Statistical inference for two-regime stochastic car-following models

Tu Xu and Jorge Laval

Transportation Research Part B: Methodological, 2020, vol. 134, issue C, 210-228

Abstract: This paper presents the formulation of a family of two-regime car-following models where both free-flow and congestion regimes obey statistically independent random processes. This formulation generalizes previous efforts based on Brownian and geometric Brownian acceleration processes, each reproducing a different feature of traffic instabilities. The probability density of vehicle positions turns out to be analytical in our model, and therefore parameters can be estimated using maximum likelihood. This allows us to test a wide variety of hypotheses using statistical inference methods, such as the homogeneity of the driver/vehicle population and the statistical significance of the impacts of roadway geometry. Using data from two car-following experiments, we find that (i) model parameters are similar across repeated experiments within the same dataset but different across datasets, (ii) the acceleration error process is closer to a Brownian motion, and (iii) drivers press the gas pedal harder than usual when they come to an upgrade segment. Additionally, we explain the cause of traffic oscillations traveling downstream, which were observed both in the field data and in our simulations. The model is flexible so that newer vehicle technologies can be incorporated to test such hypotheses as differences in the car-following parameters of automated and regular vehicles, when data becomes available.

Keywords: Car-following model; Stochastic acceleration process; Stop-and-go traffic; Maximum-likelihood estimation (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.trb.2020.02.003

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