Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/15855
Appears in Collections:Computing Science and Mathematics Journal Articles
Peer Review Status: Refereed
Title: Mathematical justification of a heuristic for statistical correlation of real-life time series
Authors: Agafonov, Evgeny
Bargiela, Andrzej
Burke, Edmund
Peytchev, Evtim
Contact Email: e.k.burke@stir.ac.uk
Keywords: Programming: algorithms, heuristic
Statistics: correlation, time series
Transportation: models, traffic
Issue Date: 1-Oct-2009
Publisher: Elsevier
Citation: Agafonov E, Bargiela A, Burke E & Peytchev E (2009) Mathematical justification of a heuristic for statistical correlation of real-life time series, European Journal of Operational Research, 198 (1), pp. 275-286.
Abstract: Many of the analyses of time series that arise in real-life situations require the adoption of various simplifying assumptions so as to cope with the complexity of the phenomena under consideration. Whilst accepting that these simplifications lead to heuristics providing less accurate processing of information compared to the solution of analytical equations, the intelligent choice of the simplifications coupled with the empirical verification of the resulting heuristic has proven itself to be a powerful systems modelling paradigm. In this study, we look at the theoretical underpinning of a successful heuristic for estimation of urban travel times from lane occupancy measurements. We show that by interpreting time series as statistical processes with a known distribution it is possible to estimate travel time as a limit value of an appropriately defined statistical process. The proof of the theorem asserting the above, supports the conclusion that it is possible to design a heuristic that eliminates the adverse effect of spurious readings without loosing temporal resolution of data (as implied by the standard method of data averaging). The original contribution of the paper concerning the link between the analytical modelling and the design of heuristics is general and relevant to a broad spectrum of applications.
Type: Journal Article
URI: http://hdl.handle.net/1893/15855
DOI Link: http://dx.doi.org/10.1016/j.ejor.2008.06.040
Rights: The publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.
Affiliation: INFOHUB Ltd, Nottingham
University of Nottingham
Deputy Principal's Office
Nottingham Trent University

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