The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When thi...The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When this function happens to be conservative, it is projection of the true score function onto a class of estimation functions. By constructing, the potential function for the projected score with aggregated data is obtained, which have some properties of log-likelihood function.展开更多
Public Transport(PT)provides passenger mobility and contributes to sustainable transportation.To achieve this a PT system must provide continuous accessible service and connections for passengers.PT reliability is con...Public Transport(PT)provides passenger mobility and contributes to sustainable transportation.To achieve this a PT system must provide continuous accessible service and connections for passengers.PT reliability is considered a major obstacle to growing its market share.Current solutions primarily address travel time reliability through methods like priority lanes and traffic signal priority.Dwell time reliability improvement,in turn,can be achieved by the use of smart cards which reduce the variability in boarding and alighting times.Another factor affecting reliability is in-vehicle crowdedness which causes delays and increases dwell time variability.To mitigate crowdedness,we propose a monetary approach that dynamically changes the fare based on the in-vehicle crowdedness level in a manner similar to congestion pricing.This approach would shift some passengers from boarding the over-crowded vehicle to waiting for the next,less crowded vehicle,while compensating them for the additional waiting.Passengers unwilling to wait might pay a penalty if the additional waiting time is reasonable.To assess the attitude of passengers towards a dynamic fare model,a stated preference questionnaire was developed to assess the factors that affect the choice of whether or not to board an over-crowded vehicle.Based on panel data and the fixed effect logit model it was revealed that the higher the waiting time,the lower the willingness to board the next vehicle.However,monetary schemes(penalties or discounts)increased the willingness to wait and board the next vehicle.Moreover,the willingness to wait was higher when a penalty was introduced compared to a discount,which is in line with the prospect theory.The results suggest that it is possible to construct a dynamic fare model that using data on vehicle crowdedness levels and waiting times obtained from advanced data collection systems,which is integrated within a mobile payment application.This approach could reduce crowdedness and increase reliability.展开更多
虚假数据注入攻击(false data injection attack,FDIA)是威胁电网运行安全的主要因素之一,其主要通过攻击电网中的一些通信环节,误导电力系统的状态估计结果,给电网安全运行带来巨大威胁。针对FDIA难以有效检测及电力系统状态估计中过...虚假数据注入攻击(false data injection attack,FDIA)是威胁电网运行安全的主要因素之一,其主要通过攻击电网中的一些通信环节,误导电力系统的状态估计结果,给电网安全运行带来巨大威胁。针对FDIA难以有效检测及电力系统状态估计中过程噪声与量测噪声两者协方差矩阵非正定问题,将向量自回归(vector auto regression,VAR)模型引入电力系统状态估计,提出一种基于VAR和加权最小二乘法(weighted least squares,WLS)的FDIA检测方法。首先,建立VAR状态估计模型,将量测噪声视为稳定量,只对过程噪声进行估计,解决两者协方差矩阵的非正定问题;其次,分别采用VAR与WLS对电力系统进行状态估计,采用一致性检验与量测量残差检验对2种方法的结果进行检测,以判定是否存在FDIA;最后,IEEE 14节点和IEEE 30节点仿真结果表明,本文所提检测方法能够成功检测到FDIA,且检测成功率较高,从而验证了该方法的可行性及有效性。展开更多
Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering th...Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering the model assumption of observation process,a more general semiparametric transformation model for panel count data with informative observation process is developed.A penalized estimation procedure based on the quantile regression function is proposed for variable selection and parameter estimation simultaneously.The consistency and oracle properties of the estimators are established under some mild conditions.Some simulations and an application are reported to evaluate the proposed approach.展开更多
文摘The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When this function happens to be conservative, it is projection of the true score function onto a class of estimation functions. By constructing, the potential function for the projected score with aggregated data is obtained, which have some properties of log-likelihood function.
文摘Public Transport(PT)provides passenger mobility and contributes to sustainable transportation.To achieve this a PT system must provide continuous accessible service and connections for passengers.PT reliability is considered a major obstacle to growing its market share.Current solutions primarily address travel time reliability through methods like priority lanes and traffic signal priority.Dwell time reliability improvement,in turn,can be achieved by the use of smart cards which reduce the variability in boarding and alighting times.Another factor affecting reliability is in-vehicle crowdedness which causes delays and increases dwell time variability.To mitigate crowdedness,we propose a monetary approach that dynamically changes the fare based on the in-vehicle crowdedness level in a manner similar to congestion pricing.This approach would shift some passengers from boarding the over-crowded vehicle to waiting for the next,less crowded vehicle,while compensating them for the additional waiting.Passengers unwilling to wait might pay a penalty if the additional waiting time is reasonable.To assess the attitude of passengers towards a dynamic fare model,a stated preference questionnaire was developed to assess the factors that affect the choice of whether or not to board an over-crowded vehicle.Based on panel data and the fixed effect logit model it was revealed that the higher the waiting time,the lower the willingness to board the next vehicle.However,monetary schemes(penalties or discounts)increased the willingness to wait and board the next vehicle.Moreover,the willingness to wait was higher when a penalty was introduced compared to a discount,which is in line with the prospect theory.The results suggest that it is possible to construct a dynamic fare model that using data on vehicle crowdedness levels and waiting times obtained from advanced data collection systems,which is integrated within a mobile payment application.This approach could reduce crowdedness and increase reliability.
文摘虚假数据注入攻击(false data injection attack,FDIA)是威胁电网运行安全的主要因素之一,其主要通过攻击电网中的一些通信环节,误导电力系统的状态估计结果,给电网安全运行带来巨大威胁。针对FDIA难以有效检测及电力系统状态估计中过程噪声与量测噪声两者协方差矩阵非正定问题,将向量自回归(vector auto regression,VAR)模型引入电力系统状态估计,提出一种基于VAR和加权最小二乘法(weighted least squares,WLS)的FDIA检测方法。首先,建立VAR状态估计模型,将量测噪声视为稳定量,只对过程噪声进行估计,解决两者协方差矩阵的非正定问题;其次,分别采用VAR与WLS对电力系统进行状态估计,采用一致性检验与量测量残差检验对2种方法的结果进行检测,以判定是否存在FDIA;最后,IEEE 14节点和IEEE 30节点仿真结果表明,本文所提检测方法能够成功检测到FDIA,且检测成功率较高,从而验证了该方法的可行性及有效性。
基金partially supported by the National Natural Science Foundation of China under Grant No.12001485the National Bureau of Statistics of China under Grant No.2020LY073the First Class Discipline of Zhejiang-A(Zhejiang University of Finance and Economics-Statistics)under Grant No.Z0111119010/024。
文摘Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering the model assumption of observation process,a more general semiparametric transformation model for panel count data with informative observation process is developed.A penalized estimation procedure based on the quantile regression function is proposed for variable selection and parameter estimation simultaneously.The consistency and oracle properties of the estimators are established under some mild conditions.Some simulations and an application are reported to evaluate the proposed approach.