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Page 1: Bayesian calibration of dynamic traffic simulations · calibration for dynamic tra c sim ulations Gunnar ... PFE or an OD matrix estimator is applied to a fully microscopic DT A sim

Bayesian demand calibration for dynamictra�c simulationsGunnar Flötteröd ∗ Michel Bierlaire ∗ Kai Nagel †January 5, 2010Report TRANSP-OR 100105Transport and Mobility LaboratoryEcole Polytechnique Fédérale de Lausannetransp-or.epfl.ch

∗Transport and Mobility Laboratory, Ecole Polytechnique Fédérale de Lausanne, CH-1015 Lausanne, Switzerland, {gunnar.�oetteroed, michel.bierlaire }@ep�.ch†Transport Systems Planning and Transport Telematics Laboratory, Berlin Instituteof Technology, Germany, [email protected]

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AbstractWe present an operational framework for the calibration of demand modelsfor dynamic tra�c simulations. Our focus is on disaggregate simulatorsthat represent every traveler individually. We calibrate, at a likewise in-dividual level, arbitrary choice dimensions within a Bayesian framework,where the analyst's prior knowledge is represented by the dynamic traf-�c simulator itself and the measurements are comprised of time-dependenttra�c counts. The approach is equally applicable to an equilibrium-basedplanning model and to a telematics model of spontaneous and imperfectlyinformed drivers. It is based on consistent mathematical arguments, yetapplicable in a purely simulation-based environment, and, as our experi-mental results show, capable of handling large scenarios.1 IntroductionThere is a broad consensus about the adequacy of microsimulators tothe modeling of urban transportation systems, and a wide scope of suchsimulation systems has been put forward, e.g., (Ben-Akiva et al., 2001a;Mahmassani, 2001; Raney and Nagel, 2006; Waddell et al., 2007). The ar-guably most prominent advantage of microsimulators is their superior ex-pressiveness because of their arbitrarily �ne-grained model structure. How-ever, increasing the resolution of a model also increases its degrees of free-dom, which calls for more interactions to be modeled and more parametersto be identi�ed. That is, the potentially greater expressiveness of a mi-crosimulator is faced with a likewise increased need for modeling, data,and calibration. Typically, the calibration of a (nontrivial) model is castin a statistical framework and is carried out by some numerical procedure.The mathematical convenience of the model under consideration, e.g., interms of continuity, di�erentiability, normality or ergodicity, de�nes thecomputational feasibility of this approach. A microsimulator easily reachesa level of detail at which most of these features are lost.In this article, we present a mathematically consistent and computation-ally e�cient framework for the calibration of microsimulation-based traveldemand models in the context of dynamic tra�c assignment (DTA). Specif-ically, we show how to calibrate a microscopic motorist demand simulator2

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from time-dependent tra�c counts that are obtained at a limited set of net-work locations. The problem is solved in a Bayesian setting, where the apriori assumption about every individual's choice distribution is combinedwith the available measurements' likelihood into an estimated posteriorchoice distribution. The method is entirely simulation-based in that it onlyrequires a simulation system to represent the behavioral prior distributionand only generates realizations from the behavioral posterior distribution.The approach is applicable both in stochastic equilibrium conditions and innon-equilibrium conditions. We present experimental results that demon-strate the method's applicability to systems with ten thousands of networklinks and hundred thousands of travelers.The calibration of both DTA simulators and disaggregate demand modelshas received much attention in the literature, which is detailed in the follow-ing. However, we are not aware of any work that estimates individual-leveltravel behavior within a DTA simulation system from aggregate sensor dataon a practically relevant scale. All of the subsequently reviewed approachesconsider either simpli�ed or partial versions of this problem.The most frequently adopted method for demand calibration from tra�ccounts is origin-destination (OD) matrix estimation. An OD matrix mod-els the demand of a given time interval in terms of �ows from every originto every destination of a tra�c system. The originally static problem wasto estimate such a matrix given a linear assignment mapping of demandon link �ows. Various methods such as entropy maximization and informa-tion minimization (van Zuylen and Willumsen, 1980), Bayesian estimation(Maher, 1983), generalized least squares (Bell, 1991; Bierlaire and Toint;Cascetta, 1984), and maximum likelihood estimation (Spiess, 1987) wereproposed to solve this task. Nonlinear assignment mappings were incor-porated by a bilevel-approach that iterates between the nonlinear assign-ment and a linearized estimation problem (Maher et al., 2001; Yang, 1995;Yang et al., 1992) until a �xed point of this mutual mapping is reached(Bierlaire and Crittin, 2006; Cascetta and Posterino, 2001). The combinedestimation of OD matrices in subsequent time slices was demonstratedin (Cascetta et al., 1993), and many originally static methods were ap-plied to dynamic problems in this vein, e.g., (Ashok, 1996; Bierlaire, 2002;Sherali and Park, 2001; Zhou, 2004).Since a time-dependent OD matrix maps (origin, destination, departure3

Page 4: Bayesian calibration of dynamic traffic simulations · calibration for dynamic tra c sim ulations Gunnar ... PFE or an OD matrix estimator is applied to a fully microscopic DT A sim

time) tuples on demand levels, it represents destination and departuretime choice on an aggregate level. Route choice, however, constitutes noadditional degree of freedom but is a function of demand that is de�nedthrough the DTA system's modeling assumptions. Path �ow estimators(PFEs) overcome this con�nement.The seminal PFE is a macroscopic one-step network observer that esti-mates static path �ows from link volume measurements based on a multi-nomial logit stochastic user equilibrium (SUE) modeling assumption in acongested network (Bell, 1995; Bell et al., 1997). The estimation problemis transformed into one of smooth optimization, which is iteratively solved.The model was enhanced by multiple user classes and a simple analyti-cal queuing model to represent tra�c �ow dynamics (Bell et al., 1996) andwas successfully implemented in various research and development projects(Bell and Grosso, 1999). The PFE's non-stochastic user equilibrium coun-terpart had been proposed in (Sherali et al., 1994, 2003) and was furtheradvanced in (Nie and Lee, 2002; Nie et al., 2005). PFEs also serve as ODmatrix estimators since an OD �ow is the sum of the path �ows betweenits OD pair.All PFEs and OD matrix estimators are con�ned to their underlying model-ing assumptions. PFEs only consider static demand per time slice and relyon particular assumptions about route choice behavior. Time-dependentOD matrix estimators represent demand correlations across subsequenttime slices in a simpli�ed and aggregate way, e.g., by auto-regressive pro-cesses or polynomial trends (Ashok, 1996; Zhou, 2004). These approachesdisregard many aspects of real travel behavior, which results from highly in-dividual activity patterns and likewise complex constraints (Bowman and Ben-Akiva,1998; Kitamura, 1988, 1996; Vovsha et al., 2004). That is, even if a PFE oran OD matrix estimator is applied to a fully microscopic DTA simulator,the aggregate estimator is unable to account for those facets that amountto the microscopic modeling approach.Random utility models (RUMs) capture travel behavior at the individ-ual level, and sophisticated calibration procedures for this class of modelsare available (Ben-Akiva and Lerman, 1985; Bierlaire, 2003; Train, 2003).However, in order to maintain tractability, their calibration procedures re-quire a mathematically well-behaved link between observations and modelparameters. Here, this link is given through a DTA microsimulator. We4

Page 5: Bayesian calibration of dynamic traffic simulations · calibration for dynamic tra c sim ulations Gunnar ... PFE or an OD matrix estimator is applied to a fully microscopic DT A sim

are not aware of any work that calibrates a RUM in such conditions.A calibration of the UrbanSim microsimulator in a Bayesian setting is re-ported in (Sevcikova et al., 2007), where a sampling importance resampling(SIR) type algorithm is applied to the estimation of almost 300 model pa-rameters. However, concerns regarding the computation times for largerproblems are mentioned.The remainder of this article is organized as follows. The disaggregatedemand calibration is incrementally developed in Sections 2 through 4:First, Section 2 derives a macroscopic and static version of the calibration.Second, Section 3 carries this result over to a fully disaggregate DTA mi-crosimulation. Finally, Section 4 discusses the operational aspects of thecalibration and summarizes the conceptual developments with a speci�ca-tion of the interactions between the calibration and a DTA microsimulator.A large real-world case study is presented in Section 5. Section 6 concludesthe article and gives an overview of ongoing and future research topics.2 Aggregate path �ow estimationThis section develops a new solution to the familiar problem of estimatingaggregate path �ows between a set of OD pairs from tra�c counts. Forsimplicity, the time dimension is omitted and homogeneous travelers areassumed. The next section generalizes this result for a broad class of DTAmicrosimulations, which naturally account for both dynamics and hetero-geneity in the population. However, since these properties can also beincorporated in the macroscopic framework considered here, the result ofthis section is a novel PFE in its own right.2.1 Speci�cationA network of nodes and links is considered, where some or all nodes con-stitute demand origins and/or destinations. There are N OD pairs. Thelargest possible number of trips between OD pair n is denoted by dn, thesymbol Cn represents the set of available paths that connect OD pair n,and dni is the number of trips on path i ∈ Cn, where dn =∑

i∈Cndni.5

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Variations in the total OD �ows can be enabled by adding one �ctitiouspath to every OD pair that bypasses the physical network (She�, 1985).The share of travelers in OD relation n that choose path i is denotedby Pn(i|x(d)) where d = (dni) is the vector of all path �ows and x is thevector of network conditions, which depend on the path choice in the entirepopulation. An SUE in this system is de�ned as a path �ow pattern thatsolvesdni = Pn(i|x(d))dn ∀n = 1 . . .N, i ∈ Cn, (1)which states that the path �ows, when loaded on the network, result in pathchoice fractions that reproduce these path �ows (Daganzo and She�, 1977).Appendix A shows that this model can be reformulated as the problem of�nding path �ows d that maximize the prior entropy function

W(d) =

N∑

n=1

i∈Cn

[dni lnPn(i|x(d)) − dni lndni]s.t. ∑

i∈Cn

dni = dn ∀n = 1 . . .N,

(2)which represents for a large population the logarithm of the probabilitythat, for given prior route choice fractions Pn(i|x(d)) at the microscopiclevel, the path �ows d occur at the macroscopic level.Given the tra�c counts y that are observed on some or all links of thenetwork, the calibration should adjust the path �ows in a way such thatthese counts are reproduced to a reasonable degree. For this purpose, thepath �ows d that maximize the posterior entropy functionW(d|y) = lnp(y|x(d)) + W(d)s.t. ∑

i∈Cn

dni = dn ∀n = 1 . . .N (3)are identi�ed, where the likelihood p(y|x(d)) is the probability of observ-ing the measurements y given the network conditions x that result fromthe path �ows d. The posterior entropy models, again for a large popu-lation, the logarithm of the probability that a certain aggregate path �owpattern d occurs given both the prior route choice model Pn(i|x(d)) andthe measurements y. 6

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Appendix B shows that a maximization of W(d|y) yields the followingposterior route choice fractions:Pn(i|x(d),y) =

exp(Λni + Γni)Pn(i|x(d))∑

j∈Cnexp(Λnj + Γnj)Pn(j|x(d))

(4)whereΛni =

∂ lnp(y|x(d))

∂dni

(5)Γni =

N∑

m=1

j∈Cm

dmj

Pm(j|x(d))

∂Pm(j|x(d))

∂dni

. (6)This result follows from the �rst order necessary optimality conditions.Without further assumptions about the functions Pn(i|x(d)) and p(y|x(d)),it is not guaranteed to be a global maximizer of the posterior entropyfunction. However, for a concave likelihood function and �xed path choicefractions (which result in a concave prior entropy), the posterior entropy isconcave as well and the above solution is the unique maximizer.The speci�cation (4) � (6) is at the heart of the disaggregate demand cal-ibration procedure presented in the next sections. It requires to scale thechoice fractions of every path i of every OD pair n by exp(Λni + Γni) andto re-normalize. Λni captures the e�ect of the path �ow dni on the log-likelihood, i.e., on the measurement reproduction. Γni essentially describeshow a change in dni a�ects all path �ows d through the network conditionsx.The presented approach constitutes a generic PFE in that it makes, apartfrom di�erentiability, no assumptions about the deployed route choice andnetwork loading model, and it functions with arbitrarily few measurements,the precision of which can be accounted for through an arbitrary likelihoodfunction. This is an important advantage over all PFEs reviewed in Section1, which require special route choice and network loading models and donot deal with incomplete and inconsistent measurements in the integratedand statistically consistent manner a generic likelihood function provides.However, the arguably most important advantage of the proposed PFEis its transferability to a broad class DTA microsimulations, which con-stitutes the main objective of this article. Further applications to formalmathematical models are therefore left as a subject of future research.7

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The following subsection illustrates the workings of the new PFE in termsof an academic example, which is revisited in a microsimulation setting inSection 4.4.2.2 Example: two-route networkA simple network that consists of two unidirectional, identical, and parallellinks (1 and 2) that connect a single OD pair is considered. For simplicity,the OD index is omitted in this example. The demand amounts to d = 1000travelers in the considered analysis period. Either link constitutes a feasiblerouting alternative. The travel times on either path result from identicallink performance functionst(di) =

(

di

750

)2

, i = 1, 2 (7)that depend on the �ow di (in vehicle units) on the respective path. Keep-ing with the full notation of the previous subsection, a three-dimensionalvector of relevant network conditions is speci�ed:x(d) =

x1(d)

x2(d)

x3(d)

=

t(d1)

t(d2)

d1

(8)where the �rst two components, the route travel times, are needed forfeedback into the route choice model and the third component is used tospecify a likelihood function further below.Route choice is captured by the logit model

P(i|x(d)) =exp(−t(di))exp(−t(d1)) + exp(−t(d2))

, i = 1, 2. (9)The symmetry of this setting implies prior route �ows of 500 vehicle unitson either path in SUE conditions. The concrete values in this exampleare chosen in order to obtain clear system responses that facilitate thediscussion. For illustration, some numbers are given in Table 1.A single �ow sensor is located on link 1, which counts y1 vehicle unitsduring the analysis period. Writing y = (y1), the likelihood function isspeci�ed asp(y|x(d)) ∝ exp (d1 − y1)

2

2σ21

(10)8

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Table 1: System responses to di�erent path �owspath �ows d1 = 500, d2 = 500 d1 = 250, d2 = 750

t1, t2 according to (7) 0.44, 0.44 0.11, 1.0P(1), P(2) according to (9) 0.5, 0.5 0.71, 0.29where σ1 (in vehicle units) is the standard deviation of the sensor data.The posterior entropy of this simple scenario is strictly concave and has aunique maximum. Observing that d2 = d − d1, the posterior route choicefraction P(1|x(d),y) can be expressed as a single nonlinear equation bysubstitution of (7) � (10) into (4) � (6), which in this setting guaranteesglobal optimality. However, the resulting expression is fairly unwieldy andtherefore given only in graphical terms.Figure 1 shows the estimated �ows on path 1 over measurements y1 andvariances σ2

1 that are varied between 0 and d. The results are consistentwith what one would intuitively expect: The smaller σ1, the more beliefis put on the measurement and the better it is reproduced. For large σ1values, the estimator becomes independent of the sensor data and fallsback to the prior path �ows. Between these extremes, there is a smoothtransition that re�ects the PFE's ability to interpolate between the priorinformation contained in the model and the measurements.In the full PFE, the Γ coe�cients require to calculate the derivatives ofall path choice fractions with respect to all path �ows, where the couplingof these quantities is given through the network loading in that the in-teractions of all path �ows generate network conditions that in turn areevaluated in the route choice model. These derivatives are available insimple settings, but they may be hard to obtain for generic demand andsupply models. This di�culty is not speci�c to this PFE but appliesmore generally to all instances of the OD matrix estimation problem incongested conditions, where the most widespread solution is to assumea �proportional assignment� that essentially assumes �xed route choicefractions (Cascetta and Nguyen, 1988) and to account for their actual de-pendency on the network conditions in a heuristic, iterative fashion, e.g.,(Lundgren and Peterson, 2008). This coincides with the statement of zeroderivatives of route shares with respect to path �ows and hence implies that9

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y = 0

y = 1000

σ21

q1

0

100

200

300

400

500

600

700

800

900

1000

0 100 200 300 400 500 600 700 800 900 1000Figure 1: Calibration results for two routes examplezero Γ coe�cients may be an operationally attractive simpli�cation. Evenfor zero Γ coe�cients, congestion is accounted for in (4) and (5) throughthe dependency of both the route choice model and the likelihood functionon the network conditions.Figure 2 demonstrates the e�ect of this simpli�cation on the estimationresults. It plots the di�erence between the exactly estimated route �owsand their approximations for zero Γ coe�cients. The bias attains a max-imum value of ca. ±7% of the total demand around σ21 = 100 for y1 = 0and y1 = d. For very small and very large variances, the bias ceases: Inthe �rst case, the Λ coe�cients absolutely dominate (4), whereas in thesecond case the calibration falls back to the prior model. Since the bias isof moderate magnitude, it appears justi�ed to choose zero Γ coe�cients infavor of the operational advantages this brings along. This course of actionis chosen in the remaining experiments of this article. However, accountingmore precisely for the SUE feedback e�ects, which here are represented bythe Γ coe�cients, is an important subject of ongoing and future research(Lundgren and Peterson, 2008). Note that related progress in the �eld ofOD matrix estimation is likely to be transferable to the methodology pro-posed here. 10

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y = 1000

y = 0

σ21

q1 (approx.) � q1 (exact)

−100

−80

−60

−40

−20

0

20

40

60

80

100

0 100 200 300 400 500 600 700 800 900 1000Figure 2: Bias of simpli�ed calibration for two routes exampleSummarizing, this section introduces a new PFE that makes much milderassumptions about the underlying model components and the amount andquality of available sensor data than the PFEs presented so far in theliterature. Its functioning is demonstrated through an academic example,and some intuition about an operationally advantageous simpli�cation isprovided.3 Disaggregate demand calibrationThis section carries the macroscopic PFE over to the calibration of DTAmicrosimulations. It is organized in two parts. First, the considered typeof DTA simulator is described. Second, the considerations that enable amathematically consistent application of the PFE to this type of simulationare discussed.Throughout this article, probability density functions are denoted by alowercase p and discrete probability functions by an uppercase P. Insteadof noting the probability that random variable X takes value x by someexpression of the form P(X = x), P(x) is brie�y written and ambiguities are11

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avoided by self-explanatory variables.3.1 Considered DTA simulatorThis speci�cation builds on the seminal model of Cascetta (1989), whichit simpli�es in some regards and extends in others. The notation of theprevious section is in large parts re-de�ned here in a microsimulation con-text. The most important changes in the new setting are that (i) it is fullydisaggregate in that every traveler is modeled as an individual entity and(ii) it is fully dynamic both on the demand side and the supply side.Agents and plansWe assume a microsimulation-based approach where every traveler is mod-eled as an individual agent n = 1 . . .N. At every point in simulated time,every agent n disposes of a plan in that describes the intended travelbehavior of that agent. A typical plan comprises a sequence of trips thatconnect intermediate stops during which activities are conducted, includingall associated timing information. We subsequently write {i} as a shortcutfor the whole population's plan set {i1, . . . , iN}.A plan constitutes a fully dynamic demand speci�cation that captures ar-bitrary choice dimensions such as route choice, departure time choice, andmode choice. An informal example of a plan would be �Leave home bycar for work at 7 am with a planned arrival at 7:30 am, taking the habitualroute; work until 5 pm; then take the highway to get to the local mall forone hour of shopping; �nally return home for the rest of the day, againusing the habitual route.�Supply simulatorThe supply simulator executes the plans of all agents simultaneously onthe network. It models the physical interactions of the agents, includ-ing congestion. The result of such a dynamic network loading are thedynamic network conditions x, which comprise all time-dependent, ag-gregate network characteristics (such as �ows, densities, velocities) that are12

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relevant to the decision making of the agents. (No time index is used herefor notational simplicity; one may think of x as a large vector in whichtime-dependent x(k) vectors are stacked, where k is the simulation timestep index.)Formally, the supply simulator draws from a distribution p(x|{i}) of thetime dependent network conditions x that result from the dynamic networkloading of a particular plan set {i} in the population. In its most widespreadform, this distribution is implicitly de�ned through a stochastic supplymicrosimulator. However, a deterministic, macroscopic supply simulatorwhere p(x|{i}) collapses into a singleton is just as feasible.Demand simulatorThe demand simulator models the decision making of travelers. It maps,for every agent n = 1 . . .N individually, the expected network conditions xon a plan in the agent chooses in these conditions. Pn(in|x) is the probabil-ity that plan in is chosen by agent n given the expected network conditionsx, and Cn denotes agent n's choice set of available plan alternatives.It is assumed that the agents' plan choice distributions are independentonce the expected network conditions are given. That is,P({i}|x) =

N∏

n=1

Pn(in|x), (11)which implies that the agents do not interact directly but only throughthe aggregate network conditions. This is a reasonable assumption forlarge-scale and/or time-critical simulations where tra�c �ow dynamicsare typically represented by aggregate laws of motion (�mesoscopic sim-ulators�) instead of vehicle-by-vehicle interactions (�car-following models�)(Astarita et al., 2001; Ben-Akiva et al., 2001a; De Palma and Marchal, 2002;Mahmassani, 2001; Nökel and Schmidt, 2002).The choice distributions Pn(in|x) and the choice sets Cn are arbitrary andentirely transparent to the proposed calibration approach. The demandsimulator is only required to generate realizations of these distributions.13

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Iterative simulation logicSo far, the DTA simulator is de�ned in terms of a supply simulator and ademand simulator. A solution to the DTA problem represents a situationin which demand and supply are consistent with each other. It typicallyis impossible to simulate this situation directly, but it is possible to alter-nately execute the supply simulator and the demand simulator. After aburn-in period, these draws can be tested for convergence towards a sta-tionary distribution, and their continuation in stationary conditions allowsto extract the relevant characteristics of mutually consistent demand andsupply (Balijepalli et al., 2007; Cascetta and Cantarella, 1991; Nagel et al.,1998; Watling and Hazelton, 2003).To clarify the causal structure of this logic, an iteration cycle counterc is introduced. In a given iteration c, the demand simulator �rst drawsplans from P({i}c|xc) conditional on expected network conditions xc thatare inferred from the simulated network conditions of previous iterations,and then the supply simulator draws network conditions that result froman execution of these plans from p(xc|{i}c).The loop is closed by a model component that infers the expected networkconditions xc from the previously simulated network conditions xc−1,xc−2, . . ..Possible realizations of this �lter are a moving average over a numberof previous iterations, e.g., (Liu, 2005), an autoregressive process, e.g.,(Ben-Akiva et al., 2001b; Raney and Nagel, 2006), or the method of suc-cessive averages (MSA), e.g., (Liu et al., 2007). For the calibration, it onlyis required that the expected network conditions attain a low variability asc becomes large. This requirement is made more precise further below.Algorithm 1 summarizes the workings of this approach. It constitutesa stochastic process that eventually stabilizes at a stationary distribu-tion of plan choices and resulting network conditions that constitute thesimulation-based solution of the DTA problem. It is called the prior solu-tion of the model because it incorporates no sensor data. (The existenceof a unique stationary distribution depends on the involved model com-ponents. It can, for example, be guaranteed if the simulation process isdesigned as an ergodic Markov chain (Ross, 2006).)Denoting by π a continuous and by Π a discrete stationary probability dis-tribution, the prior solution can be formally given in terms of the following14

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Algorithm 1 Iterative dynamic tra�c assignment1. Initialize cycle counter c = 0.2. Choose initial network conditions x0,x−1, . . . (e.g., free-�ow condi-tions).3. Repeat for as many iterations as necessary to extract relevant char-acteristics in stationary conditions:(a) Increase c by one.(b) Calculate expected network conditions xc from xc−1,xc−2, . . ..(c) Replanning. For n = 1 . . .N, draw plan icn from Pn(ic

n|xc).(d) Network loading. Draw network conditions xc from p(xc|{i}c).system of equations:Πn(in) = Pn(in|x), n = 1 . . .N (12)Π({i}) =

N∏

n=1

Πn(in) (13)π(x) = p(x|{i} ∼ Π({i})) (14)x ≈ E{x|x ∼ π(x)}. (15)Equation (12) speci�es the individual-level prior choice distribution of everyagent n. Equation (13) states that the population prior choice distribution

Π({i}) results from the independent choices of all agents (where the mutualinteractions are fully captured through the expected network conditions x).The prior distribution of the network conditions is de�ned in (14), and theexpected prior network conditions are given in (15).The requirement (15) that the agents replan based on (an approximation of)the expected network conditions is motivated as follows. The macroscopicPFE solves the calibration problem through an adjustment of all choicedistributions in equilibrated conditions. The counterpart of these distri-butions in a microsimulation are the stationary choice distributions, whichare implicitly de�ned through the iterative dynamics of the stochastic sim-ulation process. If, however, the expected network conditions x eventually15

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stabilize at constant values, then the transition distributions Pn(i|x) andthe stationary choice distributions Πn(i) coincide and the calibration prob-lem can be tackled by a modi�cation of the operationally more accessibletransition distributions only. (The subscript n of a plan in is subsequentlyomitted when the agent the plan refers to is not of relevance.)The transition distributions and the stationary choice distributions coincidewell even if some variability in the expected network conditions x is left inthat they are distributed according to some distribution π(x) in stationaryconditions. To see this, the stationary plan choice distribution (12) isrewritten asΠn(i) =

Pn(i|x)π(x)dx. (16)If the expectation of π(x) equals the expectation E{x|x ∼ π(x)} of thesimulated network conditions and if the distribution π(x) is tight enoughto allow for a linearization of Pn(i|x) around x0 = E{x|x ∼ π(x)} thenΠn(i) ≈

∫ [

Pn(i|x0) +∂Pn(i|x0)

∂x0(x− x0)

]

π(x)dx = Pn(i|x0), (17)which implies that the stationary plan choice distribution and the transitiondistribution coincide well even if (15) is implemented through a �lter thatmaintains some variability in the expected network conditions. Also, theexpected network conditions may di�er for individual agents within theaforementioned limits. However, for notational convenience the model willsubsequently be speci�ed in terms of an approximation of the expectednetwork conditions only, as it is expressed in (15) by the �≈� symbol.The iterative assignment logic is equally applicable to simulate an SUE-based planning model and a telematics model where drivers are sponta-neous and imperfectly informed. From a simulation point of view, the onlydi�erence between these two models is that an SUE demand simulatortypically utilizes all information from the most recent network loadings,whereas a telematics demand simulator generates every elementary deci-sion of a plan only based on such information that could have actuallybeen gathered up to the according point in simulated time. The �ltering ofthe expected network conditions has di�erent meanings in either approach:In an equilibrium model, it can be seen as a learning mechanism throughwhich travelers remove random �uctuations from their observations. For16

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a non-equilibrium model, the same mechanism can be employed to stabi-lize the iterative solution procedure, but no behavioral interpretation isavailable in this case (Bottom, 2000; Bottom et al., 1999). To keep theterminology simple, the remaining presentation is given only in terms ofan SUE planning model.3.2 Disaggregate application of the calibrationThe macroscopic PFE developed in Section 2 is now carried over to thepreviously described DTA microsimulator. Essentially, the OD pairs arereplaced by agents and the routes are replaced by plans. That is, n =

1 . . .N now represents the agent population instead of the OD pairs, Cnrepresents the choice set of agent n instead of the route set connectingOD pair n, and i ∈ Cn indicates a plan available to agent n instead of aroute that connects OD pair n. The transition from a static speci�cationthat only considers paths to a dynamic speci�cation that accounts for fullplans is feasible because a time-dependent network can be equivalentlymodeled as a time-expanded static network and a full-day plan constitutesa simple path in the expanded network (Bierlaire, 2002; Flötteröd, 2008;van der Zijpp and Lindveld, 2001).The basic assumption of this approach is that the macroscopic SUE modelof Section 2 captures the average conditions in the microsimulation suchthat the macroscopic PFE can be deployed to adjust the average conditionsin the microsimulation as well. This requires to clarify the notions of �av-erage network conditions� and �average agent behavior� in the consideredclass of DTA microsimulators.Average network conditions. The macroscopic PFE assumes that thenetwork conditions result from a deterministic network loading of the con-tinuous-valued demand. The microscopic model is based on an expectationof stochastic network conditions. Since the network loading is in general anonlinear operation, the expected network conditions di�er from the resultof a deterministic network loading of the expected demand levels. Thisdeviation between aggregate SUE assignments and stochastic microsimu-lations has been identi�ed by Cascetta (1989), who concludes that �in thelimiting case of a number of remembered costs tending to in�nity with uni-form weights, users tend to base their choices on average costs, which are17

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still di�erent from costs computed for average �ows in the case of nonlinearcost functions. Also in this case [the iterated microsimulation] and SUEexpected �ows are only approximately equal.� However, he also shows that�in general, however, they can be considered coincident within the limitsof a �rst-order approximation�.Average agent behavior. Every agent n chooses one plan in every itera-tion of the microsimulation. This implies that dn, which previously was thenumber of trips in OD relation n, now is one. A natural re-interpretationof dni, which previously was the number of trips in OD relation n alongpath i, is possible in terms of a continuous limit that results when agentn is (only hypothetically) replaced by Z → ∞ identical agents of size 1/Zthat all draw independently from the original agent's plan choice distribu-tion. In the continuous limit, dni becomes agent n's probability Pn(i|·) ofchoosing plan i. This observation is relevant because the macroscopic PFEmaximizes entropy, which assumes a large population of decision makers.The continuous limit behavior can be evaluated by the considered classof DTA microsimulations in stationary conditions, where every agent nreplans based on stable expected network conditions x such that repeatedinstantaneous choices of the same agent follow the same distribution as a se-quence of choices over several iterations. That is, the entropy maximizationapproach of the macroscopic PFE can still be applied to a microsimulationin stationary conditions with dn = 1 and dni being the according stationarychoice probability of plan i.Table 2 gives a summary of these re-de�nitions. Based on these considera-tions, the macroscopic PFE (4) � (6) can be combined with the solution (12)� (15) of the simulation-based DTA model into the following speci�cation:

Πn(i|y) =exp(Λni + Γni)Pn(i|x|y)∑

j∈Cnexp(Λnj + Γnj)Pn(j|x|y) , n = 1 . . .N (18)

Π({i}|y) =

N∏

n=1

Πn(in|y) (19)π(x|y) = p(x|{i} ∼ Π({i}|y)) (20)x|y ≈ E{x|x ∼ π(x|y)}, (21)where (18) and (19) now specify the stationary posterior plan choice dis-tributions in the population symmetrically to (4), and the (expected) pos-terior network conditions are de�ned in (20) and (21). Λni and Γni are18

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Table 2: Microscopic rede�nition of macroscopic PFE entitiessymbol macroscopic microscopicn = 1 . . .N OD pairs agentsCn routes connecting ODpair n

plans available to agentn

i ∈ Cn a route connecting ODpair n

a plan of agent n

dn number of trips in ODpair n

number of times agentn chooses a plan periteration (= one)

dni number of trips onroute i ∈ Cn

stationary probabilitythat agent n choosesplan ide�ned in (5) and (6), only that they are now evaluated in expected poste-rior network conditions x|y and with the path �ows dni being replaced bythe stationary posterior choice distributions Πn(i|y).Recall that (4) � (6) only specify a stationary point of the posterior entropyfunction but not necessarily a global maximum. If there are several sta-tionary points then additional measures are necessary to ensure a propermaximization, e.g., by running the above model several times and compar-ing the results. However, our present experience with this speci�cation isthat it unambiguously converges towards a single, plausible solution.The model (18) � (21) can be solved by the same iterative simulation ap-proach that is used to solve (12) � (15), the only di�erence being that theplan choice distribution of every replanning agent is now scaled by the ex-ponential of the according Λ and Γ coe�cients. This is a computationallyvery e�cient speci�cation because it only a�ects the agent behavior at theindividual level, which turns the joint demand calibration problem for Nagents into N individual-level calibration problems, where all interactionsare captured through the iterations of the simulation.Algorithm 2 outlines, as for now only conceptually, how the calibration isapplied to a generic DTA microsimulator. Clearly, the applicability of thiscalibration logic is very broad. 19

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Algorithm 2 Calibration of a generic DTA microsimulator1. Initialize the calibration and the DTA simulator.2. Repeat for as many iterations as necessary to extract relevant char-acteristics in stationary conditions:(a) Calculate all Λni and Γni coe�cients.(b) For all agents n = 1 . . .N, draw a new plan from a choice distri-bution that is scaled by exp(Λni + Γni) for all i ∈ Cn.(c) Load all agents on the network.In order to make the calibration operational, two more questions need tobe answered: how to calculate the Λ and Γ coe�cients in Step 2a and howto implement the scaling of the choice probabilities in Step 2b for a genericmicrosimulation that can only be expected to generate realizations of thechoice distributions and network conditions. This is discussed in the nextsection.4 Making the framework operationalThis section details the technical steps that are necessary to apply the de-mand calibration to a DTA microsimulation. First, Subsection 4.1 clari�eshow to calculate the Λ coe�cients, given an arbitrary supply simulator.Second, Subsection 4.2 explains di�erent methods to enforce the scaledplan choice distribution (18) in an arbitrary demand simulator. Third,Subsection 4.3 gives a step-by-step speci�cation of how to apply the cali-bration to a generic DTA microsimulation. Finally, Subsection 4.4 clari�esthe developments with a continuation of the two-routes example of Section2.2.As from now, the Γ coe�cients in (18) are set to zero because of the oper-ational reasons given in Section 2.2. If they are to be accounted for, theycan be added to the corresponding Λ coe�cients wherever the latter areused in the following to a�ect the simulated agent behavior.20

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4.1 Linearization of the log-likelihoodStationary posterior conditions are assumed in this subsection, which meansthat all agents draw their plans from posterior choice distributions Πn(i|y).This is justi�ed by the speci�cation of the calibrated system state that re-lies on a linearization of the log-likelihood in posterior conditions. Sincein stationary conditions the choices of all agents depend on stable x|y val-ues and hence are not a�ected by the particular realizations of x in recentnetwork loadings, the iteration counter c is omitted in this subsection.According to (5), a calculation of the Λ coe�cients requires to di�erenti-ate the log-likelihood function lnp(y|x(d)) with respect to dni, which inthe microscopic case carries over to a di�erentiation with respect to the ac-cording stationary choice probability Πn(i|y) in expected posterior networkconditions x|y, cf. Section 3.2:Λni =

∂ lnp(y|x|y)∂Πn(i|y)

=

∂ lnp(y|x|y)∂x|y ,

∂x|y∂Πn(i|y)

⟩ (22)where 〈·, ·〉 denotes the inner product. The �rst vector, ∂lnp(y|x|y)

∂x|y , will turnout to be relatively easy to compute. The evaluation of the second vector,∂x|y

∂Πn(i|y), however, requires some additional e�ort. For this purpose, thenotion of a �proportional network loading� is introduced.A proportional network loading describes a situation in which the time-dependent travel times on all links in the network are known and �xed.This implies that there are no interactions between the �ows, which movethrough an exogenously speci�ed network environment. The resulting �owon any link becomes a linear superposition of all path �ows across thatlink. For a microsimulator, this implies that the agents linearly superposeon each link. In order to obtain a mathematically tractable relation betweendemand and resulting network conditions, the true dynamics of the supplysimulator are captured by a linear network loading. Formally, this impliesthat the simulated tra�c count xa(k) on link a in simulation time step kis written as

xa(k) =

N∑

n=1

1(ak ∈ in) (23)where 1(·) is the indicator function and ak ∈ in indicates that plan inrequires agent n to enter link a in time step k (where, for simplicity, it is21

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assumed that the sensors are located at the upstream end of a link). Thisis an imperfect model of the actual network loading in that the assump-tion of constant travel times implies that the in�ow of links at the capacitylimit increases beyond this limit if the demand is increased. Consequently,(23) is an imperfect representation of the supply simulator in congestedconditions.1 An alternative approximation that captures congestion withgreater precision is described in (Flötteröd and Bierlaire, 2009). However,for clarity only the simple case of a proportional network loading is con-sidered in the following. The results carry over almost identically to thecongested case.Assuming (23) to be applicable, the vector x|y of expected posterior networkconditions contains the elementsxa(k)|y =

N∑

n=1

i∈Cn

1(ak ∈ i)Πn(i|y), (24)which yields when inserted into (22)Λni =

ak∈i

∂ lnp(y|x|y)∂xa(k)|y . (25)This means that the Λ coe�cients can be evaluated by summing up thederivatives of the log-likelihood with respect to the simulated tra�c countsalong all links that are contained in the considered plan.In order to show that this is not a di�cult task, univariate normal like-lihood functions are considered as an example. Denoting the measuredcounterpart of xa(k) by ya(k) and maintaining the symbol y for the vectorof all available measurements, one haslnp(y|x|y) = const −

ak

(xa(k)|y − ya(k))2

2σ2a(k)

(26)where the sum runs only over sensor-equipped links and σ2a(k) is the vari-ance of the sensor data on link a in time step k. In this case, an evaluation1Note that a proportional assignment, which is widely and successfully assumed in the�eld of time-dependent OD matrix estimation, implies the same assumption of constanttravel times. That is, although (23) is consistent only in uncongested conditions, the stateof practice suggests its applicability even in the case of congestion.22

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of (25) yieldsΛni =

ak∈i

ya(k) − xa(k)|yσ2

a(k)(27)where the expectation can be obtained by averaging the simulated tra�ccounts over many stationary iterations in the DTA simulator.4.2 A�ecting the agent behaviorThe disaggregate demand calibration requires to scale the choice distri-bution Pn(i|·) of every replanning agent individually by exp(Λni) and tore-normalize. Given that the Λ coe�cients are available from (25), a univer-sally applicable method to realize this scaling is rejection sampling (Ross,2006). Denote by

Paccept,n(i) = exp(Λni)/Dn (28)the acceptance probability for plan i from agent n's choice set Cn whereDn must be such that

Dn ≥ maxi∈Cn

exp(Λni) (29)for (28) to be a proper probability. If repeated draws taken from Pn(i|·)are accepted with probability Paccept,n(i) and are rejected otherwise, thenthe �rst accepted draw constitutes a draw from the desired scaled choicedistribution. The correctness of this approach is veri�ed in Appendix C.While the accept/reject estimator is arguably the most general methodto a�ect agent behavior, it is by no means the only one. For example,if the demand simulator implements a multinomial logit (MNL) model(Ben-Akiva and Lerman, 1985) then a computationally more e�cient ap-proach is to a�ect the agent behavior by modi�cations of their utility func-tions. Appendix D shows that an MNL demand simulator immediately gen-erates draws from the calibrated choice distributions if the according Λnicoe�cients are added to the systematic utility of every considered alterna-tive before the MNL model is evaluated. Note that this result carries over topath-size logit (Ben-Akiva and Bierlaire, 2003) and C-logit (Cascetta et al.,1996) models. It also is noteworthy that a heuristic application of this tech-nique is possible even if the demand simulator does not implement an MNLchoice distribution. Such an approach is based on a weaker theoretical foun-dation, but it may still produce practically useful results.23

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Algorithm 3 Linearization-based accept/reject estimator1. Initialize cycle counter c = 0.2. Choose initial network conditions x0,x−1, . . . (e.g., free-�ow condi-tions).3. Repeat for as many iterations as necessary to extract relevant char-acteristics in stationary conditions:(a) Increase c by one.(b) Calculate expected network conditions xc|y from xc−1,xc−2, . . ..(c) Replanning. For n = 1 . . .N, do:i. Run the demand simulator and obtain a plan i ′.ii. Calculate Λni′ according to (25) using xc

|y.iii. With probability 1−Paccept,n(i ′) according to (28), goto step3(c)i.iv. Retain the �rst accepted draw: icn = i ′.(d) Network loading. Draw xc from p(xc|{i}c).4.3 AlgorithmThe de�nition of Λni in (25) requires to calculate the according deriva-tives in average posterior network conditions, which, however, are a prioriunknown. This constitutes a �xed-point problem that can be iterativelysolved: Starting from the behavioral prior, successively improved lineariza-tions are generated from iteration to iteration until a stable state is reachedwhere the estimator draws from the behavioral posterior based on stable

Λ coe�cients that in turn are consistent with this very posterior.For illustrative purposes, the method of successive averages (MSA) is ap-plied to this problem in Algorithm 3, which a�ects the agents' choice be-havior using the general rejection sampling technique as an example. Thisalgorithm calibrates whatever choice dimensions are represented by the de-mand simulator, is compatible with an arbitrary supply simulator, and isfully consistent with the execution logic of a typical DTA microsimulator.24

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prior (uncalibrated)posterior (calibrated) iteration

q1

0

100

200

300

400

500

600

700

0 10 20 30 40 50 60 70 80 90 100Figure 3: Evolution of q1 for two-routes example4.4 ExampleThis subsection exempli�es the workings of Algorithm 3 in terms of thetwo-routes example introduced in Section 2.2. The example is now micro-scopically simulated for a population of 1000 identical agents, each of whichperceives travel time according to (7) and chooses a route according to (9).The expected travel times result from a moving average of the simulatedtravel times over �ve iterations.For illustrative purposes, a measured �ow of y1 = 250 veh/h with a stan-dard deviation of σ1 = 10 veh/h is assumed. The calibration is run for 100iterations. Note that in this setting the Λ1 coe�cient can be calculatedaccording to (27) and that Λ2 is zero because there is no sensor on route 2.Figures 3, 4, and 5 show, for a single calibration experiment, the �ow q1 onroute 1, the expected travel time t1 on that route, and the Λ1 coe�cient,respectively. For comparison, the uncalibrated �ows and travel times of asingle simulation are added in dashed lines.The prior �ows �uctuate in a stable manner around 500 veh/h, which isconsistent with the symmetry of the scenario. After some overshooting,the posterior �ows stabilize around 360 veh/h, which constitutes the com-25

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prior (uncalibrated)posterior (calibrated) iteration

t1

0

0.05

0.10

0.15

0.20

0.25

0.30

0.35

0.40

0.45

0.50

0 10 20 30 40 50 60 70 80 90 100Figure 4: Evolution of t1 for two-routes example

iteration

Λ1

−2

−1.75

−1.50

−1.25

−1.00

−0.75

−0.50

−0.25

0

0 10 20 30 40 50 60 70 80 90 100Figure 5: Evolution of Λ1 for two routes example26

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promise the calibration identi�es between the prior �ows and the measuredvalue of 250 veh/h. Note that although the calibration has been derivedin terms of average network conditions, the actually calibrated networkconditions are still distributed in a way that is consistent with the stochas-ticity of the demand generator and (in general but not in this example) thesupply simulator.The average travel time on route 1 changes from 0.45 in prior conditionsto 0.23 in posterior conditions. This constitutes an important driving forcebehind the interpolation of prior information and measurements: As thecalibration removes more and more vehicles from path 1 in order to �t themeasurement, the travel time on this path decreases, which in turn increasesits attractiveness. Upon convergence, the calibration has compromised ina plausible Bayesian manner between these two e�ects.Finally, the evolution of the Λ1 coe�cient shows how the calibration takese�ect. After a few iterations of transient oscillations, the coe�cient stabi-lizes around -1.1. This value is consistent with the theory: Inserting y1, σ1and the average posterior �ow of 360 veh/h in (27), one obtains the samevalue. The negative sign of Λ1 indicates that there is too much simulated�ow on route 1, which the calibration tries to reduce by scaling the choiceprobability of this route by exp(Λ1) < 1.This type of detailed analysis is hard to conduct for the large real-worldtest case presented in the next section, which therefore resorts to moreaggregate performance measures. However, the conceptual workings of thecalibration are the same as described in this example.5 Zurich case studyThis section presents results from an ongoing real-world case study forthe city of Zurich (Flötteröd et al., 2009). First, the deployed simulationsystem is described in Section 5.1. Second, the Zurich scenario is presentedin Section 5.2. Third, the interactions between simulation and calibrationare investigated in Section 5.3. Finally, Section 5.4 reports on the validationof the calibrated simulation system.27

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5.1 Deployed simulation systemThe MATSim (�Multi-agent transport simulation toolkit�, MATSim, accessed 2009)DTA microsimulation is used for the purposes of this study. Its workingscoincide well but not perfectly with the speci�cation of Section 3.1. Thissituation is likely to be encountered in the calibration of other microsimu-lations as well. An important aspect of this study is therefore to show thatthe calibration is robust with respect to (mild) violations of its underlyingassumptions.Consistently with all assumptions of the calibration, MATSim consists of amicroscopic and stochastic demand and supply simulator, which are itera-tively executed until stationary conditions are attained. The supply simu-lator is based on a queueing model that is fully consistent with the assump-tions of this work (Cetin et al., 2003). The choice dimensions accountedfor in the demand simulator are route choice, departure time choice, andmode choice (car vs. no-car). The demand simulator has some unusualfeatures that are discussed in the following. It is described in detail in(Raney and Nagel, 2006).Continuous choice set generation. The choice set generation and thechoice simulation are intertwined in MATSim. The rational behind thisis that the choice set should be appropriate in equilibrated network con-ditions, which are not known a priori. The simulation therefore proceedsin two stages. In the �rst stage, as from now called the choice set gen-eration stage, the choice set is continuously updated in that new plansare generated and other plans are discarded during the iterations. In thesecond stage, the choice stage, the choice set generation is turned o� andthe demand simulator operates based on �xed choice sets.Implicit choice distribution. Agents make choices both in the choice setgeneration stage and the choice stage. In the choice set generation stage, anewly generated plan is selected for execution with probability one. Thisis necessary because MATSim calculates the utility of a plan only afterit is executed; this logic is discussed in the next paragraph. Since thegeneration of new plans is realized by random variations of existing ones,the guaranteed selection of a newly generated plan generates draws fromthe set of all plans that can be possibly created by random variations. Ifno new plan is generated for an agent, one of its existing plans is selected28

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according to a multinomial logit model. In the choice stage, no new plansare generated and the demand simulator only applies the multinomial logitmodel.Simulation-based utility function. MATSim uses an all-day utility func-tion that consists of positive terms for the execution of activities and neg-ative terms for travel (Charypar and Nagel, 2005). Utilities are not calcu-lated based on average network conditions but as averages over the experi-enced utilities of executed plans, which from a calibration perspective im-plies the same type of approximation as discussed in Section 3.2 when com-paring the result of a deterministic network loading of an average demandwith the expected network conditions given the actual demand distribu-tion. MATSim averages the experienced utilities by a recursive �rst-order�lter with an innovation weight of 0.1.Apart from these peculiarities, MATSim constitutes an iterative DTA mi-crosimulator that complies with all assumptions of the proposed calibration.5.2 Description of test case and uncalibrated simulationFigure 6 shows the road network of the analysis zone. An all-of-Switzerlandnetwork with 60 492 links and 24 180 nodes is used. It is based on aSwiss regional planning network, which has been made ready for simulationpurposes based on additional OpenStreetMap network data (Chen et al.,2008).A synthetic population of travelers for all of Switzerland is available froma previous study (Meister et al., 2008). All travelers have complete dailyactivity patterns based on microcensus information (SFSO, 2006). The ex-periments consider only those agents who cross a 30 km (18.6miles) circlearound the center of Zurich at least once during their daily travel, includ-ing those agents who stay within that circle for the whole day. In orderto obtain a high computational speed, a random 10% sample is chosen forsimulation, which consists of 187 484 simulated travelers. All agents itera-tively adapt route choice, departure time choice, and mode choice. Publictransit is simulated as described in (Grether et al., 2009), that is, it is as-sumed that it provides door-to-door connectivity at twice the free speedtravel time by car. 29

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Figure 6: Zurich networkHourly tra�c counts from 161 inductive loop sensors are available from06:00 to 20:00 of one day. The deviation between measured and simulatedtra�c counts is both graphically and quantitatively evaluated. For visualinspection, scatter plots such as those given in Figure 7 are used. Everypoint represents one pair of measured/simulated tra�c counts, where themeasured value de�nes the x-coordinate and the simulated value de�nesthe y-coordinate. If all measurements were perfectly reproduced by thesimulation, all points would lie on the diagonal with slope one. Devia-tions from that diagonal signalize inconsistencies between measurementsand simulation.Figure 7 shows scatter plots that are obtained after 500 iterations of uncal-ibrated simulation. The line above (below) the main diagonal representssimulation values of twice (half) the observed tra�c counts (note that theplots are double-logarithmic). Most points are within this (admittedlyloose) band, which indicates that the simulation captures the overall situ-ation fairly well. However, there clearly is room for improvement.30

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Figure 7: Scatter plots for uncalibrated base case31

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5.3 Inserting the calibration into the simulationThe proposed calibration methodology is implemented in the free Cadyts(�Calibration of dynamic tra�c simulations�) software package (Cadyts,accessed 2009; Flötteröd, 2009). Cadyts is written with conceptual andtechnical �exibility in mind in that it o�ers various modes of interactionwith di�erent DTA microsimulations. All experiments reported in thissection are based on an application of Cadyts to MATSim.In this case study, the agent behavior is a�ected by modifying the utilityof their available plans before they make their choices, cf. Section 4.2.The only exceptions are newly generated plans, which are always executed.This implies that these parts of the demand remain uncalibrated during thechoice set generation stage and that the calibration takes full e�ect only inthe choice stage.The evolution of the calibrated simulation over the iterations is visualizedin Figure 8, which shows the mean weighted square error (MWSE) of allmeasurements over the iteration number. This error measure is de�ned asMWSE =

(ya(k) − xa(k))2

2σ2a(k)

ak

(30)where σa(k) is the standard deviation assigned to the sensor data ya(k)on link a in hour k, xa(k) is its simulated counterpart, and 〈·〉ak indicatesan average over all sensor locations and hourly time intervals. This coin-cides with the log-likelihood function that is assumed in the calibration,which corresponds to the assumption of independent normally distributedmeasurement errors. The variance of a measurement is calculated asσ2

a(k) = 0.5 ·max{ya(k), (25 veh/h)2}, (31)which re�ects two considerations. First, there is the assumption that thevariance of a measurement error is proportional to the measured value.Second, there is a positive lower bound on the variance, which ensuresthat very small measurements are not over-weighted and avoids numericalproblems in the evaluation of (30). The numerical values used in thisspeci�cation were experimentally obtained.When applying the calibration, the system starts in an already equilibratedstate that has been attained after 500 uncalibrated iterations. The cal-ibrated simulation is then run for another 500 iterations, i.e., from total32

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iteration

MWSE

0

10

20

30

40

50

60

70

80

90

100

110

500 600 700 800 900 1000Figure 8: Mean weighted square error (MWSE) using all counting stationsiteration number 500 to 1000. Running the calibration jointly with the sim-ulation for another 500 iterations requires approximately 2014h on a 64 bitIntel Nehalem machine at 2.67GHz using at most 10GB of RAM. Not even9% of the computing time (approx. 13

4h) are calibration overhead.Since the system starts already in an equilibrated state, all systematicchanges of MWSE in Figure 8 can be attributed to the calibration. TheMWSE is quickly reduced from more than 100 in iteration 500 to around45 in iteration 600. After this, the curve �attens. It is plausible to assumethat in the �rst iterations the calibration ��lls up� the measurement loca-tions by arbitrary plans and that in the following iterations the simulationrearranges the plans such that behaviorally more reasonable plans take theplace of other plans that have been used by the calibration before.The choice set generation stage �nishes at iteration 800, which generatesa jump in the system behavior: Since the immediate execution of newlygenerated plans is omitted, the calibration can a�ect the whole plan choicedistribution, which results in another improvement of MWSE from around35 to little more than 20. The variability of MWSE is reduced to almostzero after iteration 800, which is a consequence of the reduced variabilityin the executed plans once the choice set generation is turned o�.33

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Figure 9 shows scatter plots that are obtained from the last iteration of thecalibrated simulation, i.e., iteration 1000. A comparison with the uncali-brated scatterplots of Figure 7 shows that the data points are clearly morecentered around the main diagonal. A quantitative evaluation of this e�ectis possible in terms of the MWSE of Figure 8: The MWSE at iteration 500corresponds to the scatter plots of Figure 7, and the MWSE at iteration1000 corresponds to those of Figure 9.Overall, the calibration generates a clear improvement in measurement �tat an extremely low computational cost. However, this alone does notprove that the calibrated agent behavior becomes more realistic becausethere are many plausible and not-so-plausible combinations of plan choicesthat reproduce the measurements equally well. The next section providescross-validation results that indicate that the calibrated demand is indeedmore realistic.5.4 Cross-validation resultsWhile the previous section clearly demonstrates that the calibration im-proves the measurement reproduction, this section demonstrates that itdoes so in a way that also improves the realism of the global tra�c situa-tion. This is an important issue that applies to demand calibration fromtra�c counts in general because this problem is highly under-determined,which implies that there is a large number of demand con�gurations thatreproduce the tra�c counts equally well. Recall that the proposed cali-bration resolves this under-determination by taking the choice logic that isimplemented in the simulation system itself as the prior information aboutthe demand. The tra�c counts are then added to this information in orderto obtain an improved posterior choice distribution.For cross-validation, the 161 sensor locations are randomly assigned to tendisjoint validation data sets of roughly equal size. For each validationdata set, there is a corresponding measurement data set that containsthe tra�c counts from all sensors that are not represented by the respec-tive validation data set. For every measurement/validation data set pair,one calibration is conducted, where only the measurement data is madeavailable to the calibration and the corresponding validation data is used34

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Figure 9: Scatter plots after calibration35

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iteration

relative MWSE

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

1.1

500 600 700 800 900 1000Figure 10: Validation results � measurement reproductionto evaluate how well the calibrated demand generates a spatiotemporalextrapolation of the tra�c counts.Figure 10 shows the MWSE trajectories of the measurement data for allten experiments over the iterations, where all trajectories are normalized totheir values at iteration zero for better comparability. Figure 11 shows thesame type of curves for the validation data. The similar dynamics of themeasurement MWSE values indicate that the calibrated simulation exhibitswell-behaved dynamics and generates reproducible results. Overall, themeasurement reproduction error is reduced by around 80% in all cases.The validation MWSE curves exhibit a greater variability, which can beexplained by the lower number of measurements that enter the averagingin (30). Again, the variability is substantially decreased once the choiceset generation is turned o�. The di�erent experiments attain di�erentMWSE values because disjoint sets of sensor data are evaluated. Overall,an improvement of 15% to 45% is attained. This clearly indicates thatthe local information that is contained in the measurement data is used bythe calibration in a way that a�ects the network-wide agent behavior suchthat more realistic global network conditions result. One also should keepin mind that the relative positioning of the sensors a�ects the validation36

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iteration

relative MWSE

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

1.1

500 600 700 800 900 1000Figure 11: Validation results � measurement extrapolationresults in that the extrapolation power of the calibration is limited by thespatiotemporal correlations in the network conditions: If the validationsensors are too far away, they simply are not a�ected any more by thecalibration, no matter how well it performs.These results show clearly that the calibration conducts demand modi�-cations that are structurally meaningful in that they do not only �t thesensor data well but also lead to a global improvement in the system's re-alism. At this point, the di�culty of the calibration problem that is solvedhere needs to be stressed. The calibration adjusts simultaneously the routechoice, mode choice, and departure time choice of hundreds of thousands ofindividual travelers in a purely simulation-based environment on a networkwith many ten thousand links. The number of iterations required to ob-tain stable and realistic results is in the order of a plain simulation, and thecomputational overhead introduced by the calibration is almost negligible.The authors are not aware of any other calibration technique that comesclose to such results.37

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6 Summary and outlookWe present a new calibration framework that overcomes many of the sim-plifying modeling assumptions typically adopted in the calibration of dy-namic tra�c simulators. Our approach allows for the estimation of ar-bitrary behavioral patterns at the individual level in a Bayesian settingwhere tra�c counts are combined with a simulation-based representationof the analyst's prior knowledge. The approach is compatible with bothan equilibrium-based modeling assumption and a telematics model wheredrivers are spontaneous and imperfectly informed. Experimental results fora large real-world test case are presented that demonstrate the e�ectivenessand adequacy of the proposed method. A software implementation of themethodology is freely available on the Internet (Cadyts, accessed 2009).Our current work focuses on the calibration of behavioral model parame-ters (such as the coe�cients of a utility function) from tra�c counts. Sincethis is likely to reach the limits of what can be inferred from this type ofmeasurements, the incorporation of additional sensor data is another im-portant research topic. The free software implementation of the calibrationis continuously applied to di�erent DTA microsimulations, which yields im-portant insights on how to improve the system's conceptual and technical�exibility.Finally, the joint calibration of demand and supply is a challenge thateventually needs to be tackled. The current demand calibration assumesthe supply simulator to be modeled without bias (an assumption it shareswith all PFEs and OD matrix estimators that treat the network loading asa deterministic mapping), which should be relaxed in future research.7 AcknowledgmentsThis research was funded in part by the German research foundation DFGunder the grant �State estimation for tra�c simulations as coarse grainedsystems�. Most experiments were run on the computing cluster of themathematical faculty of the Berlin Institute of Technology. Yu Chen helpedrunning the simulations in the context of other joint work (Flötteröd et al.,38

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2009). GF thanks Ecole Polytechnique Fédérale de Lausanne for fundingand hospitality during a �rst compilation of this article.A Maximization of prior entropyDenote by dn the total demand of OD pair n and by dni the demand forpath i ∈ Cn, where Cn is the path set of OD pair n. If the demand wasintegral then the path �ows d = (dni) would be distributed according toP(d) =

N∏

n=1

dn!

∏i∈Cn

(Pn(i|x(d)))dni

∏i∈Cn

dni!, (32)where, di�erently from a standard multinomial distribution, the event prob-abilities are not �xed but themselves random variables because they dependon the path �ows through the network conditions x. Taking the logarithmand applying Stirling's approximation (lnZ! → Z lnZ − Z for large Z), oneobtains the prior entropy function

W(d) = lnP(d) =

N∑

n=1

[

dn lndn +∑

i∈Cn

dni lnPn(i|x(d)) −∑

i∈Cn

dni lndni

]

.(33)(Note that this speci�cation of W(d) di�ers from (2) in the main text bythe addend ∑n dn lndn, which a�ects only the maximum value of W(d)but not the according path �ows.) In order to show the equivalence ofthe global maxima of W(d) (subject to the �ow conservation constraints

∑i∈Cn

dni = dn∀n) with the SUE �ows, the following observations aremade.1. The maximum value of W(d) subject to the �ow conservation con-straints is zero: For �xed path choice fractions Pn(i) ∀n, i, W(d) isstrictly concave and its maximization subject to the �ow conservationconstraints yields the path �ows dni = Pn(i)dn∀n, i and an objectivefunction value of zero. Now consider any candidate combination ofvariable path choice fractions and path �ows. Fixing the path choicefractions at their given values, a maximization with respect to thepath �ows again yields a unique maximum with a zero value of W(d).39

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2. Every SUE �ow is a global maximizer of W(d) subject to the �owconservation constraints: A substitution of the SUE �ows dni =

Pn(i|x(d))dn∀n, i yields W(d) = 0, which is the global maximumvalue.3. Every global maximizer of W(d) subject to the �ow conservationconstraints is an SUE �ow: Assume that there was a global maximizerd = (dni) where at least one dni 6= Pn(i|x(d))dn. Fixing the pathchoice fractions at Pn(i) = Pn(i|x(d)) ∀n, i, W(d) is maximized if andonly if dni = Pn(i)dn∀n, i, which contradicts the assumption.Items 2 and 3 establish the equivalence of SUE �ows and global maximaof W(d) subject to the �ow conservation constraints. Note also that thepossible existence of multiple global maxima can only result from non-unique SUE �ows, which would indicate a modeling problem rather than a�aw in the equivalent maximization problem.B Maximization of posterior entropyBefore maximizing the posterior entropy functionW(d|y) = lnp(y|d) + W(d), (34)the additional requirement of constant demand levels dn per OD pair n isintroduced in the Lagrangian

L(d|y) = W(d|y) +

N∑

n=1

un

(

i∈Cn

dni − dn

) (35)where the un are the Lagrangian multipliers. Using (33), the derivative ofL(d|y) with respect to dmj (where m is an OD pair and j ∈ Cm) becomes

∂L(d|y)

∂dmj

=∂ lnp(y|x(d))

∂dmj

+ ln Pm(j|x(d))

dmj

+

N∑

n=1

i∈Cn

dni

Pn(i|x(d))

∂Pn(i|x(d))

∂dmj

− 1 + um. (36)40

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Setting this to zero and solving for dmj yieldsdmj = exp(um − 1) exp(Λmj + Γmj)Pm(j|x(d)) (37)where

Λmj =∂ lnp(y|x(d))

∂dmj

(38)Γmj =

N∑

n=1

i∈Cn

dni

Pn(i|x(d))

∂Pn(i|x(d))

∂dmj

. (39)The exp(um−1) terms result from a substitution of (37) in dm =∑

i∈Cmdmi:exp(um − 1) =

dm∑i∈Cm

exp(Λmi + Γmi)Pm(i|x(d)). (40)Inserting this in (37) �nally results in the posterior choice probabilities

Pm(j|x(d),y) =dmj

dm

=exp(Λmj + Γmj)Pm(j|x(d))

∑i∈Cm

exp(Λmi + Γmi)Pm(i|x(d)), (41)which hence prevail at every maximum of the posterior entropy function(subject to the �ow conservation constrains dn =

∑i∈Cn

dni∀n, i).C Derivation of accept/reject estimatorGiven the acceptance probabilities Paccept,n(i) de�ned in (28), the overallprobability of a single rejection for agent n isPreject,n = 1 −

i∈Cn

Paccept,n(i)Pn(i|·). (42)Consequently, the probability that i is the �rst accepted draw can be ex-pressed as∞∑

z=0

(Preject,n)zPaccept,n(i)Pn(i|·)

=Paccept,n(i)Pn(i|·)

1 − Preject,n=

Paccept,n(i)Pn(i|·)∑

j∈CnPaccept,n(j)Pn(j|·)

,

(43)which coincides with the de�nition in (18) (for zero Γ coe�cients).41

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D Derivation of utility-modi�cation estimatorThe individual-level posterior choice distribution (18) constitutes the start-ing point of this development. It is restated here for ease of reference (withzero Γ coe�cients):Πn(i|y) =

exp(Λni)Pn(i|x|y)∑j∈Cn

exp(Λnj)Pn(j|x|y) . (44)It is assumed that the demand simulator implements an MNL prior choicemodel (which comprises path-size logit (Ben-Akiva and Bierlaire, 2003) andC-logit (Cascetta et al., 1996) speci�cations):Pn(i|x) =

exp[Vn(i|x)]∑

j∈Cnexp[Vn(j|x)]

(45)where Vn(i|x) denotes the systematic utility of plan i as perceived by indi-vidual n given the expected network conditions x. A substitution of (45)in (44) yieldsΠn(i|y) =

exp[Vn(i|x|y) + Λni]∑j∈Cn

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49