From finance to ITS: traffic data fusion based on Markowitz' portfolio theory
Bibliographic record
Abstract
Summary Traffic data fusion has much to do with combining available or considered data sources in the best possible way. In this, it is very similar to optimizing a portfolio of financial assets in regard of return and risk. This article draws the analogy between these two mostly different scientific worlds, i.e. finance and engineering. Similarities and differences in context of weighted‐mean data fusion based on numerical traffic flow measurements such as travel times or speeds are discussed. This, in particular, includes guessing the potential benefit of negative weights. Optimal weights are derived following a strict mathematical theory based on assumptions (parameters) about systematic bias and correlations of the considered data sources. Moreover, a specific way of reducing the systematic bias of the fusion results is proposed and compared to common methods. The whole approach is demonstrated based on position data from two independent vehicle fleets in Athens, Greece. In this context, the problem of parameter calibration is solved by applying an advanced tool for such floating car data systems, called “self‐evaluation”. The experiments show that the proposed methods reliably reduce the systematic bias and variance of the fusion results with regard to the original data as well as in comparison to the naïve fusion approach that uses equal weights for all data sources. Copyright © 2015 John Wiley & Sons, Ltd.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.005 | 0.007 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.002 | 0.002 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".