The distribution of the sample minimum-variance frontier

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

Sensitivity analysis of voltage imbalance in distribution networks with rooftop PVs

A comprehensive voltage imbalance sensitivity analysis and stochastic evaluation based on the rating and location of single-phase grid-connected rooftop photovoltaic cells (PVs) in a residential low voltage distribution network are presented. The voltage imbalance at different locations along a feeder is investigated. In addition, the sensitivity analysis is performed for voltage imbalance in one feeder when PVs are installed in other feeders of the network. A stochastic evaluation based on Monte Carlo method is carried out to investigate the risk index of the non-standard voltage imbalance in the network in the presence of PVs. The network voltage imbalance characteristic based on different criteria of PV rating and location and network conditions is generalized. Improvement methods are proposed for voltage imbalance reduction and their efficacy is verified by comparing their risk index using Monte Carlo simulations.

Optimal allocation and sizing of DGs in distribution networks

In this paper, the placement and sizing of Distributed Generators (DG) in distribution networks are determined optimally. The objective is to minimize the loss and to improve the reliability. The constraints are the bus voltage, feeder current and the reactive power flowing back to the source side. The placement and size of DGs are optimized using a combination of Discrete Particle Swarm Optimization (DPSO) and Genetic Algorithm (GA). This increases the diversity of the optimizing variables in DPSO not to be stuck in the local minima. To evaluate the proposed algorithm, the semi-urban 37-bus distribution system connected at bus 2 of the Roy Billinton Test System (RBTS), which is located at the secondary side of a 33/11 kV distribution substation, is used. The results finally illustrate the efficiency of the proposed method.

Delay distribution based robust H∞ control of networked control systems with uncertainties

Network induced delay in networked control systems (NCS) is inherently non-uniformly distributed and behaves with multifractal nature. However, such network characteristics have not been well considered in NCS analysis and synthesis. Making use of the information of the statistical distribution of NCS network induced delay, a delay distribution based stochastic model is adopted to link Quality-of-Control and network Quality-of-Service for NCS with uncertainties. From this model together with a tighter bounding technology for cross terms, H∞ NCS analysis is carried out with significantly improved stability results. Furthermore, a memoryless H∞ controller is designed to stabilize the NCS and to achieve the prescribed disturbance attenuation level. Numerical examples are given to demonstrate the effectiveness of the proposed method.

Technical note : modelling a complex micro-multileaf collimator using the standard BEAMnrc distribution

Purpose: The component modules in the standard BEAMnrc distribution may appear to be insufficient to model micro-multileaf collimators that have tri-faceted leaf ends and complex leaf profiles. This note indicates, however, that accurate Monte Carlo simulations of radiotherapy beams defined by a complex collimation device can be completed using BEAMnrc's standard VARMLC component module.---------- Methods: That this simple collimator model can produce spatially and dosimetrically accurate micro-collimated fields is illustrated using comparisons with ion chamber and film measurements of the dose deposited by square and irregular fields incident on planar, homogeneous water phantoms.---------- Results: Monte Carlo dose calculations for on- and off-axis fields are shown to produce good agreement with experimental values, even upon close examination of the penumbrae.--------- Conclusions: The use of a VARMLC model of the micro-multileaf collimator, along with a commissioned model of the associated linear accelerator, is therefore recommended as an alternative to the development or use of in-house or third-party component modules for simulating stereotactic radiotherapy and radiosurgery treatments. Simulation parameters for the VARMLC model are provided which should allow other researchers to adapt and use this model to study clinical stereotactic radiotherapy treatments.

Distribution profiles of key weather variables in Australian capital cities : implications for energy efficient building design

Local climate is a critical element in the design of energy efficient buildings. In this paper, ten years of historical weather data in Australia's eight capital cities were profiled and analysed to characterize the variations of climatic variables in Australia. The method of descriptive statistics was employed. Either the pattern of cumulative distribution and/or the profile of percentage distribution are presented. It was found that although weather variables vary with different locations, there is often a good, nearly linear relation between a weather variable and its cumulative percentage for the majority of middle part of the cumulative curves. By comparing the slopes of these distribution profiles, it may be possible to determine the relative range of changes of the particular weather variables for a given city. The implications of these distribution profiles of key weather variables on energy efficient building design are also discussed.

Valuing brand equity of a geographic region

There is much anecdotal evidence and academic argument that the location of a business influences its value. That is, some businesses appear to be worth more than others because of their location. This is particularly so in the tourism industry. Within the domain of the destination literature, many factors can be posited on why business valuation varies, ranging from access to markets, availability of labor, climate, and surrounding services. Given that business value is such a fundamental principle that underpins the viability of the tourist industry through its relationship with pricing, business acquisition, and investment, it is surprising that scant research has sought to quantify the relative premium associated with geographic locations. This study proposes a novel way in which to estimate geographic brand premium. Specifically, the approach translates valuation techniques from financial economics to quantify the incremental value derived from businesses operating in a particular geographic region, and produces a geographic brand premium. The article applies the technique to a well-known tourist destination in Australia, and the results are consistent with a positive value of brand equity in the key industries and are of a plausible order of magnitude. The article carries strong implications for business and tourism operators in terms of valuation, pricing, and investment, but more generally, the approach is potentially useful to local authorities and business associations when deciding how much resource and effort should be devoted to brand protection.

Rethinking genre studies through distribution analysis : issues in international horror movie circuits

The existence of any film genre depends on the effective operation of distribution networks. Contingencies of distribution play an important role in determining the content of individual texts and the characteristics of film genres; they enable new genres to emerge at the same time as they impose limits on generic change. This article sets out an alternative way of doing genre studies, based on an analysis of distributive circuits rather than film texts or generic categories. Our objective is to provide a conceptual framework that can account for the multiple ways in which distribution networks leave their traces on film texts and audience expectations, with specific reference to international horror networks, and to offer some preliminary suggestions as to how distribution analysis can be integrated into existing genre studies methodologies.

Distribution of benefits of irrigation induced technological changes and commodity markets : new evidence

A plethora of literature exists on irrigation development. However, only a few studies analyse the distributional issues associated with irrigation induced technological changes (IITC) in the context of commodity markets. Furthermore, these studies deal with only the theoretical arguments and to date no proper investigation has been conducted to examine the long-term benefits of adopting modern irrigation technology. This study investigates the long-term benefit changes of irrigation induced technological changes using data from Sri Lanka with reference to rice farming. The results show that (1) adopting modern technology on irrigation increases the overall social welfare through consumption of a larger quantity at a lower cost (2) the magnitude, sensitivity and distributional gains depend on the price elasticity of demand and supply as well as the size of the marketable surplus (3) non-farm sector gains are larger than farm sector gains (4) the distribution of the benefits among different types of producers depend on the magnitude of the expansion of the irrigated areas as well as the competition faced by traditional farmers (5) selective technological adoption and subsidies have a detrimental effect on the welfare of other producers who do not enjoy the same benefits (6) the short-term distributional effects are more severe than the long-term effects among different groups of farmers.

Optimal allocation and sizing of DGs in a distribution system using PSO

In this paper, the optimal allocation and sizing of distributed generators (DGs) in a distribution system is studied. To achieve this goal, an optimization problem should be solved in which the main objective is to minimize the DGs cost and to maximise the reliability simultaneously. The active power balance between loads and DGs during the isolation time is used as a constraint. Another point considered in this process is the load shedding. It means that if the summation of DGs active power in a zone, isolated by the sectionalizers because of a fault, is less than the total active power of loads located in that zone, the program start shedding the loads in one-by-one using the priority rule still the active power balance is satisfied. This assumption decreases the reliability index, SAIDI, compared with the case loads in a zone are shed when total DGs power is less than the total load power. To validate the proposed method, a 17-bus distribution system is employed and the results are analysed.

A rights management approach to securing data distribution in coalitions

As network capacity has increased over the past decade, individuals and organisations have found it increasingly appealing to make use of remote services in the form of service-oriented architectures and cloud computing services. Data processed by remote services, however, is no longer under the direct control of the individual or organisation that provided the data, leaving data owners at risk of data theft or misuse. This paper describes a model by which data owners can control the distribution and use of their data throughout a dynamic coalition of service providers using digital rights management technology. Our model allows a data owner to establish the trustworthiness of every member of a coalition employed to process data, and to communicate a machine-enforceable usage policy to every such member.

Market access of Papua New Guinea bananas (Musa spp.) with particular respect to banana fly (Bactrocera musae (Tryon)) (Diptera: Tephritidae)

International market access for fresh commodities is regulated by international accepted phytosanitary guidelines, the objectives of which are to reduce the biosecurity risk of plant pest and disease movement. Papua New Guinea (PNG) has identified banana as a potential export crop and to help meet international market access requirements, this thesis provides information for the development of a pest risk analysis (PRA) for PNG banana fruit. The PRA is a three step process which first identifies the pests associated with a particular commodity or pathway, then assesses the risk associated with those pests, and finally identifies risk management options for those pests if required. As the first step of the PRA process, I collated a definitive list on the organisms associated with the banana plant in PNG using formal literature, structured interviews with local experts, grey literature and unpublished file material held in PNG field research stations. I identified 112 organisms (invertebrates, vertebrate, pathogens and weeds) associated with banana in PNG, but only 14 of these were reported as commonly requiring management. For these 14 I present detailed information summaries on their known biology and pest impact. A major finding of the review was that of the 14 identified key pests, some research information occurs for 13. The single exception for which information was found to be lacking was Bactrocera musae (Tryon), the banana fly. The lack of information for this widely reported ‘major pest on PNG bananas’ would hinder the development of a PNG banana fruit PRA. For this reason the remainder of the thesis focused on this organism, particularly with respect to generation of information required by the PRA process. Utilising an existing, but previously unanalysed fruit fly trapping database for PNG, I carried out a Geographic Information System analysis of the distribution and abundance of banana in four major regions of PNG. This information is required for a PRA to determine if banana fruit grown in different parts of the country are at different risks from the fly. Results showed that the fly was widespread in all cropping regions and that temperature and rainfall were not significantly correlated with banana fly abundance. Abundance of the fly was significantly correlated (albeit weakly) with host availability. The same analysis was done with four other PNG pest fruit flies and their responses to the environmental factors differed to banana fly and each other. This implies that subsequent PRA analyses for other PNG fresh commodities will need to investigate the risk of each of these flies independently. To quantify the damage to banana fruit caused by banana fly in PNG, local surveys and one national survey of banana fruit infestation were carried out. Contrary to expectations, infestation was found to be very low, particularly in the widely grown commercial cultivar, Cavendish. Infestation of Cavendish fingers was only 0.41% in a structured, national survey of over 2 700 banana fingers. Follow up laboratory studies showed that fingers of Cavendish, and another commercial variety Lady-finger, are very poor hosts for B. musae, with very low host selection rates by female flies and very poor immature survival. An analysis of a recent (within last decade) incursion of B. musae into the Gazelle Peninsula of East New Britain Province, PNG, provided the final set of B. musae data. Surveys of the fly on the peninsular showed that establishment and spread of the fly in the novel environment was very rapid and thus the fly should be regarded as being of high biosecurity concern, at least in tropical areas. Supporting the earlier impact studies, however, banana fly has not become a significant banana fruit problem on the Gazelle, despite bananas being the primary starch staple of the region. The results of the research chapters are combined in the final Discussion in the form of a B. musae focused PRA for PNG banana fruit. Putting the thesis in a broader context, the Discussion also deals with the apparent discrepancy between high local abundance of banana fly and very low infestation rates. This discussion focuses on host utilisation patterns of specialist herbivores and suggests that local pest abundance, as determined by trapping or monitoring, need not be good surrogate for crop damage, despite this linkage being implicit in a number of international phytosanitary protocols.

Incorporating uncertainty in environmental models informed by imagery

In this thesis, the issue of incorporating uncertainty for environmental modelling informed by imagery is explored by considering uncertainty in deterministic modelling, measurement uncertainty and uncertainty in image composition. Incorporating uncertainty in deterministic modelling is extended for use with imagery using the Bayesian melding approach. In the application presented, slope steepness is shown to be the main contributor to total uncertainty in the Revised Universal Soil Loss Equation. A spatial sampling procedure is also proposed to assist in implementing Bayesian melding given the increased data size with models informed by imagery. Measurement error models are another approach to incorporating uncertainty when data is informed by imagery. These models for measurement uncertainty, considered in a Bayesian conditional independence framework, are applied to ecological data generated from imagery. The models are shown to be appropriate and useful in certain situations. Measurement uncertainty is also considered in the context of change detection when two images are not co-registered. An approach for detecting change in two successive images is proposed that is not affected by registration. The procedure uses the Kolmogorov-Smirnov test on homogeneous segments of an image to detect change, with the homogeneous segments determined using a Bayesian mixture model of pixel values. Using the mixture model to segment an image also allows for uncertainty in the composition of an image. This thesis concludes by comparing several different Bayesian image segmentation approaches that allow for uncertainty regarding the allocation of pixels to different ground components. Each segmentation approach is applied to a data set of chlorophyll values and shown to have different benefits and drawbacks depending on the aims of the analysis.

Distribution of polycyclic aromatic hydrocarbons in urban stormwater in Queensland, Australia

This paper reports the distribution of Polycyclic Aromatic Hydrocarbons (PAHs) in wash-off in urban stormwater in Gold Coast, Australia. Runoff samples collected from residential, industrial and commercial sites were separated into a dissolved fraction (<0.45µm), and three particulate fractions (0.45-75µm, 75-150µm and >150µm). Patterns in the distribution of PAHs in the fractions were investigated using Principal Component Analysis. Regardless of the land use and particle size fraction characteristics, the presence of organic carbon plays a dominant role in the distribution of PAHs. The PAHs concentrations were also found to decrease with rainfall duration. Generally, the 1- and 2-year average recurrence interval rainfall events were associated with the majority of the PAHs and the wash-off was a source limiting process. In the context of stormwater quality mitigation, targeting the initial part of the rainfall event is the most effective treatment strategy. The implications of the study results for urban stormwater quality management are also discussed.

Port of Brisbane stormwater quality : stage 2 development of a port specific water quality model

Background: The quality of stormwater runoff from ports is significant as it can be an important source of pollution to the marine environment. This is also a significant issue for the Port of Brisbane as it is located in an area of high environmental values. Therefore, it is imperative to develop an in-depth understanding of stormwater runoff quality to ensure that appropriate strategies are in place for quality improvement, where necessary. To this end, the Port of Brisbane Corporation aimed to develop a port specific stormwater model for the Fisherman Islands facility. The need has to be considered in the context of the proposed future developments of the Port area. ----------------- The Project: The research project is an outcome of the collaborative Partnership between the Port of Brisbane Corporation (POBC) and Queensland University of Technology (QUT). A key feature of this Partnership is that it seeks to undertake research to assist the Port in strengthening the environmental custodianship of the Port area through ‘cutting edge’ research and its translation into practical application. ------------------ The project was separated into two stages. The first stage developed a quantitative understanding of the generation potential of pollutant loads in the existing land uses. This knowledge was then used as input for the stormwater quality model developed in the subsequent stage. The aim is to expand this model across the yet to be developed port expansion area. This is in order to predict pollutant loads associated with stormwater flows from this area with the longer term objective of contributing to the development of ecological risk mitigation strategies for future expansion scenarios. ----------------- Study approach: Stage 1 of the overall study confirmed that Port land uses are unique in terms of the anthropogenic activities occurring on them. This uniqueness in land use results in distinctive stormwater quality characteristics different to other conventional urban land uses. Therefore, it was not scientifically valid to consider the Port as belonging to a single land use category or to consider as being similar to any typical urban land use. The approach adopted in this study was very different to conventional modelling studies where modelling parameters are developed using calibration. The field investigations undertaken in Stage 1 of the overall study helped to create fundamental knowledge on pollutant build-up and wash-off in different Port land uses. This knowledge was then used in computer modelling so that the specific characteristics of pollutant build-up and wash-off can be replicated. This meant that no calibration processes were involved due to the use of measured parameters for build-up and wash-off. ---------------- Conclusions: Stage 2 of the study was primarily undertaken using the SWMM stormwater quality model. It is a physically based model which replicates natural processes as closely as possible. The time step used and catchment variability considered was adequate to accommodate the temporal and spatial variability of input parameters and the parameters used in the modelling reflect the true nature of rainfall-runoff and pollutant processes to the best of currently available knowledge. In this study, the initial loss values adopted for the impervious surfaces are relatively high compared to values noted in research literature. However, given the scientifically valid approach used for the field investigations, it is appropriate to adopt the initial losses derived from this study for future modelling of Port land uses. The relatively high initial losses will reduce the runoff volume generated as well as the frequency of runoff events significantly. Apart from initial losses, most of the other parameters used in SWMM modelling are generic to most modelling studies. Development of parameters for MUSIC model source nodes was one of the primary objectives of this study. MUSIC, uses the mean and standard deviation of pollutant parameters based on a normal distribution. However, based on the values generated in this study, the variation of Event Mean Concentrations (EMCs) for Port land uses within the given investigation period does not fit a normal distribution. This is possibly due to the fact that only one specific location was considered, namely the Port of Brisbane unlike in the case of the MUSIC model where a range of areas with different geographic and climatic conditions were investigated. Consequently, the assumptions used in MUSIC are not totally applicable for the analysis of water quality in Port land uses. Therefore, in using the parameters included in this report for MUSIC modelling, it is important to note that it may result in under or over estimations of annual pollutant loads. It is recommended that the annual pollutant load values given in the report should be used as a guide to assess the accuracy of the modelling outcomes. A step by step guide for using the knowledge generated from this study for MUSIC modelling is given in Table 4.6. ------------------ Recommendations: The following recommendations are provided to further strengthen the cutting edge nature of the work undertaken: * It is important to further validate the approach recommended for stormwater quality modelling at the Port. Validation will require data collection in relation to rainfall, runoff and water quality from the selected Port land uses. Additionally, the recommended modelling approach could be applied to a soon-to-be-developed area to assess ‘before’ and ‘after’ scenarios. * In the modelling study, TSS was adopted as the surrogate parameter for other pollutants. This approach was based on other urban water quality research undertaken at QUT. The validity of this approach should be further assessed for Port land uses. * The adoption of TSS as a surrogate parameter for other pollutants and the confirmation that the <150 m particle size range was predominant in suspended solids for pollutant wash-off gives rise to a number of important considerations. The ability of the existing structural stormwater mitigation measures to remove the <150 m particle size range need to be assessed. The feasibility of introducing source control measures as opposed to end-of-pipe measures for stormwater quality improvement may also need to be considered.