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Robust multivariate estimation and variable selection in transportation and environmental engineering.

机译:运输和环境工程中的稳健多元估计和变量选择。

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摘要

Poor data quality is a recurring problem in observational data. We present a robust method called the multivariate L2 error (ML2E) that is used to estimate the source profiles matrix in an environmental engineering research area called receptor modeling, under non-homogenous or faulty data. We study asymptotic efficiency of the ML2E relative to a least squares method, and present simulation studies under different contamination conditions of the error distribution.; Before implementation, the ML2E is adjusted by a weight called c. We show that for large values of c, the ML 2E has similar properties to a least squares method, which is not robust in the case of heavy tailed errors. Inversely, with small values of c, the ML2E is more efficient than least squares in the case of heavy tailed errors, but less efficient than least squares in the case of normal errors. The asymptotic properties are used to suggest strategies for choosing the weight c. A simulation is presented in order to illustrate the robustness of the ML2E when there is a contamination in the mean rather than the errors.; We also study variable selection algorithms using real pollution data from the Texas Natural Resources Conservation Commission (TNRCC). Based on this study, we suggest a modified algorithm using a combination of current receptor modeling algorithms.; A special application of the techniques used in receptor modeling arose through research and consultation at the Texas Transportation Institute (TTI). We present an intuitive justification for applying the ML2E to Origin-Destination (OD) estimation. Asymptotic theorems justify the application of the ML2E to an Automatic Vehicle Identification (AVI) data set from San Antonio, Texas. The OD estimation borrows techniques from receptor modeling when two vehicle traffic ramps are systematically missing.; We close the thesis by addressing a statistical solution to an archiving problem arising from work with real-time Intelligent Transportation Systems (ITS) data.
机译:数据质量差是观测数据中经常出现的问题。我们提出了一种健壮的方法,称为多变量L2误差(ML2E),该方法用于在非均匀或错误数据下估算环境工程研究领域(称为受体建模)中的源剖面矩阵。我们研究了ML2E相对于最小二乘方法的渐近效率,并提出了在不同污染条件下误差分布的仿真研究。在实施之前,通过称为c的权重调整ML2E。我们表明,对于较大的c值,ML 2E具有与最小二乘法相似的属性,这种方法在出现严重拖尾错误的情况下不够鲁棒。反之,当c值较小时,ML2E在出现严重拖尾错误的情况下比最小二乘更为有效,但在正常错误的情况下则比最小二乘更为有效。渐近性质用于建议选择权重c的策略。为了说明当平均值而不是误差存在污染时ML2E的鲁棒性,提出了一个仿真。我们还使用得克萨斯州自然资源保护委员会(TNRCC)的实际污染数据研究变量选择算法。基于这项研究,我们建议使用当前受体建模算法的组合的改进算法。通过在德克萨斯运输学院(TTI)的研究和咨询,对受体建模中使用的技术进行了特殊应用。我们提出了将ML2E应用于原产地(OD)估算的直观理由。渐近定理证明将ML2E应用于德克萨斯州圣安东尼奥市的自动车辆识别(AVI)数据集是合理的。当系统地缺少两个车辆通行坡道时,OD估算借鉴了受体建模技术。通过解决针对实时智能运输系统(ITS)数据而引起的归档问题的统计解决方案,我们结束了本文。

著录项

  • 作者

    Gajewski, Byron Jon.;

  • 作者单位

    Texas A&M University.;

  • 授予单位 Texas A&M University.;
  • 学科 Statistics.
  • 学位 Ph.D.
  • 年度 2000
  • 页码 171 p.
  • 总页数 171
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 统计学;
  • 关键词

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