Pre-crash traffic flow trend analysis on motorways

Crashes on motorway contribute to a significant proportion (40-50%) of non-recurrent motorway congestions. Hence reduce crashes will help address congestion issues (Meyer, 2008). Crash likelihood estimation studies commonly focus on traffic conditions in a Short time window around the time of crash while longer-term pre-crash traffic flow trends are neglected. In this paper we will show, through data mining techniques, that a relationship between pre-crash traffic flow patterns and crash occurrence on motorways exists, and that this knowledge has the potential to improve the accuracy of existing models and opens the path for new development approaches. The data for the analysis was extracted from records collected between 2007 and 2009 on the Shibuya and Shinjuku lines of the Tokyo Metropolitan Expressway in Japan. The dataset includes a total of 824 rear-end and sideswipe crashes that have been matched with traffic flow data of one hour prior to the crash using an incident detection algorithm. Traffic flow trends (traffic speed/occupancy time series) revealed that crashes could be clustered with regards of the dominant traffic flow pattern prior to the crash. Using the k-means clustering method allowed the crashes to be clustered based on their flow trends rather than their distance. Four major trends have been found in the clustering results. Based on these findings, crash likelihood estimation algorithms can be fine-tuned based on the monitored traffic flow conditions with a sliding window of 60 minutes to increase accuracy of the results and minimize false alarms.

Pre-crash and non-crash traffic flow trends analysis on motorways

Crashes that occur on motorways contribute to a significant proportion (40-50%) of non-recurrent motorway congestions. Hence, reducing the frequency of crashes assists in addressing congestion issues (Meyer, 2008). Crash likelihood estimation studies commonly focus on traffic conditions in a short time window around the time of a crash while longer-term pre-crash traffic flow trends are neglected. In this paper we will show, through data mining techniques that a relationship between pre-crash traffic flow patterns and crash occurrence on motorways exists. We will compare them with normal traffic trends and show this knowledge has the potential to improve the accuracy of existing models and opens the path for new development approaches. The data for the analysis was extracted from records collected between 2007 and 2009 on the Shibuya and Shinjuku lines of the Tokyo Metropolitan Expressway in Japan. The dataset includes a total of 824 rear-end and sideswipe crashes that have been matched with crashes corresponding to traffic flow data using an incident detection algorithm. Traffic trends (traffic speed time series) revealed that crashes can be clustered with regards to the dominant traffic patterns prior to the crash. Using the K-Means clustering method with Euclidean distance function allowed the crashes to be clustered. Then, normal situation data was extracted based on the time distribution of crashes and were clustered to compare with the “high risk” clusters. Five major trends have been found in the clustering results for both high risk and normal conditions. The study discovered traffic regimes had differences in the speed trends. Based on these findings, crash likelihood estimation models can be fine-tuned based on the monitored traffic conditions with a sliding window of 30 minutes to increase accuracy of the results and minimize false alarms.

Traffic safety risks trends and patterns analysis on motorways

Crashes that occur on motorways contribute to a significant proportion (40-50%) of non-recurrent motorway congestion. Hence, reducing the frequency of crashes assist in addressing congestion issues (Meyer, 2008). Analysing traffic conditions and discovering risky traffic trends and patterns are essential basics in crash likelihood estimations studies and still require more attention and investigation. In this paper we will show, through data mining techniques, that there is a relationship between pre-crash traffic flow patterns and crash occurrence on motorways, compare them with normal traffic trends, and that this knowledge has the potentiality to improve the accuracy of existing crash likelihood estimation models, and opens the path for new development approaches. The data for the analysis was extracted from records collected between 2007 and 2009 on the Shibuya and Shinjuku lines of the Tokyo Metropolitan Expressway in Japan. The dataset includes a total of 824 rear-end and sideswipe crashes that have been matched with crashes corresponding traffic flow data using an incident detection algorithm. Traffic trends (traffic speed time series) revealed that crashes can be clustered with regards to the dominant traffic patterns prior to the crash occurrence. K-Means clustering algorithm applied to determine dominant pre-crash traffic patterns. In the first phase of this research, traffic regimes identified by analysing crashes and normal traffic situations using half an hour speed in upstream locations of crashes. Then, the second phase investigated the different combination of speed risk indicators to distinguish crashes from normal traffic situations more precisely. Five major trends have been found in the first phase of this paper for both high risk and normal conditions. The study discovered traffic regimes had differences in the speed trends. Moreover, the second phase explains that spatiotemporal difference of speed is a better risk indicator among different combinations of speed related risk indicators. Based on these findings, crash likelihood estimation models can be fine-tuned to increase accuracy of estimations and minimize false alarms.

Factorial validity and invariance of questionnaires measuring social-cognitive determinants of physical activity among adolescent girls

Background There are few theoretically derived questionnaires of physical activity determinants among youth, and the existing questionnaires have not been subjected to tests of factorial validity and invariance, The present study employed confirmatory factor analysis (CFA) to test the factorial validity and invariance of questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity. Methods Adolescent girls in eighth grade from two cohorts (N = 955 and 1,797) completed the questionnaires at baseline; participants from cohort 1 (N = 845) also completed the questionnaires in ninth grade (i.e., 1-year follow-up). Factorial validity and invariance were tested using CFA with full-information maximum likelihood estimation in AMOS 4.0, Initially, baseline data from cohort 1 were employed to test the fit and, when necessary, to modify the unidimensional models. The models were cross-validated using a multigroup analysis of factorial invariance on baseline data from cohorts 1 and 2, The models then were subjected to a longitudinal analysis of factorial invariance using baseline and follow-up data from cohort i, Results The CFAs supported the fit of unidimensional models to the four questionnaires, and the models were cross-validated, as indicated by evidence of multigroup factorial invariance, The models also possessed evidence of longitudinal factorial invariance. Conclusions Evidence was provided for the factorial validity and the invariance of the questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity among adolescent girls, (C) 2000 American Health Foundation and academic Press.

Survival models of community tenure and length of hospital stay for the seriously mentally ill : a 10-year perspective

Objective: To examine the effects of personal and community characteristics, specifically race and rurality, on lengths of state psychiatric hospital and community stays using maximum likelihood survival analysis with a special emphasis on change over a ten year period of time. Data Sources: We used the administrative data of the Virginia Department of Mental Health, Mental Retardation, and Substance Abuse Services (DMHMRSAS) from 1982-1991 and the Area Resources File (ARF). Given these two sources, we constructed a history file for each individual who entered the state psychiatric system over the ten year period. Histories included demographic, treatment, and community characteristics. Study Design: We used a longitudinal, population-based design with maximum likelihood estimation of survival models. We presented a random effects model with unobserved heterogeneity that was independent of observed covariates. The key dependent variables were lengths of inpatient stay and subsequent length of community stay. Explanatory variables measured personal, diagnostic, and community characteristics, as well as controls for calendar time. Data Collection: This study used secondary, administrative, and health planning data. Principal Findings: African-American clients leave the community more quickly than whites. After controlling for other characteristics, however, race does not affect hospital length of stay. Rurality does not affect length of community stays once other personal and community characteristics are controlled for. However, people from rural areas have longer hospital stays even after controlling for personal and community characteristics. The effects of time are significantly smaller than expected. Diagnostic composition effects and a decrease in the rate of first inpatient admissions explain part of this reduced impact of time. We also find strong evidence for the existence of unobserved heterogeneity in both types of stays and adjust for this in our final models. Conclusions: Our results show that information on client characteristics available from inpatient stay records is useful in predicting not only the length of inpatient stay but also the length of the subsequent community stay. This information can be used to target increased discharge planning for those at risk of more rapid readmission to inpatient care. Correlation across observed and unobserved factors affecting length of stay has significant effects on the measurement of relationships between individual factors and lengths of stay. Thus, it is important to control for both observed and unobserved factors in estimation.

An extravariation model for improving confidence intervals of population size estimates from removal data

We propose a new model for estimating the size of a population from successive catches taken during a removal experiment. The data from these experiments often have excessive variation, known as overdispersion, as compared with that predicted by the multinomial model. The new model allows catchability to vary randomly among samplings, which accounts for overdispersion. When the catchability is assumed to have a beta distribution, the likelihood function, which is refered to as beta-multinomial, is derived, and hence the maximum likelihood estimates can be evaluated. Simulations show that in the presence of extravariation in the data, the confidence intervals have been substantially underestimated in previous models (Leslie-DeLury, Moran) and that the new model provides more reliable confidence intervals. The performance of these methods was also demonstrated using two real data sets: one with overdispersion, from smallmouth bass (Micropterus dolomieu), and the other without overdispersion, from rat (Rattus rattus).

Iterative estimating equations: Linear convergence and asymptotic properties

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: Application to robust clustering

We propose a family of multivariate heavy-tailed distributions that allow variable marginal amounts of tailweight. The originality comes from introducing multidimensional instead of univariate scale variables for the mixture of scaled Gaussian family of distributions. In contrast to most existing approaches, the derived distributions can account for a variety of shapes and have a simple tractable form with a closed-form probability density function whatever the dimension. We examine a number of properties of these distributions and illustrate them in the particular case of Pearson type VII and t tails. For these latter cases, we provide maximum likelihood estimation of the parameters and illustrate their modelling flexibility on simulated and real data clustering examples.

On probability-based inference under data missing by design

Whether a statistician wants to complement a probability model for observed data with a prior distribution and carry out fully probabilistic inference, or base the inference only on the likelihood function, may be a fundamental question in theory, but in practice it may well be of less importance if the likelihood contains much more information than the prior. Maximum likelihood inference can be justified as a Gaussian approximation at the posterior mode, using flat priors. However, in situations where parametric assumptions in standard statistical models would be too rigid, more flexible model formulation, combined with fully probabilistic inference, can be achieved using hierarchical Bayesian parametrization. This work includes five articles, all of which apply probability modeling under various problems involving incomplete observation. Three of the papers apply maximum likelihood estimation and two of them hierarchical Bayesian modeling. Because maximum likelihood may be presented as a special case of Bayesian inference, but not the other way round, in the introductory part of this work we present a framework for probability-based inference using only Bayesian concepts. We also re-derive some results presented in the original articles using the toolbox equipped herein, to show that they are also justifiable under this more general framework. Here the assumption of exchangeability and de Finetti's representation theorem are applied repeatedly for justifying the use of standard parametric probability models with conditionally independent likelihood contributions. It is argued that this same reasoning can be applied also under sampling from a finite population. The main emphasis here is in probability-based inference under incomplete observation due to study design. This is illustrated using a generic two-phase cohort sampling design as an example. The alternative approaches presented for analysis of such a design are full likelihood, which utilizes all observed information, and conditional likelihood, which is restricted to a completely observed set, conditioning on the rule that generated that set. Conditional likelihood inference is also applied for a joint analysis of prevalence and incidence data, a situation subject to both left censoring and left truncation. Other topics covered are model uncertainty and causal inference using posterior predictive distributions. We formulate a non-parametric monotonic regression model for one or more covariates and a Bayesian estimation procedure, and apply the model in the context of optimal sequential treatment regimes, demonstrating that inference based on posterior predictive distributions is feasible also in this case.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Comparative Analysis of Pilot-Assisted Distributed Cophasing Approaches in Wireless Sensor Networks

This paper compares and analyzes the performance of distributed cophasing techniques for uplink transmission over wireless sensor networks. We focus on a time-division duplexing approach, and exploit the channel reciprocity to reduce the channel feedback requirement. We consider periodic broadcast of known pilot symbols by the fusion center (FC), and maximum likelihood estimation of the channel by the sensor nodes for the subsequent uplink cophasing transmission. We assume carrier and phase synchronization across the participating nodes for analytical tractability. We study binary signaling over frequency-flat fading channels, and quantify the system performance such as the expected gains in the received signal-to-noise ratio (SNR) and the average probability of error at the FC, as a function of the number of sensor nodes and the pilot overhead. Our results show that a modest amount of accumulated pilot SNR is sufficient to realize a large fraction of the maximum possible beamforming gain. We also investigate the performance gains obtained by censoring transmission at the sensors based on the estimated channel state, and the benefits obtained by using maximum ratio transmission (MRT) and truncated channel inversion (TCI) at the sensors in addition to cophasing transmission. Simulation results corroborate the theoretical expressions and show the relative performance benefits offered by the various schemes.

Geoinformatics for Urbanisation and Urban Sprawl Pattern Analysis

Urbanisation is the increase in the population of cities in proportion to the region's rural population. Urbanisation in India is very rapid with urban population growing at around 2.3 percent per annum. Urban sprawl refers to the dispersed development along highways or surrounding the city and in rural countryside with implications such as loss of agricultural land, open space and ecologically sensitive habitats. Sprawl is thus a pattern and pace of land use in which the rate of land consumed for urban purposes exceeds the rate of population growth resulting in an inefficient and consumptive use of land and its associated resources. This unprecedented urbanisation trend due to burgeoning population has posed serious challenges to the decision makers in the city planning and management process involving plethora of issues like infrastructure development, traffic congestion, and basic amenities (electricity, water, and sanitation), etc. In this context, to aid the decision makers in following the holistic approaches in the city and urban planning, the pattern, analysis, visualization of urban growth and its impact on natural resources has gained importance. This communication, analyses the urbanisation pattern and trends using temporal remote sensing data based on supervised learning using maximum likelihood estimation of multivariate normal density parameters and Bayesian classification approach. The technique is implemented for Greater Bangalore – one of the fastest growing city in the World, with Landsat data of 1973, 1992 and 2000, IRS LISS-3 data of 1999, 2006 and MODIS data of 2002 and 2007. The study shows that there has been a growth of 466% in urban areas of Greater Bangalore across 35 years (1973 to 2007). The study unravels the pattern of growth in Greater Bangalore and its implication on local climate and also on the natural resources, necessitating appropriate strategies for the sustainable management.

K-plane regression

In this paper, we present a novel algorithm for piecewise linear regression which can learn continuous as well as discontinuous piecewise linear functions. The main idea is to repeatedly partition the data and learn a linear model in each partition. The proposed algorithm is similar in spirit to k-means clustering algorithm. We show that our algorithm can also be viewed as a special case of an EM algorithm for maximum likelihood estimation under a reasonable probability model. We empirically demonstrate the effectiveness of our approach by comparing its performance with that of the state of art algorithms on various datasets. (C) 2014 Elsevier Inc. All rights reserved.

Equilibrium in dynamic economic models

The main theme running through these three chapters is that economic agents are often forced to respond to events that are not a direct result of their actions or other agents actions. The optimal response to these shocks will necessarily depend on agents' understanding of how these shocks arise. The economic environment in the first two chapters is analogous to the classic chain store game. In this setting, the addition of unintended trembles by the agents creates an environment better suited to reputation building. The third chapter considers the competitive equilibrium price dynamics in an overlapping generations environment when there are supply and demand shocks.

The first chapter is a game theoretic investigation of a reputation building game. A sequential equilibrium model, called the "error prone agents" model, is developed. In this model, agents believe that all actions are potentially subjected to an error process. Inclusion of this belief into the equilibrium calculation provides for a richer class of reputation building possibilities than when perfect implementation is assumed.

In the second chapter, maximum likelihood estimation is employed to test the consistency of this new model and other models with data from experiments run by other researchers that served as the basis for prominent papers in this field. The alternate models considered are essentially modifications to the standard sequential equilibrium. While some models perform quite well in that the nature of the modification seems to explain deviations from the sequential equilibrium quite well, the degree to which these modifications must be applied shows no consistency across different experimental designs.

The third chapter is a study of price dynamics in an overlapping generations model. It establishes the existence of a unique perfect-foresight competitive equilibrium price path in a pure exchange economy with a finite time horizon when there are arbitrarily many shocks to supply or demand. One main reason for the interest in this equilibrium is that overlapping generations environments are very fruitful for the study of price dynamics, especially in experimental settings. The perfect foresight assumption is an important place to start when examining these environments because it will produce the ex post socially efficient allocation of goods. This characteristic makes this a natural baseline to which other models of price dynamics could be compared.

Technical efficiency in artisanal fisheries (AF) in Badagry local government area of Lagos State, Nigeria

This study examined the technical efficiency in artisanal fisheries in Lagos State of Nigeria. The study employed a two stage random sampling procedure for the selection of 120 respondents. The analytical techniques involved descriptive statistics and estimation of technical efficiency following maximum likelihood estimation (MLE) procedure available in FRONTIER 4.1. The MLE result of the stochastic frontier production function showed that hired labour, cost of repair and capital items are critical factors that influences productivity of artisanal fishermen with the coefficient of hired labour being highly elastic. This implies that employing more labour will significantly increase the catch in the study area. The predicted farm efficiency with an average value of 0.92 showed that there is a marginal potential of about 8 percent to increase the catch, hence the income of the fishermen. The study further examined the factors that influence productivity of fishermen in the study area. Year of education, mode of operation and frequency of fishing have important implication on the technical efficiency of fishermen in the study area.