An improved framework for dynamic origin-destination (O-D) matrix estimation

This dissertation aims to improve the performance of existing assignment-based dynamic origin-destination (O-D) matrix estimation models to successfully apply Intelligent Transportation Systems (ITS) strategies for the purposes of traffic congestion relief and dynamic traffic assignment (DTA) in transportation network modeling. The methodology framework has two advantages over the existing assignment-based dynamic O-D matrix estimation models. First, it combines an initial O-D estimation model into the estimation process to provide a high confidence level of initial input for the dynamic O-D estimation model, which has the potential to improve the final estimation results and reduce the associated computation time. Second, the proposed methodology framework can automatically convert traffic volume deviation to traffic density deviation in the objective function under congested traffic conditions. Traffic density is a better indicator for traffic demand than traffic volume under congested traffic condition, thus the conversion can contribute to improving the estimation performance. The proposed method indicates a better performance than a typical assignment-based estimation model (Zhou et al., 2003) in several case studies. In the case study for I-95 in Miami-Dade County, Florida, the proposed method produces a good result in seven iterations, with a root mean square percentage error (RMSPE) of 0.010 for traffic volume and a RMSPE of 0.283 for speed. In contrast, Zhou's model requires 50 iterations to obtain a RMSPE of 0.023 for volume and a RMSPE of 0.285 for speed. In the case study for Jacksonville, Florida, the proposed method reaches a convergent solution in 16 iterations with a RMSPE of 0.045 for volume and a RMSPE of 0.110 for speed, while Zhou's model needs 10 iterations to obtain the best solution, with a RMSPE of 0.168 for volume and a RMSPE of 0.179 for speed. The successful application of the proposed methodology framework to real road networks demonstrates its ability to provide results both with satisfactory accuracy and within a reasonable time, thus establishing its potential usefulness to support dynamic traffic assignment modeling, ITS systems, and other strategies.

Estimation of global systematic risk for securities listed in multiple markets

The market model is the most frequently estimated model in financial economics and has proven extremely useful in the estimation of systematic risk. In this era of rapid globalization of financial markets there has been a substantial increase in cross listings of stocks in foreign and regional capital markets. As many as a third to a half of the stocks in some major exchanges are foreign listed. The multiple listings of stocks has major implications for the estimation of systematic risk. The traditiona1 method of estimating the market model by using data from only one market will lead to misleading estimates of beta. This study demonstrates that the estimator for systematic risk and the methodology itself changes when stocks are listed in multiple markets. General expressions are developed to obtain the estimator of global beta under a variety of assumptions about the error terms of the market models for different capital markets. The assumptions pertain both to the volatilities of the abnormal returns in each market, and to the relationship between the markets. ^ Explicit expressions are derived for the estimation of global systematic risk beta when the returns are homoscedastic and also under different heteroscedastic conditions both within and/or between markets. These results for the estimation of global beta are further extended when return generating process follows an autoregressive scheme.^

High performance shift invariant motion estimation and compensation in wavelet domain video compression

The contributions of this dissertation are in the development of two new interrelated approaches to video data compression: (1) A level-refined motion estimation and subband compensation method for the effective motion estimation and motion compensation. (2) A shift-invariant sub-decimation decomposition method in order to overcome the deficiency of the decimation process in estimating motion due to its shift-invariant property of wavelet transform. ^ The enormous data generated by digital videos call for an intense need of efficient video compression techniques to conserve storage space and minimize bandwidth utilization. The main idea of video compression is to reduce the interpixel redundancies inside and between the video frames by applying motion estimation and motion compensation (MEMO) in combination with spatial transform coding. To locate the global minimum of the matching criterion function reasonably, hierarchical motion estimation by coarse to fine resolution refinements using discrete wavelet transform is applied due to its intrinsic multiresolution and scalability natures. ^ Due to the fact that most of the energies are concentrated in the low resolution subbands while decreased in the high resolution subbands, a new approach called level-refined motion estimation and subband compensation (LRSC) method is proposed. It realizes the possible intrablocks in the subbands for lower entropy coding while keeping the low computational loads of motion estimation as the level-refined method, thus to achieve both temporal compression quality and computational simplicity. ^ Since circular convolution is applied in wavelet transform to obtain the decomposed subframes without coefficient expansion, symmetric-extended wavelet transform is designed on the finite length frame signals for more accurate motion estimation without discontinuous boundary distortions. ^ Although wavelet transformed coefficients still contain spatial domain information, motion estimation in wavelet domain is not as straightforward as in spatial domain due to the shift variance property of the decimation process of the wavelet transform. A new approach called sub-decimation decomposition method is proposed, which maintains the motion consistency between the original frame and the decomposed subframes, improving as a consequence the wavelet domain video compressions by shift invariant motion estimation and compensation. ^

Methodology to create cost estimation models for engineer-to-order operations

This research addresses the problem of cost estimation for product development in engineer-to-order (ETO) operations. An ETO operation starts the product development process with a product specification and ends with delivery of a rather complicated, highly customized product. ETO operations are practiced in various industries such as engineering tooling, factory plants, industrial boilers, pressure vessels, shipbuilding, bridges and buildings. ETO views each product as a delivery item in an industrial project and needs to make an accurate estimation of its development cost at the bidding and/or planning stage before any design or manufacturing activity starts. ^ Many ETO practitioners rely on an ad hoc approach to cost estimation, with use of past projects as reference, adapting them to the new requirements. This process is often carried out on a case-by-case basis and in a non-procedural fashion, thus limiting its applicability to other industry domains and transferability to other estimators. In addition to being time consuming, this approach usually does not lead to an accurate cost estimate, which varies from 30% to 50%. ^ This research proposes a generic cost modeling methodology for application in ETO operations across various industry domains. Using the proposed methodology, a cost estimator will be able to develop a cost estimation model for use in a chosen ETO industry in a more expeditious, systematic and accurate manner. ^ The development of the proposed methodology was carried out by following the meta-methodology as outlined by Thomann. Deploying the methodology, cost estimation models were created in two industry domains (building construction and the steel milling equipment manufacturing). The models are then applied to real cases; the cost estimates are significantly more accurate than the actual estimates, with mean absolute error rate of 17.3%. ^ This research fills an important need of quick and accurate cost estimation across various ETO industries. It differs from existing approaches to the problem in that a methodology is developed for use to quickly customize a cost estimation model for a chosen application domain. In addition to more accurate estimation, the major contributions are in its transferability to other users and applicability to different ETO operations. ^

Color-based surface reflectance separation for scene illumination estimation and rendering

Given the importance of color processing in computer vision and computer graphics, estimating and rendering illumination spectral reflectance of image scenes is important to advance the capability of a large class of applications such as scene reconstruction, rendering, surface segmentation, object recognition, and reflectance estimation. Consequently, this dissertation proposes effective methods for reflection components separation and rendering in single scene images. Based on the dichromatic reflectance model, a novel decomposition technique, named the Mean-Shift Decomposition (MSD) method, is introduced to separate the specular from diffuse reflectance components. This technique provides a direct access to surface shape information through diffuse shading pixel isolation. More importantly, this process does not require any local color segmentation process, which differs from the traditional methods that operate by aggregating color information along each image plane. ^ Exploiting the merits of the MSD method, a scene illumination rendering technique is designed to estimate the relative contributing specular reflectance attributes of a scene image. The image feature subset targeted provides a direct access to the surface illumination information, while a newly introduced efficient rendering method reshapes the dynamic range distribution of the specular reflectance components over each image color channel. This image enhancement technique renders the scene illumination reflection effectively without altering the scene’s surface diffuse attributes contributing to realistic rendering effects. ^ As an ancillary contribution, an effective color constancy algorithm based on the dichromatic reflectance model was also developed. This algorithm selects image highlights in order to extract the prominent surface reflectance that reproduces the exact illumination chromaticity. This evaluation is presented using a novel voting scheme technique based on histogram analysis. ^ In each of the three main contributions, empirical evaluations were performed on synthetic and real-world image scenes taken from three different color image datasets. The experimental results show over 90% accuracy in illumination estimation contributing to near real world illumination rendering effects. ^

Improved Annual Average Daily Traffic (AADT) estimation for local roads using parcel-level travel demand modeling

Annual Average Daily Traffic (AADT) is a critical input to many transportation analyses. By definition, AADT is the average 24-hour volume at a highway location over a full year. Traditionally, AADT is estimated using a mix of permanent and temporary traffic counts. Because field collection of traffic counts is expensive, it is usually done for only the major roads, thus leaving most of the local roads without any AADT information. However, AADTs are needed for local roads for many applications. For example, AADTs are used by state Departments of Transportation (DOTs) to calculate the crash rates of all local roads in order to identify the top five percent of hazardous locations for annual reporting to the U.S. DOT. ^ This dissertation develops a new method for estimating AADTs for local roads using travel demand modeling. A major component of the new method involves a parcel-level trip generation model that estimates the trips generated by each parcel. The model uses the tax parcel data together with the trip generation rates and equations provided by the ITE Trip Generation Report. The generated trips are then distributed to existing traffic count sites using a parcel-level trip distribution gravity model. The all-or-nothing assignment method is then used to assign the trips onto the roadway network to estimate the final AADTs. The entire process was implemented in the Cube demand modeling system with extensive spatial data processing using ArcGIS. ^ To evaluate the performance of the new method, data from several study areas in Broward County in Florida were used. The estimated AADTs were compared with those from two existing methods using actual traffic counts as the ground truths. The results show that the new method performs better than both existing methods. One limitation with the new method is that it relies on Cube which limits the number of zones to 32,000. Accordingly, a study area exceeding this limit must be partitioned into smaller areas. Because AADT estimates for roads near the boundary areas were found to be less accurate, further research could examine the best way to partition a study area to minimize the impact.^