Full Text 01
Full Text 01
Dissertations
No. 1102
Anders Peterson
Norrköping 2007
Linköping Studies in Science and Technology. Dissertations, No. 1102
The cover illustrates the equipment for collecting link flow observations. Here, the
traffic entering and leaving the car park at the commercial Ekholmen centrum in
Linköping, Sweden, is being counted. Photo: April 8, 2007, by Inger Munkhammar.
Most important for the performance of a post-graduate study are the supervisors,
and I sincerely acknowledge Jan Lundgren and Torbjörn Larsson for advice and
support over the years. Jan has introduced me to traffic modeling and especially
the Origin–Destination matrix estimation problem. He has been a good advisor
by all occasions and I am very grateful for his help in defining and structuring the
research work.
Torbjörn has guided me through the process of scientific writing and re-writing. He
has patiently offered a lot of time for the details and the nuances in the thesis.
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Abstract
For most kind of analyses in the field of traffic planning, there is a need for origin–
destination (OD) matrices, which specify the travel demands between the origin and
destination nodes in the network. This thesis concerns the OD-matrix estimation
problem, that is, the calculation of OD-matrices using observed link flows. Both
time-independent and time-dependent models are considered, and we also study the
placement of link flow detectors.
Finally, we study the underlying problem of finding those links where traffic flow
observations are to be performed, in order to ensure the best possible quality of
the estimated OD-matrix. There are different ways of quantifying a common goal
to cover as much traffic as possible, and we create an experimental framework in
which they can be evaluated. Presupposing that consistent flow observations from
all the links in the network yields the best estimate of the OD-matrix, the lack of
observations from some links results in a relaxation of the estimation problem, and a
poorer estimate. We formulate the problem to place link flow detectors as to achieve
the least relaxation with a limited number of detectors.
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Populärvetenskaplig sammanfattning
Noggranna uppgifter om antal resande från varje startpunkt (eng. origin) till varje
målpunkt (eng. destination) i ett trafiknät är viktiga indata till de flesta av dessa
modeller, och de brukar organiseras i s.k. OD-matriser (eng. Origin–Destination
matrices). Att utarbeta OD-matriser utifrån resvaneundersökningar och olika sta-
tistiska sammanställningar är dyrbart och görs sällan. Observerade trafikflöden, som
samlas in genom slangmätningar, vägkameror, tullportaler, etc., utgör däremot billig
och lättillgänglig information om den rådande trafiksituationen. Denna avhandling
behandlar problemet att skatta OD-matriser utifrån trafikflödesobservationer.
Den skattade OD-matrisen ska tillsammans med den ruttvalsprincip som antagits för
trafiken återskapa de observerade trafikflödena så bra som möjligt. Det finns olika
principer för att beskriva trafikanters ruttval. Vanligtvis antar man att varje resenär
väljer den väg som tar kortast tid utifrån den trängsel och de körtider som råder i den
givna trafiksituationen. När OD-matrisen ändras kommer trafiksituationen också
att ändras, vilket påverkar körtider och ruttval. Ju hårdare trafikerat gatunätet är,
desto större blir förändringarna. I en tidsberoende modell måste dessutom flödet av
trafik återges korrekt i både tid och rum.
Att förutse hur ruttval och flödesfortplantning beror av OD-matrisen är svårt och
kräver omfattande analyser av hur känslig en given trafiksituation är för förändringar
i resandet. I den här avhandlingen utvecklas och utvärderas olika sätt att modellera
detta beroende.
En intressant fråga är var i gatunätet flödesmätningar ska utföras för att ge så hel-
täckande information som möjligt av trafiken. I avhandlingen jämförs olika placer-
ingar med avseende på hur väl man lyckas skatta OD-matrisen och vi kan dra gen-
eralla slutsatser om vilka placeringsstrategier som bör användas.
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Introduction and Overview
1 Background
The number of cars increased heavily in the decades following World War II. During
the 1950s the number of registered passenger cars in Sweden was more than quadru-
pled and ended with 1.1 Million (Statistics Sweden, 2007). The situation was similar
in all western countries and opened for the use of mathematical models in traffic
planning: How can the available infrastructure be used in the most efficient way and
what investments would give the best effects? These questions are still fundamental
in traffic planning, though the valuation of accessibility, congestion, emission, travel
time, etc. have changed.
Mathematical modeling of traffic requires a lot of data and other information about
the road network and the travel demand. The intended user of the models and
methods, that are discussed in the thesis, is the road administrator for a medium or
large sized city. For Swedish conditions we identify the Swedish National Road Ad-
ministration (Vägverket), which is responsible for the major national road network,
and the municipal traffic administrators in the larger citites as important users.
The accuracy of the modeled traffic situation depends on the quality of the available
information, and how this data is combined and weighted from different sources. The
travel demand is a key component and nearly every traffic model requires a tableau
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specifying the travel demand between different places in the network. Such a tableau
is called an Origin–Destination matrix, or OD-matrix for short; synonymously used
terms are trip table or (origin–destination) trip matrix. This thesis is devoted to the
problem of estimating reliable OD-matrices, in a reliable way.
A major distinction between the different types of traffic models is drawn with
respect to their level of detail. A macroscopic model uses fluid variables, such as
flow and density, and does not model individual vehicles — these are aggregated
into continuous variables. A microscopic model describes vehicles (and often even
drivers) individually. A mesoscopic model is in between and combines the ideas
from macroscopic and microscopic models. Typically it uses macroscopic speed–
flow relations to depict the motions of individual vehicles.
Macroscopic models are traditionally used for planning in larger networks over a
longer time period: How should the city network be developed in the coming 5–10
years, with respect to some assumption of population growth in different sub-areas
of the city? A microscopic model on the other hand is used for a smaller network
and the result is used for more specific measures: How can the available space be
allocated to lanes in the best way, to handle a troublesome intersection or sequence
of intersections? A microscopic model often uses data from a macroscopic model
as input, for example by stating an average situation. A mesoscopic model can be
used to catch the overall changes in the traffic induced by some detailed changes of
the infrastructure.
In this thesis both time-dependent and time-independent traffic models are dis-
cussed. We start in the next Section with an overview of macroscopic models for
the time-independent case, by introducing the traditional four-stage model. We
also briefly describe the problems which arise when a time-dimension is introduced.
Thereafter, we introduce the OD-matrix estimation problem, which is the subject
of this thesis. This problem is considered for the time-independent case and the
time-dependent case in Section 3 and Section 4, respectively. Finally, in Section 5,
the contribution of this thesis is presented. We discuss the purpose and motivation
for the work presented and give a summary of the five annotated papers.
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2 The four-stage model
The traffic planning process traditionally follows four sequential stages: trip gener-
ation, trip distribution, modal spilt and traffic assignment. The four-stage model
was originally developed during the 1950s and 1960s for the planning of major high-
way facilities (Papacostas and Prevedouros, 2001). Soon, however, the model was
applied also in other traffic planning situations and recognized as a standard for
macroscopic modeling. Many software tools for traffic planning are still based on
the ideas from the four-stage model.
Trip generation
Trip distribution
Total OD-matrix
Modal split
OD-matrix,
per travel mode
Traffic assignment
Route flows
Link flows
Depending on the situation, some stages might not be applicable; for example, if
no alternative travel modes are available. Over the years several alternative and/or
extended planning schemes have been presented and some of them are implemented
as options in the available software tools. Typical alternatives are to combine two
or more stages, solve stages in reversed order, or to compute them iteratively for
higher accuracy. Especially the second stage, deciding the distribution of travel
3
demand between origins and destinations, and the third stage, where the split onto
different travel modes are computed, are often performed together as one stage. In
the following the basic concept of the four-stage model, which is illustrated in Figure
1, will be presented to give a background to the OD-matrix estimation problem and
its model setting. At the end of the section, we will briefly time-dependence as an
extension to the model concept.
Many authors have already described the four-stage model. The following presen-
tation has been inspired by the books of Wilson (1974), Patriksson (1994), Khisty
and Lall (1998), Wright and Ashford (1998), Garber and Hoel (1999), Ortúzar and
Willumsen (2001), and Papacostas and Prevedouros (2001), as well as the history
by Bates (2000) and the thesis by Lundgren (1989).
The first of the four stages is the trip generation. The aim of this procedure is to
determine how many trips there will be originating (trip production) or terminating
(trip attraction) at each zone in the network. The size of these zones must be defined
with an appropriate accuracy with respect to the purpose of the traffic model, and
could range from some blocks in a city center up to a complete conurbation in a
model for intercity travel demand forecasts. Each zone is represnted by a single node
in the model, which we will refer to as a centroid. For performing this stage a broad
variety of survey data is collected, concerning characteristics of the trip makers for
each centroid, such as age, sex, income, auto ownership, trip-rate, land-use, and
travel mode. In general it is a major project to collect the required data and it is
therefore advantageous to coordinate the investigations to a specific base year, or,
synonymously, a target year. In Sweden the database “Folk- och Bostadsräkningen”,
carried out by the Swedish authority for statistics, has been a valuable source.
The latest “Folk- och Bostadsräkningen” was performed in 1990 (Statistics Sweden,
2007).
To conclude the description of the trip generation stage: Let P and Q denote the sets
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of origin and destination centroids respectively. The output of the trip generation
procedure is the sum of trips starting at all origins, op , p ∈ P , and the sum of trips
ending at all destinations, dq , q ∈ Q. (In most cases all centroids both produce and
attract trips, which means that P = Q.)
The second stage is the trip distribution. In this stage the generated sums of trips
starting and ending at the centroids are connected to each other to form travel
demands (OD-demands, OD-flows, or trip interchanges), for the OD-pairs. The
aim of this stage is to find a trip distribution g = {gpq }, (p, q) ∈ P × Q such
that the aggregated information from the trip generation stage holds, i.e. such that
P P
op = q∈Q gpq , p ∈ P and dq = p∈P gpq , q ∈ Q. The trip distribution procedure
is traditionally performed with some sort of gravity model. Alternatively, growth
factor models and logit models can be used.
The name gravity model comes from Newton’s law of gravitation, which states that
the force of attraction between two bodies is directly proportional to the product
of the masses of the two bodies and inversely proportional to the square of the
distance between them. In the traffic distribution case it is assumed that the travel
demand in OD-pair (p, q) is directly proportional to the trip ends production at the
origin node, op , times the trip ends attraction at the destination node, dq , weighted
with a deterrence function (friction function), f (πpq ), of the travel impedance (time,
distance, cost, etc.) between the two centroids. The travel demand from p to q can
thus be expressed as
In some models, it is also accounted for the relative attractiveness (accessibility) for
each destination and the individual socioeconomic deterrence, kpq , for each OD-pair.
This leads to the following reformulation of equation (1):
!
dq f (πpq )kpq
gpq = op P .
q∈Q dq f (πpq )kpq
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The bracketed expression can be interpreted as the probability that a trip originating
at p will terminate at destination q.
There are many ways to calibrate the parameters required in the trip distribution
procedure. Typically this is performed in an iterative process until a matrix close
enough to the target year matrix is reproduced from the survey data. Most of these
methods are of a heuristical nature; a common simplifacation is to estimate the
value of each fpq = f (πpq ) directly, instead of defining and calibrating the deterrence
function.
For further reading on the use of gravity models in connection with transportation
analysis, the reader is referred to the survey by Erlander and Stewart (1990).
The growth factor models are rather rough and cannot capture time-of-the-day
variations. Instead, it is typically assumed that the travel demand is equal in both
direction for all OD-pairs, i.e. that gpq = gqp , p ∈ P , q ∈ Q, and P = Q (each
centroid both produces and attracts trips).
To conclude the description of the trip distribution stage: Given the generated
and attracted number of trips at each centroid, op and dq , respectively, from the
trip generation stage, the trip distribution procedure distributes the generated and
attracted sums of trips onto travel demand gpq , (p, q) ∈ P × Q, such that op =
P P
q∈Q gpq , p ∈ P and dq = p∈P gpq , q ∈ Q. This distribution is typically performed
with a gravity or a growth factor model.
The third stage is the modal split. In the mode split (or mode choice) procedure the
travel demand for each OD-pair is partitioned into different travel modes. In the
simplest case there are only two travel modes available: private car and transit, but
the travel modes can also specified in more detail, for example “sharing car with
another person” might be a separate mode. The transit travelers can be classified
into different sub-modes according to how they get to the bus stop or railway station
(walk, bicycle, car, etc.). In some situations also the purpose of the trip (“home-
to-work”, “work-to-kindergarten”, etc.) is considered, since, for example, it seems
more likely that a person would choose to travel to his work with the transit system,
but prefer a private car, if available, for social trips. Further, the purpose of the trip
can be important since it might affect the acceptance for a delay or route guidance
information. Besides the consideration of available modes and trip purpose, some
models also consider the socioeconomic status of the trip-maker. For some persons,
the travel time is more important than the travel cost, whereas the situation is the
opposite for some other.
To determine how to disaggregate the OD-matrix into different travel modes, the
utility of each mode must be calculated. The utility is a weighted sum of different
attributes, like for example travel time, cost and comfort. When analyzing public
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transport systems, parameters as walking time to transit line stop, waiting time,
in-vehicle time, transit line frequency, transfer, and/or transfer waiting time can be
included (Sjöstrand, 2001).
Let xhk be the measured value of attribute h ∈ H for travel mode k ∈ K and let
αh , h ∈ H be the corresponding weighting parameter. The weighted sum of all
measured values, denoted by vk , together with a random error term, εk , states the
utility for travel mode k ∈ K:
X
uk = vk + εk = αh xhk + εk . (2)
h∈H
The random error term expresses other attributes of travel mode k than those cap-
tured in H, the overall uncertainty of the measured values and also the variability
in preferences among the individuals. Equation (2) is sometimes referred to as the
utility function, which states the utility of travel mode k. We should mention that
it is possible to specify a utility function separately for each centroid or OD-pair.
Such a disaggretation can be used to capture effects that a trip maker might be more
likely to use the transit system when traveling into the city center, with a shortage
of parking places, than when traveling to another destination.
The utility for a travel mode is used to calculate the probability, pk , that a certain
traveler chooses travel mode k ∈ K, or, more precisely, the probability that a
certain traveler perceives the highest utility by choosing that travel mode. In most
applications of utility functions, the error term in equation (2) is assumed to be
Gumbel (or Weibull) distributed, whereby the probability can be calculated through
a logit model. The simplest case, where the error terms are independent and have
equal variance, is the multinomial logit model, in which
eµvk
pk = P µvk
, (3)
k∈K e
where vk denotes the weighted sum measured values for travel mode k ∈ K, as
defined in equation (2), and µ > 0 is a scale parameter. A derivation of (3) was first
proposed by McFadden (1973) and a complete derivation is presented by Domencich
and McFadden (1975).
In the simple form of the logit model, i.e. in equation (3), the similarity between the
travel modes, and thus the definition of the travel mode classes, is very important.
Since the utility will be used in relation to the alternatives, the alternatives must be
significantly different. Suppose, for example, that car, bus and tram are the three
available travel modes in a system and suppose all of them have the same utility.
By letting K consist of these three modes, the probability that a traveler chooses
car will be 1/3. On the other hand, if bus and tram together are considered as
“transit”, this probability increases to 1/2.
To overcome this unwanted property the travel modes are often ordered in a hier-
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archy, where the split of the travel demand on each level, has its own probability
distribution. The probability for “tram” in the example above would be calculated
as the product of the probability for “transit” and the probability for “tram, given
transit”. This, so-called nested logit model can of course have more than two lev-
els, for example when, in addition to the type of “transit”, also the way to access
the transit network separates the travel modes. For further reading on nested logit
models, see for example Ben-Akiva and Lerman (1985) and Oppenheim (1995).
Given the probability for a certain mode, it is easy to split the OD-matrix. The
probability that a certain traveler chooses a certain travel mode can be interpreted as
the proportion of all travelers choosing that mode. Thus the OD-demand for travel
k
mode k ∈ K in OD-pair (p, q) ∈ P × Q can simply be evaluated as gpq = pk gpq .
To conclude the description of the modal split stage: Given the travel demand for
each OD-pair gpq , the modal split procedure determines how this is disaggregated
P k
into different travel modes, k ∈ K, such that gpq = k∈K gpq , (p, q) ∈ P × Q.
Normally this is done by finding a split proportion pk for each mode k ∈ K.
The fourth and final stage is the traffic assignment. In the traffic (or trip) assignment
the OD-matrix for each mode is assigned onto the traffic network, according to some
principle. The aim of this procedure is to calculate the link flow volumes.
A traffic network can be represented by (N, A), which are the sets of its nodes and
links respectively. Each node n ∈ N is either a centroid or an intermediate node,
modeling a network intersection. Thus the relation P, Q ⊆ N holds. Each link
a ∈ A is either an actual street section, a transit connection or a generalized relation,
for example an artificial “street” connecting a living area to the main network or
symbolizing the walking path to the bus stop. All links are directed, and two-way
streets are simply modeled as two separate links.
As indicated, each link must be a bearer of one or more travel modes and in the
assignment procedure, this must be taken into account. A bus line, for example, is a
link sequence itself, but each vehicle must also be assigned onto the street network,
together with the private cars. In the rest of this thesis, we will only consider
one travel mode, private cars. For notational convenience, the mode subscript k is
therefore left out of the following presentation.
There are in general many possibal routes (or synonymously, paths) from one node
to another. Let Rpq denote the set of acyclic routes from p ∈ P to q ∈ Q. The
set Rpq is finite, but typically very large. Therefore the assignment procedure must
follow some assumption on how the routes are chosen.
The most common assumption is that each traveler will choose a route with the
least instantaneous travel impedance. The travel impedance, πpq , was introduced in
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the trip distribution stage as a generalized measurement of time, distance, cost, etc.,
between the two centroids p ∈ P and q ∈ Q. The term generalized cost is a more
accurate description of the travel impedance, which instantaneously is experienced
on a certain link, and is denoted by ca , a ∈ A.
The generalized cost for a route is simply assumed to be the sum of the travel times
on the included links, that is, travel impedance for passing an intersection must be
expressed by the generalized cost on the links belonging to this intersection. The
generalized link cost is a function of the free flow travel time, c0a , representing the
constant link characteristics and, for a road link, the congestion level in the network,
which is expressed by the link flow volumes, v = {va }, a ∈ A.
The most widely spread method to distribute travel demand over alternative routes
is the criterion “Equal Times”, stated by Wardrop (1952):
“The journey times on all the routes actually used are equal, and less than
those which would be experienced by a single vehicle on any unused
route.”
X Z va
min f (v) = ca (s)ds, (4)
v
a∈A 0
X
s.t. hr = gpq , ∀(p, q) ∈ P × Q,
r∈Rpq
X X
δar hr = va , ∀a ∈ A,
(p,q)∈P ×Q r∈Rpq
hr ≥ 0, ∀r ∈ Rpq , ∀(p, q) ∈ P × Q.
This program was first stated by Beckmann et al. (1956) and is referred to as the
traffic assignment problem. A complete derivation of the Wardrop’s equilibrium
principle from the this program is given in, for example, Patriksson (1994).
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If the link cost is a monotonically increasing function of the link flow, the opti-
mum solution to program (4) is uniquely determined in terms of link flows. The
Frank–Wolfe method (Frank and Wolfe, 1956) is a well-known technique for linearly
constrained convex problems and it has been successfully implemented for the as-
signment problem (4); for example the software tool Emme/2 (1999) is based on
this method. For an overview of other techniques, proposed for the basic problem
and its extensions, see Patriksson (1994).
Though the assignment problem has a unique link flow solution (as long as the link
cost is a monotonically increasing function of the link flow) there are in general
many corresponding route flows. This is one of the major obstacles when adjusting
OD-matrices from observed link flows, assuming a user equilibrium assignment.
The assignment model discussed so far is deterministic in the sense that all trav-
elers are assumed to drive the shortest path, i.e. one of the paths having the least
generalized cost. This assumption takes no account for the variation in the trav-
elers’ different perception of travel cost. Daganzo and Sheffi (1977) extended the
Wardropian user equilibrium condition to the principle of stochastic user equilibrium
by stating that:
Mathematically this is modelled by adding a error term to the generalized cost for
each route. Depending on which distributions and which mutual dependencies that
are assumed for these terms, different mathematical programs can be formulated.
If the random terms are assumed to be independent and identically distributed
Gumbel variates, a multinomial logit model can be used. An advantage of the
stochastic assignment model compared to the deterministic model is that the route
flows of an assignment are uniquely determined.
A consequence of the stochasticits assumption is that each route has a strictly pos-
itive flow. For a network including a cycle there is no upper limit for the number of
routes, and thus an infinite number of route flows has to be considered, at least the-
oretically. In practice of course, the number of routes has to be restricted somehow.
A remaining problem therefore is how to generate a restricted set of routes, which
is representative for all possible routes. When just a few routes are generated for an
OD-pair, these tend to be rather similar, i.e. to have a number of links in common.
The overlap between the routes then gives an incorrect value for the proportion of a
certain OD-demand passing each link. For further details on stochastic assignment
models, see Sheffi (1985).
To conclude the description of the traffic assignment stage: Given the travel demand
k
for each mode in each OD-pair, gpq , k ∈ K, (p, q) ∈ P × Q, the traffic assignment
procedure assigns the travelers to routes in the network and predicts the traffic
situation in terms of the link flows va for all links in the network, a ∈ A.
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2.5 Time-dependent traffic models
Although the four-stage model is almost fifty years old, it is still fundamental for
strategic traffic planning, such as, for example, identifying bottlenecks in the net-
work, or dimensioning the infrastructure to a new living area. The outcome is,
however, always a static description of the situation, which does not provide any
information on how the traffic fluctuates over time. A time-dependent (dynamic)
model must consider the influence from traffic conditions in a certain time period
to any succeeding time period.
Developing plans of actions for different emergency situations, and studying the
effect of time-varying road tolls, are examples where time-dependent models are
applied for strategic planning. In the operational planning, time-dependent models
running in real-time can be used for providing information to variable message signs,
and controlling traffic-lights and other traffic facilites.
In a time-dependent traffic assignment model not only the route choice and the
resulting route flows must be described, but also the interaction in time between
vehicle streams. Beside the equilibrium assignment rules, which essentially are time-
dependent extensions of the rules for a time-independent case, there must be a model
for the flow propagation in the network. This model is often controlled by a special
subroutine, called a dynamic network loading procedure.
In comparison to the static assignment models, where most of the researchers have
agreed on the four-stage model and the basic ideas in each of its stages, the area
of dynamic models is more unexplored. Though the first models for dynamic traffic
assignment were proposed some thirty years ago (Merchant and Nemhauser, 1978a,
1978b), there is still no standard model framework. The time-dependent models are
also surprisingly poor described in books and survey articles. Two exceptions are
the literature overview by Peeta and Ziliaskopoulos (2001) and the foundations on
dynamic modeling given by Han (2003).
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observed in traffic counts. Most models also require some kind of information about
the magnitude of the prior travel demand for each OD-pair, i.e. a target OD-matrix.
The target OD-matrix is typically an old (out-dated) OD-matrix, possibly updated
by some growth factor, or a matrix generated through a trip distribution procedure.
When a target OD-matrix is used as input, the OD-matrix estimation problem is
often referred to as a calibration or adjustment problem.
The problem of finding an OD-matrix which corresponds to some given link flow
observations, can be seen as an inverse of the traffic assignment problem. However,
there are some factors, which make the estimation problem much more complicated
to handle. First of all, there is in general not possible to observe the flows on all
links in the network. And even if all link flows could indeed be measured, the data
would most likely be neither error-free nor consistent. Secondly, even though correct
and error-free link flow data would be available for all links in the network, there are
still many OD-matrices which assigned onto the network would induce the observed
link flows. This is motivates the use of a target matrix.
The OD-matrix estimation problem for the time-independent case has been well
studied in the past decades. The following overview is inspired by the literature
surveys by Willumsen (1981), Barceló (1997), Bell and Iida (1997), Abrahamsson
(1998), and Ortúzar and Willumsen (2001).
12
The functions F1 (g, ĝ) and F2 (v, ṽ) are generalized distance measures between the
estimated OD-matrix g and the given target matrix ĝ, and between the estimated
link flows v and the observed link flows ṽ, respectively. These functions are assumed
to be convex and they can be designed to account for variations in the quality of
the given data.
The parameters γ1 > 0 and γ2 > 0 reflect the relative belief (or uncertainty) in
the information provided by ĝ and ṽ, and the problem thus can be interpreted as a
two-objective problem, where the two objectives are expressed in F1 and F2 , and γ1
and γ2 are the corresponding weighting factors. In one extreme case, using γ1 = 0,
the target matrix will have no influence, and in the other, using γ2 = 0, the target
matrix will be reproduced and the observed link flows will have no influence.
The set Ω can also be constrained by relations between flows on different links, for
example turn proportions at some intersections. Often intersections are designed
with different lanes for different turning movements, which gives an opportunity to
measure the turn proportions directly. This information can be added to strengthen
the estimation problem. However, these proportions must be used carefully to avoid
inconsistency with the observed link flows.
Another possibility is to restrict the total travel demand in all OD-pairs originating
or terminating at a certain centroid, which in the four-stage model would represent
an adjustment of the trip distribution with respect to the trip generation. A weaker
requirement would be a total number of trips for the entire OD-matrix. In any case,
the set of feasible OD-matrices Ω will remain convex, and be easily handed.
In the objective of the estimation problem (5) the deviations from the target ma-
trix and the link observations are minimized. Obviously the resulting OD-matrix
depends on the choice of distance measure, and we will therefore discuss this choice
in more detail.
One type of distance measure is the maximum entropy function, which can be for-
mulated as
X
F1 (g, ĝ) = gi (log gi − 1). (6)
i∈I
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With this choice, the target matrix is of no importance A special entropy formulation
is derived from the principle of minimum information and was originally proposed
by van Zuylen (1978) as
X gi
F1 (g, ĝ) = gi (log − 1). (7)
i∈I ĝi
If no target OD-matrix is available, it is sensible to assume that all values are equally
likely, and by replacing ĝi by unit weights for all i ∈ I, the expression in (7) reduces
to that in (6). In this case, the OD-matrix estimation, however, turns into a trip
distribution procedure.
Maximum entropy functions are used in the estimation models presented by Jörnsten
and Nguyen (1979), van Zuylen and Willumsen (1980), Bell (1983), Bell (1984), Fisk
(1988), Brenninger-Göthe et al. (1989), and Tamin and Willumsen (1989).
A second type of distance measure is the maximum likelihood, which states the
likelihood of observing the target OD-matrix by the estimate. It is here assumed
that the elements of the target OD-matrix are obtained as observations of a set of
random variables. For a Poisson distributed system with a sampling factor ρ the
distance measure can be formulated as
X
F1 (g, ĝ) = (ρi gi − ĝi log gi ). (8)
i∈I
Various types of maximum likelihood measures are used in the models proposed by
Ben-Akiva (1987), Spiess (1987), and Tamin and Willumsen (1989). The maximum
likelihood formulation proposed by van Zuylen and Branston (1982) is based on an
assumption of normal distributed deviations.
Though the presentation here has focused on the deviation from the target OD-
matrix only, both the maximum likelihood and the maximum entropy measures, of
course, can be used for the deviation from the link flow observations as well, by
formulating F2 analogously to (8) and (6), respectively. Some of the refereed models
do this, but there are also other possibilities.
The type of objective which is most common in the models proposed in the last
decade is the least-square formulation. The least-square is a well-known deviation
measure used in many types of estimation problems and is given by
1X
F2 (v, ṽ) = (va − ṽa )2 . (9)
2 a∈Ã
It is of course possible to give individual weights to the single deviations. One way of
choosing the weights is to utilize information on the reliability of each observation.
The measurements contained in ṽ are normally computed as means from a set of
14
observations for each link. In this case we can use the variance σa2 among the
measurements to account for how important each link observation is, and reformulate
(9) as
1X 1
F2 (v, ṽ) = (va − ṽa )2 . (10)
2 a∈Ã σa2
Various types of generalized least-square formulations have been used in the models
proposed by Carey et al. (1981), Cascetta (1984), McNeil and Hendrickson (1985),
Spiess (1990), Bierlaire and Toint (1995), Florian and Chen (1995), Maher and
Zhang (1999), Bianco et al. (2001), Cascetta and Postorino (2001), Maher et al.
(2001), Codina and Barceló (2004), Doblas and Benitez (2005), and Nie et al. (2005)
among others.
To summarize this discussion, the functions F1 (g, ĝ) and F2 (v, ṽ) represent distance
measures, between the estimated OD-matrix g and the given target matrix ĝ, and
between the assigned link flow v and the observed link flow ṽ, respectively. Typi-
cally some combination of maximum entropy, maximum likelihood and least-square
expressions are used, and they can be designed to take account varying data quality.
We conclude that, in any case, the functions to be minimized are continuous, convex
and at least two times differentiable with respect to their respective arguments.
We have already mentioned that there are in general many OD-matrices which,
when they are assigned to the network, induce the same link flows. In this section
we will further explore the set of constraints defining the relationship between the
travel demand (the OD-matrix) and the link flows.
Consider again the equations from the problem description (5), which connect the
OD-matrix to the link flows:
X
pai (g)gi = va , ∀a ∈ Ã,
i∈I
There is one equation for every link flow observation. This equation system is
underdetermined as long as the number of OD-pairs, |I|, is greater than the number
of link flow observations, |Ã|.
15
In general the number of OD-pairs is much greater than the number of link flow
observations, especially for real-world networks. The number of OD-pairs is a subset
of all possible node pairs, i.e. I ⊆ N × N . Typically, the number of centroids are
proportional to the number of nodes, and each pair of centroids defines an OD-
pair. Therefore |I| ∝ |N |2 holds, which means that the number of unknown travel
demands grows quadratically with the network size.
However, the mean number of links connected at each intersection, i.e. node, is
independent of the network size. If we assume that some portion of the link flows
are observed, the relation |Ã| ∝ |A| ∝ |N | holds. Thus, the number of equations
is proportional to the network size. We therefore conclude that the OD-matrix
estimation problem has a greater freedom of choice, the greater the network is.
Topological dependencies in the network further delimits how well the OD-matrix
can be determined by the equation system. Kirchoff’s law, well-known from physics,
states that the sum of incoming and outgoing flows at any intermediate node must
coincide. This means that, for each intersection, at least one link flow is directly
given from the others, which results in a row-wise dependency for the equation
system.
The non-zero elements pai (g) arise from one or more paths generated for OD-pair
i ∈ I. However, since every subpath of a path is also a path, every pair of nodes
along a certain path is also connected through parts of this path. This results in a
column-wise dependency for the equation system.
We can conclude that the equation system most likely is not of full rank, which
further increases the freedom of choice in the OD-matrix estimation problem.
When OD-matrices are to be estimated from the information contained in link flow
observations, the choice of links where detectors are placed is of course very crucial
for the result. Therefore, some attention should be given to the problem of how
to choose the set of detector links, aiming for a good and reliable estimate of the
OD-matrix. The main reference for the overview in this section is the survey part
in Paper IV of this thesis.
When link flow detectors are allocated to the traffic network with the aim to estimate
a reliable OD-matrix, we want to maximize the coverage of the traffic (link flows,
route flows, OD-pairs, OD-demands, etc.) in one way or the other. Clearly, there
are different ways to specify how this coverage should be accomplished.
First of all, we must define under which conditions we consider a certain link to cover
the travel demand in an OD-pair. There are basically two different definitions in the
literature. In the first, and most commonly used approach, we consider an OD-pair
to be covered, as soon as a certain portion of the travel demand passes at least one
16
link with a detector. Clearly, this approach requires some assumption about how
the travel demand is distributed onto routes through the network. This route choice
information is typically supplied from an assignment of the target OD-matrix.
In the other definition of coverage, we ignore the route choice and consider an OD-
pair to be covered if and only if every possible route from the origin node to the
destination node passes at least one detector. In practice this approach tends to
allocate detectors to bridges and tunnels along natural boarders, such as rivers or
railways.
Another aspect to take into account is whether we want to cover many OD-pairs,
or many travelers. In the first case, all OD-pairs are equally important, whereas
the second case counts every traveler, and thus, give more importance to the OD-
pairs with a greater travel demand. Alternatively, we can formulate the detector
allocation problem as to maximize the coverage of routes or route flows. The most
commonly used strategy seems to be OD-pair coverage; see the survey part in Paper
IV of this thesis.
The simplest approach for detector allocation is to choose those links where we
expect the maximum flow to be observed, without taking account for any travelers
being counted twice. Detectors are then typically allocated along one major road
and most of the routes passing one detector also pass some other.
In practice, of course, link flow observations are not being performed only for pro-
viding information to the OD-matrix estimation problem. Detectors are also being
placed for other purposes, such as the management of traffic signals, different real-
time information systems, or road tolls. Therefore, when modeling the detector
allocation problem, it is natural to consider the case where the placement of some
link detectors are already at hand.
From a modelling point of view, the most distinguishing difference between the ap-
proaches for the OD-matrix estimation problem, is how the assignment proportions
in P are calculated and re-calculated throughout the estimation procedure. Espe-
cially it is crucial if the assignment matrix P (g) is assumed to depend on g, i.e.
if route choices are made with respect to congestion, or not. In the latter case,
P (g) = P is a constant assignment matrix, and the first set of constraints in the
generic description (5), can be formulated as
X
pai gi = va , ∀a ∈ Ã. (11)
i∈I
The assumption that the assignment, i.e. the route choice, is independent of the load
on the links, is realistic in a network with very low congestion rate, or in networks
where in practice only one route can be used in each OD-pair. An example of this
17
is a corridor network, modeling a motorway through a city and its entrances and
exits. In such a case the shortest path between origin and destination is uniquely
determined, independent of the travel times.
A bit more sophisticated are the OD-matrix estimation methods where the used
assignment matrix is taken from a carefully computed assignment of the target
matrix, P (ĝ). If the OD-matrix to be estimated is close enough to the target matrix,
this is a good approximation even for congested networks.
The models proposed by van Zuylen (1978), van Zuylen and Willumsen (1980),
Carey et al. (1981), Willumsen (1981), Bell (1983), Cascetta (1984), McNeil and
Hendrickson (1985), Spiess (1987), Brenninger-Göthe et al. (1989), Bierlaire and
Toint (1995), Bianco et al. (2001) and Bierlaire (2002) all assume that the route
proportions P are kept constant in the estimation problem. In the model by van
Zuylen and Branston (1982) the route proportions P are replaced with flow conser-
vation constraints for each node.
In case the network is congested, and the routes are chosen with respect to the
current travel times, the OD-matrix estimation problem is more complicated. The
route proportions depend of the current traffic situation (travel times/link flows),
which in turn depends of the OD-matrix. Thus, the relationship between the route
proportions P and the OD-matrix g can only be implicitly defined. The set of
feasible solutions to the estimation problem (5), is then defined as all the points
(g, v) where v is the link flow solution satisfying an assignment of the corresponding
OD-matrix g ∈ Ω.
Nguyen (1977) presented the first model of this type and an extended version was
proposed by Jörnsten and Nguyen (1979). Gur et al. (1980) suggested a way to
obtain unique OD-matrices. Erlander et al. (1979) and Fisk and Boyce (1983)
have proposed OD-matrix estimation methods based on a combined distribution
and assignment model. In all these estimation procedures it is assumed that the
assignment is made according to the deterministic user equilibrium assumption.
This assumption will hold also in the following presentation.
In the superior problem, the OD-matrix g defines the decision variables and we want
to minimize F (g, v) subject to g ∈ Ω, that is
18
min F (g, v) = γ1 F1 (g, ĝ) + γ2 F2 (v, ṽ), (12)
g
s.t. g ∈ Ω.
The link flow v must satisfy the equilibrium assignment conditions, given the OD-
matrix g. These conditions are fulfilled by solving the nonlinear inferior problem in
which the link (and route) flows are decision variables:
X Z va
min f (v) = ca (s)ds,
v
a∈A 0
X
s.t. hk = gi , ∀ i ∈ I, (13)
k∈Ki
X X
δak hk = va , ∀ a ∈ A, (14)
i∈I k∈Ki
hk ≥ 0, ∀ k ∈ Ki , ∀ i ∈ I. (15)
Fisk (1988) was first to give a bilevel formulation of the OD-matrix estimation
problem. She used a variational inequality formulation to express the equilibrium
conditions and in this way she allowed general link cost functions, which must not
be separable (see Section 2.4).
It is well-known that bilevel programming problems are in general non-convex; see for
example Bard (1998). By using methods known today, at the best a local optimum
solution is obtained.
Florian and Chen (1995) reformulated the bilevel problem into a single level problem
using the concept of marginal functions. They proposed to use a Gauss-Seidel type
heuristic to solve the problem. Chen (1994) proposed an augmented Lagrangean
approach, which can be shown to converge to a stationary point. This approach,
however, requires that all used paths in each OD-pair are known beforehand, and it
is thus appliciable only to very small problem instances.
Yang et al. (1992), Yang (1995) and Yang and Yagar (1995) all use the bilevel for-
mulation and propose heuristics, which iteratively solve the upper and lower level
19
problems. Information from the lower level problem is transferred by so called in-
fluence factors, which are defined by route proportions or explicit derivatives. The
derivatives are computed using the sensitivity analysis by Tobin and Friesz (1988).
Assuming complementarity conditions to hold and disregarding any topological de-
pendencies, they get approximate values of the derivatives, which are acceptable
for small to medium sized networks. However, for larger networks the topological
dependencies are significantly greater. Also, since all these methods include matrix
inversions they are computationally very demanding for large problem instances.
Maher and Zhang (1999) have developed an iterative method where a first order
Taylor approximation is used to express the changes of the assignment map P (g)
with respect to the OD-matrix g. In a first step the assignment map is kept constant
and a tentative OD-matrix is estimated with some of the techiques discussed in
Section 3.5. The tentative OD-matrix is, however, not taken as it is, but is used
to give a search direction from the present OD-matrix. By assigning the tentative
OD-matrix to the network, we get an approximation of how the assignment map will
change along the search line direction. Maher et al. (2001) have further developed
the method to the case where a stochastic assignment is assumed.
The method proposed in Paper I of this thesis is based on the more general sensitivity
analysis presented by Patriksson (2004). It is a further development of the method by
Spiess (1990), where a second order approximation is used for the partial derivatives.
Further, a solution scheme is proposed, where the mutual influence between the
OD-pairs, which is considered, can be restricted to keep a good balance between the
computational time needed for yielding the search direction and finding an optimal
step length.
The algorithm developed by Codina and Barceló (2004) is an application of the gen-
eral method for non-differentiable convex minimization, proposed by Wolfe (1975).
It is based on subgradients and does not need any sensitivity information.
Neither the method proposed in Paper I of this thesis nor the method by and Codina
and Barceló (2004) is affected by topological dependencies, as the methods based on
the sensitivity analysis by Tobin and Friesz (1988). Further, none of them involves
matrix inversions and they therefore seem to be efficient also for larger networks.
The method proposed by Sherali et al. (1994), and further developed by Sherali
et al. (2003), assumes a deterministic user equilibrium. It is based on error-free
information on the travel times for all links in the network, and this information
must be consistent with the link flow observations. In the method, it is assumed
that an equilibrium link flow is observed, and thus that the set of used routes is
known beforehand. This requirement makes a comparison to other methods unfair.
The methods proposed by Cascetta and Postorino (2001), Clegg et al. (2001), Maher
et al. (2001), and Yang et al. (2001) differ from the other methods in the sense that
they presume a stochastic user equilibrium.
20
4 Estimation of time-dependent OD-matrices
If the travel demand in the OD-matrix is assumed to vary over time, the OD-
matrix is said to be time-dependent. The number of applications where a time-
dependent OD-matrix is required has grown rapidly in the last decade, mainly as a
result of the increasing computing possibilities and the new techniques for supplying
interactive information via internet, variable message signs and so on. An accurately
estimated time-dependent OD-matrix is a basis for the decisions in many Intelligent
Transportation Systems (ITS). Lind (1997) gives an overview of ITS applications
with special attension to Swedish conditions.
Time-dependent OD-matrices are used both for strategic and operational purposes.
In the strategic area the computations are made off-line and the aim is to model the
normal traffic situation as well as possible. Such OD-matrices are used for evaluating
the time-dependent effect of different scenarios, for example for generating plans of
actions in case of incidents. This type of ITS applications are sometimes referred to
as Advanced Traffic Management Systems (ATMS).
The pre-calculated scenarios and plans of actions are also used as a default de-
scription of the traffic conditions in the operational management. For an accurate
real-time model of the traffic, these values, of course, must be combined with instan-
taneous estimates. This type of operational models are used to produce travel time
forecasts, which in turn are essential for different kind of route guidance systems.
Advanced Traveler Information Systems (ATIS) is a commonly used term for such
applications.
In the following, first a generic formulation of the estimation problem for the time-
dependent case is given, analogous to the formulation of the time-independent case in
Section 3.1. We will then discuss some of the algorithms which have been proposed
to solve the time-dependent OD-matrix estimation problem, and, finally, we will
present some of the methods used for real-time estimation. It should be pointed out
that the models where time-dependent OD-matrices are used, in general consider
networks smaller than those considered in the time-independent case. Especially,
the methods for real-time estimation are mostly designed for very small networks,
typically with a corridor structure.
21
g = {git } ∈ Ω, where element git expresses the travel demand in OD-pair i ∈ I
leaving the origin node in time period t ∈ T . The assignment of the OD-matrix onto
the links in the network is made according to the assignment mapping P = {par it },
a ∈ A, r ∈ T , i ∈ I, t ∈ T , where each element in the matrix is defined as the
proportion of the travel demand git passing link a ∈ A during time period r ∈ T .
As for the time-independent case these proportions may depend of the demand.
min
g,v
F (g, v) = γ1 F1 (g, ĝ) + γ2 F2 (v, ṽ),
XX
s.t. par
it (g)git = var , ∀a ∈ Â, r ∈ T, (16)
i∈I t∈T
g ∈ Ω.
Deviation measures F1 (g, ĝ) and F2 (v, ṽ) for the time-dependent formulation are
chosen as for the time-independent case, see Section 3.2.
One of the first models for time-dependent OD-matrix estimation was proposed by
Willumsen (1984). This model simply makes the assumption that the route choice
ratio is fixed and independent of time, i.e. that par ar
it = pit (g) holds for all a ∈ A,
r ∈ T , i ∈ I, t ∈ T . This is an extension to the proportional assignment assumption
in the time-independent case, see Section 3.5. As in the time-independent case, it is
assumed that the congestion level is kept throughout the estimation, meaning that
route choice and flow propagation are constant.
22
signment mapping P is taken from an assignment of the target matrix ĝ, which
is performed by simulation. If the OD-matrix to be estimated, g, is close to the
target matrix, ĝ, the assignment mapping for the target matrix, P (ĝ), is probably
a good approximation to the actual assignment mapping, P (g). If, however, the
target matrix ĝ is unreliable, then so is the assignment mapping P (ĝ). Especially if
the network is congested and/or there are many alternative routes, the assignment
mapping will be sensitive also to small changes in the travel demand.
Davis and Nihan (1991) uses a stochastic procedure for generating the assignment
mapping, which is parameterized by the means and variances of the travel demand.
They then develop a maximum likelihood estimator, which can be viewed as a
development of the method proposed by Spiess (1987) for the static case. Davis
(1993) extends the ideas to a general Markov model, for which it can be shown that
consistent OD-matrix estimates can be derived from link flows, also under relatively
weak conditions.
Bell et al. (1991) make assumptions on the travel time distribution and thereby they
can account for different flow propagation in different time periods. This improve-
ment is important for larger networks, where the assumption on equal travel times
might be too rough. Hereby, the model becomes dynamic both in flow propagation
and in route choice. However, none of these aspects is related directly to that con-
gestion, which is actually given by the OD-matrix, but only to the time period. The
relationship between the OD-matrix g and the assignment mapping P is based on
statistics only.
Cascetta et al. (1993) develop a model for a general two-objective form of the prob-
lem. In their numerical tests a general least-square estimator has been used. The
proportional assignment mapping,, P is expressed as a product of a time-dependent
kt
link–route incident mapping, ∆ = {δar }, and a probability term, ρ(k|t), expressing
the probability that a traveler in OD-pair i, departing in time-period t, will choose
route k ∈ Ki :
X
par
it =
kt
δar ρ(k|t). (17)
k∈Ki
This model is further developed by Tavana (2001), and Ashok and Ben-Akiva (2002).
The latter authors also address a real-time formulation of the model (see Section
4.3).
23
In the model by Sherali and Park (2001) each time-dependent route flow, htk , where
P t
k∈Ki hk = git , is estimated individually. They develop a column generation pro-
cedure where the master problem is to find a non-negative route flow solution h,
such that the objective in (16) is minimized. The column generation problem is to
compute paths in a time-expanded network. Unfortunately, convergence cannot be
guaranteed.
Zhou and Mahmassani (2006) extend the generic formulation in (16) with a third
objective capturing information from automatic vehicle identification data. This is
used as a target for the proportion of the flow on a certain link in a certain time
period, which passes another link in a succeeding time period. In the experiments,
the software Dynasmart (2002) is used for the dynamic traffic assignment.
Most of the models proposed for real-time estimation can be used for off-line pur-
poses as well. For a real-time estimator, however, the computing time available is
very limited, and therefore the accuracy in the methods generally is lower. It should
be noted, though, that some of the concepts presented for real-time estimation could
be refined for more accurate computation, if the estimation is performed off-line.
For defining the real-time estimation problem, the set of time-periods must be
specified as an ordered, possible infinite, set, T = {t1 , t2 , t3 , ...}. An estimation
is performed at a time τ , when the link flow observations are available only for
the present and preceding time periods, i.e. ṽ = {ṽar }, a ∈ Ã, r ∈ T τ , where
T τ = {t1 , t2 , t3 , ..., tτ } ⊆ T .
The model proposed by Cremer and Keller (1987) is one of the first of this type. In
real-time they estimate the turning proportions at intersections utilizing the causal
dependencies between the observed link flows. They allow for different route choices
in different time periods. The turning proportions are expressed as functions time
only, and the model contains no relations between the travel demand and the route
choice. Further, it does not take the different flow propagations, and thus, the
24
differences in travel times, into account. Their work compares weighted least-square
estimation, constrained optimization, simple recursive estimation, and a Kalman
filtering approach. The results from Nihan and Davis (1987, 1989) and Sherali et al.
(1997) are basically improvements of the computational techniques for the model.
The model concept is further considered by van der Zijpp and Hamerslag (1996),
who use an improved Kalman filtering technique. Their method is developed for
a corridor network, where only one possible route is available for every OD-pair.
In the model proposed by van der Zijpp (1997), the estimation also incorporates
automated vehicle identification data.
The models by Bell (1991), and Chang and Wu (1994) are more generalized in the
sense that also varying travel times are taken into account. Bell uses statistical ex-
pressions for the travel times, comparable to those presented by Bell et al. (1991) for
the off-line approach, which is discussed in Section 4.2 above. Chang and Wu com-
pute the present travel demand recursively from the data collected from previous
time intervals. Chang and Tao (1996) further extend the model to also incorpo-
rate signal settings. In the extension by Wu (1997) general network structures are
considered.
Trying to restrict the computational effort required, Ashok and Ben-Akiva (1993,
2000) work with a state vector, only containing the (time varying) deviations from
the target matrix ĝ. The authors also experiment with an aggregated formulation,
estimating the deviations in departure rates per origin, rather than for a specific OD-
pair. Though some accuracy is being lost, this second approach shows a promising
performance. The reliability is improved by combining it with an off-line estimation,
as is suggested in Ashok and Ben-Akiva (2002). (See also the discussion in Section
4.2.)
Camus et al. (1997) further develop the model by Ashok and Ben-Akiva (1993)
to make forecasts of the future travel demand. Basically the idea is to propagate
the flows from the origins and thereby predict future link flows, which replace the
observed flows in the estimation problem.
In the algorithm proposed by Bierlaire and Crittin (2004) the state description by
Ashok and Ben-Akiva is combined with a general technique for solving large-scale
least-square problems. This iterative algorithm is shown to be more efficient than
the Kalman filter approach suggested by Ashok and Ben-Akiva.
The approach proposed by Li and de Moor (2002) explores the effects of incomplete
link flow observations. As objective they use a recursive generalized least-square
estimator. The algorithm is comparable to that of Sherali et al. (1997).
Beside the well-defined models described above, different types of genetic algorithms
and neural networks are widely implemented for handling various transportation
problems in practice, for instance parameter estimation, traffic forecasting, traffic
pattern analysis, and traffic control. Neural network estimators are given by, for ex-
ample, Vythoulkas (1993), Dougherty (1995), Dougherty and Cobbett (1997), Kirby
25
et al. (1997), Barceló and Casas (1999), Mozolin et al. (2000), Jiao and Lu (2005),
and Balakrishna et al. (2006). These methods are easy to implement and use. Only
considered as black box tools, however, a fair comparison to the above-described
methods, which rely on a traffic assignment model, cannot be performed. A draw-
back of the neural network approaches is their computational expense. Practical
experiences from the Netherlands (Dougherty and Cobbett, 1997) have shown that
though a neural network, which makes use of all available input information, can
produce well-fitted predictions, such a strategy is not viable for real-time use.
5 The thesis
This thesis is devoted to the problem of estimating reliable OD-matrices from link
flow information, provided by traffic counters. It basically covers three aspects of
the OD-matrix estimation problem: the time-independent case, the time-dependent
case, and the problem to collect the link flow observations such that the reliability
of the estimated OD-matrix can be ensured.
5.1 Motivation
For most analyses in the field of planning and control of traffic there is a need of
an accurate estimate of the underlying travel demand. Forecasts on queues, travel
times, emissions, and accessibility, which in turn are used to predict the need of new-
building, re-building, regulation, and information in the traffic, all rely on estimates
of the travel demand. Especially the interest for time-dependent models grows for
several reasons: traffic signal control, dynamic speed limits, incident detection and
management of road tolls, the supply of information for different kind of route
guidance systems, etc. Link flows, which are observed on some of the links in the
modeled network, constitute an important data source for the estimation of OD-
matrices. Compared to other available information sources, observed link flows
supply cheap, reliable and easily updated information on the travel demand.
26
simulation are applicable for large-scale networks, and it is a challange to adopt
consistent OD-matrix estimation procedures.
In the OD-matrix estimation problem, the observed link flows are the only factors
that induce a change of the target OD-matrix. It is therefore important to measure
link flows which cover the travel demand as well as possible. Link flow detectors
are traditionally allocated manually to the network and their placement is often
motivated by other reasons than to ensure the best possible quality of the estimated
OD-matrix. The problem of allocating link flow detectors to the network with the
pronounced purpose to estimate OD-matrices accurately, is surprisingly little studied
in spite of its prfound importance for the quality of the estimated OD-matrices.
5.2 Contribution
The thesis gives the following contributions to the research on OD-matrix estimation
from link flow observations:
• A survey of models and methods proposed for the problem of allocating link
flow detectors with the aim to estimate OD-matrices.
27
• Outline of a new method for the detector placement problem, where impact
to the estimated OD-matrix is emphasized.
5.3 Methodology
Five papers are annoted to the thesis. The author of the thesis has contributed to
the papers by a major involvement in the development and implementation of the
solution methods, in the writing process, and in the analyses of the results.
This paper considers the time-independent case. The estimation problem is given a
nonlinear bilevel formulation, where the lower level problem is to assign a given OD-
matrix onto the network according to the user equilibrium principle. The problem
is reformulated into a single-level problem, where the objective function contains
link flows that are implicitly given by the assignment of the OD-matrix at hand.
A descent heuristic, which is an adaptation of the well-known projected gradient
method, is proposed as solution procedure.
When computing a search direction, the difficulty lies in the calculatation of the
Jacobian matrix, which represents the derivatives of the link flows with respect to
a change in the OD-flows. We do this by solving a set of quadratic programs with
linear constraints. If the objective function is differentiable at the current point,
the Jacobian is uniquely determined and we obtain a gradient direction. Also if
differentiability does not hold, the returned direction can be used heuristically for
computing a good search direction. Numerical experiments, with both some well-
known test networks and a larger network from Stockholm are presented. The results
indicate that the solution approach is efficient for medium to large sized networks.
28
September 3–5, 2001.
• The 9th Meeting of the EURO Working Group on Transportation, Bari, Italy,
June 10–13, 2002.
Numerical tests are presented for both a small test network and for the Gothen-
burg network, where more than one million OD-matrix elements are estimated. The
results show that a significantly better agreement to the observed link flows is ob-
tained by using the pre-adjustment schemes. We believe that the developed schemes,
possibly with small modifications, are applicable to many other traffic models with
similar characteristics.
29
Paper II is included in the licentiate thesis (Peterson, 2003).
The algorithm is implemented together with a mesoscopic tool for dynamic traffic
assignment and verified for a small test network, Brunnsviken, in the northern part
of Stockholm. By numerical experiments the importance of the parameter settings
are illustrated.
30
This paper is devoted to the problem of allocating link flow detectors, with the aim
to ensure the best possible quality of the OD-matrix to be estimated. To meet this
goal, the “coverage” of the traffic should be maxmized. Coverage of traffic can be
defined in different ways, and especially the coverage of OD-pairs and travel demand
(weighted OD-pairs) are frequently used. We develop an experimental framework,
where the effect on the estimated OD-matrix induced by different allocation strate-
gies can be evaluated. This framework is based on the assumption that a synthetic
“true” OD-matrix is available, and hence, that the deviation from the estimated OD-
matrix can be measured. The framework enables studies not only on how successful
the allocation strategies are, but also on how differences in the implementations
affect the result. As a side-effect we can also study the importance of how the
assignment map is chosen.
Beside the literature survey and an experimental framework, which can be used for
further similar studies, Paper IV also contains an empirical study with three traffic
networks. The results indicate that it is crucial to consider the travel demand,
and not only the number of OD-pairs, when the covering the traffic. The choice
of assignment map seems to be of less importance for the quality of the estimated
OD-matrix.
Paper V is based on the assumption that the most correct OD-matrix is estimated
if consistent and complete link flow observations are available. Non-complete infor-
mation is interpreted as a relaxation of this requirement. From this assumption, the
problem to place link flow detectors, as to maximize the quality of the estimated
OD-matrix, is expressed in terms of discarding those links, with the least impor-
tance for the estimation problem. We state the OD-matrix estimation problem by
using a Lagrange-dual formulation, and show that the non-availability of a link flow
observation is equivalent to fixing a dual variable to zero. This observation leads
to an interesting max–min formulation of the detector placement problem. Two
related measures, expressing how well the OD-matrix to be estimated is determined
by the choice of detector links, are also discussed.
The content of Paper V is theoretical and its purpose is to analyze the relationship
between OD-matrix estimation and link flow detector allocation.
31
5.5 Future research
The algorithms which are presented in the appended papers are all implementable
for real-life applications, and may be included in commercial software for OD-matrix
estimation. Some adaptations might be required and the computational efficiency
can be improved.
Throughout the work in this thesis, link flow observations are assumed to be the only
information collected for describing the traffic situation, which should be expressed
in the OD-matrix to be estimated. Today, however, also observations of travel times
and/or speeds are available. For a majority of the time-independent models this
extra information is redundant, since reliable analytical relations exist between all
three quantities. For a time-dependent model, however, it might be interesting to
analyze how this information can be used to improve the quality of the estimation.
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