1. Introduction
The integrity and completeness of time-series traffic data are the foundational pillars of intelligent transportation systems (ITSs). Raw data collected from the field is usually imperfect [
1]. Dynamic traffic assignment (DTA) modeling, one of the most common ITS applications, adopts traffic data from various on-ground sensors for traffic congestion analysis and transportation planning to improve the accuracy of real-time operations, control, and management of traffic. Unlike static traffic assignments, DTA utilizes time-varying traffic flow, which requires data completeness to detect when and where congestion propagates and vanishes. Estimation of missing flow data that is as close as possible to real-world flow, which preserves the physical and temporal traffic structure, represents the backbone of a reliable DTA model (specifically, the essential component—the dynamic origin–destination trip matrices). Traffic movement, as a continuous fluid, follows continuum theory; vehicles travel from upstream to downstream, preserving their characteristics across neighboring spatial points without disappearing [
2].
When sensors fail to detect vehicle counts at specific locations while neighboring sensors continue recording, artificial fluctuations and spatial discontinuities are introduced into the traffic profile. Evaluating these dynamic traffic states requires precise, uninterrupted time-series data to support reliable ITSs. Without complete data, downstream analytical applications—such as DTA or microsimulation frameworks—cannot accurately capture micro-level phenomena like shockwave propagation or bottleneck formations, rendering them disconnected from physical reality. Advanced ITS operations, including real-time traveler information, adaptive network control, and ramp metering, fundamentally depend on this high-frequency continuous data [
3]. While building fully operational assignment models is beyond the scope of this study, engineering the statistically rigorous, continuous data required to reliably feed these advanced downstream applications remains the primary focus of this research.
In the field collection of traffic data, widely adopted devices include remote traffic microwave sensors (RTMSs), loop detectors, and cameras [
4]. Missing data may result from sensor malfunctions, communication network issues, limited power supply conditions, planned maintenance, extreme weather, or aging issues [
5,
6]. In severe situations, prolonged hardware dropouts can result in massive, near-total data loss across the monitoring horizon. A related issue is data sparseness, which typically occurs on busy routes, during peak hours, or when detector coverage is insufficient. Furthermore, RTMSs measure instantaneous spot speed at a single localized point rather than the time mean speed or space mean speed used in fundamental traffic flow theory. Adopting spot speed introduces high-frequency noise and structural measurement bias, particularly during turbulent or congested conditions.
1.1. Motivation and Core Contributions
Although traffic data imputation has progressed considerably, existing statistical frameworks face critical methodological and physical limitations that serve as the primary motivation for this research:
The Vulnerability of Deterministic Baselines to Massive Dropouts: Traditional traffic imputation heavily relies on local historical averages or temporal interpolation. While effective for sparse gaps, these methods catastrophically collapse or artificially flatten data into global averages during prolonged, multi-day sensor blackouts, destroying the natural variance required for continuous dynamic modeling.
The Static Tuning Fallacy in PMM-ABB: Commonly used statistical packages (e.g., SAS, R MICE, and Stata) employ PMM with fixed, default donor sizes ( = 1, 5, or 10). In a highly dynamic, non-stationary environment like highway traffic streams, static donor configurations introduce significant matching bias, either over-smoothing local micro-variations (large ) or inflating simulation noise (small ). Literature lacks a mechanism to dynamically self-tune the optimal donor pool.
Arbitrary Stopping Criteria and Simulation Inefficiency: In determining the number of multiple imputation (MI) cycles (), researchers traditionally rely on arbitrary heuristics (e.g., setting equal to the missingness percentage) or excessively high static limits (e.g., 100 to 200 loops) to suppress simulation noise. These approaches are computationally exhausting and frequently fail because they decouple convergence from the underlying data physics. Current models do not dynamically bound their execution matrix by simultaneously evaluating cumulative standard error against Monte Carlo Error (MCE).
Motivated by these limitations, the core contributions of this study are as follows:
The development of an adaptive, profile-aware Multiple Imputation framework capable of preserving high-frequency (2-min interval) stochastic variance under sparse gaps, while functioning as a stable, variance-protected macro-periodic fallback during massive, multi-day continuous sensor dropouts.
The formulation of a non-parametric PMM-ABB (Approximate Bayesian Bootstrap) engine featuring an automated, self-tuning donor pool (), governed by a mathematically rigorous, dynamic stopping algorithm.
3.The execution of a comprehensive, multi-domain validation synthesis to map the precise operational boundaries of parametric versus non-parametric imputation models in the context of continuous physical traffic flow.
1.2. Organization
The remainder of this manuscript is organized as follows:
Section 2 reviews the related theoretical works and existing imputation methodologies.
Section 3 details the methodology, including study area definition, data pre-processing, predictor engineering, and the mathematical formulation of the dynamic MI frameworks.
Section 4 presents the multi-domain validation results and provides a synthesized discussion of model performance. Finally,
Section 5 concludes the study and offers specific operational recommendations for ITS practitioners.
3. Methodology
3.1. Study Area
The data consists of time series traffic volumes recorded at 2 min intervals over a 31-day monitoring horizon in October 2022. Data were collected via four RTMSs deployed in a sectional layout along a major arterial corridor on the European side of Istanbul, Turkey. The traffic volume of inbound vehicles approaching the Fatih Sultan Mehmet Bridge toward the Bosphorus crossing was adopted in the present study. This corridor represents a critical high-volume metropolitan artery. To evaluate the performance of the imputation framework under varying operational conditions, each sensor station was analyzed individually (sectional analysis). This method separates the unique missing data profiles, distinctive volume scales, and local geometry effects such as nearby on- and off-ramps that are unique to each monitoring site. The geographic layout of the study area and the spatial distribution of the RTMS stations are illustrated in
Figure 1.
3.2. Methodological Workflow and Data Pre-Processing
Before initiating the MI simulations via stochastic regression and PMM-ABB, a rigorous data preparation and diagnostic testing pipeline was established. This pipeline feeds into a multi-domain validation framework to assess the physical structure, temporal preservation, and realism of the imputed traffic streams. The full algorithmic workflow was developed and implemented on the cloud-based MATLAB platform (Version R2026a, MathWorks, Inc., Natick, MA, USA) and its respective statistical and optimization toolboxes. The data preparation phase concentrated on two important tasks: maintaining the continuous 2 min time-step sequence and identifying traffic flow outliers, which are extreme values either due to technical anomalies inherent to the hardware or extreme operational traffic states. From a physical perspective, multi-path radar reflections, environmental signal clutter, or firmware transmission errors can mess up RTMS data. Likewise, heavy traffic can impede the sensor’s ability to separate and identify individual vehicle signatures. To overcome these distortions while maintaining the continuous temporal profile of the dataset, a non-parametric outlier handling procedure based on the Interquartile Range (IQR) was applied to avoid the strict normality assumptions of traditional parametric diagnostics (like the Z-score method). The IQR is a measure of statistical dispersion (mid-spread) and is the difference between the first and the third quartile [
47]. Utilizing a modified Winsorized approach, identified anomalies were capped at the upper (Q3 + 1.5 IQR) and lower (Q1 − 1.5 IQR) boundary thresholds, successfully stabilizing the baseline dataset before it was passed to the MI engine [
47].
3.3. Missing Data Mechanism Diagnostic
A diagnostic framework for missing data mechanism determination is programmed by a MATLAB (Version R2026a) script. Estimating the missing mechanism is crucial in selecting a proper imputation method. There is no easy way to get valid results about MNAR because it deals with unobserved data, which is unknown. Furthermore, not all imputation methods are suitable for MNAR data and require clear domain knowledge for specific datasets or specialized selection models. On the contrary, MAR data are related to observed data; it is advisable to safely use a multi-imputation method or even simple methods. However, caution is advised in the use of single imputation methods. In our work, the imputation values are derived from an imputation regression model with uncertainty added to the estimated value. On the other hand, in MCAR, no imputation is required; the deletion technique could be used [
48,
49,
50]. The following is the diagnostic protocol for the mechanism of missing data:
A two-sample Kolmogorov–Smirnov test is implemented to compare the empirical distributions of critical time attributes (hour of the day, day of the week) between the two partitions, missing and observed parts, and adopt a
p-value to analyze the discrepancy in parameter distributions [
49,
50]. This test aims to determine whether the missing data is uniformly distributed over time, indicating a MCAR situation, or if the missingness is consistently influenced by timeline scheduling, which supports the MAR mechanism.
Generalized Linear Modeling for MAR Estimation: another supporting test. If the MCAR hypothesis is rejected, the diagnostic protocol then tests if the data meets the conditions for MAR. The relationship is quantified by fitting a Generalized Linear Model (GLM) with logistic regression [
51]. The model assumes a binomial distribution for the response variable Ri with a logit link function and is given by Equation (1):
where H
i, D
i, and W
i are the hour of day, day of week, and weekend indicator features respectively. Ri = 1 if the value is missing or Ri = 0 if the value is observed. The estimated predictors (β) are evaluated as significant at 95% confidence level (
p < 0.05) [
51,
52].
Compare means by paired-sample t-test: When temporal distribution or logistic regression tests indicate a temporal pattern of missing data, they cannot distinguish between chronologically scheduled missingness (MAR) and a local sensor’s software glitch resulting from traffic values (MNAR). The t-test employs adjacent boundary state analysis by calculating the average traffic volume for intervals immediately before and after the data-missing block across the entire dataset. This analysis evaluates whether the difference between the two boundary-state arithmetic means significantly deviates from zero. If the traffic volume is stable across the edges of the missing data block, indicating that the loss of data is independent of the traffic state, it can be a sign that the missing data is caused by scheduled resets of the sensor (supporting MAR). Conversely, if the boundaries show statistically significant differences, this indicates an MNAR mechanism. This situation can arise from instantaneous radar blockage or overruns in coverage caused by dense traffic or truck platoons that block the microwave line across several lanes. Or it could be a “snooze” with low traffic volume when the sensor is not collecting data during the late-night hours and only resumes when a continuous, higher traffic volume passes through the monitoring zone.
Heuristic diagnostic screening for MNAR is deployed to evaluate both the local traffic volume states and the temporal contiguity of data dropping. First, an adjacent boundary-value analysis evaluates the traffic volume states immediately bounding each missing window. This step determines whether the data loss is triggered by extreme volumetric states that cause sensor software failure (traffic-dependent MNAR) or if the boundary variations fall within the normal randomness of micro-daily traffic fluctuations. Second, the Consecutive Missing Analysis algorithm quantifies the temporal contiguity of missing blocks to detect prolonged hardware or communication dropouts (infrastructure-driven MAR). These tests will confirm whether the data loss follows an MNAR or will revert us to MAR theory.
Part 1: The Boundary-Context Analysis. The system isolates the values immediately, bounding each missing gap to calculate a local average. By adopting boundary thresholds as a criterion determined by the 10th and 90th percentiles of the global traffic volume dataset, if a non-negligible fraction of the missing sequences is bound by extreme traffic volumes (outside the 10–90% interval), meaning within low-traffic or heavy-traffic states, we have strong empirical evidence of an MNAR mechanism or traffic-driven MNAR.
Part 2: Consecutive Missing Values Analysis: Instead of counting individual sparse missing points, this algorithm looks for contiguous segments of missing data (missing sequences) to determine the length of the sensor disconnection for each failure. The algorithm scans the timeline for the transition boundaries of each data loss, noting the exact start interval when data stops and the correlating end interval when data starts again. By computing the temporal distance between these bounding edges, the algorithm separates each continuous missing block as an individual sequence. This allows for the simultaneous extraction of the maximum uninterrupted missing duration, the average length of missing sequences, and the total length of discrete failure blocks across the monitoring horizon.
3.4. Preliminary Time-Series Diagnostics
Prior to constructing the primary imputation models, a comprehensive preliminary diagnostic framework was executed to extract the structural properties of the traffic telemetry data. The objective of this exploratory phase was to mathematically justify the design of the localized predictor windows, identify dominant seasonal cycles, and assess stationarity to ensure that historical cross-week averaging could be safely adopted without introducing mathematical bias. The diagnostic methodology was conducted through the following sequential phases, using the MATLAB platform:
Because frequency-domain and autocorrelation functions (ACF) fail on matrices containing missing values, a preliminary non-destructive imputation is executed. Because the sensors are located in the same corridor of the network, we have adopted three sensors’ data out of four that have less and sparse missing values (7.3–11.4%). For every missing index , the algorithm isolates a localized temporal window of intervals () and calculates the median value to impute the gap. If it returns NaN (missing), then it will project this window across all available historical and future weeks.
- 2.
Stationarity and Deterministic Trend Analysis
A critical assumption when utilizing historical median values (such as cross-week, same-time values) is that the dataset does not exhibit severe non-stationary trends. If a strong upward or downward trajectory exists, pulling data from previous weeks systematically underestimates or overestimates current traffic states.
Test 1: Stochastic Trend Testing (Stationary): The Augmented Dickey–Fuller (ADF) test evaluates the presence of a unit root. A loop is initiated starting at differencing order . If the test fails to reject the null hypothesis (), the time series is differenced (), is incremented by 1, and the test repeats until stationarity is achieved.
Test 2: Deterministic Trend Quantification: The algorithm transforms the temporal dimension into a continuous global index X = [1, 2, 3, …, N], where N is the total number of sequential observations in the dataset, and a linear regression is fitted to the entire temporal horizon. The total longitudinal drift of the dataset is calculated as
. The trend is mathematically classified as “negligible” if the absolute total drift is less than half of the global standard deviation of the traffic flow (
) [
53,
54].
Test 3: Macro-Cyclic Seasonality Extraction:
To empirically determine whether the strongest temporal memory resides in adjacent days or identical historical weeks, the ACF is mapped up to 5500 lags. The algorithm extracts two specific correlation coefficients:
Daily Seasonality (): The coefficient exactly at lag 720 (24 h).
Weekly Seasonality (): The coefficient exactly at lag 5040 (7 days).
By executing a programmatic logical check (), the framework autonomously dictates whether the primary donor search space for the imputation engine should prioritize contiguous daily neighbors or cross-week historical matrices.
Test 4: Local Window Optimization via AIC.
To optimize the size of the localized fallback window for the main predictor, the algorithm identifies the exact number of immediate past intervals that actively influence the current traffic state. The Akaike Information Criterion (AIC) is used to score a sequence of autoregressive models (ARs) from order to .
For each candidate order p, the log-likelihood (
) of the fitted model is extracted, and the AIC is computed as Equation (2):
The algorithm loops through all 14 candidate models and selects the AR order p that minimizes the AIC score. This mathematically derived integer defines the exact boundaries of the short-term localized window, balancing predictive power against over-parameterization.
3.5. Traffic Volume Predictor Engineering for Multiple Imputation
This study introduces a custom Profile-Aware Multi-Tier Fallback Heuristic model by extracting seasonal patterns across weeks and rolling localized bounds. Following the mathematical formulation of the multi-tier predictor:
Tier 1: Localized Cross-Week Median: Firstly, the algorithm calculates the median of traffic volume values inside a 14 min local rolling window (±3 intervals or ±6 min) around the target time step; this contributes to reducing the distortion of point-source outliers or minor traffic delays but maintains the short-term profile trends. Secondly, for each of these localized medians, the system identifies all matching historical intervals falling on the exact same time and weekday across a rolling weekly window spanning up to 4 weeks; then, the Tier 1 predictor value is the global median across these valid weeks. This robust macro-historical aggregation acts as a shield in case of unusual traffic behavior; for instance, a particular day may exhibit a major incident or a holiday.
Tier 2: Wider-Window Macro-Historical Median: Should the data density be insufficient to produce Tier 1 within the narrow seasonal window, the algorithm falls back to Tier 2. The core logic is the same, except that the radius of the rolling window is increased to ±15-time steps ±30 min around the historical match interval.
Tier 3: Global Baseline Fallback: In extreme cases where a regional data block is missing throughout the entire 4-week historical archive, the framework resorts to a global baseline value, which corresponds to the unconditional median of all observed traffic volumes within the dataset.
The designed predictor is fundamentally rooted in a structural synthesis of the traditional imputation methodologies outlined in the literature review. It utilizes the exact time-of-day and day-of-week coordinate mapping that serves as the foundation of classical HA methods, but it substitutes the arithmetic mean with the statistical median, ensuring the historical baseline remains highly robust against transient traffic outliers. Traditional Temporal Interpolation fails entirely during prolonged sensor blackouts due to its strict reliance on valid data immediately preceding and following the gap. The engineered predictor captures the mathematical smoothing benefits of Temporal Neighboring by utilizing a localized temporal window ( to min), but it projects this window across historical and future weeks. This allows the predictor to capture localized high-frequency continuity without requiring the immediate chronological data stream to be intact. However, by fusing the cross-week historical anchor (representing global, macro-periodic data) with the expanded temporal search window (capturing local, micro-dynamic data), the multi-tier architecture serves as a direct implementation of the Combined Local–Global methodology.
The last profile predictor is created through a conditional fallback cascade, ensuring a 100% complete feature array without missing values. The built predictor is then incorporated as an independent exogenous covariate within a linear regression framework. The model is trained only on observed, known traffic volumes with respect to their respective predictors. The model takes the optimized regression parameters it just learned from the observed traffic and uses them with the deterministic predictor values to calculate the baseline estimates for the missing traffic. This provides a baseline estimate of the missing traffic flow, with seasonal trends and localized patterns retained in the final MI stage. This hybrid multi-tier approach is a rather robust baseline imputation generator that incorporates the statistical power of nonparametric heuristics as well as the flexibility of the predictive regression models, ensuring no model failure despite extended periods when the sensor is down. The stochastic MI algorithms framework allows the stochastic components of the MI loop to seamlessly inject the required uncertainty, either via randomized draws from an empirically matched discrete donor pool (PMM-ABB) or through stochastic regression imputation. In the latter, a bootstrap step accounts for parametric uncertainty, and fractional Gaussian residual noise is added to preserve natural variance in traffic volumes. This mitigates the risk of the heuristic methods, which directly substitute derived averages, smoothing the timeline and destroying the natural traffic fluctuations.
3.6. Imputation Methods
3.6.1. Multiple Imputation Implementation by Stochastic Linear Regression
To account for both the uncertainty of the model parameters and the inherent stochasticity of traffic flow, a MI framework was executed to generate M parallel completed datasets. The framework utilizes a bootstrap-backed stochastic linear regression architecture optimized via OLS and Gaussian noise addition. The operational pipeline for each imputation instance m executes across three core statistical phases:
Phase 1: Non-Parametric Bootstrapping for Parameter Uncertainty reflects the sample-to-sample variability of the imputation model parameters (the regression coefficients). For each imputation loop, parameter uncertainty is drawn by applying a bootstrap (random sampling with replacement from the observed training data), and the framework mathematically preserves the sampling variance, a core requirement of Rubin’s multi-imputation theory.
Phase 2: Linear Regression: The target traffic volume vector of a sample allocated to train the model (non-masked originally known values) is mapped against its corresponding engineered feature (the cross-week localized median predictor).
Phase 3: Gaussian Residual Noise Insertion.
The model calculates the residuals of the training dataset to obtain its standard deviation, limited by a safety floor to avoid variance collapse. This lower bound functions as an algorithmic fail-safe. During the non-parametric bootstrap resampling stage, random draws with replacement can occasionally generate highly uniform subsamples dominated by zero flow or hyper-stable traffic intervals. Forcing a minimum marginal threshold of 0.1 prevents localized variance collapse within any individual imputation loop (m), ensuring the continuous generation of high-frequency stochastic noise across all runs. A vector of Gaussian noise of the same dimension as the missing data vector is sampled from a standard normal distribution and then scaled directly by the empirical residual standard error. The imputed traffic volume values are obtained by adding the Gaussian noise vector to the predicted value vector from that cross-week median history predictor variable.
3.6.2. Predictive Mean Matching with Approximate Bayesian Bootstrap
In order to preserve the original data distribution and the temporal relationships of the traffic volume data, PMM-ABB was created and embedded within a MI loop to substitute missing values with observed values. The proposed formulation accounts for parametric uncertainty (through bootstrapping) and residual uncertainty (using nearest-neighbor donor matching). The algorithmic pipeline of the proposed implementation of PMM-ABB is carried out in three main stages during each imputation instance m.
Stage 1: Utilizing the deterministic linear regression parameters derived from the bootstrapped training data of the current imputation loop, the algorithm predicts values for both the observed donor data and the missing target data (type 2 matching), mapping both configurations into a unified distance metric space.
Stage 2: Dynamic -Neighbor Autotuning: To optimize the donor pool size, a -nearest neighbor (KNN) search engine operates within the predicted space to find the real observations closest to the missing target based on absolute distance. Crucially, the available candidate donors are restricted entirely to the unmasked training dataset. The hyperparameter is dynamically tuned inside the loop () using the 20% holdout validation subset strictly as an out-of-sample benchmark. The algorithm evaluates the predictions against this isolated holdout set and automatically adopts the value that yields the minimum Mean Absolute Error (MAE) for that specific iteration, ensuring no validation data leaks into the donor pool.
Stage 3: Stochastic Donor Selection: The final imputed value is drawn randomly from the optimally tuned, discrete pool of nearest donors, ensuring variance preservation.
3.6.3. Deterministic Baseline Method Configuration: Historical Average Imputation
To rigorously map the predictive boundaries of the proposed stochastic MI frameworks, their performance was evaluated against a highly competitive, deterministic baseline. To execute this comparative evaluation, the dataset was formally partitioned: a random 20% subset of the known, valid traffic observations was artificially masked to serve as the ground-truth test set. Model accuracy was subsequently quantified by calculating the residuals, the absolute differences between the algorithmically imputed predictions for these masked intervals and their real, observed values. Furthermore, rather than relying on a singular, fragile heuristic, this baseline was explicitly engineered with a multi-tier fallback hierarchy to prevent computational collapse under severe telemetry failure, ensuring a robust and fair comparison against the advanced MI models.
Primary Imputation Logic (Classical HA): The primary mechanism of the algorithm is designed to capture macro-seasonal daily traffic waves, aligning with standard HA heuristics. For any target missing value occurring at a specific time slot (t) on a specific day of the week (d), the algorithm strictly scans the unmasked training observations to prevent validation leakage. It identifies all identical time–day combinations (
) across the available historical weeks and calculates the arithmetic mean, ignoring any concurrent missing values; see Equation (3):
where
represents the estimated baseline traffic volume for time slot (t) on day of the week (d),
is the total number of available historical weeks in the unmasked training dataset, and
is the actual observed traffic volume at that exact time slot and day during historical week k.
Adaptive Fallback Mechanisms: Recognizing that strict historical matching fails during massive missingness (where historical donor weeks are completely starved of data), the baseline algorithm is equipped with two sequential fail-safes:
Tier 1 (Temporal Closest-Neighboring Fallback): If the primary historical match returns an empty set, the algorithm shifts from cross-week matching to localized sequential tracking, incorporating the principles of Temporal Closest-Neighboring methods. It dynamically scans backward in time from the missing point to isolate up to the last seven valid, unmasked observations. Because the network records data in 2 min intervals, this effectively averages the last known 14 min of physical traffic flow prior to the blackout, preserving the immediate localized physical inertia of the traffic shockwave.
Tier 2 (Ultimate Global Fail-Safe): In extreme boundary cases where localized historical data is completely unavailable, specifically if a massive blackout occurs at the absolute beginning of the recorded dataset, the 14 min backward scan will return empty. In this isolated scenario, the algorithm triggers its ultimate fail-safe, imputing the global arithmetic mean () of the entire unmasked training dataset to guarantee the pipeline does not mathematically crash.
3.7. Multiple Imputation Dynamic Loop
The entire imputation framework is implemented using sophisticated MI procedural architecture. Instead of pre-setting the number of imputations (M), the system evaluates statistical convergence dynamically. The process alternates between stochastic parameter updates and local out-of-sample optimization, continuing until the standard error variance stabilizes and the simulation noise drops below standard academic thresholds. See
Figure 2, which explains the dynamic imputation framework. The imputation framework progresses in blocks of 5 loops of imputations, with a maximum of M = 250. Inside each individual imputation loop, the parameters are updated by applying a Bayesian bootstrap to the observed data.
Two statistical metrics are evaluated as criteria to check convergence at every step (M = 5).
Criterion A: Rubin’s Rule Cumulative Standard Error Stability: The total standard error (
) is used to detect system stability, which occurs when the relative change in the cumulative standard error between consecutive assessed blocks, as shown in Equation (8), falls below a specified threshold. Operationalizing Blazek et al.’s [
38] requirement for standard error stability, we empirically set the change threshold at 1% because it perfectly synchronizes with the Monte Carlo Ratio—preventing the premature termination seen at 5% and the computational exhaustion of 0.5%.
The total variance T of the imputed datasets represents both the within-imputation variance U and the between-imputation variance B, see following Equations (4)–(7) [
28].
where M is an imputation number,
is arithmetic mean of imputation dataset point estimates, and
and
are the mean of the accomplished imputations of
and U respectively.
Criterion B: MCE: Under the reproducibility argument, Monte Carlo simulation stability is achieved as its error value (Equation (9)) [
45] drops below 10% of the standard error of point estimates at any check block of imputation loops. Equation (10) shows the Monte Carlo ratio, which was adopted in the current study as one of the convergence measurements:
In return to the previous studies stated in the literature [
41,
45,
55], adopting efficiency as a common measurement to tune the imputation cycles, we are here calculating these parameters to study, like FMI, RE, and loss in power (P
L), as illustrated below in Equations (11), (12), and (13), respectively.
To evaluate statistical efficiency and determine the optimal termination point of the MI cycles, three standard metrics were defined and calculated: Rubin (1987) [
28], Graham et al., and Bodner [
41,
44]:
FMI: Unlike the raw percentage of missing data, FMI defines the true proportion of the total sampling variance that is directly attributable to the uncertainty caused by the missing values.
RE: This metric defines the efficiency of the point estimates achieved with the current finite number of imputations () relative to the theoretical ideal of infinite imputations. An RE approaching 1.0 indicates that generating additional datasets will not meaningfully improve the precision of the estimates.
: The statistical power for hypothesis testing represents the statistical power penalty incurred by utilizing a finite instead of an infinite number of imputation loops.
As the system converges to the specified threshold, it stops with the optimal number of imputations. For each of the imputation methods, the arithmetic mean was calculated across all iterations for each individual missing gap.
3.8. Multi-Domain Validation Metrics
After assigning values to missing gaps using two datasets with two imputation methods, a series of validation strategies were conducted to figure out the performance of the proposed predictor within both imputation methods, as well as the imputation methods’ comparative performance and accuracy. These methods indicate that performance varied among predictive accuracy, temporal dependency preservation, and the preservation of realism or physical traffic characteristics in the data.
3.8.1. Random Holdout Validation
This test is used to evaluate the localized point-prediction accuracy of the MI framework. Using a fixed-seed random permutation algorithm to ensure deterministic reproducibility, the system partitions 20% of the known, observed traffic counts to serve as an independent evaluation subset (ground truth) or testing set. This testing set is then artificially masked by converting its elements to NaN (Not-a-Number) values in the active dataset, thus extending the total operational missingness to include both the original field gaps and the newly masked validation vectors. The rest of the known, observed data (80%) is used as the training matrix for fitting the baseline linear regression model and building the candidate neighborhood donor space in the PMM-ABB steps. This strict partitioning guarantees zero data leakage; the regression parameters and the historical median predictor are derived exclusively from the 80% training matrix, leaving the artificially masked 20% strictly as an independent ground-truth baseline. The performance is then evaluated using the MAE, Root Mean Squared Error (RMSE), and Coefficient of Determination R2 (over the held-out evaluation indices) by directly comparing the imputed values with their actual observed ground-truth counterparts (serving as a validation benchmark).
3.8.2. Temporal Cross-Validation
Although the holdout validation provides an independent estimate of localized accuracy, it is not an exact copy of predictive deployments over continuous time horizons. To study this, a temporal leave-one-week-out cross-validation approach was used. This mechanism assesses the robustness of the imputation models under systemic block-missingness over time, and the model parameters are well generalized to different temporal blocks. Bergmeir et al. [
56] suggest the application of block cross-validation out of all types of cross-validations for the purposes of time series evaluation, which then becomes the standard procedure. In the current study, “blocks” have been delineated by chronological considerations of real-world calendars as weeks, making it a temporal block cross-validation. The temporal validation procedure operates as an external validation loop that is executed independently for each imputation cycle. The observed data time series is discretely partitioned into week blocks to represent the set of weekly intervals, and the algorithm operates strictly on non-missing data; it exchanges a hidden week (the testing week) for each iteration across the weeks with the training weeks. The observations of the testing week were originally known prior to validation masking, which will be utilized as ground truth to evaluate the prediction accuracy. Then, on the training subset data (engineered predictor data and target data), the linear regression model was trained and used to estimate values for the artificially masked data. By artificially masking the entire testing week prior to execution, the multi-tier historical predictor is forced to derive its local and macro-medians exclusively from the remaining unmasked training weeks. This enforces strict chronological isolation, ensuring the framework reconstructs the temporal block without any illicit mathematical access to the target week’s native data. To measure overall predictive performance under a block-missingness approach, we use Temporal Cross-Validation Mean Absolute Error (T-CV-MAE) and Root Mean Squared Error (T-CV-RMSE) of the residuals. We then averaged the results from all weeks to evaluate performance over time. In this test, we do not evaluate random scattered data; instead, we check if the long consecutive intervals or days were missing.
3.8.3. Temporal Integrity Validation by Using ACF
Conventional point-prediction metrics, such as MAE and RMSE, are effective at measuring individual distance errors, but they do not account for sequential dependencies. In time-series traffic data, it is just as important to keep the natural cycles and seasonal changes as it is to reduce point-by-point errors. Focusing only on point errors can unintentionally smooth out the data, removing daily patterns in traffic flow. To guarantee that the proposed predictor within the dynamic-stop MI framework preserves the temporal structure of the traffic data, this study utilizes an ACF as a validation test. The ACF measures the linear correlation of a time series with a lagged version of itself in a given lag interval (h). Equation (14) exhibits the mathematical expression of the autocorrelation coefficient (ρ) at lag h:
where
represents the series data average, N is the total number of observations, and Y is time series data. As the traffic is recorded at 2 min intervals (equating to 720 observations a day) and to evaluate the preservation of daily fluctuations, the algorithm is tuned to track a lag boundary of h (720), where the seasonal pattern of traffic is the strongest. First, the algorithm imputes the originally missing gaps with zeros, creating a pad for baseline comparisons, so the comparison will be based on the estimated signals that replace the artificially hidden values (the randomly selected 20% from the hold-out validation) and their ground-truth signal. In this way, we preserve the time-series real-world length. Secondly, the algorithm calculates autocorrelation coefficients for both series sequences of 720 coefficients (lag 1 to lag 720) using Equation (14) to facilitate getting the daily coefficients (target lag). In more detail, it spans the entire 31-day data set to produce an overall average correlation of any given 24-h period with the next inside the cycle. Finally, we use Equations (15) and (16) to evaluate the distance between the two temporal sequences. All the calculations are repeated with each imputation iteration and end with the reporting of average ACF_MAE and ACF_RMSE of all the imputation loops, which quantify the deviation in the temporal data using absolute and squared error metrics, respectively, and provide an indication of “how well” the reconstructed temporal sequences replicate the dynamic behavior of the real-world traffic in the network.
3.8.4. Frequency-Domain Spectral Validation
Time-domain metrics (like MAE and RMSE) measure localized tracking errors; they tend to fall short in reflecting the presence of macro-level temporal periodicity structures and high-frequency white noise in the traffic time series. We conduct a frequency-domain validation framework using non-parametric spectral density estimation in order to check if localized traffic periodicities are properly maintained (the daily and weekly patterns) with no structural distortion. The continuous volume timeline of the recorded over 31 days of traffic data (at 2 min intervals) is mapped from the time domain into the frequency domain through a periodogram using Fast Fourier Transform (FFT) to estimate the Power Spectral Density (PSD) [
57,
58,
59,
60]. This validation method falls into 4 distinct steps; before transforming the signals, it is critical to isolate the spectral evaluation strictly to the independent testing partition. To ensure strict statistical independence and avoid confounding the spectral comparison with originally missing telemetry, any native data gaps (sensor failures existing prior to the 20% artificial validation masking) are forcefully zero-padded in both the ground-truth array and the imputed array [
61,
62,
63,
64]. For massive multi-day blackouts, such as the failure at Sensor R417, this zero-padding ensures that the originally unobserved voids are entirely excluded from the performance metric calculations. Consequently, the high-fidelity spectral validation scores reflect the model’s accuracy exclusively over the successfully held-out real data points, entirely separating the structural predictor from the physical validation reference. To transform the time-domain metrics into a macro-structural evaluation, the following signal-processing definitions were operationalized:
Discrete Fourier Transform (DFT): The mathematical operation that converts the continuous time-domain sequence of traffic volumes into the frequency domain. It decomposes the traffic stream into its underlying cyclic components, revealing the specific amplitude and phase of repeating sinusoidal waves (e.g., daily commuter influxes).
PSD: A definitive measure that quantifies how the true physical energy (or variance) of the traffic signal is distributed across these different frequency bands. It identifies the dominant periodicities without being skewed by localized, high-frequency time-domain noise.
Because these native gaps are identical in both vectors, they mathematically cancel out in the comparative analysis.
Step 1: Transform time to frequency: Traffic data is considered a discrete-time signal; the sampling interval (∆t) = 2 min = 120 s; the sampling frequency can be Fs = 1/∆t or Fs = 1/120, approximately 0.00833 Hz.
Step 2: Discrete Fourier Transform (DFT) and PSD: The continuous traffic observations are transferred into the frequency domain using the FFT protocol. First, the complex DFT coefficients,
, are calculated for both the true validation series and the imputed series over all frequencies up to the Nyquist limit (Fs/2) using Equation (17). Subsequently, the PSD
, which represents the true signal energy at a specific frequency, is calculated using the periodogram estimate; see Equation (18):
where
is the total number of temporal observations,
is the traffic volume at time index
,
is the specific frequency variable being evaluated (Hz), and
is the imaginary unit
.
P(
f) is the power spectral density at specific frequency f; it could be an observed signal (
P(
f) original) or imputed signal (
P(
f) imputed). Here, the signal is analyzed using complex numbers, where each number denotes the amplitude and phases of different sinusoidal waves.
Step 3: Distance Evaluation Metrics: To assess the distance between the true energy (
P orig) and imputed (
P imp) profiles through the whole frequency spectrum, three distinct assessment metrics are calculated at each imputation loop: MAE, RMSE, and normalized spectral similarity. These are standardized errors relative to the mean energy (power) of the original signal in Formulas (19), (20), and (21), respectively:
A lower normalized spectral similarity value reveals how the imputation process accurately mirrors human behavior and physical vehicle flow.
Step 4: The final reported spectral metrics represent average metrics across all MI loops.
3.9. Non-Parametric Empirical Percentile Confidence Intervals
To rigorously quantify the statistical reliability and the true underlying data variance for all multi-domain validation metrics (Holdout, Temporal-CV, Autocorrelation, and PSD), 95% confidence intervals were constructed using a non-parametric empirical percentile bootstrap methodology [
65,
66,
67,
68].
Traditional parametric confidence intervals rely on the standard error of the mean, which artificially shrinks toward zero as the number of imputation iterations () increases. Additionally, standard parametric methods assume a perfect Gaussian distribution, which is mathematically inappropriate for strictly non-negative or skewed error distributions, such as absolute residuals and logarithmic spectral densities. To overcome these limitations and accurately capture the true variance of the physical traffic data, this study extracts the confidence bounds directly from the empirical distribution of the iterative validation results.
For each validation metric evaluated across the imputation cycles dictated by the dynamic stopping algorithm, a complete distribution vector of the metric () is generated (). The 95% confidence interval (CI) boundaries are extracted by isolating the 2.5th and 97.5th percentiles of this empirical vector to determine the lower and upper bounds of the confidence interval respectively. By applying this non-parametric percentile engine, the resulting confidence intervals do not suffer from simulation-induced standard error shrinkage. Instead, they provide highly stable, data-driven uncertainty margins that represent the true empirical variance and robustness of the MI models across the entire evaluation horizon.
3.10. Evaluation Metrics and Standardized Effect Size (Cohen’s d)
The performance of the proposed MI frameworks (Stochastic Regression and PMM-ABB) is rigorously evaluated against the deterministic historical baseline (HA) using standard aggregate metrics such as MAE.
However, simple aggregate metrics do not quantify the statistical magnitude of improvement relative to the natural volatility of traffic flow. To address this, Cohen’s
d was employed to measure the standardized effect size of the error reduction [
69,
70,
71,
72]. In the context of MI, evaluating Cohen’s
based on the variance of the summary metrics across
imputation loops produce artificially inflated values, as the standard error of the mean approaches zero upon algorithm convergence.
To provide a physically meaningful measure of model diagnostic improvement, this study utilizes a micro-residual evaluation methodology. In this approach, Cohen’s
is calculated by comparing the full empirical distributions of the absolute prediction errors (residuals) at the individual observation level. For a deterministic baseline model (HA), the absolute error (
e) for a test observation
is defined as Equation (22):
For the stochastic MI models, absolute errors are aggregated across all
evaluation observations and all
imputation iterations to capture the complete predictive uncertainty; see Equation (23). This creates a pooled residual array of size
:
The average of these pooled error distributions (
) inherently aligns with the overall MAE of the model. To evaluate the effect size between a proposed model (
) and the baseline (
), the unbiased sample variance of the absolute errors (
) is computed for both distributions. The pooled standard deviation (
) of the prediction errors is then calculated as a weighted average based on their respective sample sizes (
and
), as illustrated in Equation (24):
Finally, the standardized effect size of the error reduction is quantified using Cohen’s
; see Equation (25):
By utilizing the standard deviation of the individual absolute residuals rather than the standard error of the simulation loop means, the resulting Cohen’s mathematically grounds the model’s accuracy improvement within the real-world variance of daily traffic measurements. A negative Cohen’s value indicates that the proposed stochastic model successfully reduced the absolute residual errors compared to the baseline method. Standard interpretation thresholds were applied: denotes a small effect, 0.5 a medium effect, and ≥0.8 a large and highly significant practical effect. This methodology was systematically applied across all four validation domains: holdout validation, temporal block cross-validation, ACF lag deviation, and PSD decibel deviation.
4. Results and Discussion
4.1. Missing Data Mechanism
The data collected along the bridge approach were divided into four segments based on the locations of the RTMS sensors. We analyzed each segment of data individually. The raw data tables contained duplicate rows, and some had gaps in the time-sequence data, which included intervals with missing data as well as outliers. All of these issues were dealt with to prepare the data for imputation and subsequent analyses. In the context of outliers, we detected anomalies of less than 0.5% across all segments, which were conditionally capped with lower bounds. However, missing mechanisms are also crucial for MI processes. Distributions of both time attributes (hour of the day and day of the week) of the two partitions, missing and observed parts, using the Kolmogorov–Smirnov test show
p = 0.000 for all sensors’ data; this is a statistically significant result (
p < 0.05) that rejects H
0 (there is no statistical difference), which leads to the conclusion that they are not uniformly distributed over time attributes and the mechanism is associated with temporal patterns, not MCAR. Nevertheless, we fitted a generalized linear model to the data to confirm the mechanism of missing values. We observed that the significance
p-value is less than 0.05 for all temporal attributes’ coefficients of all data (see
Table 3), and the chi-squared statistic against the constant model is high, with a
p-value less than 0.05. This indicates that the missing values are related to time, confirming that the missing data mechanism is MAR and complying with the criteria of Little (1988) and Rubin (1976) [
7,
31] to implement MIs. The missingness could be attributed to routine daily maintenance, software scheduling cycles, or automated daily sensor reboots. At the same time, there is a possibility of missing data being associated with traffic state, such as a local sensor’s software glitch due to traffic values being MNAR during peak hours or in the case of low traffic volume where the sensor stalls and resumes when traffic levels return to normal.
However, we conducted a t-test to compare the average traffic volume before and after the missing data interval. The results reveal that there is no significant difference across the boundaries, as shown by a p-value greater than 0.05 for sensors (R268, R90, R417). This means that the traffic flow is moving normally over the missing data boundaries. On the contrary, the traffic near the sensor (R2) shows a significant change across the missing edges (p-value = 0.009), which supports a data-driven MNAR case. To augment our confidence in this finding, we calculated the fraction of missing sequences that fell outside (10–90%) of the global traffic volume dataset. We found that the fraction of missing data surrounded by extreme values was less than 5% for all sensors, including R2, while 95% of the missing data was under a normal traffic volume state. This result rules out the data-driven MNAR case. However, the analysis of consecutive missing data revealed that the system recorded between 360 and 1313 missing sequences, with maximum consecutive missing data intervals ranging from 222 to 3003-time steps. This pattern of massive, continuous blockage does not reflect volume-triggered sensor glitches (MNAR) or normal traffic fluctuations. Therefore, we conclude that these extensive data voids are driven by prolonged infrastructure dropouts and equipment failures. Because these hardware failures occur independently of the actual physical traffic volume on the road, the missing data mechanism strictly satisfies the criteria for MAR. Consequently, this confirms that the historical cross-week temporal trends remain mathematically uncorrupted and validate the use of the MI framework.
Consequently, the culmination of these diagnostic tests confirms that the RTMS sensors are completely decoupled from the physical traffic state. The data loss is strictly driven by external factors ranging from routine network maintenance and scheduled sensor resets to severe, multi-day hardware and communication failures. Because the missingness operates independently of the actual traffic flow, the underlying historical patterns and cross-week temporal trends remain mathematically uncorrupted, providing a statistically valid foundation to reconstruct the missing blocks. Furthermore, while the average missing interval spans a manageable 6 to 30 min, the maximum consecutive gaps extend from several hours to over four days (e.g., 100 h at Sensor R417). This extreme variability definitively dictates the necessity of the engineered adaptive Tier-2 wide window (±15 steps/±30 min). By dynamically expanding the cross-week search horizon, the framework guarantees the extraction of a stable, variance-protected historical baseline even during the most prolonged sensor disconnects.
4.2. Pre-Modeling Diagnostics
Structural diagnostic testing is crucial to perform on baseline data with rigor before historical parameters are passed to the stochastic MI engine. This phase ensures that base temporal features, particularly stationarity, trend intensity, and seasonal dominance, are clearly mapped. These tests prevent structural misspecification in the subsequent imputation stages.
Testing for Strict Stochastic Stationarity: Augmented Dickey–Fuller testing indicates no need for differencing (d = 0). The test gave satisfactory ADF statistics, which correspond to a very significant p-value less than 0.05 for the tested sensors’ data. This provides empirical evidence that the traffic signal is a purely stationary process over the monthly monitoring frame. Thus, the mean, variance, and autocovariance of the flow rates are steady throughout time, and no risk of statistical drift is encountered in many imputation loops.
Measuring the Intensity of Trend: The long-term trend analysis over the continuous timeline provided a very tiny linear slope. This empirical conclusion verifies our assumption of seasonal equilibrium, confirming that the data is not subject to long-term structural demand inflation or deflation during the month.
Dominant Seasonality and Information Architecture Isolation: Autocorrelation coefficient results show that the daily structural cycle is slightly higher than the weekly cycle. Finally, the automated AIC information sweeps across 14 discrete lag spaces, identifying that the optimal AR (autoregressive) order is exactly 10 lags. The result shows that the short-term stochastic background noise of the traffic flow has an active physical memory span of 20 min. These empirical results prompted us to develop the “Cross-Week” seasonal median predictor; the utilization of a localized cross-week smoothing window of ±3 intervals (6 min) around the target missing timestamp is perfectly scaled. It captures local variance and does not smooth high-frequency waves in traffic.
4.3. Predictor Engineering
The traffic data were recorded from different locations along the road using four sensors. After data cleaning, four datasets were prepared, and we engineered the predictors to work with each dataset separately. During the empirical evaluation of the corridor’s data stream, a high block-missingness severely exhausted the localized historical data points. In these worst-case scenarios, the framework successfully deployed its Tier 2 search contingency, expanding the localized window from the baseline ± 3 steps to an operational width of ±15 time steps. This wider temporal scope effectively mitigated localized micro-variants across the adjacent weeks, providing a stable, variance-protected data structural foundation that enables the MI engine to completely reconstruct the extensive data gaps, which explains why we could not use standard Holt–Winters or SARIMA. Our predictor adaptively expands its window to look broadly into the surrounding weeks to pull uncorrupted traffic profiles.
Figure 3 and
Figure 4 show traffic volume across the first week of two sensors (low missing and high missing cases) as an example visualization of how gaps are sparse and how well the predictor line is fitted and smooth along the series.
For the validation tests, the algorithm randomly selects 20% of the observed, non-missing traffic volume data for out-of-sample testing groups, where these vectors are masked to simulate artificial missingness. Meanwhile, an OLS objective function is used to fit the linear regression model to the remaining 80% training partition with the corresponding profile-aware predictors. As shown in
Figure 5 and
Figure 6, the linear regression framework successfully captures this underlying relationship. Statistical diagnostics on the 20% validation holdout (comprising 500 to 4150 observations) demonstrate an exceptionally strong relationship, yielding high correlation coefficients (r ranging from 0.93 to 0.96) and robust coefficients of determination (
R2 ranging from 0.86 to 0.92) between the cross-week median predictor and the dependent traffic volume variable. Moreover, Y-intercept (or regression constant) values were few, between 1 and 3 vehicles, which means there is no systemic bias or arbitrary scaling artifact in the engineered feature. The predictor is directly proportional to real physical traffic flow. The high accuracy and minor residual variance expressed by the linear regression engine are gained from the extreme similarity of traffic patterns at identical times of day across consecutive weeks. Because the dataset exhibits strong daily and weekly seasonality combined with rigorous short-term autocorrelation, the engineered profile-aware predictor operates as a highly stable proxy that reflects the true physical state of the highway traffic stream.
4.4. Dynamic Multiple Imputation
After fitting the linear regression model, the algorithm enters a dynamic imputation loop to estimate missing traffic volume values during each cycle. It utilizes the predictor dataset in the regression framework to generate three sets of estimates: first, values to fill in the originally missing data; second, temporary target values used to calculate neighborhood distances for PMM-ABB; and third, values to replace artificially masked data for cross-validation testing. During this step, a random Gaussian noise value is calculated and added to the deterministic predictions for the missing data points. Crucially, this noise component is updated independently with each iteration, preventing the artificial smoothing of the imputed traffic time series.
Within the iterative execution architecture, the framework evaluates the donor pool size from the candidate list by utilizing MAE and automatically adopts the optimal donor pool size (K) for the PMM-ABB engine. This optimization yields a diverse distribution of auto-adopted donor sizes across successive imputation cycles.
However,
Figure 7,
Figure 8,
Figure 9 and
Figure 10 demonstrate that the values generated by both imputation methods align seamlessly with the temporal structure of the traffic data. Visual inspection confirms the preservation of the temporal and physical continuity of the flow stream. Crucially, the framework did not generate negative volume estimates, while post-imputation diagnostics via the IQR method confirm that no artificial anomalies were introduced during the imputation process.
The engineered predictor has such an elite linear Pearson correlation (r = 0.93 to 0.96) to the target data that the parametric model uncertainty (the variation in the coefficients across bootstrap loops) is remarkably small, as shown in
Table 4. Because the regression line itself is so stable, the simulation reproducibility noise (MCE) drops instantly. However, the total standard error continued to drift, requiring more loops, as illustrated in
Table 5. This is because the within-imputation variance represents the real, high-frequency, 2 min physical traffic randomness. It takes more loops for that real-world stochastic volatility to perfectly stabilize its cumulative average. For this reason, data randomness is driving the standard error stability, not model-parameter instability. However, because the hybrid predictor is so tightly bound to real physics, the residuals are microscopic. The stochastic noise added is so small that the model naturally preserves physical reality.
Table 5 exhibits that the PMM-ABB framework requires systematically larger imputation cycles to achieve simultaneous convergence compared to the stochastic linear regression model. Conversely, PMM-ABB utilizes a stochastic drawing process through randomized selection from a discrete
K-nearest neighbor donor pool; real-world donor pools inject additional simulation noise into the timeline or shifts in within-imputation variance, which drive the standard error stability as we observed. Consequently, the algorithm must execute more cycles to satisfy the rigorous threshold. Proving the precision of the dynamic stop bounds despite requiring more cycles, at convergence, the total standard errors remain small relative to the absolute scale of the daily highway volumes (ranging from a minimum of 0.76 at R417 to a maximum of 2.02 vehicles at R90). This demonstrates that the imputed values are tightly bounded around the localized temporal trends. Based on low values of the simulation error (MCE), they statistically guarantee high replicability. The results reveal dynamic variations in convergence bottlenecks across the network. For instance, at Sensor R417, achieving the Monte Carlo Ratio threshold required more cycles than stabilizing the standard error. Conversely, for Sensor R2, standard error stability required more cycles than the MCR target, while other instances (such as R268 and R90) converged simultaneously. The framework successfully prevents premature termination by forcing the algorithm to wait until both metrics are satisfied to guarantee that every sensor was imputed with optimal RE. The impact of the missing sequence volume for sensor R417 represents a unique operational anomaly within the corridor, requiring the highest number of simulation cycles across both methods. This prolonged convergence behavior is directly tied to its physical data profile, which contains massive, multi-day consecutive block dropouts (up to 3003 missing intervals). When a dataset experiences prolonged, continuous data voids, the within-imputation variance between consecutive missing blocks drops because the values are generated from the same long-term predictive trend line. However, the between-imputation variance across parallel runs expands dramatically because each independent bootstrap loop shifts the slope parameter. The FMI is extremely high at this particular location (see
Table 6); for this reason, the overall standard error remains highly sensitive to parameter changes. The algorithm is forced to expand its execution matrix adaptively to 50–60 cycles to damp out this between-imputation volatility and satisfy the dual-criteria thresholds.
Across the corridor, R417 exhibits the highest FMI: 0.531 (regression) and 0.552 (PMM-ABB). This means that over 53% to 55% of the total uncertainty is driven by between-imputation variances. The RE values hover uniformly between 0.984 and 0.993. In MI theory, a value near 1.0 indicates that the number of imputation cycles executed by the dynamic stopping algorithm is more than sufficient to yield stable point estimates. This is further validated by the negligible PL metrics. With these values, there is no need to expand the simulation cycles further. Unlike historical implementations of MI that broadly recommend over 100 to 200 simulation cycles to suppress simulation noise, this framework achieves absolute convergence in a maximum of 60 loops (Sensor R417) and as few as 15 loops (Sensor R268). This extreme computational efficiency is directly attributable to the design of the hybrid, profile-aware historical median predictor.
Table 4 exhibits the basic structural differences between the regression imputation method and the PMM imputation frameworks through variance analysis. For both methods, the within-imputation variance heavily dominates the between-imputation variance. This structural imbalance indicates that the traffic flow variations within the individual daily and weekly time-series intervals are significantly higher than the differences between the parallel imputed datasets.
This shows that the cross-week historical median predictor works the same way in all parallel simulation runs. The historical traffic pattern is so accurate and steady that the model produces the exact same reliable results every time it runs; it tracks real, consistent human driving habits throughout the weeks.
The results of the between-imputation variance of PMM-ABB yield a noticeably higher value compared to stochastic regression. This increase is a direct consequence of PMM-ABB’s donor assignment stage. While the regression model draws smoothly from a continuous Gaussian distribution centered on the regression line, PMM-ABB randomly selects real, discrete vehicle values from a localized K-nearest neighbor donor pool. This discrete switching across different traffic days injects an expected variation premium into the parallel datasets, which slightly increases the standard error. It is the only R417 station where the between-imputation variance (B = 0.2935) exceeds its within-imputation variance (U = 0.2766) due to the massive missing sequence blackout. Sensor R417 data already had 88.9% of its data missing, while the known values are scattered randomly within the series. The model was trained on an extremely small portion of known values, and they were highly aligned with the seasonal baseline wave. Because the true micro-fluctuations are permanently lost during this massive blackout, the model output collapses onto a pure, clean seasonal pattern. This behavior represents a deterministic smoothing artifact of the historical baseline rather than an active reconstruction of real-time physical micro-variations. However, this stabilization is functionally necessary; it prevents matrix singularities within the OLS engine and provides the variance-protected macro-periodic profile required to maintain the stability of downstream continuous applications.
4.5. Multi-Domain Validation Results and Performance Synthesis
To assess how well the proposed imputation framework performs, we used four independent validation approaches: point estimation accuracy, continuous block tracking (temporal cross-validation), sequential time-dependency matching (ACF), and frequency-domain structural verification (spectral density).
4.5.1. Analysis of Random Holdout Validation Results
To rigorously map the predictive boundaries of the proposed MI frameworks, their point estimation accuracy was evaluated against a robust, highly competitive deterministic HA. The performance synthesis across Holdout-MAE, RMSE, and
(
Table 7,
Table 8 and
Table 9), under stable telemetry or normal operational conditions (Sensors R268, R2, and R90), shows that the deterministic HA baseline yields numerically lower absolute and squared errors. Furthermore, the HA baseline produces a higher proportion of variance
. Localized averaging (especially the fallback to averaging neighboring intervals) inherently suppresses natural data variance, producing an artificially smoothed trajectory that mathematically minimizes residual metrics. This is in contrast to the proposed models, which preserve the micro-fluctuations of traffic by adding Gaussian noise or randomly drawing nearest neighbors. Preserving this variance is mathematically critical for high-frequency continuous data required to feed downstream ITS applications such as DTA, as artificially smoothed data prevents downstream models from accurately simulating vehicle speed reduction, bottleneck formations, and high-variance shock wave mechanics. Stochastic regression imputation introduced a higher absolute error than the PMM method; the stochastic part, represented by the constant Gaussian noise (residual noise) added to the predicted values, causes fractional variations, resulting in cumulative point-to-point misalignments across thousands of 2 min intervals. This could be the reason behind the marginally higher absolute error, while the PMM uses deterministic regression as a metric to draw real values from historical adjacent intervals that match the exact traffic state, close to the actual observed data. In the case of testing validation on a random 20% holdout, it reveals the superiority of the PMM imputation method over the regression imputation method. Nonetheless, the calculated Cohen’s
d value showed no practical difference in point estimation accuracy for the standardized difference of the absolute residuals of the two stochastic models, and the result was approximately zero.
Cohen’s
d was calculated to measure the effect size of absolute residuals between the proposed methods and the HA baseline (
Table 10). For sensors R268, R2, and R90, the Cohen’s
d values range tightly between 0.1 and 0.3; this represents a small to negligible effect size and confirms that while the Stochastic Regression and PMM-ABB frameworks successfully inject the necessary physical noise into the imputed time series, the standardized magnitude of their point-error deviation from a highly optimized deterministic HA baseline is practically marginal.
The fundamental limitation of the localized deterministic HA baseline method is exposed under severe telemetry failure. At Sensor R417, which exhibits a massive, continuous multi-day block, the HA algorithm rapidly exhausts its primary historical matches (the same day of the week and exact time slot and the localized 14 min past-neighboring fallback) due to consecutive data drops. The HA algorithm is forced to trigger its ultimate fail-safe: imputing the global arithmetic average. Imputing a flat global mean across long blocks of voids destroys the physical variance or the micro-fluctuations of the traffic flow. Consequently, the HA baseline’s performance degrades significantly, with MAE climbing to 27, RMSE expanding to 40, and
R2 dropping to 0.74. In contrast, the proposed frameworks (Stochastic Regression and PMM-ABB) demonstrate rigorous systemic resilience when handling Sensor R417. Crucially, they survive this high data loss because they do not rely on the preceding 14 min as their primary or ultimate fail-safe (imputing the global average). Instead, their survivability is driven by the hybrid, multi-tier adaptive predictor. Rather than abruptly collapsing to a global median, the predictor automatically widens its localized cross-week window (expanding from ±6 min up to ±30 min) to locate valid historical medians, values closer to the missing point than the global average. Thus, the proposed models successfully minimize reliance on flat global averages. This adaptive scaling preserves localized temporal structures, restricting MAE to ~23.6 to 25.4, RMSE to ~34.7 to 35, and maintaining an
R2 of ~0.80. The Cohen’s
d matrix (
Table 10) provides definitive statistical confirmation of this superiority. Under prolonged missing data stress, the standardized effect sizes invert to negative values (−0.1 for both Regression-Based and PMM-Based Imputation). This negative shift indicates that the proposed stochastic models systematically reduce absolute residual errors compared to the HA baseline.
Under normal operational conditions with sparse missingness (Sensors R268, R2, R90), the framework successfully preserves natural traffic variance. However, a distinct smoothing artifact occurs under the extreme data starvation observed at Sensor R417. Because the algorithm rarely finds multiple historical cross-week data points for the same time interval during these massive multi-day blackouts, localized micro-fluctuations are severely suppressed. The interacting factors of prolonged consecutive gaps and the stationarity of the time series force the output to collapse onto a pure macro-seasonal wave.
While this mathematical smoothing artifact masks the true high-frequency stochastic micro-fluctuations of the traffic flow, it crucially prevents the severe error inflation observed in the HA baseline. Therefore, the performance metrics at R417 should not be interpreted as the framework perfectly capturing localized micro-variance. Instead, the true advantage of the framework at this location is its systemic survivability. By utilizing the adaptive structural anchor, the MI engine successfully reconstructs the temporal block without the computational crashes and exploding residual errors inherent to traditional deterministic baselines.
Sensor R268, on the other hand, recorded lower traffic flow values than the intense traffic flow values recorded by other stations. Records from other sensors show that 19 to 21% of their traffic data exceed the traffic flow capacity recorded by Sensor R268. The traffic volume metrics are absolute scales, which means segments with a lower flow capacity produce smaller absolute residuals. Consequently, validation methods basically utilize absolute/square residuals, such as point accuracy (
Table 7,
Table 8 and
Table 9) and cross-validation (the first and second tables in
Section 4.5.3), which revealed low error values for the segment where Sensor R268 is located. It is critical to formally distinguish between the engineered cross-week median (which serves strictly as the independent input predictor feature) and the validation benchmark (which consists exclusively of the true, unmasked RTMS field observations). The evaluation metrics strictly measure the distance between the model’s final stochastic output and the physical field data, not how well the model replicates its own input feature.
A critical dimension of the multi-domain validation is the statistical reproducibility of the MI engine, which is quantified by the non-parametric percentile 95% bootstrap confidence intervals. Across all monitoring stations, both the Stochastic Regression and PMM-ABB frameworks exhibit highly constrained empirical confidence margins. As shown in
Table 7,
Table 8 and
Table 9, the variance remains remarkably tight relative to the overall error magnitudes, with Holdout-MAE strictly bounded between ±0.5 and ±1.41 vehicles, Holdout-RMSE between ±0.67 and ±1.93 vehicles, and R
2 variance limited to a maximum of ±0.021. Because these intervals map the true, unshrunk empirical variance across all imputation cycles, their stability provides definitive proof that the dual-metric dynamic stopping algorithm functioned exactly as intended. By adaptively extending the imputation cycles (
) until Rubin’s Standard Error stabilized and the MCE dropped below the 10% threshold, the framework successfully damped out initial simulation-induced volatility. Consequently, the reported metrics are not artifacts of a single stochastic draw or erratic simulation noise, but represent a highly stable, reproducible convergence that accurately captures the physical variance of the network.
4.5.2. Analysis of the Autocorrelation Validation Results
The performance inversion observed in the point-estimation holdout method—where deterministic smoothing artificially minimized localized absolute residuals on stable sensors—necessitates a rigorous evaluation of the chronological structure of the imputed data. While point-estimation methods strictly measure localized accuracy, ACF at lag
(24 h) is utilized to verify the preservation of daily traffic patterns, sequential time-dependencies, and physical memory. The results in
Table 11,
Table 12 and
Table 13 resolve the smoothing paradox by exposing the structural cost of deterministic averaging. Across all four monitoring stations, the HA baseline uniformly records the highest temporal structural errors, exhibiting peak ACF-MAE and ACF-RMSE values (e.g., 0.0025 at R2). This across-the-board degradation occurs because deterministic averaging strips away sequential chronological memory. While averaging same-day/same-time past intervals produce a flat trajectory that scores well on point-by-point holdout tests for stable sensors, it completely annihilates the natural, auto-correlated micro-fluctuations (the physical inertia of traffic flow moving from one 2 min interval to the next). Conversely, as shown in
Table 11 and
Table 12, both proposed imputation methods showed extremely low autocorrelation errors across all four sensors. This indicates that the imputed missing sequences successfully recreate the native daily traffic waves. By rejecting artificial smoothing, these frameworks successfully reconstruct the native cyclic rhythms of the highway. Notably, PMM-ABB consistently edges out Stochastic Regression in preserving autocorrelation (e.g., an ACF-MAE of 0.0016 vs. 0.0018 at Sensor R2, and 0.0019 vs. 0.0026 at R90). This nuanced superiority refers to the selected donor in the PMM-ABB framework being a real, highly correlated temporal neighbor to the masked value; this localized state-matching is repeated efficiently whenever the imputation operates. For this reason, the autocorrelation metric results of PMM were closely aligned with, yet slightly superior to, the regression method results. Ultimately, both proved the immense power of the engineered predictor within the sophisticated imputation framework in preserving the daily traffic pattern.
The Cohen’s
d matrix (
Table 13) provides powerful statistical validation of this structural superiority, directly contrasting with the holdout point-accuracy findings. In the previous holdout analysis, the standardized effect size between the models and the baseline on stable sensors was negligible (
). However, when evaluating the absolute residuals of the temporal structure, the effect sizes invert to heavily negative values across the entire network. For Sensor R90, the PMM-ABB framework achieves a massive structural effect size of −1.8, and a −1.2 for Stochastic Regression. At Sensor R417, which suffered from severe data loss, the models maintain large negative effect sizes (−0.9 and −0.8). These magnitudes definitively prove that the proposed stochastic models systematically and substantially reduce sequential dependency errors compared to the deterministic baseline. However, the calculated Cohen’s
d value showed no practical difference in autocorrelation absolute error between the two stochastic models.
The reliability of these temporal reconstructions is empirically verified by the extremely tight non-parametric percentile bootstrap confidence intervals reported in
Table 11 and
Table 12. By evaluating the true empirical variance across all imputation cycles, the margins of error for the proposed models remain microscopic, strictly bounded between ±0.0013 and ±9 × 10
−5. Even without artificial standard error shrinkage, these highly constrained limits prove that structural preservation is not the result of a single, favorable stochastic randomization. Instead, it confirms that the dual-metric dynamic stopping algorithm effectively damped out Monte Carlo simulation-induced volatility, allowing the non-parametric bootstrap resampling to precisely converge the macro-periodic autocorrelations of the traffic network, stabilizing the baseline regardless of the severity of the telemetry failure. Both stochastic models proved the immense utility of the engineered predictor in preserving the essential daily traffic patterns without mathematical collapse.
4.5.3. Analysis of Temporal Cross-Validation
The temporal cross-validation metrics provide a rigorous evaluation of how well the imputation frameworks reconstruct missing data blocks across unknown time periods. By calculating validation metrics on a completely hidden continuous week, this method serves as a confident test of structural predictive accuracy under real-world sensor failure conditions. This directly contrasts with the random holdout method, where the masked validation data is sparse and randomly scattered over the 31-day horizon. This validation forces the imputation engines to reconstruct extended temporal voids without the aid of immediate, adjacent-interval neighbors. The results from the T-CV-MAE (
Table 14), T-CV-RMSE (
Table 15), and the standardized effect sizes (
Table 16) expose the true structural robustness of the methodologies under prolonged operational stress.
In the temporal cross-validation method, masking an entire continuous weekly block forces the models to train using data exclusively from other weeks. This chronological isolation slightly shifts the baseline regression parameters. More critically, it fundamentally impacts the PMM-ABB donor selection process. Because the target week is hidden, the framework is forced to draw discrete donor vehicle counts from noncontiguous intervals located in adjacent weeks, rather than from the same day or a closely neighboring day. Under the continuous block mask, the deterministic HA algorithm is stripped of its ability to use its immediate 14-min local fallback, forcing it to rely exclusively on cross-week historical matches. Because the proposed stochastic models also derive their primary structural anchor from the engineered cross-week median predictor, the performance of all three methods converges tightly. For sensors R2 and R90, the MAE and RMSE values are virtually indistinguishable. However, at Sensor R268, PMM-ABB demonstrated a distinct advantage, achieving an MAE of 15.997 compared to 16.855 for both Regression and the HA baseline. The general convergence across stable sensors is verified by the Cohen’s
matrix (
Table 16). The standardized effect sizes for these three sensors drop to exactly 0.0 or 0.1. This statistical equivalence proves that when forced to reconstruct massive blocks using historical data, the proposed frameworks deliver baseline accuracy competitive with a highly tuned deterministic model while simultaneously preserving the physical wave structures required for ITS applications (i.e., DTA). Results of the Cohen’s
d test showed no practical difference in temporal cross-validation absolute error between the two stochastic models.
The profound superiority of the proposed imputation architecture is exposed at R417, which already suffers from massive, continuous hardware blackouts in the training data. When the T-CV algorithm artificially masks an additional week for validation, the historical data pool is entirely wiped out. Under this extreme historical starvation, the HA baseline completely collapses. Unable to find cross-week matches and lacking any immediate local neighbors, it falls back to the global arithmetic mean for the entire week. Consequently, the HA error metrics exploded, with T-CV-MAE reaching 33.778 and T-CV-RMSE hitting 41.52. Conversely, the Stochastic Regression and PMM-ABB models demonstrate exceptional survivability. Their multi-tier adaptive predictor has an automatic widening search window (expanding up to ±30 min) to locate valid, highly correlated historical medians. By dynamically scaling these proxies via optimized regression coefficients, the proposed models completely avoid the global average trap. They maintain exceptional structural accuracy, suppressing the T-CV-MAE to ~22.77 and the T-CV-RMSE to ~33.97. The Cohen’s
results for Sensor R417 (
Table 16) quantify this systemic rescue. With an effect size of −0.4 for both Stochastic Regression and PMM-ABB, the models achieve a moderate but structurally critical reduction in absolute residuals compared to the baseline’s severe failure.
Finally, the integrity of these cross-validation reconstructions is cemented by the non-parametric percentile bootstrap confidence intervals (
Table 14 and
Table 15). By evaluating the true empirical variance across the MI loops, the generated margins of error remain exceptionally tight, ranging strictly between ±0.005 and ±0.077 vehicles. Relative to the overall magnitude of the validation errors, this highly constrained variance confirms that the dynamic stopping boundaries successfully dampen out simulation-induced volatility without erratic divergence. The algorithms achieved mathematically stable convergence across all iterative loops, proving that the framework is highly reproducible and resilient against extreme continuous data loss.
4.5.4. Frequency-Domain Macro Structural Preservation
While time-domain validations assess localized tracking and sequential dependencies, they do not fully capture the macroscopic wave harmonics and high-frequency white noise inherent in continuous traffic flow. To verify that the imputation frameworks preserve these large-scale traffic cycles (such as the distinct morning and evening peak commuter waves), the completed timelines were transformed from the time domain into the frequency domain through a periodogram using FFT to estimate the PSD. The results across
Table 17,
Table 18 and
Table 19 definitively demonstrate that the proposed stochastic models preserve the true structural energy of the traffic stream, overriding the superficial benefits of deterministic baseline smoothing.
By implementing a logarithmic decibel scale (dB) for error tracking, the validation reveals that the spectral values for the proposed models remained within stable bounds, with an upper limit in MAE of 3.32 dB and 4.81 dB for RMSE across all operational sensors. This proves that the reconstructed time series very well reproduces the spectral energy distribution and the periodic harmonic profile of the original dataset. This preservation is further highlighted by the Similarity-Normalized Spectral Density (
Table 17). Across the monitoring stations, both Stochastic Regression and PMM-ABB systematically outperform the deterministic HA baseline. While the deterministic HA algorithm severely distorts the overall energy profile by artificially flattening the data, the stochastic frameworks successfully preserve high-frequency variance during sparse dropouts and secure the fundamental macro-wave periodicities that define daily human commuting cycles during extreme block-missingness.
A prominent finding from the spectral analysis is the near-identical performance between the regression-based imputation and the PMM-ABB based framework across all four monitoring stations. Both frameworks successfully reconstruct the underlying cyclic rhythms and characteristic energy patterns. However, PMM-ABB reveals a slightly higher performance profile. This nuanced superiority occurs because PMM-ABB leverages the deterministic regression line strictly as a matching metric to draw discrete, real vehicle counts from immediate temporal neighbors that match the exact traffic state. This non-parametric approach allows PMM to perfectly preserve the natural, stochastic fluctuations of the data. On the other hand, the fixed Gaussian noise added to the regression estimates can cause individual imputed points to diverge slightly from the actual observations, resulting in a minor deviation in the physical signal’s frequency phase.
A unique phenomenon emerges at Sensor R417, which actually achieves the highest spectral matching scores (the lowest absolute dB errors, such as a PSD MAE of 0.8 dB for Regression and 0.817 dB for PMM) in this study. This counterintuitive performance spike is directly due to the nature of its extensive, consecutive gaps, which isolate the evaluation from high-frequency, minute-by-minute stochastic fluctuations; the imputation framework naturally bypasses localized daily noise. Instead, it successfully reconstructs a stable, macro-periodic signal wave that aligns cleanly with the true structural energy profile of the network. In contrast, the HA baseline completely fails under these exact same massive dropouts; its reliance on a flat global arithmetic average destroys the harmonic profile, resulting in a significantly worse PSD MAE of 1.7052 dB. The integrity of these frequency-domain reconstructions is empirically validated by the non-parametric percentile bootstrap confidence intervals (
Table 17,
Table 18 and
Table 19). By mapping the true empirical variance across the MI loops, the 95% confidence margins reflect highly realistic and stable uncertainty bounds (e.g., PSD MAE margins tightly constrained between ±0.05 and ±0.093 dB, and Spectral Similarity margins bound between ±0.01 and ±0.12). These bounded, data-driven intervals verify that the stochastic models successfully capture the natural structural fluctuations of the traffic network, and that the macro-periodic wave generation remains mathematically reproducible without erratic divergence.
To contextualize the raw logarithmic decibel errors and objectively measure the performance differences,
Table 20 presents the Cohen’s
values comparing the absolute spectral residuals of the proposed models against the HA baseline. For the stable sensors operating under sparse missingness (R268, R2, and R90), the standardized effect sizes are negligible, ranging strictly from 0.0 to 0.1. This provides critical statistical confirmation of the frameworks’ efficiency. It proves that while the proposed models successfully inject the stochastic variance necessary to preserve high-frequency physical realism, this variance does not cause any statistically meaningful degradation in spectral accuracy compared to the heavily smoothed deterministic baseline. However, the calculated Cohen’s
d value shows no practical difference in spectral density absolute error between the two stochastic models.
Furthermore, the true systemic advantage of the proposed frameworks is quantified at Sensor R417. Under the stress of continuous, multi-day block dropouts, the Cohen’s values invert to −0.2 for both Stochastic Regression and PMM-ABB. This negative shift definitively proves that the models’ ability to bypass localized noise and anchor to uncorrupted macro-periodic waves delivers a statistically significant reduction in spectral error compared to the baseline’s catastrophic reliance on a flat global average. Ultimately, the close alignment and stable spectral performance between both stochastic imputation methods indicate that the engineered profile-aware historical median predictor functions as an exceptionally robust structural foundation for traffic state reconstruction.