• 제목/요약/키워드: sample link proportion

검색결과 4건 처리시간 0.016초

표본링크이용비를 추가정보로 이용한 OD 행렬 추정 (OD matrix estimation using link use proportion sample data as additional information)

  • 백승걸;김현명;신동호
    • 대한교통학회지
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    • 제20권4호
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    • pp.83-93
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    • 2002
  • 조사비용이 비교적 소요되더라도 추정해의 정확도를 높이기 위해 링크교통량과 target OD 외에 추가정보를 확보하여 OD추정을 하는 연구들이 시도되고 있다. 그러나 추가정보를 이용한 기존 OD추정기법은 대부분 추가정보의 특성 또는 장점을 유지하는 목적함수 구성 및 분석을 수행하지 못하여, 확보된 정보를 효율적으로 이용하지 못하는 문제를 가지고 있다. 본 연구의 목적은 관측교통량과 target OD외에 비용효율적인 추가정보를 이용하여 가능해의 범위를 좁힘으로써 추정OD의 정확도를 증진하는 것으로, 이를 위해 표본링크이용비(sample link use proportion)를 추가정보로 이용하였다. 즉 OD통행량과 링크교통량과의 관계를 target OD의 통행배분에서 구하지 않고, 도로변 면접조사에서 확보가능하며 신뢰성 높은 정보인 표본링크이용비를 이용하여 구하였다. 이에 따라 본 연구에서는 경로기반 비균형 통행배분개념 하에서 링크교통량 보존법칙을 고려할 필요가 없는 OD추정 해도출 알고리즘을 제시하였다. 시험네트워크에 대한 사례분석결과, 표본링크이용비는 추가정보의 정확도가 낮은 경우에도 효율적으로 OD 추정력을 향상시킬 수 있었다. 그리고 표본링크이용비를 이용한 OD 추정기법은 target OD 오차나 관측교통량 오차에 크게 영향을 받지 않아, 링크교통량이나 OD 행렬이 변화된 곳에서도 비교적 안정적인 OD 추정이 가능하였다. 또한 표본링크이용비를 추가정보로 이용할 경우에 이용정보간의 정밀도문제가 발생하기 때문에 다른 이용정보의 정밀도 수준을 고려하여 추가정보의 조사수준을 설정하여야 하며, 관측교통량을 기본정보로 하는 추정기법은 링크교통량을 일정수준까지는 관측하여야 추가정보의 자료활용성을 높일 수 있다는 점을 제시하였다. 마지막으로 링크상의 추가정보는 최적조사위치문제를 고려하여야 하며, 특히 정보의 정밀도 측면에서 볼 때 링크교통량의 최적관측위치문제보다 표본링크이용비의 최적조사위치문제가 추정력 향상에 더 중요한 영향을 미칠 수 있는 것으로 파악되었다.

프로브 차량 기반 표본 OD의 전수화 기법 (A Methodology for Expanding Sample OD Based on Probe Vehicle)

  • 백승걸;정소영;김현명;최기주
    • 대한교통학회지
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    • 제26권2호
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    • pp.135-145
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    • 2008
  • 기종점자료(Origin-Destination 자료: 이하 OD)는 교통수요예측에 있어 필수적인 정보로서 이를 실제조사하거나 또는 추정하기 위하여 수많은 기법들이 활용되었다. 기존의 OD 추정기법은 일정한 가구 표본을 추출하여 이를 전수화하는 것이 일반적이었으나, 정확도의 문제점을 내포하고 있었다. 이를 보완하기 위하여 링크 교통량, 표본링크이용비 등의 추가 정보를 활용하여 OD를 추정하는 연구들이 지속적으로 이루어지고 있다. 본 연구는 프로브 차량자료에서 수집된 정보를 추가 정보로 활용하여 OD를 추정하는 연구로 시 공간적으로 변동하는 적정 표본율을 찾아내는 것을 목표로 한다. 본 연구에서는 각 링크의 교통량 오차율을 목적함수로 설정하였으며, 가상 네트워크에 대한 사례분석 결과 전수화된 OD와 실제OD 간의 MAE는 약 5.28%로 나타났다. 유비퀴터스 환경 하에서 획득된 다양한 실시간 정보는 본 연구에서 제시된 방법에 의해 활용될 수 있을 것으로 판단되며, 이와 관련한 연구의 한계와 향후 과제를 제시하였다.

Do Institutional Investors Aggravate or Attenuate Stock Return Volatility? Evidence from Thailand

  • THANATAWEE, Yordying
    • The Journal of Asian Finance, Economics and Business
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    • 제9권3호
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    • pp.195-202
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    • 2022
  • This study investigates whether institutional investors increase or decrease the volatility of stock returns in the Thai stock market. For the purpose we used the data from SETSMART, a database provided by the Stock Exchange of Thailand (SET). Our sample is a balanced panel data covering 3,160 firm-year observations from 316 nonfinancial firms listed on the SET from 2011 to 2020. We analyze the link between institutional holdings and the volatility of stock returns by the pooled Ordinary Least Squares (OLS) model, the fixed effects model, and the random-effects model. In particular, we regress the stock return volatility on institutional ownership while controlling for firm size, financial leverage, growth opportunities, and stock turnover and accounting for industry effects and year effects. Our results indicate institutional investors' positive and significant influence on the volatility of the stock returns. Additionally, we performed the dynamic Generalized Method of Moment (GMM) estimator to alleviate concerns of possible endogeneity. The result still shows a positive impact of institutional investors on the volatility in stock returns. Overall, the findings of this study suggest that an increase in the volatility of stock returns in the Thai stock market may stem from a higher proportion of equity held by the institutional investors.

한정된 O-D조사자료를 이용한 주 전체의 트럭교통예측방법 개발 (DEVELOPMENT OF STATEWIDE TRUCK TRAFFIC FORECASTING METHOD BY USING LIMITED O-D SURVEY DATA)

  • 박만배
    • 대한교통학회:학술대회논문집
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    • 대한교통학회 1995년도 제27회 학술발표회
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    • pp.101-113
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    • 1995
  • The objective of this research is to test the feasibility of developing a statewide truck traffic forecasting methodology for Wisconsin by using Origin-Destination surveys, traffic counts, classification counts, and other data that are routinely collected by the Wisconsin Department of Transportation (WisDOT). Development of a feasible model will permit estimation of future truck traffic for every major link in the network. This will provide the basis for improved estimation of future pavement deterioration. Pavement damage rises exponentially as axle weight increases, and trucks are responsible for most of the traffic-induced damage to pavement. Consequently, forecasts of truck traffic are critical to pavement management systems. The pavement Management Decision Supporting System (PMDSS) prepared by WisDOT in May 1990 combines pavement inventory and performance data with a knowledge base consisting of rules for evaluation, problem identification and rehabilitation recommendation. Without a r.easonable truck traffic forecasting methodology, PMDSS is not able to project pavement performance trends in order to make assessment and recommendations in the future years. However, none of WisDOT's existing forecasting methodologies has been designed specifically for predicting truck movements on a statewide highway network. For this research, the Origin-Destination survey data avaiiable from WisDOT, including two stateline areas, one county, and five cities, are analyzed and the zone-to'||'&'||'not;zone truck trip tables are developed. The resulting Origin-Destination Trip Length Frequency (00 TLF) distributions by trip type are applied to the Gravity Model (GM) for comparison with comparable TLFs from the GM. The gravity model is calibrated to obtain friction factor curves for the three trip types, Internal-Internal (I-I), Internal-External (I-E), and External-External (E-E). ~oth "macro-scale" calibration and "micro-scale" calibration are performed. The comparison of the statewide GM TLF with the 00 TLF for the macro-scale calibration does not provide suitable results because the available 00 survey data do not represent an unbiased sample of statewide truck trips. For the "micro-scale" calibration, "partial" GM trip tables that correspond to the 00 survey trip tables are extracted from the full statewide GM trip table. These "partial" GM trip tables are then merged and a partial GM TLF is created. The GM friction factor curves are adjusted until the partial GM TLF matches the 00 TLF. Three friction factor curves, one for each trip type, resulting from the micro-scale calibration produce a reasonable GM truck trip model. A key methodological issue for GM. calibration involves the use of multiple friction factor curves versus a single friction factor curve for each trip type in order to estimate truck trips with reasonable accuracy. A single friction factor curve for each of the three trip types was found to reproduce the 00 TLFs from the calibration data base. Given the very limited trip generation data available for this research, additional refinement of the gravity model using multiple mction factor curves for each trip type was not warranted. In the traditional urban transportation planning studies, the zonal trip productions and attractions and region-wide OD TLFs are available. However, for this research, the information available for the development .of the GM model is limited to Ground Counts (GC) and a limited set ofOD TLFs. The GM is calibrated using the limited OD data, but the OD data are not adequate to obtain good estimates of truck trip productions and attractions .. Consequently, zonal productions and attractions are estimated using zonal population as a first approximation. Then, Selected Link based (SELINK) analyses are used to adjust the productions and attractions and possibly recalibrate the GM. The SELINK adjustment process involves identifying the origins and destinations of all truck trips that are assigned to a specified "selected link" as the result of a standard traffic assignment. A link adjustment factor is computed as the ratio of the actual volume for the link (ground count) to the total assigned volume. This link adjustment factor is then applied to all of the origin and destination zones of the trips using that "selected link". Selected link based analyses are conducted by using both 16 selected links and 32 selected links. The result of SELINK analysis by u~ing 32 selected links provides the least %RMSE in the screenline volume analysis. In addition, the stability of the GM truck estimating model is preserved by using 32 selected links with three SELINK adjustments, that is, the GM remains calibrated despite substantial changes in the input productions and attractions. The coverage of zones provided by 32 selected links is satisfactory. Increasing the number of repetitions beyond four is not reasonable because the stability of GM model in reproducing the OD TLF reaches its limits. The total volume of truck traffic captured by 32 selected links is 107% of total trip productions. But more importantly, ~ELINK adjustment factors for all of the zones can be computed. Evaluation of the travel demand model resulting from the SELINK adjustments is conducted by using screenline volume analysis, functional class and route specific volume analysis, area specific volume analysis, production and attraction analysis, and Vehicle Miles of Travel (VMT) analysis. Screenline volume analysis by using four screenlines with 28 check points are used for evaluation of the adequacy of the overall model. The total trucks crossing the screenlines are compared to the ground count totals. L V/GC ratios of 0.958 by using 32 selected links and 1.001 by using 16 selected links are obtained. The %RM:SE for the four screenlines is inversely proportional to the average ground count totals by screenline .. The magnitude of %RM:SE for the four screenlines resulting from the fourth and last GM run by using 32 and 16 selected links is 22% and 31 % respectively. These results are similar to the overall %RMSE achieved for the 32 and 16 selected links themselves of 19% and 33% respectively. This implies that the SELINICanalysis results are reasonable for all sections of the state.Functional class and route specific volume analysis is possible by using the available 154 classification count check points. The truck traffic crossing the Interstate highways (ISH) with 37 check points, the US highways (USH) with 50 check points, and the State highways (STH) with 67 check points is compared to the actual ground count totals. The magnitude of the overall link volume to ground count ratio by route does not provide any specific pattern of over or underestimate. However, the %R11SE for the ISH shows the least value while that for the STH shows the largest value. This pattern is consistent with the screenline analysis and the overall relationship between %RMSE and ground count volume groups. Area specific volume analysis provides another broad statewide measure of the performance of the overall model. The truck traffic in the North area with 26 check points, the West area with 36 check points, the East area with 29 check points, and the South area with 64 check points are compared to the actual ground count totals. The four areas show similar results. No specific patterns in the L V/GC ratio by area are found. In addition, the %RMSE is computed for each of the four areas. The %RMSEs for the North, West, East, and South areas are 92%, 49%, 27%, and 35% respectively, whereas, the average ground counts are 481, 1383, 1532, and 3154 respectively. As for the screenline and volume range analyses, the %RMSE is inversely related to average link volume. 'The SELINK adjustments of productions and attractions resulted in a very substantial reduction in the total in-state zonal productions and attractions. The initial in-state zonal trip generation model can now be revised with a new trip production's trip rate (total adjusted productions/total population) and a new trip attraction's trip rate. Revised zonal production and attraction adjustment factors can then be developed that only reflect the impact of the SELINK adjustments that cause mcreases or , decreases from the revised zonal estimate of productions and attractions. Analysis of the revised production adjustment factors is conducted by plotting the factors on the state map. The east area of the state including the counties of Brown, Outagamie, Shawano, Wmnebago, Fond du Lac, Marathon shows comparatively large values of the revised adjustment factors. Overall, both small and large values of the revised adjustment factors are scattered around Wisconsin. This suggests that more independent variables beyond just 226; population are needed for the development of the heavy truck trip generation model. More independent variables including zonal employment data (office employees and manufacturing employees) by industry type, zonal private trucks 226; owned and zonal income data which are not available currently should be considered. A plot of frequency distribution of the in-state zones as a function of the revised production and attraction adjustment factors shows the overall " adjustment resulting from the SELINK analysis process. Overall, the revised SELINK adjustments show that the productions for many zones are reduced by, a factor of 0.5 to 0.8 while the productions for ~ relatively few zones are increased by factors from 1.1 to 4 with most of the factors in the 3.0 range. No obvious explanation for the frequency distribution could be found. The revised SELINK adjustments overall appear to be reasonable. The heavy truck VMT analysis is conducted by comparing the 1990 heavy truck VMT that is forecasted by the GM truck forecasting model, 2.975 billions, with the WisDOT computed data. This gives an estimate that is 18.3% less than the WisDOT computation of 3.642 billions of VMT. The WisDOT estimates are based on the sampling the link volumes for USH, 8TH, and CTH. This implies potential error in sampling the average link volume. The WisDOT estimate of heavy truck VMT cannot be tabulated by the three trip types, I-I, I-E ('||'&'||'pound;-I), and E-E. In contrast, the GM forecasting model shows that the proportion ofE-E VMT out of total VMT is 21.24%. In addition, tabulation of heavy truck VMT by route functional class shows that the proportion of truck traffic traversing the freeways and expressways is 76.5%. Only 14.1% of total freeway truck traffic is I-I trips, while 80% of total collector truck traffic is I-I trips. This implies that freeways are traversed mainly by I-E and E-E truck traffic while collectors are used mainly by I-I truck traffic. Other tabulations such as average heavy truck speed by trip type, average travel distance by trip type and the VMT distribution by trip type, route functional class and travel speed are useful information for highway planners to understand the characteristics of statewide heavy truck trip patternS. Heavy truck volumes for the target year 2010 are forecasted by using the GM truck forecasting model. Four scenarios are used. Fo~ better forecasting, ground count- based segment adjustment factors are developed and applied. ISH 90 '||'&'||' 94 and USH 41 are used as example routes. The forecasting results by using the ground count-based segment adjustment factors are satisfactory for long range planning purposes, but additional ground counts would be useful for USH 41. Sensitivity analysis provides estimates of the impacts of the alternative growth rates including information about changes in the trip types using key routes. The network'||'&'||'not;based GMcan easily model scenarios with different rates of growth in rural versus . . urban areas, small versus large cities, and in-state zones versus external stations. cities, and in-state zones versus external stations.

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