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基于贝叶斯复合分位数回归的参数估计及应用 被引量:1
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作者 王江荣 袁维红 +1 位作者 赵睿 任泰明 《工业仪表与自动化装置》 2016年第5期7-10,48,共5页
针对传统最小二乘估计易受异常点干扰及稳健性较差的问题,建立了基于复合分位数回归估计的数据拟合预测模型。为了克服复合分位数回归在估计参数时忽视了参数的不确定性,致使估算出的参数精度不够高的缺点,将贝叶斯分析法与复合分位数... 针对传统最小二乘估计易受异常点干扰及稳健性较差的问题,建立了基于复合分位数回归估计的数据拟合预测模型。为了克服复合分位数回归在估计参数时忽视了参数的不确定性,致使估算出的参数精度不够高的缺点,将贝叶斯分析法与复合分位数回归相结合,提高了参数的估算精度。实证分析表明贝叶斯复合分位数回归估计优于复合分位数回归估计,而复合分位数回归估计优于传统最小二乘估计,值得工程技术人员借鉴。 展开更多
关键词 复合分位数回归 贝叶斯回归分析 最小二乘估计 多项式模型 沉降预测
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Conditional autoregressive negative binomial model for analysis of crash count using Bayesian methods 被引量:1
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作者 徐建 孙璐 《Journal of Southeast University(English Edition)》 EI CAS 2014年第1期96-100,共5页
In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackl... In order to improve crash occurrence models to account for the influence of various contributing factors, a conditional autoregressive negative binomial (CAR-NB) model is employed to allow for overdispersion (tackled by the NB component), unobserved heterogeneity and spatial autocorrelation (captured by the CAR process), using Markov chain Monte Carlo methods and the Gibbs sampler. Statistical tests suggest that the CAR-NB model is preferred over the CAR-Poisson, NB, zero-inflated Poisson, zero-inflated NB models, due to its lower prediction errors and more robust parameter inference. The study results show that crash frequency and fatalities are positively associated with the number of lanes, curve length, annual average daily traffic (AADT) per lane, as well as rainfall. Speed limit and the distances to the nearest hospitals have negative associations with segment-based crash counts but positive associations with fatality counts, presumably as a result of worsened collision impacts at higher speed and time loss during transporting crash victims. 展开更多
关键词 traffic safety crash count conditionalautoregressive negative binomial model Bayesian analysis Markov chain Monte Carlo
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