Data assimilation and agent-based modelling: towards the incorporation of categorical agent parameters

This paper explores the use of a particle filter-a data assimilation method-to incorporate real-time data into an agent-based model. We apply the method to a simulation of real pedestrians moving through the concourse of Grand Central Terminal in New York City (USA).  The results show that the particle filter does not perform well due to (i) the unpredictable behaviour of some pedestrians and (ii) because the filter does not optimise the categorical agent parameters that are characteristic of this type of model. This problem only arises because the experiments use real-world pedestrian movement data, rather than simulated, hypothetical data, as is more common. We point to a potential solution that involves resampling some of the variables in a particle, such as the locations of the agents in space, but keeps other variables such as the agents' choice of destination. This research illustrates the importance of including real-world data and provides a proof of concept for the application of an improved particle filter to an agent-based model.  The obstacles and solutions discussed have important implications for future work that is focused on building large-scale real-time agent-based models.