Optimization of adaptive traffic signal control with transit signal priority at isolated intersections using parallel genetic algorithms

Optimization of adaptive traffic signal timing is one of the most complex problems in traffic control systems. This dissertation presents a new method that applies the parallel genetic algorithm (PGA) to optimize adaptive traffic signal control in the presence of transit signal priority (TSP). The method can optimize the phase plan, cycle length, and green splits at isolated intersections with consideration for the performance of both the transit and the general vehicles. Unlike the simple genetic algorithm (GA), PGA can provide better and faster solutions needed for real-time optimization of adaptive traffic signal control. ^ An important component in the proposed method involves the development of a microscopic delay estimation model that was designed specifically to optimize adaptive traffic signal with TSP. Macroscopic delay models such as the Highway Capacity Manual (HCM) delay model are unable to accurately consider the effect of phase combination and phase sequence in delay calculations. In addition, because the number of phases and the phase sequence of adaptive traffic signal may vary from cycle to cycle, the phase splits cannot be optimized when the phase sequence is also a decision variable. A "flex-phase" concept was introduced in the proposed microscopic delay estimation model to overcome these limitations. ^ The performance of PGA was first evaluated against the simple GA. The results show that PGA achieved both faster convergence and lower delay for both under- or over-saturated traffic conditions. A VISSIM simulation testbed was then developed to evaluate the performance of the proposed PGA-based adaptive traffic signal control with TSP. The simulation results show that the PGA-based optimizer for adaptive TSP outperformed the fully actuated NEMA control in all test cases. The results also show that the PGA-based optimizer was able to produce TSP timing plans that benefit the transit vehicles while minimizing the impact of TSP on the general vehicles. The VISSIM testbed developed in this research provides a powerful tool to design and evaluate different TSP strategies under both actuated and adaptive signal control. ^

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.^

Space division multiple access for wireless sensor networks

This dissertation proposed a self-organizing medium access control protocol (MAC) for wireless sensor networks (WSNs). The proposed MAC protocol, space division multiple access (SDMA), relies on sensor node position information and provides sensor nodes access to the wireless channel based on their spatial locations. SDMA divides a geographical area into space divisions, where there is one-to-one map between the space divisions and the time slots. Therefore, the MAC protocol requirement is the sensor node information of its position and a prior knowledge of the one-to-one mapping function. The scheme is scalable, self-maintaining, and self-starting. It provides collision-free access to the wireless channel for the sensor nodes thereby, guarantees delay-bounded communication in real time for delay sensitive applications. This work was divided into two parts: the first part involved the design of the mapping function to map the space divisions to the time slots. The mapping function is based on a uniform Latin square. A Uniform Latin square of order k = m 2 is an k x k square matrix that consists of k symbols from 0 to k-1 such that no symbol appears more than once in any row, in any column, or in any m x in area of main subsquares. The uniqueness of each symbol in the main subsquares presents very attractive characteristic in applying a uniform Latin square to time slot allocation problem in WSNs. The second part of this research involved designing a GPS free positioning system for position information. The system is called time and power based localization scheme (TPLS). TPLS is based on time difference of arrival (TDoA) and received signal strength (RSS) using radio frequency and ultrasonic signals to measure and detect the range differences from a sensor node to three anchor nodes. TPLS requires low computation overhead and no time synchronization, as the location estimation algorithm involved only a simple algebraic operation.

Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Estimation of global beta and tests of capital asset pricing models

With the rapid globalization and integration of world capital markets, more and more stocks are listed in multiple markets. With multi-listed stocks, the traditional measurement of systematic risk, the domestic beta, is not appropriate since it only contain information from one market. ^ Prakash et al. (1993) developed a technique, the global beta, to capture information from multiple markets wherein the stocks are listed. In this study, the global betas are obtained as well as domestic betas for 704 multi-listed stocks from 59 world equity markets. Welch tests show that domestic betas are not equal across markets, therefore, global beta is more appropriate in a global investment setting. ^ The traditional Capital Asset Pricing Models (CAPM) is also tested with regards to both domestic beta and global beta. The results generally support the positive relationship between stocks returns and global beta while tend to reject this relationship between stocks returns and domestic beta. Further tests of International CAPM with domestic beta and global beta strengthen the conclusion.^

Freeway travel time estimation and prediction using dynamic neural networks

Providing transportation system operators and travelers with accurate travel time information allows them to make more informed decisions, yielding benefits for individual travelers and for the entire transportation system. Most existing advanced traveler information systems (ATIS) and advanced traffic management systems (ATMS) use instantaneous travel time values estimated based on the current measurements, assuming that traffic conditions remain constant in the near future. For more effective applications, it has been proposed that ATIS and ATMS should use travel times predicted for short-term future conditions rather than instantaneous travel times measured or estimated for current conditions. ^ This dissertation research investigates short-term freeway travel time prediction using Dynamic Neural Networks (DNN) based on traffic detector data collected by radar traffic detectors installed along a freeway corridor. DNN comprises a class of neural networks that are particularly suitable for predicting variables like travel time, but has not been adequately investigated for this purpose. Before this investigation, it was necessary to identifying methods for data imputation to account for missing data usually encountered when collecting data using traffic detectors. It was also necessary to identify a method to estimate the travel time on the freeway corridor based on data collected using point traffic detectors. A new travel time estimation method referred to as the Piecewise Constant Acceleration Based (PCAB) method was developed and compared with other methods reported in the literatures. The results show that one of the simple travel time estimation methods (the average speed method) can work as well as the PCAB method, and both of them out-perform other methods. This study also compared the travel time prediction performance of three different DNN topologies with different memory setups. The results show that one DNN topology (the time-delay neural networks) out-performs the other two DNN topologies for the investigated prediction problem. This topology also performs slightly better than the simple multilayer perceptron (MLP) neural network topology that has been used in a number of previous studies for travel time prediction.^

Realization of Differentiated Quality of Service for Wideband Code Division Multiple Access Core Network

The development of 3G (the 3rd generation telecommunication) value-added services brings higher requirements of Quality of Service (QoS). Wideband Code Division Multiple Access (WCDMA) is one of three 3G standards, and enhancement of QoS for WCDMA Core Network (CN) becomes more and more important for users and carriers. The dissertation focuses on enhancement of QoS for WCDMA CN. The purpose is to realize the DiffServ (Differentiated Services) model of QoS for WCDMA CN. Based on the parallelism characteristic of Network Processors (NPs), the NP programming model is classified as Pool of Threads (POTs) and Hyper Task Chaining (HTC). In this study, an integrated programming model that combines both of the two models was designed. This model has highly efficient and flexible features, and also solves the problems of sharing conflicts and packet ordering. We used this model as the programming model to realize DiffServ QoS for WCDMA CN. ^ The realization mechanism of the DiffServ model mainly consists of buffer management, packet scheduling and packet classification algorithms based on NPs. First, we proposed an adaptive buffer management algorithm called Packet Adaptive Fair Dropping (PAFD), which takes into consideration of both fairness and throughput, and has smooth service curves. Then, an improved packet scheduling algorithm called Priority-based Weighted Fair Queuing (PWFQ) was introduced to ensure the fairness of packet scheduling and reduce queue time of data packets. At the same time, the delay and jitter are also maintained in a small range. Thirdly, a multi-dimensional packet classification algorithm called Classification Based on Network Processors (CBNPs) was designed. It effectively reduces the memory access and storage space, and provides less time and space complexity. ^ Lastly, an integrated hardware and software system of the DiffServ model of QoS for WCDMA CN was proposed. It was implemented on the NP IXP2400. According to the corresponding experiment results, the proposed system significantly enhanced QoS for WCDMA CN. It extensively improves consistent response time, display distortion and sound image synchronization, and thus increases network efficiency and saves network resource.^

Improving Analytical Travel Time Estimation for Transportation Planning Models

This dissertation aimed to improve travel time estimation for the purpose of transportation planning by developing a travel time estimation method that incorporates the effects of signal timing plans, which were difficult to consider in planning models. For this purpose, an analytical model has been developed. The model parameters were calibrated based on data from CORSIM microscopic simulation, with signal timing plans optimized using the TRANSYT-7F software. Independent variables in the model are link length, free-flow speed, and traffic volumes from the competing turning movements. The developed model has three advantages compared to traditional link-based or node-based models. First, the model considers the influence of signal timing plans for a variety of traffic volume combinations without requiring signal timing information as input. Second, the model describes the non-uniform spatial distribution of delay along a link, this being able to estimate the impacts of queues at different upstream locations of an intersection and attribute delays to a subject link and upstream link. Third, the model shows promise of improving the accuracy of travel time prediction. The mean absolute percentage error (MAPE) of the model is 13% for a set of field data from Minnesota Department of Transportation (MDOT); this is close to the MAPE of uniform delay in the HCM 2000 method (11%). The HCM is the industrial accepted analytical model in the existing literature, but it requires signal timing information as input for calculating delays. The developed model also outperforms the HCM 2000 method for a set of Miami-Dade County data that represent congested traffic conditions, with a MAPE of 29%, compared to 31% of the HCM 2000 method. The advantages of the proposed model make it feasible for application to a large network without the burden of signal timing input, while improving the accuracy of travel time estimation. An assignment model with the developed travel time estimation method has been implemented in a South Florida planning model, which improved assignment results.

Peak -to -average power ratio reduced parallel interference cancellation Multicarrier-Code Division Multiple Access system with anti -interference property

Orthogonal Frequency-Division Multiplexing (OFDM) has been proved to be a promising technology that enables the transmission of higher data rate. Multicarrier Code-Division Multiple Access (MC-CDMA) is a transmission technique which combines the advantages of both OFDM and Code-Division Multiplexing Access (CDMA), so as to allow high transmission rates over severe time-dispersive multi-path channels without the need of a complex receiver implementation. Also MC-CDMA exploits frequency diversity via the different subcarriers, and therefore allows the high code rates systems to achieve good Bit Error Rate (BER) performances. Furthermore, the spreading in the frequency domain makes the time synchronization requirement much lower than traditional direct sequence CDMA schemes. There are still some problems when we use MC-CDMA. One is the high Peak-to-Average Power Ratio (PAPR) of the transmit signal. High PAPR leads to nonlinear distortion of the amplifier and results in inter-carrier self-interference plus out-of-band radiation. On the other hand, suppressing the Multiple Access Interference (MAI) is another crucial problem in the MC-CDMA system. Imperfect cross-correlation characteristics of the spreading codes and the multipath fading destroy the orthogonality among the users, and then cause MAI, which produces serious BER degradation in the system. Moreover, in uplink system the received signals at a base station are always asynchronous. This also destroys the orthogonality among the users, and hence, generates MAI which degrades the system performance. Besides those two problems, the interference should always be considered seriously for any communication system. In this dissertation, we design a novel MC-CDMA system, which has low PAPR and mitigated MAI. The new Semi-blind channel estimation and multi-user data detection based on Parallel Interference Cancellation (PIC) have been applied in the system. The Low Density Parity Codes (LDPC) has also been introduced into the system to improve the performance. Different interference models are analyzed in multi-carrier communication systems and then the effective interference suppression for MC-CDMA systems is employed in this dissertation. The experimental results indicate that our system not only significantly reduces the PAPR and MAI but also effectively suppresses the outside interference with low complexity. Finally, we present a practical cognitive application of the proposed system over the software defined radio platform.

Peak-to-Average Power Ratio Reduced Parallel Interference Cancellation Multicarrier-Code Division Multiple Access System with Anti-Interference Property

Orthogonal Frequency-Division Multiplexing (OFDM) has been proved to be a promising technology that enables the transmission of higher data rate. Multicarrier Code-Division Multiple Access (MC-CDMA) is a transmission technique which combines the advantages of both OFDM and Code-Division Multiplexing Access (CDMA), so as to allow high transmission rates over severe time-dispersive multi-path channels without the need of a complex receiver implementation. Also MC-CDMA exploits frequency diversity via the different subcarriers, and therefore allows the high code rates systems to achieve good Bit Error Rate (BER) performances. Furthermore, the spreading in the frequency domain makes the time synchronization requirement much lower than traditional direct sequence CDMA schemes. There are still some problems when we use MC-CDMA. One is the high Peak-to-Average Power Ratio (PAPR) of the transmit signal. High PAPR leads to nonlinear distortion of the amplifier and results in inter-carrier self-interference plus out-of-band radiation. On the other hand, suppressing the Multiple Access Interference (MAI) is another crucial problem in the MC-CDMA system. Imperfect cross-correlation characteristics of the spreading codes and the multipath fading destroy the orthogonality among the users, and then cause MAI, which produces serious BER degradation in the system. Moreover, in uplink system the received signals at a base station are always asynchronous. This also destroys the orthogonality among the users, and hence, generates MAI which degrades the system performance. Besides those two problems, the interference should always be considered seriously for any communication system. In this dissertation, we design a novel MC-CDMA system, which has low PAPR and mitigated MAI. The new Semi-blind channel estimation and multi-user data detection based on Parallel Interference Cancellation (PIC) have been applied in the system. The Low Density Parity Codes (LDPC) has also been introduced into the system to improve the performance. Different interference models are analyzed in multi-carrier communication systems and then the effective interference suppression for MC-CDMA systems is employed in this dissertation. The experimental results indicate that our system not only significantly reduces the PAPR and MAI but also effectively suppresses the outside interference with low complexity. Finally, we present a practical cognitive application of the proposed system over the software defined radio platform.

Freeway Travel Time Estimation and Prediction Using Dynamic Neural Networks

Providing transportation system operators and travelers with accurate travel time information allows them to make more informed decisions, yielding benefits for individual travelers and for the entire transportation system. Most existing advanced traveler information systems (ATIS) and advanced traffic management systems (ATMS) use instantaneous travel time values estimated based on the current measurements, assuming that traffic conditions remain constant in the near future. For more effective applications, it has been proposed that ATIS and ATMS should use travel times predicted for short-term future conditions rather than instantaneous travel times measured or estimated for current conditions. This dissertation research investigates short-term freeway travel time prediction using Dynamic Neural Networks (DNN) based on traffic detector data collected by radar traffic detectors installed along a freeway corridor. DNN comprises a class of neural networks that are particularly suitable for predicting variables like travel time, but has not been adequately investigated for this purpose. Before this investigation, it was necessary to identifying methods for data imputation to account for missing data usually encountered when collecting data using traffic detectors. It was also necessary to identify a method to estimate the travel time on the freeway corridor based on data collected using point traffic detectors. A new travel time estimation method referred to as the Piecewise Constant Acceleration Based (PCAB) method was developed and compared with other methods reported in the literatures. The results show that one of the simple travel time estimation methods (the average speed method) can work as well as the PCAB method, and both of them out-perform other methods. This study also compared the travel time prediction performance of three different DNN topologies with different memory setups. The results show that one DNN topology (the time-delay neural networks) out-performs the other two DNN topologies for the investigated prediction problem. This topology also performs slightly better than the simple multilayer perceptron (MLP) neural network topology that has been used in a number of previous studies for travel time prediction.