Title: Path Flow Estimation Using Time Varying Coefficient State Space Model
Authors: Jou, Yow-Jen
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
Keywords: transportation;Monte Carlo Markov Chain;state space model;Kalman filter
Issue Date: 2009
Abstract: The dynamic path flow information is very crucial in the field of transportation operation and management, i.e., dynamic traffic assignment, scheduling plan, and signal timing. Time-dependent path information, which is important in many aspects, is nearly impossible to be obtained. Consequently, researchers have been seeking estimation methods for deriving valuable path flow information from less expensive traffic data, primarily link traffic counts of surveillance systems. This investigation considers a path flow estimation problem involving the time varying coefficient state space model, Gibbs sampler, and Kalman filter. Numerical examples with part of a real network of the Taipei Mass Rapid Transit with real O-D matrices is demonstrated to address the accuracy of proposed model. Results of this study show that this time-varying coefficient state space model is very effective in the estimation of path flow compared to time-invariant model.
URI: http://hdl.handle.net/11536/13545
ISBN: 978-0-7354-0685-8
ISSN: 0094-243X
Journal: COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING, VOL 2: ADVANCES IN COMPUTATIONAL SCIENCE
Volume: 1148
Begin Page: 501
End Page: 504
Appears in Collections:Conferences Paper