The Estimation of the Freeway Dynamic Traffic Flow Model

• Main Authors: Jen-Feng Kao, 高仁風
• Other Authors: Yow-Jen Jou
• Format: Others
• Language: zh-TW
• Published: 1999
• Online Access: http://ndltd.ncl.edu.tw/handle/93572829682611653446

碩士 === 國立交通大學 === 統計所 === 87 === In this thesis we use stochastic differential equation (SDE) to formulate the dynamic bahavior of traffic flow and use real data to estimate the parameters in the model. The exact solution and the likelihood function are unknown except for only a few special cases. This fact makes MLE infeasible. Most authors use generalized method of moments (GMM) to estimate parameters. Gallant and Tauchen (1996) proposed a systematic way to obtain the moment conditions (or estimating function) and proved that the estimators so obtained can be as efficient as MLE. The minimized criterion can be used to test system adequacy. We apply the method and diagnostic tests to the number of vehicles passing 86 km spot on Feb. 16 of Northern Second Freeway data is collected every five minutes.