Traffic flows time series in a flood-prone area: modeling and clustering on extreme values with a spatial constraint

Time series of traffic flows, extracted from mobile phone origin–destination data, are employed for monitoring people crowding and mobility in areas subject to flooding risk. By applying a vector autoregressive model with exogenous covariates combined with dynamic harmonic regression to such time series, we detected the presence of many extreme events in the residuals, which exhibit heavy-tailed distribution. For this reason, we propose a time series clustering procedure based on tail dependence which is suitable for data characterized by a spatial dimension, since objects’ geographical proximity is taken into account. The final aim is to obtain clusters of areas characterized by the common tendency to the manifestation of extreme events, that in this case study are represented by extremely high incoming traffic flows. The proposed method is applied to the Mandolossa, a strongly urbanized area located on the western outskirts of Brescia (northern Italy) which is subject to frequent flooding.