Browsing by Author "Jon, Yow-Jen"

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A discrete parameter-driven time series model for traffic flow in ITS
(2007)
Jon, Yow-Jen
;
Huang, Yan-Chu
;
資訊管理與財務金融系註：原資管所+財金所
;
Department of Information Management and Finance
The traffic condition information is critical to signal control and traffic queue management for intelligent transportation systems (ITSs). This work formulates the dynamic traffic flows by a parameter-driven discrete time series model. A modified Expectation-Maximization (EM) algorithm is proposed to estimate the parameters of the model. The conditional expectation given y in the E step of the EM algorithm is replaced by the marginal expectation. Applications of the model and the algorithm are illustrated by analyzing the traffic flow data. Through the data collected by the detectors, the traffic condition about the network can be estimated, smoothed and predicted. This model can be embedded in a chip for signal control and queue management procedures of ITSs.
Statistical estimation of dynamic Tobit models
(2006)
Jon, Yow-Jen
;
Chang, Wan-Ru
;
Lan, Chien-Lun
;
資訊管理與財務金融系註：原資管所+財金所
;
Department of Information Management and Finance
This paper considers the estimation of the parameters of the dynamic linear models where the dependent variable is discrete and truncated to the right of a known constant. Due to censoring, some dependent variables cannot be observed. Two approaches are considered: Newton-Raphson algorithm is used for the Poisson regression dynamic Tobit model and the SML-GHK simulator is used for the estimation of dynamic Tobit model whose lagged dependent variable is latent. Both approaches give similar prediction results in terms of the average relative prediction error.