In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Highway Capacity Manual改訂の動向--テイラ-教授の講演より

527 articles related to imbalanced data and rare events are reviewed.Viewing reviewed papers from both technical and practical perspectives.Summarizing existing methods and corresponding statistics by a new taxonomy idea.Categorizing 162 application papers into 13 domains and giving introduction.Some opening questions are discussed at the end of this manuscript. Rare events, especially those that could potentially negatively impact society, often require humans decision-making responses. Detecting rare events can be viewed as a prediction task in data mining and machine learning communities. As these events are rarely observed in daily life, the prediction task suffers from a lack of balanced data. In this paper, we provide an in depth review of rare event detection from an imbalanced learning perspective. Five hundred and seventeen related papers that have been published in the past decade were collected for the study. The initial statistics suggested that rare events detection and imbalanced learning are concerned across a wide range of research areas from management science to engineering. We reviewed all collected papers from both a technical and a practical point of view. Modeling methods discussed include techniques such as data preprocessing, classification algorithms and model evaluation. For applications, we first provide a comprehensive taxonomy of the existing application domains of imbalanced learning, and then we detail the applications for each category. Finally, some suggestions from the reviewed papers are incorporated with our experiences and judgments to offer further research directions for the imbalanced learning and rare event detection fields.

Learning from class-imbalanced data

Accurate and real-time traffic forecasting plays an important role in the intelligent traffic system and is of great significance for urban traffic planning, traffic management, and traffic control. However, traffic forecasting has always been considered an “open” scientific issue, owing to the constraints of urban road network topological structure and the law of dynamic change with time. To capture the spatial and temporal dependences simultaneously, we propose a novel neural network-based traffic forecasting method, the temporal graph convolutional network (T-GCN) model, which is combined with the graph convolutional network (GCN) and the gated recurrent unit (GRU). Specifically, the GCN is used to learn complex topological structures for capturing spatial dependence and the gated recurrent unit is used to learn dynamic changes of traffic data for capturing temporal dependence. Then, the T-GCN model is employed to traffic forecasting based on the urban road network. Experiments demonstrate that our T-GCN model can obtain the spatio-temporal correlation from traffic data and the predictions outperform state-of-art baselines on real-world traffic datasets. Our tensorflow implementation of the T-GCN is available at https://www.github.com/lehaifeng/T-GCN .

T-GCN: A Temporal Graph Convolutional Network for Traffic Prediction

Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on road networks, (2) non-linear temporal dynamics with changing road conditions and (3) inherent difficulty of long-term forecasting. To address these challenges, we propose to model the traffic flow as a diffusion process on a directed graph and introduce Diffusion Convolutional Recurrent Neural Network (DCRNN), a deep learning framework for traffic forecasting that incorporates both spatial and temporal dependency in the traffic flow. Specifically, DCRNN captures the spatial dependency using bidirectional random walks on the graph, and the temporal dependency using the encoder-decoder architecture with scheduled sampling. We evaluate the framework on two real-world large scale road network traffic datasets and observe consistent improvement of 12% - 15% over state-of-the-art baselines.

/pdf/diffusion-convolutional-recurrent-neural-network-data-driven-3wefkkjq0q.pdf

Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic Forecasting

UAV based traffic monitoring holds distinct advantages over traditional traffic sensors, such as loop detectors, as UAVs have higher mobility, wider field of view, and less impact on the observed traffic. For traffic monitoring from UAV images, the essential but challenging task is vehicle detection. This paper extends the framework of Faster R-CNN for car detection from low-altitude UAV imagery captured over signalized intersections. Experimental results show that Faster R-CNN can achieve promising car detection results compared with other methods. Our tests further demonstrate that Faster R-CNN is robust to illumination changes and cars’ in-plane rotation. Besides, the detection speed of Faster R-CNN is insensitive to the detection load, that is, the number of detected cars in a frame; therefore, the detection speed is almost constant for each frame. In addition, our tests show that Faster R-CNN holds great potential for parking lot car detection. This paper tries to guide the readers to choose the best vehicle detection framework according to their applications. Future research will be focusing on expanding the current framework to detect other transportation modes such as buses, trucks, motorcycles, and bicycles.

/pdf/car-detection-from-low-altitude-uav-imagery-with-the-faster-486zo28c11.pdf

Car Detection from Low-Altitude UAV Imagery with the Faster R-CNN

Although many studies explore built environment (BE) effects on commuting behavior, most overlook BE characteristics at workplace locations and their non-linear impacts More importantly, limited effort is placed on the integrative effects of the BE and transportation policies Using the data in Washington, DC, this study applies a gradient boosting logit model to examine the influences of BE characteristics at both residential and workplace locations and commuting programs (transit/vanpooling subsidies and parking provision) on commute mode choice We found that BE variables collectively contribute to 65% of the predicting power for mode choice Although workplace BE variables are more important than residential BE elements, the difference is mainly due to distance to CBD (central business district) Furthermore, most variables show non-linear effects on car mode choice There are also synergistic effects between BE variables and parking policy and between BE variables and transit/vanpooling subsidies Therefore, land use policies will be more effective where supportive transportation policies exist

Synergistic effects of the built environment and commuting programs on commute mode choice

Concerns over transportation energy consumption and emissions have prompted more studies into the impacts of built environment on driving-related behavior, especially on car ownership and travel mode choice. This study contributes to examine the impacts of the built environment on commuter’s driving behavior at both spatial zone and individual levels. The aim of this study is threefold. First, a multilevel integrated multinomial logit (MNL) and structural equation model (SEM) approach was employed to jointly explore the impacts of the built environment on car ownership and travel mode choice. Second, the spatial context in which individuals make the travel decisions was accommodated, and spatial heterogeneities of car ownership and travel mode choice across traffic analysis zones (TAZs) were recognized. Third, the indirect effects of the built environment on travel mode choice through the mediating variable car ownership were calculated, in other words, the intermediary nature of car ownership was considered. Using the Washington metropolitan area as the study case, the built environment measures were calculated for each TAZ, and the commuting trips were drawn from the household travel survey in this area. To estimate the model parameters, the robust maximum likelihood (MLR) method was used. Meanwhile, a comparison among different model structures was conducted. The model results suggest that application of the multilevel integrated MNL and SEM approach obtains significant improvements over other models. This study give transportation planners a better understanding on how the built environment influences car ownership and commuting mode choice, and consequently develop effective and targeted countermeasures.

Joint analysis of the spatial impacts of built environment on car ownership and travel mode choice

A new hybrid vehicle detection scheme which integrates the Viola-Jones (V-J) and linear SVM classifier with HOG feature (HOG + SVM) methods is proposed for vehicle detection from low-altitude unmanned aerial vehicle (UAV) images. As both V-J and HOG + SVM are sensitive to on-road vehicles’ in-plane rotation, the proposed scheme first adopts a roadway orientation adjustment method, which rotates each UAV image to align the roads with the horizontal direction so the original V-J or HOG + SVM method can be directly applied to achieve fast detection and high accuracy. To address the issue of descending detection speed for V-J and HOG + SVM, the proposed scheme further develops an adaptive switching strategy which sophistically integrates V-J and HOG + SVM methods based on their different descending trends of detection speed to improve detection efficiency. A comprehensive evaluation shows that the switching strategy, combined with the road orientation adjustment method, can significantly improve the efficiency and effectiveness of the vehicle detection from UAV images. The results also show that the proposed vehicle detection method is competitive compared with other existing vehicle detection methods. Furthermore, since the proposed vehicle detection method can be performed on videos captured from moving UAV platforms without the need of image registration or additional road database, it has great potentials of field applications. Future research will be focusing on expanding the current method for detecting other transportation modes such as buses, trucks, motors, bicycles, and pedestrians.

https://www.mdpi.com/1424-8220/16/8/1325/pdf

A Hybrid Vehicle Detection Method Based on Viola-Jones and HOG + SVM from UAV Images

Driven by the prominent thermal signature of humans and following the growing availability of unmanned aerial vehicles (UAVs), more and more research efforts have been focusing on the detection and tracking of pedestrians using thermal infrared images recorded from UAVs. However, pedestrian detection and tracking from the thermal images obtained from UAVs pose many challenges due to the low-resolution of imagery, platform motion, image instability and the relatively small size of the objects. This research tackles these challenges by proposing a pedestrian detection and tracking system. A two-stage blob-based approach is first developed for pedestrian detection. This approach first extracts pedestrian blobs using the regional gradient feature and geometric constraints filtering and then classifies the detected blobs by using a linear Support Vector Machine (SVM) with a hybrid descriptor, which sophisticatedly combines Histogram of Oriented Gradient (HOG) and Discrete Cosine Transform (DCT) features in order to achieve accurate detection. This research further proposes an approach for pedestrian tracking. This approach employs the feature tracker with the update of detected pedestrian location to track pedestrian objects from the registered videos and extracts the motion trajectory data. The proposed detection and tracking approaches have been evaluated by multiple different datasets, and the results illustrate the effectiveness of the proposed methods. This research is expected to significantly benefit many transportation applications, such as the multimodal traffic performance measure, pedestrian behavior study and pedestrian-vehicle crash analysis. Future work will focus on using fused thermal and visual images to further improve the detection efficiency and effectiveness.

https://www.mdpi.com/1424-8220/16/4/446/pdf

Yunpeng Wang

Papers

Car Detection from Low-Altitude UAV Imagery with the Faster R-CNN

Synergistic effects of the built environment and commuting programs on commute mode choice

Joint analysis of the spatial impacts of built environment on car ownership and travel mode choice

A Hybrid Vehicle Detection Method Based on Viola-Jones and HOG + SVM from UAV Images

Pedestrian Detection and Tracking from Low-Resolution Unmanned Aerial Vehicle Thermal Imagery