Missing traffic data: comparison of imputation methods

Many traffic management and control applications require highly complete and accurate data of traffic flow. However, because of various reasons such as sensor failure or transmission error, it is common that some traffic flow data are lost. As a result, various methods were proposed by using a wide spectrum of techniques to estimate missing traffic data in the last two decades. Generally, these missing data imputation methods can be categorised into three kinds: prediction methods, interpolation methods and statistical learning methods. To assess their performance, these methods are compared from different aspects in this paper, including reconstruction errors, statistical behaviours and running speeds. Results show that statistical learning methods are more effective than the other two kinds of imputation methods when data of a single detector is utilised. Among various methods, the probabilistic principal component analysis (PPCA) yields best performance in all aspects. Numerical tests demonstrate that PPCA can be used to impute data online before making further analysis (e.g. make traffic prediction) and is robust to weather changes.