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Big data fusion and
parametrization
For strategic transport models
Luuk Brederode –
DAT.Mobility(speaker)
Mark Pots – DAT.Mobility
Ruben Fransen – TNO
Jan-Tino Brethouwer
Dublin, 2019-10-11 𝑓(𝐱 =…
Presented before at MT-ITS 2019 - Krakow - Paper will be published in IEEE
Contents
1. Research question and motivation
2. Proposed approach
3. Solution methodology
4. Application: fusing mobile phone data in Rotterdam / The Hague region
5. Conclusions and further research
Slide 2/24
Motivation: new datasources on mode/destination
All these data sources describe observed mode- and destination choices
Slide 4
Data source type
Level of aggregation for
destination choice
Level of aggregation for
mode choice
Survey data (travel diaries)
Trip length frequencies per trip
purpose
modal split per trip length
bin
Mobile phone data (GSM, GPS) OD patterns (currently) train vs non-train
ANPR data OD patterns Only car
Bluetooth data OD patterns -
OD matrices from other / old transport model OD patterns modal split per cell
Data on parking occupancies (garages, scan cars) Number of departures/arrivals Only car
WiFi sniffers Number of departures/arrivals Only car
IoT ? ?
Drones ? ?
… ? ?
Sub research questions solved along the way
Data fusion (replication of the current)
1. How can we detect and remove inconsistencies in/between data sources?
2. How do we weigh and normalize different data sources?
3. How do we cope with the data fusion problem being (highly) underspecified?
Parameter estimation (forecasting)
4. How can we simultaneously use all data sources for parameter estimation?
5. How can we reach consistency in assumptions imposed in the fusion and
estimation steps?
Slide 5/24
Traditional approach: first estimate, then calibrate
Slide 7/24
Proposed approach: first fuse, then estimate
Slide 8/24
Proposed approach: more accurate parameters
Slide 9/24
Parameters based on all dataParameters based on survey + scenario data
Proposed approach: consistency with application context
Slide 10/24
GSM/ANPR/… data fused taking (network-)
modelled context into account
GSM/ANPR/… data appended ignoring
(network) modelled context
Proposed approach: consistency in assumptions
Slide 11/24
Consistency in assumptions for fusion and
estimation
Inconsistency in assumptions between fusion
and estimation
Gravity model
Gravity model
Gravity model
Correction factors
Data fusion
Solution: multi proportional gravity model solved using the IPFP*
• All data sources are handled as equality or inequality constraints
• No weighting or normalization required
• Inconsistencies between data sources detected as violated combinations of constraints
• We’ve generalized the model to also handle inequality constraints
• When it converges, the gravity model is guaranteed to find the solution corresponding to
conditions of max entropy
• i.e.: it finds matrices that are most likely to occur
• i.e.: its solution is unique, hence removing the underspecification
Slide 13/24
*see section III.a of the paper for details
Detection of inconsistenties in/between data
sources
Slide 14/24
Figure: normative adjustment factor per iteration in multi-proportional gravity model using 5 data sources
Inconsistenties in modal split,
origins en GSM data
Consistent datasets
To remove data inconsistencies constraints need to be relaxed by:
• Removing conflicting data points; or
• Transforming data (aggregate, make relative, …); or
• Apply tolerances by transforming equality constraints to pairs of inequality constraints
Parameter estimation
Problem formulation:
Solution method: BFGS algorithm with dampened Hessian update*
• Using adjoint method for gradient calculation for problems < ~3300 centroids
• Using finite differences for gradient approximation for problems > ~3300 centr.
Slide 15/24
*see section III.b of the paper for details
Four interns did the heavy lifting
17//24
Internship Ruben Fransen
(DAT.Mobility / UTwente 2015)
Internship Mark Pots
(DAT.Mobility / UTwente 2017)
Internship Jan-Tino Brethouwer
(DAT.Mobility / UTwente 2017)
Masters thesis Mark Pots
(DAT.Mobility / UTwente 2018)
• This lead to an implementation in Matlab of:
• A multiproportional gravity model that can handle constraints on any aggregation level
• Inequality constraints added (on top of conventional equality constraints)
• An efficient parameter estimation method
• Interfacing with dataformats from OmniTRANS transport planning software
Fusing MP data in Rotterdam/The Hague model
• 7786 zones in model
• 1261 zones in MP data
MP Data
Data fusion
Fused OD matrices per
mode
Base year
Scenario data
Survey data
Fusing MP data in Rotterdam/The Hague model
Slide 19/24
Reference: Survey data + productions/attractions Survey and MP data + productions/attractions
Survey and relative MP data +
productions/attractions
Run
#iteration
loops
max cell
change
max adjustment
factor deviation calculation time
Reference 43 10 0.79% 11 minutes
Reference (25 it) 25 36 8% 7 minutes
MP data added
(absolute)
Did not converge
MP data added
(relative) 25 45 11% 10 minutes
All reported calculation times where attained on a laptop using a Core i7-8750H CPU and 16GB of RAM
Normative adjustment factors per iteration for:
Proposed solution methods
• Multiproportional gravity model with IPFP for data fusion
• Extended to support inequality next to equality constraints
• BFGS with tri-proportional gravity model for parameter estimation
• Biproportional gravity model for application
Slide 21/24
We solved all sub research questions :p
1. How can we detect and remove inconsistencies in/between data sources?
By monitoring max/min adjustment factors per iteration
2. How do we weigh and normalize different data sources?
Avoided by threating all data as constraints
3. How do we cope with the data fusion problem being (highly) underspecified?
Impose conditions of maximum entropy
4. How can we simultaneously use all data sources for parameter estimation?
First fuse, then estimate
5. How can we reach consistency in assumptions imposed in the fusion and estimation steps?
Use a gravity model for both fusion and estimation
Slide 22/24
Further research (thanks reviewer #2!)
• Use backpropagation on a
computational graph version of the
multi proportional gravity model
• This allows to approximate the
gradient with lower computational
effort for models with lots of beta’s
• Done for bi-proportional case, looking
for a student to start work on the multi
proportional case
• Some other things…. (see paper)
Slide 23/24
lbrederode@dat.nl follow us at LinkedIn
www.dat.nl/en

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Big data fusion and parametrization for strategic transport models

  • 1. Big data fusion and parametrization For strategic transport models Luuk Brederode – DAT.Mobility(speaker) Mark Pots – DAT.Mobility Ruben Fransen – TNO Jan-Tino Brethouwer Dublin, 2019-10-11 𝑓(𝐱 =… Presented before at MT-ITS 2019 - Krakow - Paper will be published in IEEE
  • 2. Contents 1. Research question and motivation 2. Proposed approach 3. Solution methodology 4. Application: fusing mobile phone data in Rotterdam / The Hague region 5. Conclusions and further research Slide 2/24
  • 3.
  • 4. Motivation: new datasources on mode/destination All these data sources describe observed mode- and destination choices Slide 4 Data source type Level of aggregation for destination choice Level of aggregation for mode choice Survey data (travel diaries) Trip length frequencies per trip purpose modal split per trip length bin Mobile phone data (GSM, GPS) OD patterns (currently) train vs non-train ANPR data OD patterns Only car Bluetooth data OD patterns - OD matrices from other / old transport model OD patterns modal split per cell Data on parking occupancies (garages, scan cars) Number of departures/arrivals Only car WiFi sniffers Number of departures/arrivals Only car IoT ? ? Drones ? ? … ? ?
  • 5. Sub research questions solved along the way Data fusion (replication of the current) 1. How can we detect and remove inconsistencies in/between data sources? 2. How do we weigh and normalize different data sources? 3. How do we cope with the data fusion problem being (highly) underspecified? Parameter estimation (forecasting) 4. How can we simultaneously use all data sources for parameter estimation? 5. How can we reach consistency in assumptions imposed in the fusion and estimation steps? Slide 5/24
  • 6.
  • 7. Traditional approach: first estimate, then calibrate Slide 7/24
  • 8. Proposed approach: first fuse, then estimate Slide 8/24
  • 9. Proposed approach: more accurate parameters Slide 9/24 Parameters based on all dataParameters based on survey + scenario data
  • 10. Proposed approach: consistency with application context Slide 10/24 GSM/ANPR/… data fused taking (network-) modelled context into account GSM/ANPR/… data appended ignoring (network) modelled context
  • 11. Proposed approach: consistency in assumptions Slide 11/24 Consistency in assumptions for fusion and estimation Inconsistency in assumptions between fusion and estimation Gravity model Gravity model Gravity model Correction factors
  • 12.
  • 13. Data fusion Solution: multi proportional gravity model solved using the IPFP* • All data sources are handled as equality or inequality constraints • No weighting or normalization required • Inconsistencies between data sources detected as violated combinations of constraints • We’ve generalized the model to also handle inequality constraints • When it converges, the gravity model is guaranteed to find the solution corresponding to conditions of max entropy • i.e.: it finds matrices that are most likely to occur • i.e.: its solution is unique, hence removing the underspecification Slide 13/24 *see section III.a of the paper for details
  • 14. Detection of inconsistenties in/between data sources Slide 14/24 Figure: normative adjustment factor per iteration in multi-proportional gravity model using 5 data sources Inconsistenties in modal split, origins en GSM data Consistent datasets To remove data inconsistencies constraints need to be relaxed by: • Removing conflicting data points; or • Transforming data (aggregate, make relative, …); or • Apply tolerances by transforming equality constraints to pairs of inequality constraints
  • 15. Parameter estimation Problem formulation: Solution method: BFGS algorithm with dampened Hessian update* • Using adjoint method for gradient calculation for problems < ~3300 centroids • Using finite differences for gradient approximation for problems > ~3300 centr. Slide 15/24 *see section III.b of the paper for details
  • 16.
  • 17. Four interns did the heavy lifting 17//24 Internship Ruben Fransen (DAT.Mobility / UTwente 2015) Internship Mark Pots (DAT.Mobility / UTwente 2017) Internship Jan-Tino Brethouwer (DAT.Mobility / UTwente 2017) Masters thesis Mark Pots (DAT.Mobility / UTwente 2018) • This lead to an implementation in Matlab of: • A multiproportional gravity model that can handle constraints on any aggregation level • Inequality constraints added (on top of conventional equality constraints) • An efficient parameter estimation method • Interfacing with dataformats from OmniTRANS transport planning software
  • 18. Fusing MP data in Rotterdam/The Hague model • 7786 zones in model • 1261 zones in MP data MP Data Data fusion Fused OD matrices per mode Base year Scenario data Survey data
  • 19. Fusing MP data in Rotterdam/The Hague model Slide 19/24 Reference: Survey data + productions/attractions Survey and MP data + productions/attractions Survey and relative MP data + productions/attractions Run #iteration loops max cell change max adjustment factor deviation calculation time Reference 43 10 0.79% 11 minutes Reference (25 it) 25 36 8% 7 minutes MP data added (absolute) Did not converge MP data added (relative) 25 45 11% 10 minutes All reported calculation times where attained on a laptop using a Core i7-8750H CPU and 16GB of RAM Normative adjustment factors per iteration for:
  • 20.
  • 21. Proposed solution methods • Multiproportional gravity model with IPFP for data fusion • Extended to support inequality next to equality constraints • BFGS with tri-proportional gravity model for parameter estimation • Biproportional gravity model for application Slide 21/24
  • 22. We solved all sub research questions :p 1. How can we detect and remove inconsistencies in/between data sources? By monitoring max/min adjustment factors per iteration 2. How do we weigh and normalize different data sources? Avoided by threating all data as constraints 3. How do we cope with the data fusion problem being (highly) underspecified? Impose conditions of maximum entropy 4. How can we simultaneously use all data sources for parameter estimation? First fuse, then estimate 5. How can we reach consistency in assumptions imposed in the fusion and estimation steps? Use a gravity model for both fusion and estimation Slide 22/24
  • 23. Further research (thanks reviewer #2!) • Use backpropagation on a computational graph version of the multi proportional gravity model • This allows to approximate the gradient with lower computational effort for models with lots of beta’s • Done for bi-proportional case, looking for a student to start work on the multi proportional case • Some other things…. (see paper) Slide 23/24
  • 24. lbrederode@dat.nl follow us at LinkedIn www.dat.nl/en

Editor's Notes

  1. Machine Learning Artificial neural networks Kalman Filtering
  2. Result: the most likely OD matrices that satisfy observed aggregate values for rowtotals, columntotals, matrix totals, trip length bin totals and structure of MP data on level of MP data zoning