytimesgreater.Oncethesecondarynetworkhasbeenidentified,allobser
vationsthatonlytraversethesecondarynetwork,thatis,donotextendthenumberofsegmentsand
transitionsintheestimationanyfurther,areused.Theseobservationsarereferredtoassecondaryob
servations,andmaybemanytimesgreaterinnumberthantheprimaryobservations.Theconceptsare
illustratedinFigure4.
Full network

Primary observations

Primary network

Secondary network

Secondary observations

Figure4:Illustrationoftheconceptsoftheprimaryandthesecondarynetworkandobservations.

15

4.3Spatialclusteringofnetworklinks
Sparseprobevehicledatamaynothavetheresolutionrequiredtoidentifythetraveltimerateonall
individualsegments;indeed,thisisthecaseintheapplicationpresentedinSection5.Theuseofex
planatoryvariablescanreducethedimensionalityoftheproblem.Still,itisverylikelyinpracticethat
therearesystematicdifferencesinsegmenttraveltimeratesbetweendifferentpartsofthenetworknot
capturedbyobservedsegmentattributes.Spatialclusteringofsegmentsprovidesacompromisebe
tweenthetwoextremesoffixedtraveltimerateeffectsforeachsegment(link)andasinglebaseline
traveltimerateforallsegments.
Asafirststep,segments(links)canbegroupedtogetherintoclassesexpectedtohavesimilartraffic
performancecharacteristics.Alllinksinthesameclasssharethesamefunctionalformthatcharacter
izestheirperformance.Suchaprocesscanbeusedforgroupingthelinksthatbelongtotheprimary
network,sincetheyareofthemostinterest.Thesecondarynetworkonlyplaysanauxiliaryrolesup
portingtheestimationofthemainlinks.Forthelinksinthesecondarynetworkthefollowingprocess
isusedthatappliesspatialcriteriatoautomatethegroupingprocess.Thealgorithmoperatesatthelink
level,sothatallsegmentsinthesamelinkalwaysbelongtothesamegroup.
1. Initialization
Assigneachlinktoitsowngroup
Selectamin,max,andtargetvalueforthenumberoflinksandthenumberofobserva
tionsineachgroup.Thechoiceoftheseparametersshouldprovideagoodbalancebe
tweenrobustestimationandmodelresolution.
2. Iteration
Selectthegroupwiththesmallestnumberofobservations(incaseofties,anarbitrary
groupischosen).
o Foreverylinkinthecurrentgroup
Checkwhetheritisconnectedwithsomelinkinanothergroupthroughacommon
node.Allsuchidentifiedadjacentgroupsareaddedtoalist.
Rankthegroupsinthelistinincreasingnumberofobservationsassociatedwith
eachgroup
o Mergethecurrentgroupwiththefirstadjacentgroupforwhichanyoftwoconditions
hold:
Thetotalnumberoflinksandthetotalnumberofobservationsinthetwogroups
donotexceedthecorrespondingtargetvalues,
Thenumberoflinksorthenumberofobservationsinanyofthegroupsisless
thantheminimumvalue,andthetotalnumberoflinksandthetotalnumberofob
servationsinthetwogroupsdonotexceedthemaximumvalues.
Repeatwithnextgroup
3. Termination
STOPifnogroupscanbemerged
Thealgorithmaimsatgroupinglinkstobalancethenumberofobservationswithineachgroup(and
thereforesupportestimationoftheparametersofthecorrespondingdistributionoftraveltimerates).
Anyconstraintcanbemadenonbindingbysettingthecorrespondingthresholdvaluesufficientlylow
orhigh.
Theoutputofthealgorithmcanbesummarizedasalinkgroupincidencematrix C,whereelement

Clcisequalto1iflinklbelongstogroupcandzerootherwise.Sinceeachlinkcanonlybelongto

onegroupwemusthavecClc =1foralll.Themappingofsegmentstogroupsisthenobtainedas
thecompositeprojectionSC.

16

5.CASESTUDY
The methodology proposed in Se ctions 3 and 4 is applied in the urban network of Stockholm,
Sweden. The primary network consists of a route along one of the major inner city streets , the
southern half of Birger Jarlsgatan, southbound direction, shown in Figure 5. The shaded area re
presentstheprimarynetwork.Thesecondarynetworkextends,insomecases,evenbeyondtheshown
areainFigure5.Themainrouteischosentocoincideascloselyaspossiblewithapairofautomaticn
umberplaterecognition(ANPR)sensorsmountedateachendoftheroute(seefurtherSection5.5and
KazagliandKoutsopoulos,2012).

Figure5:ThecasestudyareainStockholm,Sweden(BirgerJarlsgatan,southbound).Shadedareashows
theprimarynetwork.MapdataGoogle2012.

The main route is about 1.4 km l ong and contains 28 links, divided into 36 segm ents, 26
intersections,and10trafficsignals;thespeedlimitisconstantat50km/h.Thereisabusycommercial
andentertainmentcenterinthemiddleoftheroutewithanearbytaxistation,whereitisexpected
thatthemeantraveltimeratesarehigherthaninadjacentparts,inparticularfortaxis.Therouteends
with a complicatedsignalizedintersectionin the south where delays canbe significant. Ont he
secondhalfoftheroutethereisabuslanethattaxisareallowedtouse.
Initially,differentspecificationsofthemodelstructureareconsidered.Thefocusisnottoderivethe
bestmodelspecificationpossible,buttodemonstratethestructureofthemodelandtheimpactand
significanceofdifferentexplanatoryfactorsontheobservedtraveltimesduringaspecifictimeinter
val(7:308:00AM).Theestimatedtraveltimeforthemainrouteunderdifferenttripconditionsisalso
evaluated.Inthesecondpart,theestimatedroutetraveltimeiscomparedwithobservedtraveltimes

17

fromtheANPRsensors.Asensitivityanalysisregardingthefilteringoftheobservationsisalsodis
cussed.
5.1Data
TheGPSprobevehicledataareobtainedfromthefleetdispatchingsystemofataxicompanyoperat
ingintotalabout1500vehiclesintheStockholmnetwork(RahmaniandKoutsopoulos,2013).The
averagesamplingfrequencyisaboutonereportper2minutesand780meters,whichisconsiderably
lowerthaninmostpreviouslyreportedstudies(e.g.,oneperminuteinHunteretal.,2009;Hofleitner
etal.,2012a;oneper200metersinWestgateetal.,2013).
Thedigitalnetworkrepresentationcontainsinformationaboutvariousgeometricattributes,including
segmentspeedlimit,functionalclass(afivelevelhierarchicalclassificationofthesegmentswith1
denotinghighwaysand5denotingthemostperipheralsidestreets),trafficsignals,andfacilitytype
(ramps,tunnels,roundabouts,etc.).Thenetworkmodelisalsousedtoidentifyintersections,leftand
rightturns,andonewaystreets.
Dataforweekdays(MondaytoFriday)andthetimeinterval7:308:00AMbetweenJanuary1,2010
andDecember31,2011wereused.Forthistwoyearperiod,63,680observationsin44,844tracesare
availableafterfiltering.Ofthese,10,604observationsareprimary(thatis,theycoverthemainrouteto
someextent)and53,076secondary(coveringonlythesurroundingnetwork).Acrosstheprimaryand
thesecondarynetworks,theobservationscoverintotal1300segments,832linksand1373turns.On
average,eachobservationcovers14.0segments,8.6linksand7.7turns.Figure6showsthehistogram
oftheaveragevehiclespeedforeachobservation,calculatedasthetraversed(actual)distancedivided
bythetimebetweenthereports.Thespeeddistributionhasmean21.8km/h,median20.4km/hand
standarddeviation9.4km/h.
0.16

Fraction of observations

0.14
0.12
0.1
0.08
0.06
0.04
0.02
0
0

20

40
60
Average speed [km/h]

80

100

Figure6:Distributionofaveragespeedsamongtheobservations(7:308:00AM).

Further,historicalweatherdataforthesameperiodastheprobevehicledatawerecollectedfroma
weatherstationinthearea,reportingevery2030minutes.Thedataincludestemperature,qualitative
precipitationinformation(light/heavyrain/snowetc.),andotherrelatedinformation.

18

Observationsoflinkflowswerenotavailableforthisstudy.Severalnetworkattributesthatpotentially
havesignificantimpactontraveltimeswerealsonotavailable,includingthenumberoflanes,loca
tionsofbusstops,pedestriancrossings,onstreetparking,stopsigns,trafficsignalcycletimes,nearby
landuseetc.Informationaboutthetimeandlocationforincidentsandroadworkswerealsonotavail
able.Ifavailable,inclusionofthistypeofinformationinthemodelisstraightforward.
5.2Modelspecification
Specificationoflinkgroups
Thespatialandtemporalcoverageoftheavailableprobevehicledataisnothighenoughtoidentify
andreliablyestimateallsegmentspecificparameters(forexample,becauseofthesparsenatureofthe
GPSprobes).Thenumberofobservationscoveringeachsegmentisgenerallylowerinthesecondary
networkthanintheprimarynetwork.Thenetworklinksarethereforepartitionedintogroupsusingthe
manualapproachforthemainroutecombinedwiththeautomatedmethoddescribedinSection4.3for
thesecondarynetwork.Themainrouteisdividedintosevengroups,eachcontainingfourlinksand5.1
segmentsonaverage.Thenumberofgroupsisselectedsothatfixedeffectsforthemeantraveltime
rateofthesegmentsineachgroupcanbeidentifiedthroughthedata,andtheboundariesbetween
groupsareselectedtocapturethehypothesizedheterogeneityoftrafficconditionsalongtheroute.
ThesecondarynetworkispartitionedwiththealgorithminSection4.3usingthefollowingthreshold
valueswhichwerefoundtoproducegoodresultswiththegivendataset.Forthenumberofobserva
tionscoveringeachgroup,theminimumvalueissetto300andthetargetandmaximumvaluesareset
toinfinity.Forthenumberoflinksineachgroup,theminimum,targetandmaximumvaluesaresetto
10,15and38,respectively.Thisproduces47linkgroupsforthesecondarynetwork,eachcontaining
17.1linksand26.9segmentsonaverage.Togetherwiththesevenlinkgroupsfortheprimarynetwork,
thereare54linkgroupsintotal.
Specificationofspatialweights
ForthestochasticcomponentsofthetraveltimeratesanSMAstructureasdescribedinSection2.2is
used,withasingleweightmatrix Wandassociatedparameter .Thecorrelationbetweenthetravel
time rates of consecutive observations within vehicle traces in the dataset was about 6% and
statisticallysignificant,suggestingthat,ingeneral,thereshouldbepositivecorrelationbetweenthe
network links. The structure of W was chosen after extensive experimentation with alternative
specifications.Eachlinkisassumedtobeinfluencedbyitsnearestupstreamneighborsinthenetwork
as well as the nearest upstream neighbors of those links (first and secondorder neighbors,
respectively). The secondorder neighbors are given a weight of 0.25 relative to the firstorder
neighborstorepresentthefactthatinfluenceshoulddecaywithdistance.Finally,eachrowof W is
normalizedtoaddto1.Thisnormalizationisthestandardapproachinspatialeconometrics(LeSage
andPace,2009),andwasfoundtoimprovethemodelfit.
Inordertoinvestigatetheeffectandpotentialofdifferenttypesofvariables,fourdifferentspecifica
tionsareconsidered.
Model1:Linkgroups
Inthefirstspecification(Model1),themeansegmenttraveltimeratesareexplainedonlywithfixed
effectsatthelinkgrouplevel(54groupsintotal).Themappingofeverysegmenttoitsassignedgroup
thusformthedesignmatrixB=SC.Explanatoryvariablesforsegmentattributes,tripconditionsor
turnpenaltiesarenotincluded.Forthestochasticcomponents,forthesakeofsimplicity,aformulation

inwhichthevarianceparameteriscommonforalllinksisused.
19

Model2:Segmentandturnattributes
Inthesecondspecification(Model2),explanatoryvariablesforsegmentandturnattributes,butno
variablesfortripconditions,areadded.Thisisarelevantlevelofspecificationforstrategicapplica
tions,wheretypicaltraveltimesacrossdifferenttravelconditionsareofinterestinmodelingandfore
casting.Thefollowingvariablesareadded,basedontheircausaleffectsandtheirsignificanceinthe
estimation.
Segmentattributes(matrixB):

Dummyvariablesforeverycombinationofsegmentspeedlimit(inkm/h)andsegment
functionalclass(abbreviatedFC)inthedata.Thecombinations (50,1),(50,2)and(50,3)
are grouped and used as reference level since the number of observations of links with
combinations(50,1)or(50,2)aretoofewtoestimatetheeffectsseparately.Theother
existingcombinationsofspeedlimitandfunctionalclassare (10,5),(30,3),(30,4),
(30,5),(50,4)and(50,5).

Adummyvariablefortheexistenceofataxistationonthesegment.Thehypothesisisthatthe
meantraveltimeratesfortaxisonsuchsegmentsarehigherduetomanystoppingthere.
Dummyvariablesforthelengthofthelinktowhichthesegmentbelongs:length <50mand

length=200m,withthereferencelevellength50,200m.Thehypothesisisthat
vehicleshavelesschancetoreachhighspeedsonshortlinks,sincethespeedistypicallylower
closetointersectionsandtrafficsignals.Hence,shortlinksshouldhavehighermeantravel
timerates.
Turnattributes(matrixD):

Threedummyvariablesforthecasesthattheturninvolvesasignalizedleftturn,rightturnand
straightthroughmovement,respectively.
Twodummyvariablesforthecasesthattheturninvolvesanonsignalizedleftturnandaright
turn,respectively.

Throughmovementsareusedasreferencelevelforallturndelays.Thehypothesisisthatstraight
throughmovementsingeneralhavepriorityinintersectionssothatleftorrightturnsleadtolonger
delays.
Model3:Tripconditions
Inthethirdspecification(Model3),explanatoryvariablesforthetripconditionsinfluencingtravel
timeratesandturndelaysareintroduced.Forthetraveltimemeans(vector o)thefollowingvariables
areconsidered:

Adummyvariableforthelatehalfofthetimeinterval,i.e.,7:458:00(notJulyorpublicholi
day).Thisallowstheestimationoftraveltimevariationswithintheinterval.
OnedummyvariableforeachweekdayfromTuesdaytoThursday(referencelevelisMonday
andFriday).
Adummyvariableforpublicholidaysonweekdays(Christmas,Easter,etc.)
Dummyvariablesforthesummer(JuneAugust)andwinter(JanuaryFebruary)seasons.The
referencelevelisspring(MarchMay)andfall(SeptemberDecember).
AdummyvariableforthemonthofJuly,thepeakvacationperiodinSweden.Thetotaleffect
ofJulyisobtainedbyaddingtheeffectofthesummerseason(JuneAugust).

20

Adummyvariablefortheyear2011(referencelevelis2010).Thisaccountsforchangesin
trafficlevelsbetweenyears.
Recentsnow:Numberofhoursofconsecutivesnowfallreportsprecedingthetrip.
Adummyvariableforthetaxibeingfree,asopposedtooccupiedorassignedtoacustomer.

Forthetraveltimeratestandarddeviations(vector p)thefollowingvariablesareused:

Adummyvariableforthelatehalfofthetimeinterval,i.e.,7:458:00(notJulyorpublicholi
day).Thisallowstheestimationoftraveltimevariationswithinthetimeperiod.
OnedummyvariableforeachweekdayfromTuesdaytoFriday(referencelevelisMonday).
Dummyvariablesforthesummer(JuneAugust)season.
AdummyvariableforthemonthofJuly,thepeakvacationperiodinSweden.Thetotaleffect
ofJulyisobtainedbyaddingtheeffectofthesummerseason(JuneAugust).
Adummyvariableforthetaxibeingfree,asopposedtooccupiedorassignedtoacustomer.

Model4:Independentlinks
Thefourthspecification(Model4)isidenticaltoModel3exceptthatalllinksareassumedtobeinde
pendent;inotherwords,thedependenceparameter isomitted.Bycomparingtheperformanceof
Model3andModel4,thecontributionofthecorrelationstructureinthemodelcanbeassessed.
5.3Estimationresults
ThemodelspecificationswereestimatedusingthemaximumlikelihoodestimationroutineintheSta
tisticsToolboxforMATLABandatrustregionreflectiveNewtonoptimizationalgorithm(MATLAB,
2009).Gradientsoftheloglikelihoodfunctionwereevaluatedanalytically,whiletheHessianusedto
calculatestandarderrorswasinvertednumerically.
EstimationresultsareshowninTable1.The54segmentgroupfixedeffects,notshowninthetable,
areallsignificantwithpvalueslessthan0.0001inallfourmodelspecifications.Thisdemonstrates
thattheautomatedgroupingmethodiscapableofhandlingtheidentificationproblemsassociatedwith
thelowsamplingfrequency,evenintheouterpartsofthesecondarynetworkwithfewobservations
persegment.TheexplanatorypowerofModel1,capturedbytheloglikelihoodandAkaikesinfor
mationcriterion(AIC),isconsiderablybetterthanamodel(Model0)withasinglemeantraveltime
rateparameterandasingletraveltimeratevarianceparameter(theloglikelihoodforthismodelis
265,745,andtheAICis531,494).Thelogarithmofthelikelihoodratiois3763,andalikelihoodrat
iotestwith54degreesoffreedomrejectsModel0infavorofModel1withapvalueequalto0within
machineprecision.

21

Table1:Traveltimeratemodelparameterestimationresults(standarderrorsinparenthesis).
Parameters
Meansegmenttraveltimerates(B)[s/m]:
54segmentgroups
Speedlimit10,functionalclass5
Speedlimit30,functionalclass3
Speedlimit30,functionalclass4
Speedlimit30,functionalclass5
Speedlimit50,functionalclass4
Speedlimit50,functionalclass5
Taxistation
Linklength<50m
Linklength200m
Turnpenalties(D)[s]:
Trafficsignal,leftturn
Trafficsignal,rightturn
Trafficsignal,straightthrough
Nonsignalizedleftturn
Nonsignalizedrightturn
Meantripconditions(o)[%]:
7:458:00(notJuly,notholiday)
Tuesday
Wednesday
Thursday
Publicholiday
Winter(JanuaryFebruary)
Summer(JuneAugust)
July(vacationmonth)
2011
1
Recentsnow[%h ]
Freetaxi
Standarddeviationtripconditions(p)[%]:
7:458:00(notJuly,notholiday)
Tuesday
Wednesday
Thursday
Friday
Summer(JuneAugust)
July(vacationmonth)
Freetaxi
2

Traveltimeratevariance( )[(s/m) ]
Traveltimeratecorrelation()
Loglikelihood
AIC
Loglikelihood(0)
Observations
Variables

Model1

Model2

yes

yes
0.3869
0.0285
0.0579
0.0975
0.0777
0.0507
0.0830
0.0144
0.0500

(0.0243)
(0.0025)
(0.0031)
(0.0025)
(0.0026)
(0.0063)
(0.0087)
(0.0053)
(0.0029)

yes
0.3668
0.0283
0.0550
0.0936
0.0748
0.0496
0.0794
0.0147
0.0488

(0.0233)
(0.0024)
(0.0030)
(0.0024)
(0.0025)
(0.0060)
(0.0084)
(0.0050)
(0.0028)

yes
0.3684
0.0285
0.0544
0.0930
0.0747
0.0490
0.0789
0.0162
0.0504

(0.0235)
(0.0024)
(0.0030)
(0.0024)
(0.0025)
(0.0060)
(0.0084)
(0.0050)
(0.0028)

10.3225
7.2435
2.9030
5.7913
5.4097

(0.5118)
(0.4486)
(0.2359)
(0.4215)
(0.4481)

9.8008
6.9870
2.8125
5.7915
5.1150

(0.4931)
(0.4303)
(0.2259)
(0.4026)
(0.4280)

9.5615
6.8669
2.6814
5.7113
5.0733

(0.4902)
(0.4295)
(0.2238)
(0.4016)
(0.4243)

5.0458 (0.3315) 5.0401 (0.3302)

2.0399 (0.4287) 2.0466 (0.4271)
1.8665 (0.4367) 1.9024 (0.4349)
0.8671 (0.4127) 0.9065 (0.4109)
14.2244(1.4531)14.2385(1.4474)
2.1370 (0.5064) 2.1567 (0.5043)
4.1027 (0.3966) 4.1210 (0.3948)
5.9422 (0.6524) 5.8928 (0.6499)
1.3469 (0.3131) 1.3708 (0.3118)
0.2390 (0.0477) 0.2396 (0.0475)
3.9911 (0.3863) 4.0177 (0.3847)

6.0935
4.4533
5.4067
4.8131
5.7447
3.9381
4.5229
8.4385

0.0290 (0.0006)
0.2519 (0.0313)
261,982
524,076
265,245
63680
56

Model3

0.0282 (0.0006)
0.1821 (0.0293)
259,670
519,480
265,245
63680
70

Model4

(0.6902)
(1.0073)
(1.0316)
(0.9950)
(0.9915)
(0.7656)
(1.2957)
(0.7184)

0.0245 (0.0006)
0.1330 (0.0289)
259,004
518,186
265,245
63680
89

6.1497
4.6261
5.5028
4.9069
5.8010
3.9298
4.4054
8.6944

(0.6914)
(1.0097)
(1.0336)
(0.9969)
(0.9931)
(0.7671)
(1.2981)
(0.7192)

0.0265 (0.0004)

259,016
518,208
265,245
63680
88

Thefitofthemodelincreaseswhensegmentandturnattributesareadded(Model2comparedtoMod
el1).Thelogarithmofthelikelihoodratiois2312,andalikelihoodratiotestwith14degreesof
freedomrejectsModel1infavorofModel2withapvalueequalto0withinmachineprecision.This
resultisencouragingasitsuggeststhatthelowsamplingfrequencyandidentificationpowerofthe
observationscanbecounterbalanced,tosomeextent,bymakinguseofattributesofthenetworkcom
ponents.Asexpected,speedlimitsandfunctionalclasseshaveastrongimpactontraveltimerates.
Thedirectionsandmagnitudesarealsointuitive:allelseequal,alowerspeedlimitincreasesthetravel
timerate,asdoesahigherfunctionalclass(i.e.,alowerhierarchicallevel).

22

Traveltimeratesaresignificantlyhigheronsegmentswithtaxistations,nodoubtduetomanytaxis
stoppingtheretowaitforcustomers.Therefore,thecorrespondingvariablecanbeusedforestimating
traveltimesforpersonaltripsbycontrollingforthebiasinthetaxidata.Further,traveltimeratesare
higheronshorterlinksandloweronlongerlinks,reflectingtheeffectofaccelerationanddeceleration
ashypothesized.
Trafficsignalsimposedelaysdependingonthedirectionofmovement:abouttensecondsforleft
turns,sevensecondsforrightturnsandthreesecondsforthroughmovements.Anonsignalizedleft
turnorrightturngivesadelayofabout5seconds,shorterthanforsignalizedturns.Recallthatthese
areaveragedelaysforallvehiclespassingthetrafficsignalsandintersections,whethertheyneedto
breakornot.However,thedelaysareprobablysomewhatunderestimated(andsegmentrunningtravel
timescorrespondinglyoverestimated),sincethedelaycausedbythetrafficsignalorintersectionmay
bedistributedalongtheprecedinglink(s)duetoqueuesetc.,sothatavehiclesendingareportjust
beforereachingaturnasspecifiedinthenetworkmodelmayalreadyhaveexperiencedsomeofthe
associateddelay.
Theexplanatoryvariablesfortheconditionsofthetripimprovethefitofthemodelfurther(Model3
againstModel2).Thelogarithmofthelikelihoodratiois666;again,alikelihoodratiotestwith19
degreesoffreedomrejectsModel2infavorofModel3withapvalueequalto0withinmachinepre
cision.Meantraveltimeratesaresignificantlyhigherinthelatehalf7:458:00oftheperiod(+5%),
suggestingabuildupofthemorningpeakcomparedto7:307:45.Thereisalsovariationacrossthe
week:traveltimeratesarelowestonMondaysandFridaysandhighestonTuesdays(2%higher),after
whichtheydecaytowardstheweekend.Traveltimeratesarelowerduringpublicholidays,dropping
by14%.ThesummerseasonandinparticularthepeakvacationmonthofJulyarealsoassociatedwith
bigreductionsintraveltimerates(4%and10%,respectively),whereasthewinterseasonisassoci
atedwithhighertraveltimerates(+2%).Thelatterresultismorelikelyaneffectofweatherconditions
(althoughrecentsnowfallisconsideredseparatelybelow)thanincreasedtrafficsincedemandlevelsin
Stockholmaregenerallylowinthewinter.Interestingly,thereisasmallbutsignificantincreasein
traveltimeratesfrom2010to2011ofabout1.3%.Thismaybeindicativeofalongtermincreaseof
congestionintheinnercityofStockholm.
Recentsnowfallsignificantlyincreasesmeantraveltimerates.Theestimatesuggeststhateveryfour
hoursofconsecutivesnowfallbeforethetripincreasestraveltimeratesbyabout1%.Thiseffectis
expectedsincesnowonthegroundmakesdrivingmoredifficult.Meanwhile,nosignificantimpactof
concurrentorrecentrainfallontraveltimeswasfound.Itisquitepossiblethatfurtheranalysisofthe
weatherdatacouldleadtomorerefinedinsightsintotheimpactofweatherconditions(includingfor
examplecombinedeffectsofprecipitationandtemperaturechanges)ontraveltimerates.
Traveltimeratesarehigherwhenthetaxiisfree(+4%),mostlikelyduetothefactthattheymaybe
cruisingforcustomersatlowspeeds.Whentraveltimesarepredictedforpersonalcarsitmaybeap
propriatetosetthisvariabletozero,orestimatethemodelonlyondatafromhiredtaxis.
Thestandarddeviationishigher(+6%)inthelatehalfoftheperiod.Thus,boththeaverageandthe
variabilityofthetraveltimeratesincrease,whichistheexpectedeffectofincreasingcongestion.In
terestingly,thevariabilityonweekdaysotherthanMondaysincreasesbyroughlythesamefactor
(+5%).Summerandvacationdayshavelowerstandarddeviationsasexpectedduetolesscongestion.
ThedependenceparameterfortheSMAstructureispositiveandstatisticallysignificant,indicating
positivecorrelationbetweennetworklinktraveltimerates.Forthemainroute,theestimatedparame
tervalueinModel3translatestotraveltimecorrelationsbetweenlinksuptoabout10%,whichis
quitelow.Treatinglinksasindependentreducesthefitofthemodelonlymoderately(Model4vs.
Model3).Thiswouldseemtosuggestthatcorrelationsbetweennetworkcomponentsarenotvitalto

23

consider when estimating travel times. However, more research is needed to dete rmine the
characteristicsofinterlinkcorrelationandappropriatestructuresforthespatialweightmatrices.
5.5Analysisofresults
Usingtheestimationresultsoftheprevioussection,thetraveltimeonthemainroutewasestimated
asthesumofthetraveltimesonthesegmentscorrespondingtotheroute.Figure7illustrateshowthe
estimatedmeanandvariabilityvaryunderdifferentcombinationsoftripconditionsusingthespecifi
cationofModel3.Thereference,baselineconditionsarethoseoftheperiod7:307:45onanon
holidayMondayinspring/fall2010withnorecentsnow.Asthefigureshows,theestimatedmean
travel time may vary up to a minute depending on the travel conditions considere d. Also, the
variationsintraveltimemaybeverysmallbutstillstatisticallysignificant,suchastheincreasein
traveltimebetween2010and2011.

Figure7:Estimatedimpactoftripconditionsonthetraveltimeforthemainroute(BirgerJarlsgatan
southbound,7:308:00).Thefilledbarsshowthemeantraveltime,theerrorbarsshow95%confidence
intervals.

LocatedatbothendsofthemainroutearetwoANPRcamerasthatrecordlicenseplatenumbersandtime
stampswhenvehiclespass.Thetraveltimeofavehicleontherouteiscalculatedbytakingthedifference
betweenthetimestampsasthevehiclepassesthetwoANPRsensors.Notethatthecamerascaptureall
vehicles,includingpersonalcars,taxis,trucks,busesetc.TraveltimedatafromtheANPRsensorsatthe
individualvehiclelevelwereavailablefortheperiodAugust15,2011April12,2012.

Foranumberofreasons,theANPRdatacannotberegardedasgroundtruthdataforthetaxiprobe
vehicledata.First,theANPRdataisnoisyandaconsiderablenumberofobservationshastobefil
teredoutasoutliersduetovehiclesstoppingalongtheroute,takingdetours,mismatchedlicense
plates,etc.(KazagliandKoutsopoulos,2012).Second,itisnotknownexactlyatwhichpointsthe
ANPRsensorsregisterthevehicles;itmayevenvarybetweenvehiclesdependingonwhenthecamer
asareabletoreadthelicenseplates.Thismeansthattheremaybedifferencesbetweenthelengthof

24

thetaxirouteandtheANPRroute.Thirdandmostimportant,itisgenerallyacknowledgedthattaxis
behavesystematicallydifferentfromoveralltraffic:theymaydrivefasterthantheaveragevehicle
whenoccupiedandfarfromthedestination,whereastheystopmorefrequentlyanddriveslowerthan
averagewhenpickingupordroppingoffcustomers.Hence,comparisonoftheestimatedtraveltime
againsttheANPRdatashouldnotbeconsideredasvalidationinanystrictsense.
ThedistributionoftraveltimesobtainedfromtheANPRdataisshowninFigure8.Ascanbeseen,the
distributionisunimodalandslightlyskewedtotheright.Themeantraveltimeis3.52minutes,the
median3.47minutes,andthestandarddeviation0.63minutes.
TheANPRobservationswerecomparedtothemainroutetraveltimeestimatesusingthespecification
andparametervaluesofModel3showninTable1.Usingtheestimatedmodel,themainroutetravel
timedistribution,i.e.,meanandstandarddeviation,wascalculatedunderthetripconditionsofeach
ANPRobservation(weekday,season,year,etc.).Analysisshowedoccupiedtaxistobemoresimilarto
theoveralltrafficthanfreetaxis,andthefreetaxidummywassetto0forallobservations.Amix
turedistributionwasthengeneratedoverallobservationspecificdistributions,withequalweightsfor
allobservations.Thefinaldistributionisthusamixtureofnormaldistributionsandrepresentsthe
traveltimedistributionunderthevaryingtripconditionscapturedintheANPRdata.Themainroute
traveltimehasanestimatedmeanof4.04minutesandastandarddeviationof0.95minutes.Thetraf
ficsignalsandintersectionsalongtherouteconstitute23%ofthemeantraveltime,whiletheremain
ing77%istherunningtimeonthelinks.
0.7

Probability density

0.6
0.5
0.4
0.3
0.2
0.1
0
1

3
4
5
Travel time (min)

Figure8:Empiricaldistributionoftraveltimesforthemainroute(BirgerJarlsgatansouthbound)from
ANPRdata.

Hence,themodelestimatesofthemeanandstandarddeviationusingtheprobevehicledataarehigher
comparedtotheANPRdata.Thehighermeanmaybecausedbyacombinationoftheissuesmen
tionedabove:queuingdelayspartiallyincludedinlinktraveltimes,mismatchingdefinitionsofthe
startandendpointsofthemainroute,filteringofoutliers,andsystematicdifferencesbetweentaxis
andtheoveralltraffic(especiallyconsideringthelandusecharacteristicsofthecorridor).Thehigher
standarddeviationmaybefurthercausedbyuncertaintyinGPSlocationsandpathchoices.Also,the
specificationofthevarianceusedhereissimplewithonlyasinglevarianceparameterforalllinks;it
ispossiblethatrefiningtheestimatebyaddinglinkgroupsandexplanatoryvariablesforthevariance

mayreducethevarianceforthemainroutetraveltime.
25

6.CONCLUSION
Thepaperpresentedastatisticalmodelforurbanroadnetworktraveltimeestimationbasedonlow
frequencyGPSprobevehicledata.Networktraveltimesaremodeledasrunningtraveltimesonlinks
andturndelayattrafficsignalsandintersections.Toanalyzetheeffectsofnetworkcharacteristicsand
tripconditions(timeofday,season,weatherconditions,etc.),themeanandvarianceofthelinktravel
timesandtheturndelaysareexpressedasfunctionsofexplanatoryvariablesincombinationwithfixed
effectsforgroupsofsegments.Thisapproachalsoallowsthemodeltohandlethelowresolutionofthe
probedata.Thenetworkmodelallowscorrelationbetweentraveltimesondifferentnetworklinks
accordingtoaspatialmovingaverage(SMA)structure.Theobservationmodelpresentsawaytoes
timatetheparametersofthenetworkmodelthroughlowfrequencysamplingsofvehicletraces,includ
ingthecorrelationasexperiencedbyadrivertraversingthelinkssequentially.Themethodologycan
beusedforthedevelopmentofdatabasesofhistoricaltraveltimes.
Conditionalontripconditions(weather,accidents,constructionwork,etc.),thenetworkmodelas
sumesthatlinktraveltimesfollowamultivariatenormaldistribution.Someempiricalstudieshave
foundthenormaldistributiontobeagoodapproximation(Rahkaetal.,2006),whileotherstudies
havefoundmoreskeweddistributionstoprovidebetterfit(e.g.,Unoetal.,2008;FosgerauandFuku
da,2012).Observationscollectedoveranextendedperiodoftime(asisoftenthecasewithempirical
traveltimedistributionsshownintheliterature),however,mayencompassarangeofdifferenttrip
conditions.Inthemodel,themarginaldistributionacrossdifferentconditionsisamixtureofnormal
distributionsandmayhaveashapeverydifferentfromanormaldistribution(Parketal,2010).To
someextentthemodelisthuscapableofrepresentingskewedtraveltimesdistributions.
ThemodelwasappliedtoapartofthearterialnetworkinStockholm,Sweden.Attributessuchas
speedlimits,functionalclasses,onewaystreetsandsignalizedornonsignalizedleftturnsandright
turnshavesignificanteffectsontraveltimes.Tripconditionssuchastimeofday,weekday,public
holiday,vacation,year,recentsnowfallandrecentrainfallalsohavesignificanteffectonboththe
meanandinsomecasesthevariabilityoftraveltimes.Further,thereispositivecorrelationbetween
links.
Thecasestudyhighlightsthepotentialofusingsparseprobevehicledatatomonitortheurbanroad
transportsystemandidentifychangesintraveltimesandspeeds,withouttheavailabilityofclassical
trafficdatasuchasflows.Evensmallvariationsintraveltimesbetweendays,seasonsandyears,can
beidentifiedwithstatisticalprecision,whichsuggeststhatopportunistic,sparseprobevehicledatacan
provideacosteffectivewayofassessingtheimpactsofmanagementactions,policyinstrumentsand
investmentsontrafficconditions.Theincreasingavailabilityofsuchdataalsoopensupthepossibility
fornewtypesofcontrolstrategies;forexample,congestionchargescouldbetieddirectlytoaconges
tionindexthatiscalculatedfromtheestimatedtraveltimesandupdatedatsuitableintervals.
ThecomparisonwithANPRdatarecordingtraveltimesforallvehicles(personalcars,trucks,etc.),
however,suggeststhattheremaybesystematicdifferencesintrafficbehaviorbetweenopportunistic
probevehicles,inthiscasetaxis,andtheoverallvehiclefleet.Thesedeviationsmayvarydepending
onthecharacteristicsofthenetworkandthesourceofdata.Inordertodeterminethebestutilizationof
opportunisticprobevehicledata,thesimilaritiesanddifferencescomparedtotheoveralltrafficneedto
beinvestigatedcarefully.Furtherresearchisneededtodeterminetheextenttowhichsuchdifferences
canbecontrolledfor.
Onthemethodologicalside,thecasestudyalsorevealstheimportanceofspecifyingthespatialde
pendenceweightmatricesproperlyinorderforestimatedcorrelationsbetweenlinktraveltimestobe
meaningful.Thisisstillanundevelopedareaofresearchwheremoreanalysisofthecharacteristicsof
interlinkcorrelationsusingprobevehicledataisneeded.

26

ACKNOWLEDGEMENTS
WewouldliketothankTomasJulnerfromTrafikStockholmforhissupportandprovisionofthedata
totheiMobilityLabatKTH,andEvanthiaKazagliforherassistancewithprocessingtheANPRdata.
WearealsogratefulforthecommentsandsuggestionsfromtheEditorandthereviewerswhichhelped
improvethepaper.TheworkwasfundedbytheSwedishTransportAuthoritythroughtheMobileMil
lenniumStockholmproject,andTRENoPStrategicResearchArea.
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