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論文名稱 Title |
計數型廣義線性模型於車流量預測 Generalized Linear Model of Counts- Application to Prediction Traffic Flow |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
28 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2018-06-15 |
繳交日期 Date of Submission |
2018-07-19 |
關鍵字 Keywords |
平均絕對比例誤差、計數型廣義線性模型、Conway-Maxwell-Poisson 迴歸模型 Conway-Maxwell-Poisson Regression Model, Poisson Time Series Model, Mean Absolute Percentage Errors |
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統計 Statistics |
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中文摘要 |
本研究探討計數型廣義線性模型於車流量之預測成效性。我們考慮 Poisson 時間序列模型以及 Conway-Maxwell-Poisson 迴歸模型,建立具有日內時段週期及週內週期兩種循環的週期性基底函數,並比較兩模型的預測結果。資料使用 2016 年 8 月至 2017 年 12 月高雄市中正一路與輔仁路口之車流量,利用預測日的前三週做為訓練樣本,預測未來 8 天的車流量,並以平均絕對比例誤差(Mean Absolute Percentage Errors, MAPE)當作評估模型的依據,最後結果可提供給相關單位未來車流量管制之參考。 |
Abstract |
This study discusses the applicability of the generalized linear model for count data in predicting the flow in Kaohsiung area. We consider poisson time series model and Conway-Maxwell-Poisson (CMP) regression model proposed by Conway and Maxwell (1962) with periodic bases concerning the intra-daily and inter-weekly effects. Results obtained by the two methods are compared with traffic data on the intersection of the Zhongzhen First Road and Furen Road from Kaohsiung City traffic control, between August 2016 to December 2016, evaluated by the mean absolute percentage error (MAPE). More explicitly, the accuracy of the forecasting results for the forecasting day and the next seven days afterwards, based on traffic flow data three weeks right before the forecasting, will be presented throught the MAPE. The MAPE results show that the CMP model seem to have performed slightly better in general. |
目次 Table of Contents |
論文審定書 i 誌謝 ii 摘要 iii Abstract iv 1 前言 1 2 資料描述 2 2.1 資料蒐集方式 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 資料處理 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2.1 NA 值處理 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2.2 颱風天、特殊日與事故處理 . . . . . . . . . . . . . . . . . . . . . . . 4 2.2.3 時間軸合併 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3 研究方法 6 3.1 Poisson 時間序列模型 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 3.2 Conway-Maxwell-Poisson (CMP) 迴歸模型 . . . . . . . . . . . . . . . . . . 7 4 實證研究 9 4.1 Poisson 時間序列模型分析結果 . . . . . . . . . . . . . . . . . . . . . . . . . 9 4.2 CMP 迴歸模型分析結果 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 5 討論與結語 14 參考文獻 15 附錄 16 A 附錄 16 A.1 週期性函數 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 A.2 Conway-Maxwell-Poisson distribution . . . . . . . . . . . . . . . . . . . . . 18 A.2.1 Bernoulli 分佈 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 A.2.2 Poisson 分佈 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 A.2.3 Geomtric 分佈 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 |
參考文獻 References |
[1] Fan, S., & Hyndman, R. J. (2012). Short-term load forecasting based on a semiparametric additive model. IEEE Transactions on Power Systems, 27, 134-141. [2] Fokianos, K., & Tjostheim, D. (2011). Log-linear Poisson autoregression. Journal of Multivariate Analysis, 102, 563-578. [3] Jung, R. C., & Tremayne, A. R. (2011). Useful models for time series of counts or simply wrong ones?. AStA Advances in Statistical Analysis, 95, 59-91. [4] King, A. A., Nguyen, D., & Ionides, E. L. (2016). Statistical inference for partially observed Markov processes via the R package pomp. Journal of Statistical Software, 69, 1-43. [5] Kumar, K., Parida, M., & Katiyar, V. K. (2013). Short term traffic flow prediction for a non urban highway using artificial neural network. Procedia-Social and Behavioral Sciences, 104, 755-764. [6] Lewis, C. D. (1982). Industrial and business forecasting methods: A practical guide to exponential smoothing and curve fitting. London: Butterworth. [7] Liboschik, T., Fokianos, K., & Fried, R. (2017). tscount: An R package for analysis of count time series following generalized linear models. Journal of Statistical Software, 82, 1-51. [8] Piegl, L., & Tiller, W. (2012). The NURBS book. Springer: Berlin. [9] Rodr´ıguez, G. (2013). Models for count data with overdispersion. [10] Sellers, K. F., & Raim, A. (2016). A flexible zero-inflated model to address data dispersion. Computational Statistics and Data Analysis, 99, 68-80. [11] Sellers, K. F., & Shmueli, G. (2010). A flexible regression model for count data. The Annals of Applied Statistics, 4, 943-961. [12] Taylor, J. W. (2003). Short-term electricity demand forecasting using double seasonal exponential smoothing. Journal of the Operational Research Society, 54, 799-805. |
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