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Autores principales: Mustavee, Shakib, Agarwal, Shaurya, Singh, Arvind
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2506.14059
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author Mustavee, Shakib
Agarwal, Shaurya
Singh, Arvind
author_facet Mustavee, Shakib
Agarwal, Shaurya
Singh, Arvind
contents This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue length dynamics, the proposed model incorporates three properties into the SDE: (i) mean reversion with periodic mean, (ii) multiplicative noise, and (iii) fractional Brownian motion. It replicates key statistical features observed in real data, including the probability distribution function (PDF) and PSD of queue lengths. To our knowledge, this is the first equation-based model for queue dynamics. The proposed approach offers a transparent, data-consistent framework that may help inform and enhance the design of black-box learning algorithms with underlying traffic physics.
format Preprint
id arxiv_https___arxiv_org_abs_2506_14059
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Stochastic Differential Equation Framework for Modeling Queue Length Dynamics Inspired by Self-Similarity
Mustavee, Shakib
Agarwal, Shaurya
Singh, Arvind
Systems and Control
This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue length dynamics, the proposed model incorporates three properties into the SDE: (i) mean reversion with periodic mean, (ii) multiplicative noise, and (iii) fractional Brownian motion. It replicates key statistical features observed in real data, including the probability distribution function (PDF) and PSD of queue lengths. To our knowledge, this is the first equation-based model for queue dynamics. The proposed approach offers a transparent, data-consistent framework that may help inform and enhance the design of black-box learning algorithms with underlying traffic physics.
title A Stochastic Differential Equation Framework for Modeling Queue Length Dynamics Inspired by Self-Similarity
topic Systems and Control
url https://arxiv.org/abs/2506.14059