A Strictly Proper Scoring-Rule Theory for Calibrating Stochastic Car-Following Models

RESUMO

Problem definition: Fixed parameters and inputs in a stochastic simulator induce a distribution over complete trajectories, not one trajectory. Calibration must assess this distribution, including variability and temporal dependence, against observations. Yet stochastic car-following models are commonly calibrated with trajectory-error objectives inherited from deterministic modelling. Methodology/results: We establish a scoring-rule theory of stochastic calibration. Strict propriety requires the data-generating distribution to uniquely minimise expected score. MRMean-I, the average run-wise error, drives separable stochastic spread to zero; MRMean-II, the error of the ensemble-mean trajectory, cannot identify a parameter that changes only spread; and MRMin, the error of the closest simulated run, has a population target that changes with ensemble size. These results are confirmed for stochastic Intelligent Driver Model extensions with additive acceleration noise and random desired headway. We recommend exact maximum likelihood when the correct transition density is available; otherwise, an unbiased simulation-based estimator of a strictly proper score. The energy score meets this requirement and gives the best held-out distributional prediction among the evaluated simulation-based objectives, although both models retain too-narrow bands and miss persistent disturbances. Implications:Strict propriety separates a valid calibration target from parameter identifiability and model adequacy. The theory applies to vector-valued outputs from stochastic transportation simulators; the car-following experiments illustrate its scope.