Urban network travel time estimation from stop-line loop detector data and signal controller data

This paper presents a model to estimate travel time using cumulative plots. Three different cases considered are i) case-Det, for only detector data; ii) case-DetSig, for detector data and signal controller data and iii) case-DetSigSFR: for detector data, signal controller data and saturation flow rate. The performance of the model for different detection intervals is evaluated. It is observed that detection interval is not critical if signal timings are available. Comparable accuracy can be obtained from larger detection interval with signal timings or from shorter detection interval without signal timings. The performance for case-DetSig and for case-DetSigSFR is consistent with accuracy generally more than 95% whereas, case-Det is highly sensitive to the signal phases in the detection interval and its performance is uncertain if detection interval is integral multiple of signal cycles.

Estimation and compensation of clipping noise in OFDMA systems

We propose an efficient and low-complexity scheme for estimating and compensating clipping noise in OFDMA systems. Conventional clipping noise estimation schemes, which need all demodulated data symbols, may become infeasible in OFDMA systems where a specific user may only know his own modulation scheme. The proposed scheme first uses equalized output to identify a limited number of candidate clips, and then exploits the information on known subcarriers to reconstruct clipped signal. Simulation results show that the proposed scheme can significantly improve the system performance.

Use of Probe Vehicles to Increase Traffic Estimation Accuracy in Brisbane

Traffic congestion is an increasing problem with high costs in financial, social and personal terms. These costs include psychological and physiological stress, aggressivity and fatigue caused by lengthy delays, and increased likelihood of road crashes. Reliable and accurate traffic information is essential for the development of traffic control and management strategies. Traffic information is mostly gathered from in-road vehicle detectors such as induction loops. Traffic Message Chanel (TMC) service is popular service which wirelessly send traffic information to drivers. Traffic probes have been used in many cities to increase traffic information accuracy. A simulation to estimate the number of probe vehicles required to increase the accuracy of traffic information in Brisbane is proposed. A meso level traffic simulator has been developed to facilitate the identification of the optimal number of probe vehicles required to achieve an acceptable level of traffic reporting accuracy. Our approach to determine the optimal number of probe vehicles required to meet quality of service requirements, is to simulate runs with varying numbers of traffic probes. The simulated traffic represents Brisbane’s typical morning traffic. The road maps used in simulation are Brisbane’s TMC maps complete with speed limits and traffic lights. Experimental results show that that the optimal number of probe vehicles required for providing a useful supplement to TMC (induction loop) data lies between 0.5% and 2.5% of vehicles on the road. With less probes than 0.25%, little additional information is provided, while for more probes than 5%, there is only a negligible affect on accuracy for increasingly many probes on the road. Our findings are consistent with on-going research work on traffic probes, and show the effectiveness of using probe vehicles to supplement induction loops for accurate and timely traffic information.

Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Enhancing the standard operating range of a placido disk videokeratoscope for corneal surface estimation

Abstract—Corneal topography estimation that is based on the Placido disk principle relies on good quality of precorneal tear film and sufficiently wide eyelid (palpebral) aperture to avoid reflections from eyelashes. However, in practice, these conditions are not always fulfilled resulting in missing regions, smaller corneal coverage, and subsequently poorer estimates of corneal topography. Our aim was to enhance the standard operating range of a Placido disk videokeratoscope to obtain reliable corneal topography estimates in patients with poor tear film quality, such as encountered in those diagnosed with dry eye, and with narrower palpebral apertures as in the case of Asian subjects. This was achieved by incorporating in the instrument’s own topography estimation algorithm an image processing technique that comprises a polar-domain adaptive filter and amorphological closing operator. The experimental results from measurements of test surfaces and real corneas showed that the incorporation of the proposed technique results in better estimates of corneal topography, and, in many cases, to a significant increase in the estimated coverage area making such an enhanced videokeratoscope a better tool for clinicians.

Near real-time prediction of Zenith Tropospheric Delays for position estimation over long-baseline CORS network

This paper presents the preliminary results in establishing a strategy for predicting Zenith Tropospheric Delay (ZTD) and relative ZTD (rZTD) between Continuous Operating Reference Stations (CORS) in near real-time. It is anticipated that the predicted ZTD or rZTD can assist the network-based Real-Time Kinematic (RTK) performance over long inter-station distances, ultimately, enabling a cost effective method of delivering precise positioning services to sparsely populated regional areas, such as Queensland. This research firstly investigates two ZTD solutions: 1) the post-processed IGS ZTD solution and 2) the near Real-Time ZTD solution. The near Real-Time solution is obtained through the GNSS processing software package (Bernese) that has been deployed for this project. The predictability of the near Real-Time Bernese solution is analyzed and compared to the post-processed IGS solution where it acts as the benchmark solution. The predictability analyses were conducted with various prediction time of 15, 30, 45, and 60 minutes to determine the error with respect to timeliness. The predictability of ZTD and relative ZTD is determined (or characterized) by using the previously estimated ZTD as the predicted ZTD of current epoch. This research has shown that both the ZTD and relative ZTD predicted errors are random in nature; the STD grows from a few millimeters to sub-centimeters while the predicted delay interval ranges from 15 to 60 minutes. Additionally, the RZTD predictability shows very little dependency on the length of tested baselines of up to 1000 kilometers. Finally, the comparison of near Real-Time Bernese solution with IGS solution has shown a slight degradation in the prediction accuracy. The less accurate NRT solution has an STD error of 1cm within the delay of 50 minutes. However, some larger errors of up to 10cm are observed.

Robust estimation of tear film surface quality in lateral shearing interferometry

Interferometry is a sensitive technique for recording tear film surface irregularities in a noninvasive manner. At the same time, the technique is hindered by natural eye movements resulting in measurement noise. Estimating tear film surface quality from interferograms can be reduced to a spatial-average-localized weighted estimate of the first harmonic of the interference fringes. However, previously reported estimation techniques proved to perform poorly in cases where the pattern fringes were significantly disturbed. This can occur in cases of measuring tear film surface quality on a contact lens on the eye or in a dry eye. We present a new estimation technique for extracting the first harmonic from the interference fringes that combines the traditional spectral estimation techniques with morphological image processing techniques. The proposed technique proves to be more robust to changes in interference fringes caused by natural eye movements and the degree of dryness of the contact lens and corneal surfaces than its predecessors, resulting in tear film surface quality estimates that are less noisy