Freeway Traffic Stream Modeling Based on Principal Curves

Dewang Chen, Junping Zhang, Jue Wang IEEE Senior Member, Fei-Yue Wang IEEE Senior Member

Abstract -- The paper first analyses the importance of freeway traffic steam model, then focus on the macroscopic traffic stream model which reflect the relationship between the aggregati ve traffic variables: traffic density or occupancy, speed, and flow. Different from the conventional method, principal curve s are used to modeling the traffic stream without the assumption of certain function form. Furthermore, we presume that the traffic variables interact with each other and would like to summarize the joint behavior of the traffic variables. After giving a brief description of principal curve s and the algorithm is given, experiments in two sets of traffic data were carried out for the comparison of t he model accuracy between the proposed model and the classical model proposed by Greenshields. Results show that the accuracy of the proposed model is better than that of the classical model. What is more important, it give s a nonparameter modeling method that may be used as the uniform method for traffic stream modeling as long as enough and accurate traffic data are obtained. The conclusion and further work are outlined in the last section of this paper.
Index Terms Traffic stream Model, Principle Curves, Freeway, Density, Occupancy, Speed, Flow, Greenshieds. INTRODUCTION he more serious congestion in urban traffic corridor make the Intelligent Transportatio n System (henceforth ITS) become a focus of the society and transportation researchers and engineers. Applying the effective control and guidance system to improve the congested situation becomes an important component in ITS. As freeway plays a principal role in the whole urban traffic network, like a n artery in human body, the traffic congestion in city will be greatly emolliated if the freeways are utilized fully [1]. If want to control the freeway effectively, the premise is to master the freeway traffic stream model, that is , the underlying relationship among traffic variables in depth. Obviously, Modeling the freeway stream is an important research, and also the freeway stream models are the foundation to analyze traffic phenomena and realize the traffic simulation. The focus of this paper is to investigate the freeway stream model which reflect the intrinsic relationship among the three fundamental traffic parameters, that is, flow, speed, density (or occupancy).

I. THE BRIEF OVERVIEW OF THE EXISTING TRAFFIC STREAM

MODELING MEHTODS

Manuscript received March 1 5, 2002. Dewang Chen, Junping Zhang and Jue Wang are all in the lab for complicated systems and intelligent sciences, Institute of Automation, Chinese Academy of Sciences, P. O. Box 2728, Beijing100080, P.R.China (respective e-mail: dewang.chen@mail.ia.ac, junping.zhang@mail.ia.ac.cn ) Fei-Yue Wang is in Department of system and industrial engineering, University of Arizona, USA (e-mail: feiyue@sie.arizona.edu ).

Currently, most traffic steam models are obtained by the following two methods. One method is to suppose a theoretically mathematical model between speed and density or occupancy and according to the flow equal to the product of density and speed, then using the measured data to estimate the parameters in the model [2] [3] [4]. The another method is to collect traffic data first, and then on basis of the shape of the scatterplot to estimate the function form, using the regressi on method to estimate the parameters of the guessed function in the end [6]. The first method is dependent on the assumed relationship about speed and density. There are almost no theoretical models which are consistent with the measured field data [5]. The number and the accuracy of the measured field data, the guessed function and the data regression method mainly decide the effectiveness of the second method. There are many kinds of the reported traffic curves and no kinds of them are accepted widely [6]. The main shortcoming is that the function form is decided by experience and the inherent laws of traffic stream are not easily to be reflected. The reasonable assumption of the two mentioned methods is that density is an explanatory variable in traffic steam variables. The change of density will cause the change of speed, and then the flow will alter accordingly. But, in essence, traffic stream is very complicated stochastic phenomena where the various traffic stream variables influence each other and it is hard to say which is the main variable. For example, the deceleration of driver will also cause the increase of density, and then the flow will decrease or increase accordingly. What is more, there exists complicated driver behavior in traffic stream and the shape of freeway and the traffic composition also have influence on traffic variables. So even if there exist some relationship among the traffic stream variables in statistical meaning, it is hard to give an accurate traffic stream model. If the relationship among the traffic stream variables could not be given a definite causality and accurate function, it may be more desirable to treat the traffic stream variables symmetrically. Principle curves (henceforth PCs ), a mathematical method that is suitable to handle the strong coupling relationship among the variables, can be used to probe into the inherent law of traffic steam variable. The detail introduction and the modeling algorithm of principle curves will be described in the second section and the third section. The structure of the paper is as following: the first section briefly describes the importance of the traffic stream model and points out the shortcoming of the existing modeling methods; the second section gives briefly introduction of the

0-7803-8125-4/03/$17.00 2003 IEEE

principle curves; the detailed algorithm of Principal curves is given in the third section; the fourth section uses two sets of freeway traffic data to compare the effectiveness between the proposed Principal curves modeling and the classical Greenshields modeling, and analyzes the results; some conclusions and further work are outlined in the fifth section.
II. Introduction of Principal Curves

f ( x ) = sup{ :|| x f ( ) || = inf || x f ( ) ||}

a b

(2)

Principal Curves (henceforth PCs), presented by Hastie and Stuetzle in 1988 [7], mean smooth one-dimensional curves passing through the middleof the dataset. From the angle of probability distribution, PCs satisfy the selfconsistent property, namely, the mean of all data projecting on a point F ( ) just is F ( ) . Principal Curves are the natural non-linear generalization of linear principal components, and the non-Euclidean one-dimensional manifold embedded in high dimensional data space. In addition to the statistical characters being obtained by linear principal components , PCs reflect the globally geometrical structure of data. Therefore, PCs is a method based on global analysis other than on local analysis [8]. PCs use natural parameter-arc-length- as projection index of data in the principal curves . The ordered property can then be obtained from the originally unordered dataset by the arc-length parameter. So we can effectively recover the topological relationship among the data. Principal curves have been successfully applied to solve various practical problems, such as the alignment of magnets of the Stanford linear collier, Ice Floe Identification in Satellite Images , handwriting ossification, speech recognition, and such like. The detail introduction of Principal Curves can be seen in [8]. W e assume that modeling traffic flow can be viewed as the identification of the underlying relationship among traffic stream variables . We also hypothesize that the proposed PCs framework is an exploratory work for the model of traffic stream. .The algorithm for modeling traffic steam based on PCs To comprehend the properties of principal curves, some basic definitions of principal curves are given first. Definition 1 : Continuous function f ( ) is a onedimensional parameterization of curve, if it satisfies

Which is the largest value of for which the curve f ( ) is closet to the point x , we can therefore get rid of ambiguous points. Definition 3: The Euclidean distance from x to curve f ( ) is

( x, f ) = inf || x f ( ) ||2
a b

=|| x f ( f ( x)) || 2

Where f ( f (x)) is the projection coordinate from x to curve f ( ). It is worth noted that the projection distance is the orthogonal distance rather than the vertical distance the regression methods uses . Definition 4 : Given curve

f ( ) = ( f 1 ( ), f 2 ( ),L , f d ( )), R The arc-length from 0 to 1 is given by

1
n 1 i =1

l = || f ' ( z ) || dz || f (i +1 ) f (i ) || (4)
0

Where f ' ( z ) is tangent to the curve at and is sometimes called the velocity vector at . If || f ' ( z ) || 1 then l = 1 0 . This is a natural parameterization for curves in terms of the arc -length. A curve with || f '|| 1 is called a unit speed parameterized curve. Using the arc-length of curve, we can construct the ordered structure of dataset To represent the intrinsic structure accurately, Hastie assumed that non-linear methods are more general than linear methods. The proposed PCs method can keep up the largest variances and extract the underlying structure effectively. The definition of PCs can be seen as follows: Definition 5: (HS principal Curves): let the family of curve be M. Principal curve f ( ) M is self-consistent, if E( x | f ( x ) = ) = f ( ), 5 is satisfied. According to the self-consistent condition, each point F (i ) in PCs is the conditional mean of all data projecting on the point F (i ) . Obviously, the self-consistent is inherently intuitive. Based on the definitions mentioned, we can form a basic algorithm of PCs for the given data distribution: (0 ) Step0 Let original curve f ( ) is the first principal component, the iterative number j=0 Step1:(projection)

f : Rd ,

= [a, b] R

i a f (i ),i = 1,2,Ln
f ( i ) = ( f1 ( i ), f 2 ( i ),L , f d ( i )) 1
Where represents the ordered structure along the curve in formula (1), and can also be regarded as the underlying variables for the generation of the traffic flowing curves. Definition 2: A projection index defined as

x R d compute f ( j ) ( x) = sup{ :|| x f ( ) ||= inf || x f ( ) ||}

for all

( j +1 )

Step2:(expectation) According to self-consistent, recomputed the curve

f : R d R can be

( ) = E[ X | f ( j ) ( X ) = ]

Step3: if

(1

( f ( j +1) ) ) < , then stop, otherwise, let ( f ( j) )

j=j+1, go to step 1.Where is the predefined value, we set it 0.01. For finite dataset, however, the sample point being projected on PCs is at most one point so that we can t obtain the true PCs from the mentioned algorithm. If the dis tribution of data is unknown, the cubic smoothing spline is an alternative strategy for the estimation of PCs in this context: Find f ( ) and

i [0,1] (i = 1, L, n) so that
n i =1

D 2 ( f , ) = || xi f ( i ) || 2 + || f ' ' ( ) || d
1 2 0

(6)

is minimized over all f with

f j S2 [0,1] . Where is fixed

smoother operator, f ' ' ( ) the second -order derivation. The detail of optimization can be referenced by [9]. Two cases study on traffic stream modeling Both PCs modeling method as seen in section 3 and classical Greenshields model [3] are used to modeling the two sets of traffic stream data and results are analyzed in this section. One set of the data was detected from the Beijing Urban loop freeways; another set of the data came from the I880 freeway on website of University of California, at Berkeley.

density. As the vehicle type in freeway is relatively uniform and for simplicity of computation, we assume the length of vehicle as a constant value, as in this paper, length of vehicle is assumed to be 7 meters. The data detection lasted 5 days and 1240 set of data are required. Using some prelimlary data filtering, such as excluding the occupancy greater than 100%, 937 groups of data are used to verify the traffic stream models. Using the algorithm based on PCs mentioned in section 3 and the regression algorithm based on the Greenshields model, density-speed curve, density-flow curve and flow -speed curve are obtained according to the field-measured data. The curves are shown in Figure2, 3 and 4, where the curves based on PCs algorithm are denoted by real line, whereas the curves based on the regression method by the dashed line. In the figure 2, the projection lines from the data points to PCs are retained, however, they are omitted in figure 3 and figure 4 for the clarity. The function formulas obtained by the regression method are also shown in the figures. The traffic stream model used in regression method can be found in reference [2]. The linear density-speed model, speed-flow model, flow-speed model are shown as formula (8), (9), (10).

u = u f (1 k / k f ) q = k u f (1 k / k f )

8 9

q = k f u(1 u / u f ) 10
Where, q is the flow (veh/h), u the speed (km/h), k the density (veh/km), u f the free-flow speed, and k f the jam density.

Fig.1 the data detection scheme

A.

First case study

Fig 2 the density-speed curve

Traffic data, including flow, speed and occupancy, was obtained at the third loop urban freeway. The sensor used was the RTMS (remote transportation microwave sensors) and the statistical cycle of traffic data was five minutes. The CDPD (Cellular Digital Packet Data) modem collecting with RTMS was used to transmit the traffic stream data to our lab through CDPD wireless network, as the figure 1 illustrate. The detail description will be found in [10]. In addition, equation 7 are used to convert occupancy to density

o (i ) = l (i ) k (i ) (7) Where, o is the occupancy, and l is the average length of vehicles adding the length of the detection zone, k is the

From the figure 2, 3, 4, it can be seen that the traffic curve based on PCs is consistent with our common sense about traffic steam. Density is the inverse proportional with the speed. When density increases, speed decreases, and vice versa. Meanwhile, if density increases from zero, flow increases accordingly. However, when the density reaches a critical value, the flow reaches its maximum. If the density exceeds the critical value, the flow will decrease with the increase of density. A s speed decreases from the free-flow speed, flow increases. However, when speed is less than a certain value, the flow decreases accordingly.

the curve. The detail comparative results are shown as the table one.
Tab.1 the comparative results of two models

Model PI
GM SumE

k-u
4976.3

k-q
11380.6 5225.8 -54.1% 121.4 55.8 -54.1% 129.2 75.9 -41.3%

q-u
36326.4 9999.5 -72.5% 387.6 106.7 -72.5% 360.9 112.6 -68.8%

q-k-u
9764.8 104.2 95.9

PC 4189 .2 PC change -15.8% GM 5.3 PC 4.5 PC change -15.1% GM 4.6 PC PC change 4.3 -6.5%

MeanE

StdE Fig.3 the density-flow curve

From the figures, it can be seen intuitively that the result curve based on PCs can reflect the global tendency of the data set. In Figure2, the free-flow speed obtained by regression method is 58.1km/h, which is evidently smaller than the actual free-flow speed. However, the free-flow speed got by PCs is about 75km/h, which is more close to the actual free-flow speed (The speed limit is 80km/h in this detection section of Beijing urban freeways). In Figure3, the critical density obtained by regression method is 50.8veh/km, which is a little bigger than 48.5veh/km, which is got from PCs. In Figure 4, the curve based on PCs reflecting the data tendency very well whereas the traffic curve obtained by regression method is far from the real data set. The flow-speed curve has a rapid decrease tendency at the high-speed stage, that is, the speed decrease rapidly, but the flow increase slowly. After then, a very long horizontal line indicates that the speed decrease very slowly, while the flow increase quickly . The procedure is very consistent with the curves detected in field [5].

Where, SumE is the sum of the errors, MeanE is the average of error. GM represents the Greenshields model based on regression method. PC represents the traffic stream model based on the PCs. Form table 1, it is easily to see that the statistical error PI of traffic stream model based on PCs is much lower than that of GM model based on regression method, so the proposed modeling method based on PCS reflect the relative relationship between the traffic variables more accurately . It is needed to point out that the proposed PCs framework is an explanatory analysis method that depends on data rather than on concrete model. Because of the symmetrical treatment of the variables in PCs the density-speed curve obtained by PCs is therefore the same as the speed-density curve obtain by PCs. The underlying relationship among the three traffic variables is also analyzed by PCs in this paper. The threedimension curve obtained by PCs is shown in Fig.5. From the Fig.5, the relationship among density, speed, flow and the curve tendency can be clearly seen. The detail analysis will not be conducted in this paper, but will be in detailed discussed in the following work.

Fig.4 the flow-speed curve

After a qualitative comparison mentioned above is used, some quantitative evaluation will be adopted to analyze the difference between the classical traffic model based on the regression method and the proposed modeling framework based on the PCs method. What is needed to point out, the model error based on the PCs is the orthogonal distance from the data points to the curve, which is decided by this modeling way. For the consistence of judgment, the model error based on regression curve is the vertical distance from the data set to

Fig.5 Flow-speed-density model based on PCs.

B. Second case study The data of this case came from the website at University of California at Berkeley 1 . The sensors used were loop detectors. The original flow data collection cycle time is 2 seconds, the occupancy one is 2 minutes form 2pm to 8pm. The average value of traffic data from station 3 is
11

http://www.ce.berkeley.edu/~daganzo/index.html

used to study, at the same time, summing the flow data to make it having the same cycle of occupancy. Then, 179 groups of flow-occupancy data are obtained for this investigation. The occupancy, other than converted to density, is directly used to traffic stream modeling. Since 1980 s, many researchers began to use the detected occupancy to substitute the density, which can avoid the error arising from converting the occupancy to density [11].

Fig.6 the two occupancy -flow model

The PCs algorithm described in section 3 and the same regression method as in section 4.1 are used respectively, the two obtained curves is shown in Fig.6. The comparative results of statistical performance index of the two modeling method are shown in Tab.2. The meaning of the parameters in Tab.2 is the same as them in Tab.1.
Tab.2 the compare results of two models
Model PI

traffic steam model gotten by PCs is more accurate and intuitive than the classical traffic stream model obtained by regression method. So we presume that the PCs modeling can reflect the inherent characteristic of traffic stream model. The traffic stream model gotten by PCs can provide more accurate and useful information to traffic control, such as critical density. The further usefulness will be discussed in the future. What is more, the PCs modeling can be used as a uniform method to handle traffic data and obtain the traffic model, compared with the other theoretical models and practical models. The work in this paper is just a preliminary exploration; there will much further work to do in the future. There are many factors which will influence the modeling and need to analyze, such as the data cycle, the number of data, the difference between the occupancy and density in modeling, the detection location and so on. In conclusion, modeling traffic flow based on principal curves is a method depends on the dataset rather than on the family of function assumed. Only is one rational assumption, namely, middle of the data given in the modeling procedure. To use the proposed method for practical application, however, many work need to be done. It is expected to construct the corresponding frame by the geo metrical structure of principal curves so that we can model and predict the traffic flow explicitly in future research and find their application in traffic control field.
ACKNOLEDGEMENTS

This work has been supported by National Outstanding Young Scientist Research Fund by Chinese National Science Fund Committee to Prof. Fei-Yue Wang. REFERENCES
[1] Papageorgiou, M, Freeway ramp metering: an overview, IEEE ITSC 2000, Dearborn, USA , pp. 228-239 Greenshields, B.D (1935) A study of traffic capacity. Highway Research Board Proceedings 14 pp.448-477; Greenberg H 1959 an analysis of traffic flow Operations Research, Vol 7,pp78-85 Edie,L.C(1961). Car following and steady -State Theory for Noncongested Traffic Operations Research, 9, pp.66-76. Drake,J.S., J.L.Schofer, and A.D. May(1967). A statistical Analysis of Speed Density Hypotheses. Highway Research Record, 154, pp.53-87. Hall,F.L., V.F.Hurdle, and J.H.Banks(1992). Synthesis of Recent Work on the Nature of Speed-Flow and Flow-Occupancy (or Density) Relationships on Freeways. Transportation Research Record 1365, TRB, National Research Council, Washington, DC, pp.12-18. Hastie T. and Stuetzle W., Principal curves , Journal of the American Statistical Asssociation, 1988, 84(406): 502 516. Junping Zhang, Jue Wang, An overview of principle curves , Chinese Journal of Computer, 2003 , vol26, no.2 pp1-18 Silverman, B.W. (1985), some aspects of spline smoothing approaches to non-linear data structures, Journal of the Royal Statistical Society, Ser. B, 47, 1-52 Dewang Chen Xiaoyan Gong, Changqing Zheng A wireless traffic information collection system in Beijing urban freeways , IEEE ITSC 2002, Singapore, pp. 190 195 Hall, F.L. and M.A Gunter (1986). Futher analysis of the flowconcentration relationship. Transportation Research Record 1091, TRB, NRC, Washington, DC, pp.1-9.

O-V
GM 31346 .4 8951.3 -71.4% 175.2 50.1 -71.4% 136.1 45.3 -66.7%

SumE

PC PC change GM PC PC change GM PC PC change

[2]
[3] [4]

MeanE

[5]
[6]

StdE

From Fig.6 to tab.2, it is easy to found that the traffic model based on PCs modeling reflects the overall tendency of traffic data superior to the classical model based on regression method. The various kinds of statistical performance index of PCs model improved much more than those of classical model. As the number of data is relatively sparse however, the curve obtained by the PCs could not reflect the overall panorama of traffic stream model accurately. So, the further analysis will not be investigated in this paper. CONCLUSION AND FUTURE WORKS Applying the PCs, the underlying relationship among traffic stream s variables and the overall tendency of data can be obtained. Results consist with the common sense. The

[7]
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[9]
[10]

[11]