15 resultados para 010406 Stochastic Analysis and Modelling

em Deakin Research Online - Australia


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The provision and delivery of many of the services that modern society enjoys are the result of ubiquitous critical infrastructure systems that permeate across many sectors of the Australian community. Moreover, the integration of technological enhancements and networking interconnections between critical infrastructure systems has heightened system interdependence, availability and resilience, including the efficient delivery of services to consumers within Australia's industrialised society. This research delivers a system security analysis and system modelling framework tool based on an associated conceptual methodology as the basis for assessing security and conceptually modelling a critical infrastructure system incident. The intent to identify potential system security issues and gain operational insights that will contribute to improving system resilience, contingency planning development applicable to disaster recovery and ameliorating incident management responses for Australian critical infrastructure system incidents.

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The increasing complexity and interconnectedness of critical infrastructure systems, including the information systems and communication networks that support their existence and functionality, poses questions and challenges. Particularly, in terms of modelling and analysis of the security, survivability and ultimately reliability and continued availability of critical infrastructure systems and the services they deliver to modern society. The focus of this research enquiry is with regard to critiquing and modelling critical infrastructure systems. There are numerous systems analyse and modelling approaches that outline any number of differing methodological approaches, each with their own characteristics, expertise, strengths and weaknesses. The intention of this research is to investigate the merit of applying a ‘softer’ approach to critical infrastructure system security analysis and modelling that broadly views the systems in holistic terms, including their relationships with other systems. The intention is not to discuss or criticise existing research applying quantitative approaches, but to discuss a ‘softer’ system analysis and modelling approach in a security context that is adaptable to analysis modelling of critical infrastructure systems.

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A system security analysis and system modelling framework tool is proposed adopting an associated conceptual methodology as the basis for assessing security and conceptually modelling a critical infrastructure system incident. The intent is to identify potential system security issues and gain operational insights that will contribute to improving system resilience, contingency planning, disaster recovery and ameliorating incident management responses for critical infrastructure system incidents. The aforementioned system security analysis and modelling framework is applied to an adverse critical infrastructure system incident case study. This paper reports on the practical application of the framework to a case study of an actual critical infrastructure system failure and the resultant incident implications for the system and the wider regional communities.

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This paper examines whether the Australian equity market is integrated with the equity markets of the G7 economies by applying both the Johansen (Statistical analysis of conintegrating vectors, Journal of Economic Dynamics and Control, 12, 231-54, 1988) and Gregory and Hansen (Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics, 70, 99-126, 1996) approaches to cointegration. Some evidence of a pairwise long-run relationship between the Australian stock market and the stock markets of Canada, Italy, Japan and the United Kingdom is found, but the Australian equity market is not pairwise cointegrated with the equity markets of France, Germany or the USA.

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This article presents an examination of the use of Rasch modelling in a major research project, 'Improving Middle Years Mathematics and Science' (IMYMS). It is unarguable that it is important to take students' perceptions, or views, into account when planning learning and teaching for them. The IMYMS student perceptions survey is an attempt to make visible these student viewpoints, and report them in a way that is accessible to teachers and researchers involved in the project. The project involves four clusters of schools from urban and regions of Victoria to investigate the role of mathematics and science knowledge and subject cultures in mediating change processes in the middle years of schooling. There are five secondary and twenty-eight primary schools. The project has generated both qualitative and quantitative data, with much of the qualitative data being ordinal in nature. Reporting the results of analyses for a range of audiences necessitates careful, well-designed report formats. Some useful new report formats based on Rasch modeling -the Modified Variable Map, the Ordinal Map, the Threshold Map, and the Annotated Ordinal Map - are illustrated using data from the IMYMS project. The Rasch analysis and the derived reporting formats avoid the pitfalls that exist when working with ordinal data and provide insights into the respondents' views about their experiences in schools unavailable by other approaches.

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 A constitutive model was proposed in this thesis and a promising approach for accurate prediction of forming behaviour of high strength titanium alloy sheet metal forming at room temperature is presented. Outcomes showed a potential solution of cold roll forming of this material for aerospace and automotive structural applications.

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This paper explains that financial safety nets exist because of difficulties in enforcing contracts and shows that elements of deposit-insurance schemes differ substantially across countries. It shows that differences in the design of financial safety nets correlate significantly with differences in the informational and contracting environments of individual countries and that a country's GDP per capita is correlated with proxies for a country's level of: (1) informational transparency, (2) contract enforcement and deterrent rights, and (3) accountability for safety net officials. The analysis portrays deposit insurance as a part of a country's larger safety net and contracting environment. This means that there is no universal method for preventing and resolving banking problems and that the structure of a country's safety net should evolve over time with changes in private and government regulators' capacity for valuing financial institutions, disciplining risk taking and resolving insolvency promptly, and for being held accountable for how well they perform these tasks.

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Accurate assessment of the fate of salts, nutrients, and pollutants in natural, heterogeneous soils requires a proper quantification of both spatial and temporal solute spreading during solute movement. The number of experiments with multisampler devices that measure solute leaching as a function of space and time is increasing. The breakthrough curve (BTC) can characterize the temporal aspect of solute leaching, and recently the spatial solute distribution curve (SSDC) was introduced to describe the spatial solute distribution. We combined and extended both concepts to develop a tool for the comprehensive analysis of the full spatio-temporal behavior of solute leaching. The sampling locations are ranked in order of descending amount of total leaching (defined as the cumulative leaching from an individual compartment at the end of the experiment), thus collapsing both spatial axes of the sampling plane into one. The leaching process can then be described by a curved surface that is a function of the single spatial coordinate and time. This leaching surface is scaled to integrate to unity, and termed S can efficiently represent data from multisampler solute transport experiments or simulation results from multidimensional solute transport models. The mathematical relationships between the scaled leaching surface S, the BTC, and the SSDC are established. Any desired characteristic of the leaching process can be derived from S. The analysis was applied to a chloride leaching experiment on a lysimeter with 300 drainage compartments of 25 cm2 each. The sandy soil monolith in the lysimeter exhibited fingered flow in the water-repellent top layer. The observed S demonstrated the absence of a sharp separation between fingers and dry areas, owing to diverging flow in the wettable soil below the fingers. Times-to-peak, maximum solute fluxes, and total leaching varied more in high-leaching than in low-leaching compartments. This suggests a stochastic–convective transport process in the high-flow streamtubes, while convection–dispersion is predominant in the low-flow areas. S can be viewed as a bivariate probability density function. Its marginal distributions are the BTC of all sampling locations combined, and the SSDC of cumulative solute leaching at the end of the experiment. The observed S cannot be represented by assuming complete independence between its marginal distributions, indicating that S contains information about the leaching process that cannot be derived from the combination of the BTC and the SSDC.

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As part of a longitudinal study, infant/toddler pretend play development and maternal play modelling were investigated in dyadic context. A total of 21 children were videotaped in monthly play sessions with their mothers, from age 8 to 17 months. Child and mother pretend play frequencies and levels were measured using Brown’s Pretend Play Observation Scale. Child IQ assessments at 5 years (Stanford–Binet IV) indicated average to high ability levels (M = 122.62). Descriptive analyses showed that children’s levels of pretend development were markedly in advance of age-typical expectations. With a previous analysis showing no specific associations between play levels and IQ, intensive maternal scaffolding, data analysis approaches and use of abstract play materials are proposed as possible contributory factors to the children’s advanced pretend play development.

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Critical analysis and problem-solving skills are two graduate attributes that are important in ensuring that graduates are well equipped in working across research and practice settings within the discipline of psychology. Despite the importance of these skills, few psychology undergraduate programmes have undertaken any systematic development, implementation, and evaluation of curriculum activities to foster these graduate skills. The current study reports on the development and implementation of a tutorial programme designed to enhance the critical analysis and problem-solving skills of undergraduate psychology students. Underpinned by collaborative learning and problem-based learning, the tutorial programme was administered to 273 third year undergraduate students in psychology. Latent Growth Curve Modelling revealed that students demonstrated a significant linear increase in self-reported critical analysis and problem-solving skills across the tutorial programme. The findings suggest that the development of inquiry-based curriculum offers important opportunities for psychology undergraduates to develop critical analysis and problem-solving skills. © 2013 The Australian Psychological Society.

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The present work aims at finding a relationship between kinetic models of thermal degradation process with the physiochemical structure of epoxy-clay nanocomposites in order to understand its service temperature. In this work, two different types of modified clays, including clay modified with (3-aminopropyl)triethoxysilane (APTES) and a commercial organoclay, were covalently and non-covalently incorporated into epoxy matrix, respectively. The effect of different concentrations of silanized clay on thermal behaviour of epoxy nanocomposites were first investigated in order to choose the optimum clay concentration. Afterwards, thermal characteristics of the degradation process of epoxy nanocomposites were obtained by TGA analysis and the results were employed to determine the kinetic parameters using model-free isoconversional and model-fitting methods. The obtained kinetic parameters were used to model the entire degradation process. The results showed that the incorporation of the different modified clay into epoxy matrix change the mathematical model of the degradation process, associating with different orientations of clay into epoxy matrix confirming by XRD results. The obtained models for each epoxy nanocomposite systems were used to investigate the dependence of degradation rate and degradation time on temperature and conversion degree. Our results provide an explanation as to how the life time of epoxy and its nanocomposites change in a wide range of operating temperatures as a result of their structural changes.

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This article investigates the impact of sectoral production allocation, energy usage patterns and trade openness on pollutant emissions in a panel consisting of high-, medium- and low-income countries. Extended STIRPAT (Stochastic Impact by Regression on Population, Affluence and Technology) and EKC (Environmental Kuznets Curve) models are conducted to systematically identify these factors driving CO2 emissions in these countries during the period 1980–2010. To this end, the studyemploys three different heterogeneous, dynamic mean group-type linear panel modelsand one nonlinear panel data estimation procedure that allows for cross-sectionaldependence. While affluence, nonrenewable energy consumption and energy intensity variables are found to drive pollutant emissions in linear models, population is also found to be a significant driver in the nonlinear model. Both service sector and agricultural value-added levels play a significant role in reducing pollution levels, whereas industrialisation increases pollution levels. Although the linear model fails totrack any significant impact of trade openness, the nonlinear model finds trade liberalisation to significantly affect emission reduction levels. All of these results suggest that economic development, and especially industrialisation strategies and environmental policies, need to be coordinated to play a greater role in emission reduction due to trade liberalisation.