Pavement performance prediction using adaptive logic networks

Pavement performance is one of the most important components of the pavement management system. Prediction of the future performance of a pavement section is important in programming maintenance and rehabilitation needs. Models for predicting pavement performance have been developed on the basis of traffic and age. The purpose of this research is to extend the use of a relatively new approach to performance prediction in pavement performance modeling using adaptive logic networks (ALN). Adaptive logic networks have recently emerged as an effective alternative to artificial neural networks for machine learning tasks. ^ The ALN predictive methodology is applicable to a wide variety of contexts including prediction of roughness based indices, composite rating indices and/or individual pavement distresses. The ALN program requires key information about a pavement section, including the current distress indexes, pavement age, climate region, traffic and other variables to predict yearly performance values into the future. ^ This research investigates the effect of different learning rates of the ALN in pavement performance modeling. It can be used at both the network and project level for predicting the long term performance of a road network. Results indicate that the ALN approach is well suited for pavement performance prediction modeling and shows a significant improvement over the results obtained from other artificial intelligence approaches. ^

An automatic tuning strategy for local fuzzy logic ramp metering algorithm using Particle Swarm Optimization (PSO)

Freeway systems are becoming more congested each day. One contribution to freeway traffic congestion comprises platoons of on-ramp traffic merging into freeway mainlines. As a relatively low-cost countermeasure to the problem, ramp meters are being deployed in both directions of an 11-mile section of I-95 in Miami-Dade County, Florida. The local Fuzzy Logic (FL) ramp metering algorithm implemented in Seattle, Washington, has been selected for deployment. The FL ramp metering algorithm is powered by the Fuzzy Logic Controller (FLC). The FLC depends on a series of parameters that can significantly alter the behavior of the controller, thus affecting the performance of ramp meters. However, the most suitable values for these parameters are often difficult to determine, as they vary with current traffic conditions. Thus, for optimum performance, the parameter values must be fine-tuned. This research presents a new method of fine tuning the FLC parameters using Particle Swarm Optimization (PSO). PSO attempts to optimize several important parameters of the FLC. The objective function of the optimization model incorporates the METANET macroscopic traffic flow model to minimize delay time, subject to the constraints of reasonable ranges of ramp metering rates and FLC parameters. To further improve the performance, a short-term traffic forecasting module using a discrete Kalman filter was incorporated to predict the downstream freeway mainline occupancy. This helps to detect the presence of downstream bottlenecks. The CORSIM microscopic simulation model was selected as the platform to evaluate the performance of the proposed PSO tuning strategy. The ramp-metering algorithm incorporating the tuning strategy was implemented using CORSIM's run-time extension (RTE) and was tested on the aforementioned I-95 corridor. The performance of the FLC with PSO tuning was compared with the performance of the existing FLC without PSO tuning. The results show that the FLC with PSO tuning outperforms the existing FL metering, fixed-time metering, and existing conditions without metering in terms of total travel time savings, average speed, and system-wide throughput.

An autoregressive conditional filtering process to remove intraday seasonal volatility and its application to testing the noisy rational expectations model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.