A non-parametric Hawkes process model of primary and secondary accidents on a UK smart motorway
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A self-exciting spatio-temporal point process is fitted to incident data from the UK National Traffic Information Service to model the rates of primary and secondary accidents on the M25 motorway in a 12-month period during 2017-18. This process uses a background component to represent primary accidents, and a self-exciting component to represent secondary accidents. The background consists of periodic daily and weekly components, a spatial component and a long-term trend. The self-exciting components are decaying, unidirectional functions of space and time. These components are determined via kernel smoothing and likelihood estimation. Temporally, the background is stable across seasons with a daily double peak structure reflecting commuting patterns. Spatially, there are two peaks in intensity, one of which becomes more pronounced during the study period. Self-excitation accounts for 6-7 the data with associated time and length scales around 100 minutes and 1 kilometre respectively. In-sample and out-of-sample validation are performed to assess the model fit. When we restrict the data to incidents that resulted in large speed drops on the network, the results remain coherent.
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