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研究生:王昱翔
研究生(外文):Yu-Hsiang Wang
論文名稱:藉由考慮旅次時間的狀態空間模型去估計起迄旅次矩陣
論文名稱(外文):Estimation of Time Varying Origin-Destination Trip Matrices by State Space Model with Travel Times
指導教授:周 幼 珍
指導教授(外文):Yow-Jen Jou
學位類別:碩士
校院名稱:國立交通大學
系所名稱:統計所
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2003
畢業學年度:91
語文別:德文
論文頁數:39
中文關鍵詞:起訖矩陣
外文關鍵詞:Origin-Destination Matrix
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在交通管理分析上,起迄旅次矩陣扮演著越來越重要的角色,因此也吸引了很多估計起迄旅次矩陣方面的研究。動態的起迄旅次矩陣估計相當地新。許多動態方法的應用和發展較靜態方法來的廣泛。在這篇論文中,我們提供了方法去估計起迄旅次矩陣。我們使用時間序列中的非高斯狀態空間模型去估計起迄旅次矩陣並考慮了旅次時間。而這些方法主要是建立了在Kalman過濾器與Gibbs取樣器上。這模型也將擴展到非高斯的觀察誤差。

As origin-destination trip matrices becoming more and more important for many dynamic traffic network control and management analysis, approaches to estimate such matrices from traffic counts have attracted much research interest over the past decade. The dynamic origin-destination estimation approaches are relatively new. Their current status of development and applications are far from being as well recognized as those of static models. In this thesis we provide methods for estimating origin-destination demand pattern in the time domain. For doing this we consider the state space model with travel times to estimate parameters. These techniques rely on Gibbs sampler and Kalman filter. The model will also be extended to include non-Gaussian observation errors.

Contents
1 Introdution 3
2 State space, Kalman filter, and Gibbs sampler 6
2.1 State-Space Representations 6
2.2 Kalman Filter 7
2.3 Gibbs sampler 10
3 Model, prior, and assumption 11
3.1 Gaussian state space model 12
3.1.1 Gaussian state space model and prior assumption 12
3.1.2 Sampling scheme 13
3.1.3 Updating pattern 16
3.1.4 Algorithm 17
3.2 Non-Gaussian State Space Model 19
3.2.1 Introduction and non-Gaussian state space model 19
3.2.2 Monte Carlo likelihood 20
3.2.3 Selection of approximating model 22
3.2.4 Updating pattern 23
3.2.5 Algorithm for non-Gaussian model 24
4 Empirical results 26
4.1 Data description 26
4.1.1 Gaussian state space model 26
4.1.2 Non-Gaussian state space model 29
4.2 The results 35
5 Conclusion 36

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