Monitoring of count data time series: Cumulative sum change detection in Poisson integer valued GARCH models

2018 ◽  
Vol 31 (3) ◽  
pp. 439-452
Author(s):  
O. Arda Vanli ◽  
Rupert Giroux ◽  
Eren Erman Ozguven ◽  
Joseph J. Pignatiello
2017 ◽  
Vol 20 (2) ◽  
pp. 589-609 ◽  
Author(s):  
Tobias A. Möller ◽  
Christian H. Weiß ◽  
Hee-Young Kim ◽  
Andrei Sirchenko

2021 ◽  
Author(s):  
Yu Miao ◽  
Bowen Cai ◽  
Tao Li

Abstract Traffic crash prediction is vital for relevant agencies to take precautionary measures to minimize the economic and social losses from traffic accidents. Currently, the popularity of machine learning, deep learning, and traditional regression-based models in crash predictions eclipsed the use of count data time series models. Count data model has many intrinsic advantages over machine learning based methods in crash analysis. It is an extension of conventional time series regression by extending normal distribution to Poisson and Negative binomial. Meanwhile, covariate variables can get properly incorporated and their influence on dependent variable is well interpreted. This study attempts to compare and examine the performances of the count data time series model with the regression-based models in hourly crash prediction, utilizing traffic crash data from the Sutong Yangtze River Bridge in China. Log linear extension of Poisson distribution integer valued generalized autoregressive conditional heteroscedasticity models (INGARCH), as a type of count data model, is adopted and compared with the zero-inflated Poisson model (ZIP), as well as the cumulative link model for ordinal regression (CLM). The performances of ZIP and log linear extension of INGARCH count data model are similar and superior to the performances of CLM. Results showed that previous traffic accidents influence the crash occurrence in the near future and the employment of count data time series model in hourly crash prediction can appropriately capture this influence, with an average model sensitivity rate of 77.5%.


2020 ◽  
Vol 12 (18) ◽  
pp. 3061
Author(s):  
Javier Ruiz-Ramos ◽  
Armando Marino ◽  
Carl Boardman ◽  
Juan Suarez

Forest degradation is recognized as a major environmental threat on a global scale. The recent rise in natural and anthropogenic destruction of forested ecosystems highlights the need for developing new, rapid, and accurate remote sensing monitoring systems, which capture forested land transformations. In spite of the great technological advances made in airborne and spaceborne sensors over the past decades, current Earth observation (EO) change detection methods still need to overcome numerous limitations. Optical sensors have been commonly used for detecting land use and land cover changes (LULCC), however, the requirement of certain technical and environmental conditions (e.g., sunlight, not cloud-coverage) restrict their use. More recently, synthetic aperture radar (SAR)-based change detection approaches have been used to overcome these technical limitations, but they commonly rely on static detection approaches (e.g., pre and post disturbance scenario comparison) that are slow to monitor change. In this context, this paper presents a novel approach for mapping forest structural changes in a continuous and near-real-time manner using dense Sentinel-1 image time-series. Our cumulative sum–spatial mean corrected (CUSU-SMC) algorithm approach is based on cumulative sum statistical analysis, which allows the continuous monitoring of radar signal variations, derived from forest structural change. Taking advantage of the high data availability offered by the Sentinel-1 (S-1) C-band constellation, we used an S-1 ground range detected (GRD) dual (VV, VH) polarization timeseries, formed by a total of 84 images, to monitor clear-cutting operations carried out in a Scottish forest during 2019. The analysis showed a user’s accuracy of 82% for the (conservative) detection approach. The use of a post-processing neighbor filter increased the detection performance to a user’s accuracy of 86% with an overall accuracy of 77% for areas of a minimum extent of 0.4 ha. To further validate the detection performance of the method, the CUSU-SMC change detector was tested against commonly-used pairwise change detection approaches for the same period. These results emphasize the capabilities of dense SAR time-series for environmental monitoring and provide a useful tool for optimizing national forest inventories.


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