To improve the forecasting reliability of travel time, the time-varying confidence interval of travel time on arterials is forecasted using an autoregressive integrated moving average and generalized autoregressive co...To improve the forecasting reliability of travel time, the time-varying confidence interval of travel time on arterials is forecasted using an autoregressive integrated moving average and generalized autoregressive conditional heteroskedasticity （ARIMA-GARCH） model. In which, the ARIMA model is used as the mean equation of the GARCH model to model the travel time levels and the GARCH model is used to model the conditional variances of travel time. The proposed method is validated and evaluated using actual traffic flow data collected from the traffic monitoring system of Kunshan city. The evaluation results show that, compared with the conventional ARIMA model, the proposed model cannot significantly improve the forecasting performance of travel time levels but has advantage in travel time volatility forecasting. The proposed model can well capture the travel time heteroskedasticity and forecast the time-varying confidence intervals of travel time which can better reflect the volatility of observed travel times than the fixed confidence interval provided by the ARIMA model.展开更多
An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances ...An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m...展开更多
Tensor data have been widely used in many fields,e.g.,modern biomedical imaging,chemometrics,and economics,but often suffer from some common issues as in high dimensional statistics.How to find their low-dimensional l...Tensor data have been widely used in many fields,e.g.,modern biomedical imaging,chemometrics,and economics,but often suffer from some common issues as in high dimensional statistics.How to find their low-dimensional latent structure has been of great interest for statisticians.To this end,we develop two efficient tensor sufficient dimension reduction methods based on the sliced average variance estimation(SAVE)to estimate the corresponding dimension reduction subspaces.The first one,entitled tensor sliced average variance estimation(TSAVE),works well when the response is discrete or takes finite values,but is not■consistent for continuous response;the second one,named bias-correction tensor sliced average variance estimation(CTSAVE),is a de-biased version of the TSAVE method.The asymptotic properties of both methods are derived under mild conditions.Simulations and real data examples are also provided to show the superiority of the efficiency of the developed methods.展开更多
Generalized Additive Models(GAMs)are widely employed in ecological research,serving as a powerful tool for ecologists to explore complex nonlinear relationships between a response variable and predictors.Nevertheless,...Generalized Additive Models(GAMs)are widely employed in ecological research,serving as a powerful tool for ecologists to explore complex nonlinear relationships between a response variable and predictors.Nevertheless,evaluating the relative importance of predictors with concurvity(analogous to collinearity)on response variables in GAMs remains a challenge.To address this challenge,we developed an R package named gam.hp.gam.hp calculates individual R^(2) values for predictors,based on the concept of'average shared variance',a method previously introduced for multiple regression and canonical analyses.Through these individual R^(2)s,which add up to the overall R^(2),researchers can evaluate the relative importance of each predictor within GAMs.We illustrate the utility of the gam.hp package by evaluating the relative importance of emission sources and meteorological factors in explaining ozone concentration variability in air quality data from London,UK.We believe that the gam.hp package will improve the interpretation of results obtained from GAMs.展开更多
基金The National Natural Science Foundation of China(No.51108079)
文摘To improve the forecasting reliability of travel time, the time-varying confidence interval of travel time on arterials is forecasted using an autoregressive integrated moving average and generalized autoregressive conditional heteroskedasticity （ARIMA-GARCH） model. In which, the ARIMA model is used as the mean equation of the GARCH model to model the travel time levels and the GARCH model is used to model the conditional variances of travel time. The proposed method is validated and evaluated using actual traffic flow data collected from the traffic monitoring system of Kunshan city. The evaluation results show that, compared with the conventional ARIMA model, the proposed model cannot significantly improve the forecasting performance of travel time levels but has advantage in travel time volatility forecasting. The proposed model can well capture the travel time heteroskedasticity and forecast the time-varying confidence intervals of travel time which can better reflect the volatility of observed travel times than the fixed confidence interval provided by the ARIMA model.
基金National Basic Research Program of China (JW132006093)
文摘An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m...
基金supported by the National Natural Science Foundation of China(Grant NO.12301377,11971208,92358303)the National Social Science Foundation of China(Grant NO.21&ZD152)+4 种基金the Outstanding Youth Fund Project of the Science and Technology Department of Jiangxi Province(Grant No.20224ACB211003)Jiangxi Provincial National Natural Science Foundation(Grant NO.20232BAB211014)the Science and technology research project of the Education Department of Jiangxi Province(Grant No.GJJ210535)the opening funding of Key Laboratory of Data Science in Finance and Economicsthe innovation team funding of Digital Economy and Industrial Development,Jiangxi University of Finance and Economics。
文摘Tensor data have been widely used in many fields,e.g.,modern biomedical imaging,chemometrics,and economics,but often suffer from some common issues as in high dimensional statistics.How to find their low-dimensional latent structure has been of great interest for statisticians.To this end,we develop two efficient tensor sufficient dimension reduction methods based on the sliced average variance estimation(SAVE)to estimate the corresponding dimension reduction subspaces.The first one,entitled tensor sliced average variance estimation(TSAVE),works well when the response is discrete or takes finite values,but is not■consistent for continuous response;the second one,named bias-correction tensor sliced average variance estimation(CTSAVE),is a de-biased version of the TSAVE method.The asymptotic properties of both methods are derived under mild conditions.Simulations and real data examples are also provided to show the superiority of the efficiency of the developed methods.
基金supported by the National Natural Science Foundation of China (32271551)National Key Research and Development Program of China (2023YFF0805803)the Metasequoia funding of Nanjing Forestry University。
文摘Generalized Additive Models(GAMs)are widely employed in ecological research,serving as a powerful tool for ecologists to explore complex nonlinear relationships between a response variable and predictors.Nevertheless,evaluating the relative importance of predictors with concurvity(analogous to collinearity)on response variables in GAMs remains a challenge.To address this challenge,we developed an R package named gam.hp.gam.hp calculates individual R^(2) values for predictors,based on the concept of'average shared variance',a method previously introduced for multiple regression and canonical analyses.Through these individual R^(2)s,which add up to the overall R^(2),researchers can evaluate the relative importance of each predictor within GAMs.We illustrate the utility of the gam.hp package by evaluating the relative importance of emission sources and meteorological factors in explaining ozone concentration variability in air quality data from London,UK.We believe that the gam.hp package will improve the interpretation of results obtained from GAMs.
