Arterial travel time estimation : revisiting the classical procedure

Travel time is an important network performance measure and it quantifies congestion in a manner easily understood by all transport users. In urban networks, travel time estimation is challenging due to number of reasons such as, fluctuations in traffic flow due to traffic signals, significant flow to/from mid link sinks/sources, etc. The classical analytical procedure utilizes cumulative plots at upstream and downstream locations for estimating travel time between the two locations. In this paper, we discuss about the issues and challenges with classical analytical procedure such as its vulnerability to non conservation of flow between the two locations. The complexity with respect to exit movement specific travel time is discussed. Recently, we have developed a methodology utilising classical procedure to estimate average travel time and its statistic on urban links (Bhaskar, Chung et al. 2010). Where, detector, signal and probe vehicle data is fused. In this paper we extend the methodology for route travel time estimation and test its performance using simulation. The originality is defining cumulative plots for each exit turning movement utilising historical database which is self updated after each estimation. The performance is also compared with a method solely based on probe (Probe-only). The performance of the proposed methodology has been found insensitive to different route flow, with average accuracy of more than 94% given a probe per estimation interval which is more than 5% increment in accuracy with respect to Probe-only method.

Analysis for the use of cumulative plots for travel time estimation on signalized network

This paper provides fundamental understanding for the use of cumulative plots for travel time estimation on signalized urban networks. Analytical modeling is performed to generate cumulative plots based on the availability of data: a) Case-D, for detector data only; b) Case-DS, for detector data and signal timings; and c) Case-DSS, for detector data, signal timings and saturation flow rate. The empirical study and sensitivity analysis based on simulation experiments have observed the consistency in performance for Case-DS and Case-DSS, whereas, for Case-D the performance is inconsistent. Case-D is sensitive to detection interval and signal timings within the interval. When detection interval is integral multiple of signal cycle then it has low accuracy and low reliability. Whereas, for detection interval around 1.5 times signal cycle both accuracy and reliability are high.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

Bayesian estimation of the dynamics of pandemic (H1N1) 2009 influenza transmission in Queensland: A space–time SIR-based model

Background A pandemic strain of influenza A spread rapidly around the world in 2009, now referred to as pandemic (H1N1) 2009. This study aimed to examine the spatiotemporal variation in the transmission rate of pandemic (H1N1) 2009 associated with changes in local socio-environmental conditions from May 7–December 31, 2009, at a postal area level in Queensland, Australia. Method We used the data on laboratory-confirmed H1N1 cases to examine the spatiotemporal dynamics of transmission using a flexible Bayesian, space–time, Susceptible-Infected-Recovered (SIR) modelling approach. The model incorporated parameters describing spatiotemporal variation in H1N1 infection and local socio-environmental factors. Results The weekly transmission rate of pandemic (H1N1) 2009 was negatively associated with the weekly area-mean maximum temperature at a lag of 1 week (LMXT) (posterior mean: −0.341; 95% credible interval (CI): −0.370–−0.311) and the socio-economic index for area (SEIFA) (posterior mean: −0.003; 95% CI: −0.004–−0.001), and was positively associated with the product of LMXT and the weekly area-mean vapour pressure at a lag of 1 week (LVAP) (posterior mean: 0.008; 95% CI: 0.007–0.009). There was substantial spatiotemporal variation in transmission rate of pandemic (H1N1) 2009 across Queensland over the epidemic period. High random effects of estimated transmission rates were apparent in remote areas and some postal areas with higher proportion of indigenous populations and smaller overall populations. Conclusions Local SEIFA and local atmospheric conditions were associated with the transmission rate of pandemic (H1N1) 2009. The more populated regions displayed consistent and synchronized epidemics with low average transmission rates. The less populated regions had high average transmission rates with more variations during the H1N1 epidemic period.

Bayesian estimation of small effects in exercise and sports science

The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a ‘magnitude-based inference’ approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

Estimation of soil hydraulic properties and their uncertainty: comparison between laboratory and field experiment

Often the soil hydraulic parameters are obtained by the inversion of measured data (e.g. soil moisture, pressure head, and cumulative infiltration, etc.). However, the inverse problem in unsaturated zone is ill-posed due to various reasons, and hence the parameters become non-unique. The presence of multiple soil layers brings the additional complexities in the inverse modelling. The generalized likelihood uncertainty estimate (GLUE) is a useful approach to estimate the parameters and their uncertainty when dealing with soil moisture dynamics which is a highly non-linear problem. Because the estimated parameters depend on the modelling scale, inverse modelling carried out on laboratory data and field data may provide independent estimates. The objective of this paper is to compare the parameters and their uncertainty estimated through experiments in the laboratory and in the field and to assess which of the soil hydraulic parameters are independent of the experiment. The first two layers in the field site are characterized by Loamy sand and Loamy. The mean soil moisture and pressure head at three depths are measured with an interval of half hour for a period of 1 week using the evaporation method for the laboratory experiment, whereas soil moisture at three different depths (60, 110, and 200 cm) is measured with an interval of 1 h for 2 years for the field experiment. A one-dimensional soil moisture model on the basis of the finite difference method was used. The calibration and validation are approximately for 1 year each. The model performance was found to be good with root mean square error (RMSE) varying from 2 to 4 cm(3) cm(-3). It is found from the two experiments that mean and uncertainty in the saturated soil moisture (theta(s)) and shape parameter (n) of van Genuchten equations are similar for both the soil types. Copyright (C) 2010 John Wiley & Sons, Ltd.

Epoch extraction from linear prediction residual for identification of closed glottis interval

In voiced speech analysis epochal information is useful in accurate estimation of pitch periods and the frequency response of the vocal tract system. Ideally, linear prediction (LP) residual should give impulses at epochs. However, there are often ambiguities in the direct use of LP residual since samples of either polarity occur around epochs. Further, since the digital inverse filter does not compensate the phase response of the vocal tract system exactly, there is an uncertainty in the estimated epoch position. In this paper we present an interpretation of LP residual by considering the effect of the following factors: 1) the shape of glottal pulses, 2) inaccurate estimation of formants and bandwidths, 3) phase angles of formants at the instants of excitation, and 4) zeros in the vocal tract system. A method for the unambiguous identification of epochs from LP residual is then presented. The accuracy of the method is tested by comparing the results with the epochs obtained from the estimated glottal pulse shapes for several vowel segments. The method is used to identify the closed glottis interval for the estimation of the true frequency response of the vocal tract system.

Joint data detection and dominant singular mode estimation in time varying reciprocal MIMO systems

This paper proposes an algorithm for joint data detection and tracking of the dominant singular mode of a time varying channel at the transmitter and receiver of a time division duplex multiple input multiple output beamforming system. The method proposed is a modified expectation maximization algorithm which utilizes an initial estimate to track the dominant modes of the channel at the transmitter and the receiver blindly; and simultaneously detects the un known data. Furthermore, the estimates are constrained to be within a confidence interval of the previous estimate in order to improve the tracking performance and mitigate the effect of error propagation. Monte-Carlo simulation results of the symbol error rate and the mean square inner product between the estimated and the true singular vector are plotted to show the performance benefits offered by the proposed method compared to existing techniques.

Length-frequency estimation for yellowfin tuna (Thunnus albacares) caught by commercial fishing gear in the Eastern Pacific Ocean

ENGLISH: Methods of collecting samples for the purpose of estimating the numbers and weights of fish caught, by length interval, are described. Several models for two-stage sampling are described, and the equations for the estimators and their variances are given. The results from a brief simulation study are used to show the differences between estimates made with the different models. Estimators for the average weights of fish in the catch and their variances are also described. These average weights are used to provide improved estimates of the total annual catches of yellowfin taken from the eastern Pacific Ocean, east of 150°W, between 1955 and 1990. SPANISH: Se describen los métodos de recoger de muestreo para estimar el número o peso de peces capturados, por intervalo de talla. Se describen varios modelos para el muestreo de dos etapas, y se presentan las ecuaciones para los estimadores y sus varianzas. Se usan los resultados de un breve estudio de simulación para indicar las diferencias entre estimaciones realizadas con los distintosmodelos. También se describe un estimador para el peso promedio de peces en la captura y su varianza. Se usan estos estimadores para calcular estimaciones mejoradas de las capturas anuales totales de aleta amarilla tomadas del Océano Pacífico oriental, al este de 150°W, entre 1955 y 1990. (PDF contains 41 pages.)

Fuzzy ARTMAP, Slow Learning and Probability Estimation

A nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is here described. Because the procedure does not make a priori assumptions about underlying probability distributions, it yields accurate estimates on a wide variety of prediction tasks. Fuzzy ARTMAP is used to perform probability estimation in two different modes. In a 'slow-learning' mode, input-output associations change slowly, with the strength of each association computing a conditional probability estimate. In 'max-nodes' mode, a fixed number of categories are coded during an initial fast learning interval, and weights are then tuned by slow learning. Simulations illustrate system performance on tasks in which various numbers of clusters in the set of input vectors mapped to a given class.

Estimation of glomerular filtration rate in hospitalised patients: are we overestimating renal function?

QUESTIONS UNDER STUDY AND PRINCIPLES: Estimating glomerular filtration rate (GFR) in hospitalised patients with chronic kidney disease (CKD) is important for drug prescription but it remains a difficult task. The purpose of this study was to investigate the reliability of selected algorithms based on serum creatinine, cystatin C and beta-trace protein to estimate GFR and the potential added advantage of measuring muscle mass by bioimpedance. In a prospective unselected group of patients hospitalised in a general internal medicine ward with CKD, GFR was evaluated using inulin clearance as the gold standard and the algorithms of Cockcroft, MDRD, Larsson (cystatin C), White (beta-trace) and MacDonald (creatinine and muscle mass by bioimpedance). 69 patients were included in the study. Median age (interquartile range) was 80 years (73-83); weight 74.7 kg (67.0-85.6), appendicular lean mass 19.1 kg (14.9-22.3), serum creatinine 126 μmol/l (100-149), cystatin C 1.45 mg/l (1.19-1.90), beta-trace protein 1.17 mg/l (0.99-1.53) and GFR measured by inulin 30.9 ml/min (22.0-43.3). The errors in the estimation of GFR and the area under the ROC curves (95% confidence interval) relative to inulin were respectively: Cockcroft 14.3 ml/min (5.55-23.2) and 0.68 (0.55-0.81), MDRD 16.3 ml/min (6.4-27.5) and 0.76 (0.64-0.87), Larsson 12.8 ml/min (4.50-25.3) and 0.82 (0.72-0.92), White 17.6 ml/min (11.5-31.5) and 0.75 (0.63-0.87), MacDonald 32.2 ml/min (13.9-45.4) and 0.65 (0.52-0.78). Currently used algorithms overestimate GFR in hospitalised patients with CKD. As a consequence eGFR targeted prescriptions of renal-cleared drugs, might expose patients to overdosing. The best results were obtained with the Larsson algorithm. The determination of muscle mass by bioimpedance did not provide significant contributions.

Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices

We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory components. The permanent component is a standard geometric Brownian motion while the transitory component is a stationary Ornstein-Uhlenbeck process. The discrete time representation of the beta depends on the sampling interval and two components labelled \"permanent and transitory betas\". We show that if no transitory component is present in stock prices, then no sampling interval effect occurs. However, the presence of a transitory component implies that the beta is an increasing (decreasing) function of the sampling interval for more (less) risky assets. In our framework, assets are labelled risky if their \"permanent beta\" is greater than their \"transitory beta\" and vice versa for less risky assets. Simulations show that our theoretical results provide good approximations for the means and standard deviations of estimated betas in small samples. Our results can be perceived as indirect evidence for the presence of a transitory component in stock prices, as proposed by Fama and French (1988) and Poterba and Summers (1988).

Nonparametric Estimation of the Average Availability

The average availability of a repairable system is the expected proportion of time that the system is operating in the interval [0, t]. The present article discusses the nonparametric estimation of the average availability when (i) the data on 'n' complete cycles of system operation are available, (ii) the data are subject to right censorship, and (iii) the process is observed upto a specified time 'T'. In each case, a nonparametric confidence interval for the average availability is also constructed. Simulations are conducted to assess the performance of the estimators.

Parameter Estimation in Chaotic Systems

This report examines how to estimate the parameters of a chaotic system given noisy observations of the state behavior of the system. Investigating parameter estimation for chaotic systems is interesting because of possible applications for high-precision measurement and for use in other signal processing, communication, and control applications involving chaotic systems. In this report, we examine theoretical issues regarding parameter estimation in chaotic systems and develop an efficient algorithm to perform parameter estimation. We discover two properties that are helpful for performing parameter estimation on non-structurally stable systems. First, it turns out that most data in a time series of state observations contribute very little information about the underlying parameters of a system, while a few sections of data may be extraordinarily sensitive to parameter changes. Second, for one-parameter families of systems, we demonstrate that there is often a preferred direction in parameter space governing how easily trajectories of one system can "shadow'" trajectories of nearby systems. This asymmetry of shadowing behavior in parameter space is proved for certain families of maps of the interval. Numerical evidence indicates that similar results may be true for a wide variety of other systems. Using the two properties cited above, we devise an algorithm for performing parameter estimation. Standard parameter estimation techniques such as the extended Kalman filter perform poorly on chaotic systems because of divergence problems. The proposed algorithm achieves accuracies several orders of magnitude better than the Kalman filter and has good convergence properties for large data sets.

Estimation of population growth or decline in genetically monitored populations

This article introduces a new general method for genealogical inference that samples independent genealogical histories using importance sampling (IS) and then samples other parameters with Markov chain Monte Carlo (MCMC). It is then possible to more easily utilize the advantages of importance sampling in a fully Bayesian framework. The method is applied to the problem of estimating recent changes in effective population size from temporally spaced gene frequency data. The method gives the posterior distribution of effective population size at the time of the oldest sample and at the time of the most recent sample, assuming a model of exponential growth or decline during the interval. The effect of changes in number of alleles, number of loci, and sample size on the accuracy of the method is described using test simulations, and it is concluded that these have an approximately equivalent effect. The method is used on three example data sets and problems in interpreting the posterior densities are highlighted and discussed.