IDEAS home Printed from https://ideas.repec.org/a/eee/transb/v45y2011i6p852-866.html
   My bibliography  Save this article

Distribution-free travel time reliability assessment with probability inequalities

Author

Listed:
  • Ng, ManWo
  • Szeto, W.Y.
  • Travis Waller, S.

Abstract

An assumption that pervades the current transportation system reliability assessment literature is that probability distributions of the sources of uncertainty are known explicitly. However, this distribution may be unavailable (inaccurate) in reality as we may have no (insufficient) data to calibrate the distribution. In this paper we relax this assumption and present a new method to assess travel time reliability that is distribution-free in the sense that the methodology only requires that the first N moments (where N is a user-specified positive integer) of the travel time to be known and that the travel times reside in a set of bounded and known intervals. Because of our modeling approach, all sources of uncertainty are automatically accounted for, as long as they are statistically independent. Instead of deriving exact probabilities on travel times exceeding certain thresholds via computationally intensive methods, we develop semi-analytical probability inequalities to quickly (i.e. within a fraction of a second) obtain upper bounds on the desired probability. Numerical experiments suggest that the inclusion of higher order moments can potentially significantly improve the bounds. The case study also demonstrates that the derived bounds are nontrivial for a large range of travel time values.

Suggested Citation

  • Ng, ManWo & Szeto, W.Y. & Travis Waller, S., 2011. "Distribution-free travel time reliability assessment with probability inequalities," Transportation Research Part B: Methodological, Elsevier, vol. 45(6), pages 852-866, July.
    • Handle: RePEc:eee:transb:v:45:y:2011:i:6:p:852-866
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0191261511000348
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lam, William H.K. & Shao, Hu & Sumalee, Agachai, 2008. "Modeling impacts of adverse weather conditions on a road network with uncertainties in demand and supply," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 890-910, December.
    2. Chaisak Suwansirikul & Terry L. Friesz & Roger L. Tobin, 1987. "Equilibrium Decomposed Optimization: A Heuristic for the Continuous Equilibrium Network Design Problem," Transportation Science, INFORMS, vol. 21(4), pages 254-263, November.
    3. Clark, Stephen & Watling, David, 2005. "Modelling network travel time reliability under stochastic demand," Transportation Research Part B: Methodological, Elsevier, vol. 39(2), pages 119-140, February.
    4. W. Szeto & L. O'Brien & M. O'Mahony, 2006. "Risk-Averse Traffic Assignment with Elastic Demands: NCP Formulation and Solution Method for Assessing Performance Reliability," Networks and Spatial Economics, Springer, vol. 6(3), pages 313-332, September.
    5. Ng, ManWo & Waller, S. Travis, 2010. "A computationally efficient methodology to characterize travel time reliability using the fast Fourier transform," Transportation Research Part B: Methodological, Elsevier, vol. 44(10), pages 1202-1219, December.
    6. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    7. Chen, Anthony & Yang, Hai & Lo, Hong K. & Tang, Wilson H., 2002. "Capacity reliability of a road network: an assessment methodology and numerical results," Transportation Research Part B: Methodological, Elsevier, vol. 36(3), pages 225-252, March.
    8. Lo, Hong K. & Luo, X.W. & Siu, Barbara W.Y., 2006. "Degradable transport network: Travel time budget of travelers with heterogeneous risk aversion," Transportation Research Part B: Methodological, Elsevier, vol. 40(9), pages 792-806, November.
    9. Du, Zhen-Ping & Nicholson, Alan, 1997. "Degradable transportation systems: Sensitivity and reliability analysis," Transportation Research Part B: Methodological, Elsevier, vol. 31(3), pages 225-237, June.
    10. Bell, Michael G. H., 2000. "A game theory approach to measuring the performance reliability of transport networks," Transportation Research Part B: Methodological, Elsevier, vol. 34(6), pages 533-545, August.
    11. Siu, Barbara W.Y. & Lo, Hong K., 2008. "Doubly uncertain transportation network: Degradable capacity and stochastic demand," European Journal of Operational Research, Elsevier, vol. 191(1), pages 166-181, November.
    12. Lo, Hong K. & Tung, Yeou-Koung, 2003. "Network with degradable links: capacity analysis and design," Transportation Research Part B: Methodological, Elsevier, vol. 37(4), pages 345-363, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ng, ManWo & Khattak, Asad & Talley, Wayne K., 2013. "Modeling the time to the next primary and secondary incident: A semi-Markov stochastic process approach," Transportation Research Part B: Methodological, Elsevier, vol. 58(C), pages 44-57.
    2. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    3. Uchida, Kenetsu, 2014. "Estimating the value of travel time and of travel time reliability in road networks," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 129-147.
    4. Yin, Kai & Wang, Wen & Bruce Wang, Xiubin & Adams, Teresa M., 2015. "Link travel time inference using entry/exit information of trips on a network," Transportation Research Part B: Methodological, Elsevier, vol. 80(C), pages 303-321.
    5. Xu, Xiangdong & Chen, Anthony & Cheng, Lin & Lo, Hong K., 2014. "Modeling distribution tail in network performance assessment: A mean-excess total travel time risk measure and analytical estimation method," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 32-49.
    6. Ng, ManWo, 2012. "Synergistic sensor location for link flow inference without path enumeration: A node-based approach," Transportation Research Part B: Methodological, Elsevier, vol. 46(6), pages 781-788.
    7. ManWo Ng & Hong Lo, 2013. "Regional Air Quality Conformity in Transportation Networks with Stochastic Dependencies: A Theoretical Copula-Based Model," Networks and Spatial Economics, Springer, vol. 13(4), pages 373-397, December.
    8. He, Sheng-xue, 2013. "A graphical approach to identify sensor locations for link flow inference," Transportation Research Part B: Methodological, Elsevier, vol. 51(C), pages 65-76.
    9. Yi Yang & Jiaying Gu & Siyu Huang & Meilin Wen & Yong Qin, 2022. "Application of Uncertain AHP Method in Analyzing Travel Time Belief Reliability in Transportation Network," Mathematics, MDPI, vol. 10(19), pages 1-20, October.
    10. Shuang Wang & Jing Lu & Liping Jiang, 2019. "Time Reliability of the Maritime Transportation Network for China’s Crude Oil Imports," Sustainability, MDPI, vol. 12(1), pages 1-18, December.
    11. Hamdouch, Younes & Szeto, W.Y. & Jiang, Y., 2014. "A new schedule-based transit assignment model with travel strategies and supply uncertainties," Transportation Research Part B: Methodological, Elsevier, vol. 67(C), pages 35-67.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ng, ManWo & Waller, S. Travis, 2010. "A computationally efficient methodology to characterize travel time reliability using the fast Fourier transform," Transportation Research Part B: Methodological, Elsevier, vol. 44(10), pages 1202-1219, December.
    2. Chen, Anthony & Zhou, Zhong, 2010. "The [alpha]-reliable mean-excess traffic equilibrium model with stochastic travel times," Transportation Research Part B: Methodological, Elsevier, vol. 44(4), pages 493-513, May.
    3. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    4. Chen, Anthony & Zhou, Zhong & Lam, William H.K., 2011. "Modeling stochastic perception error in the mean-excess traffic equilibrium model," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1619-1640.
    5. Shuang Wang & Jing Lu & Liping Jiang, 2019. "Time Reliability of the Maritime Transportation Network for China’s Crude Oil Imports," Sustainability, MDPI, vol. 12(1), pages 1-18, December.
    6. ManWo Ng & Hong Lo, 2013. "Regional Air Quality Conformity in Transportation Networks with Stochastic Dependencies: A Theoretical Copula-Based Model," Networks and Spatial Economics, Springer, vol. 13(4), pages 373-397, December.
    7. Nakayama, Shoichiro & Watling, David, 2014. "Consistent formulation of network equilibrium with stochastic flows," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 50-69.
    8. Michael W. Levin & Melissa Duell & S. Travis Waller, 2020. "Arrival Time Reliability in Strategic User Equilibrium," Networks and Spatial Economics, Springer, vol. 20(3), pages 803-831, September.
    9. Wang, Judith Y.T. & Ehrgott, Matthias & Chen, Anthony, 2014. "A bi-objective user equilibrium model of travel time reliability in a road network," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 4-15.
    10. Xie, Chi & Liu, Zugang, 2014. "On the stochastic network equilibrium with heterogeneous choice inertia," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 90-109.
    11. Xiangdong Xu & Anthony Chen & Lin Cheng, 2013. "Assessing the effects of stochastic perception error under travel time variability," Transportation, Springer, vol. 40(3), pages 525-548, May.
    12. Sjoerd van der Spoel & Chintan Amrit & Jos van Hillegersberg, 2017. "Predictive analytics for truck arrival time estimation: a field study at a European distribution centre," International Journal of Production Research, Taylor & Francis Journals, vol. 55(17), pages 5062-5078, September.
    13. Teppei Kato & Kenetsu Uchida & William H. K. Lam & Agachai Sumalee, 2021. "Estimation of the value of travel time and of travel time reliability for heterogeneous drivers in a road network," Transportation, Springer, vol. 48(4), pages 1639-1670, August.
    14. Li-Jun Tian & Hai-Jun Huang & Zi-You Gao, 2012. "A Cumulative Perceived Value-Based Dynamic User Equilibrium Model Considering the Travelers’ Risk Evaluation on Arrival Time," Networks and Spatial Economics, Springer, vol. 12(4), pages 589-608, December.
    15. Prakash, A. Arun & Seshadri, Ravi & Srinivasan, Karthik K., 2018. "A consistent reliability-based user-equilibrium problem with risk-averse users and endogenous travel time correlations: Formulation and solution algorithm," Transportation Research Part B: Methodological, Elsevier, vol. 114(C), pages 171-198.
    16. Uchida, Kenetsu, 2014. "Estimating the value of travel time and of travel time reliability in road networks," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 129-147.
    17. Siu, Barbara W.Y. & Lo, Hong K., 2008. "Doubly uncertain transportation network: Degradable capacity and stochastic demand," European Journal of Operational Research, Elsevier, vol. 191(1), pages 166-181, November.
    18. Hu Shao & William Lam & Mei Tam, 2006. "A Reliability-Based Stochastic Traffic Assignment Model for Network with Multiple User Classes under Uncertainty in Demand," Networks and Spatial Economics, Springer, vol. 6(3), pages 173-204, September.
    19. Brett D. Dickey & Joost R. Santos, 2011. "Risk Analysis of Safety Service Patrol (SSP) Systems in Virginia," Risk Analysis, John Wiley & Sons, vol. 31(12), pages 1859-1871, December.
    20. Clark, Stephen & Watling, David, 2005. "Modelling network travel time reliability under stochastic demand," Transportation Research Part B: Methodological, Elsevier, vol. 39(2), pages 119-140, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:transb:v:45:y:2011:i:6:p:852-866. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/548/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.