论文标题

带有时变参数的新空间计数数据模型

A New Spatial Count Data Model with Time-varying Parameters

论文作者

Buddhavarapu, Prasad, Bansal, Prateek, Prozzi, Jorge A.

论文摘要

最近的崩溃频率研究结合了时空相关性,但是这些研究具有两个关键的局限性:i)这些研究都没有说明模型参数的时间变化; ii)吉布斯采样器由于非偶性而遭受收敛问题。为了解决第一个限制,我们提出了一个新的计数数据模型,该模型识别回归参数的基本时间模式,同时允许时间变化的空间相关性。该模型还扩展到将异质性纳入空间单位的非颞范围参数中。我们通过得出一个确保所有模型参数有条件结合后更新的Gibbs采样器来解决第二个缺点。为此,我们采用了Pólya-Gamma数据增强和向后过滤后采样(FFBS)算法的优势。在一项蒙特卡洛研究中验证了吉布斯采样器的性质之后,在经验应用中证明了拟议规范的优势,以发现跨越九年的崩溃频率与路面特征之间的崩溃频率之间的关系。模型参数实际上表现出显着的时间模式(即时间不稳定性)。例如,据估计,随着时间的推移,更好的路面骑行质量的安全益处会增加。

Recent crash frequency studies incorporate spatiotemporal correlations, but these studies have two key limitations: i) none of these studies accounts for temporal variation in model parameters; and ii) Gibbs sampler suffers from convergence issues due to non-conjugacy. To address the first limitation, we propose a new count data model that identifies the underlying temporal patterns of the regression parameters while simultaneously allowing for time-varying spatial correlation. The model is also extended to incorporate heterogeneity in non-temporal parameters across spatial units. We tackle the second shortcoming by deriving a Gibbs sampler that ensures conditionally conjugate posterior updates for all model parameters. To this end, we take the advantages of Pólya-Gamma data augmentation and forward filtering backward sampling (FFBS) algorithm. After validating the properties of the Gibbs sampler in a Monte Carlo study, the advantages of the proposed specification are demonstrated in an empirical application to uncover relationships between crash frequency spanning across nine years and pavement characteristics. Model parameters exhibit practically significant temporal patterns (i.e., temporal instability). For example, the safety benefits of better pavement ride quality are estimated to increase over time.

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