406 resultados para Optimal Portfolio Selection


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The flying capacitor multicell inverter (FCMI) possesses natural balancing property. With the phase-shifted (PS) carrier-based scheme, natural balancing can be achieved in a straightforward manner. However, to achieve natural balancing with the harmonically optimal phase-disposition (PD) carrierbased scheme, the conventional approaches require (n-1) x (n-1) trapezoidal carrier signals for an n-level inverter, which is (n-1) x (n-2) times more than that in the standard PD scheme. This paper proposes two improved natural balancing strategies for FMI under PD scheme, which use the same (n-1) carrier signals as used in the standard PD scheme. In the first scheme, on-line detection is performed of the band in which the modulation signal is located, corresponding period number of the carrier, and rising or falling half cycle of the carrier waveform to generate the switching signals based on certain rules. In the second strategy, the output voltage level selection is first processed and the switching signals are then generated according to a rule based on preferential cell selection algorithm. These methods are easy to use and can be simply implemented as compared to the other available methods. Simulation and experimental results are presented for a five-level inverter to verify these proposed schemes.

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In 2008, a three-year pilot ‘pay for performance’ (P4P) program, known as ‘Clinical Practice Improvement Payment’ (CPIP) was introduced into Queensland Health (QHealth). QHealth is a large public health sector provider of acute, community, and public health services in Queensland, Australia. The organisation has recently embarked on a significant reform agenda including a review of existing funding arrangements (Duckett et al., 2008). Partly in response to this reform agenda, a casemix funding model has been implemented to reconnect health care funding with outcomes. CPIP was conceptualised as a performance-based scheme that rewarded quality with financial incentives. This is the first time such a scheme has been implemented into the public health sector in Australia with a focus on rewarding quality, and it is unique in that it has a large state-wide focus and includes 15 Districts. CPIP initially targeted five acute and community clinical areas including Mental Health, Discharge Medication, Emergency Department, Chronic Obstructive Pulmonary Disease, and Stroke. The CPIP scheme was designed around key concepts including the identification of clinical indicators that met the set criteria of: high disease burden, a well defined single diagnostic group or intervention, significant variations in clinical outcomes and/or practices, a good evidence, and clinician control and support (Ward, Daniels, Walker & Duckett, 2007). This evaluative research targeted Phase One of implementation of the CPIP scheme from January 2008 to March 2009. A formative evaluation utilising a mixed methodology and complementarity analysis was undertaken. The research involved three research questions and aimed to determine the knowledge, understanding, and attitudes of clinicians; identify improvements to the design, administration, and monitoring of CPIP; and determine the financial and economic costs of the scheme. Three key studies were undertaken to ascertain responses to the key research questions. Firstly, a survey of clinicians was undertaken to examine levels of knowledge and understanding and their attitudes to the scheme. Secondly, the study sought to apply Statistical Process Control (SPC) to the process indicators to assess if this enhanced the scheme and a third study examined a simple economic cost analysis. The CPIP Survey of clinicians elicited 192 clinician respondents. Over 70% of these respondents were supportive of the continuation of the CPIP scheme. This finding was also supported by the results of a quantitative altitude survey that identified positive attitudes in 6 of the 7 domains-including impact, awareness and understanding and clinical relevance, all being scored positive across the combined respondent group. SPC as a trending tool may play an important role in the early identification of indicator weakness for the CPIP scheme. This evaluative research study supports a previously identified need in the literature for a phased introduction of Pay for Performance (P4P) type programs. It further highlights the value of undertaking a formal risk assessment of clinician, management, and systemic levels of literacy and competency with measurement and monitoring of quality prior to a phased implementation. This phasing can then be guided by a P4P Design Variable Matrix which provides a selection of program design options such as indicator target and payment mechanisms. It became evident that a clear process is required to standardise how clinical indicators evolve over time and direct movement towards more rigorous ‘pay for performance’ targets and the development of an optimal funding model. Use of this matrix will enable the scheme to mature and build the literacy and competency of clinicians and the organisation as implementation progresses. Furthermore, the research identified that CPIP created a spotlight on clinical indicators and incentive payments of over five million from a potential ten million was secured across the five clinical areas in the first 15 months of the scheme. This indicates that quality was rewarded in the new QHealth funding model, and despite issues being identified with the payment mechanism, funding was distributed. The economic model used identified a relative low cost of reporting (under $8,000) as opposed to funds secured of over $300,000 for mental health as an example. Movement to a full cost effectiveness study of CPIP is supported. Overall the introduction of the CPIP scheme into QHealth has been a positive and effective strategy for engaging clinicians in quality and has been the catalyst for the identification and monitoring of valuable clinical process indicators. This research has highlighted that clinicians are supportive of the scheme in general; however, there are some significant risks that include the functioning of the CPIP payment mechanism. Given clinician support for the use of a pay–for-performance methodology in QHealth, the CPIP scheme has the potential to be a powerful addition to a multi-faceted suite of quality improvement initiatives within QHealth.

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We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

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Some of my most powerful spiritual experiences have come from the splendorous and sublime sounding hymns performed by a choir and church organ at the traditional Anglican church I’ve attended since I was very young. In the later stage of my life, my pursuit of education in the field of engineering caused me to move to Australia where I regularly attended a contemporary evangelical church and subsequently became a music director in the faith community. This environmental and cultural shift altered my perception and musical experiences of Christian music and led me to enquire about the relationship between Christian liturgy and church music. Throughout history church musicians and composers have synthesised the theological, congregational, cultural and musical aspects of church liturgy. Many great composers have taken into account the conditions surrounding the process of sacred composition and arrangement of music to enhance the experience of religious ecstasy – they sought resonances with Christian values and beliefs to draw congregational participation into the light of praising and glorifying God. As a music director in an evangelical church this aspiration has become one I share. I hope to identify and define the qualities of these resonances that have been successful and apply them to my own practice. Introduction and Structure of the Thesis In this study I will examine four purposively selected excerpts of Christian church vocal music combining theomusicological and semiotic analysis to help identify guidelines that might be useful in my practice as a church music director. The four musical excerpts have been selected based upon their sustained musical and theological impact over time, and their ability to affect ecstatic responses from congregations. This thesis documents a personal journey through analysis of music and uses a context that draws upon ethno-musicological, theological and semiotic tools that lead to a preliminary framework and principles which can then be applied to the identified qualities of resonance in church music today. The thesis is comprised of four parts. Part 1 presents a literature study on the relationship between sacred music, the effects of religious ecstasy and the Christian church. Multiple lenses on this phenomenon are drawn from the viewpoints of prominent western church historians, Biblical theologians, and philosophers. The literature study continues in Part 2, where the role of embodiment is examined from the current perspective of cognitive learning environments. This study offers a platform for a critical reflection on two distinctive musical liturgical systems that have treated differently the notion of embodied understanding amidst a shifting church paradigm. This allows an in-depth theological and philosophical understanding of the liturgical conditions around sacred music-making that relates to the monistic and dualistic body/mind. Part 3 involves undertaking a theomusicological methodology that utilises creative case studies of four purposively selected spiritual pieces. A semiotic study focuses on specific sections of sacred vocal works that express the notions of ‘praise’ and ‘glorification’, particularly in relation to these effects,which combine an analysis of theological perspectives around religious ecstasy and particular spiritual themes. Part 4 presents the critiques and findings gathered from the study that incorporate theoretical and technological means to analyse the purposive selected musical artefact, particularly with the sonic narratives expressing notions of ‘Praise' and 'Glory’. The musical findings are further discussed in relation to the notion of resonance, and then a conceptual framework for the role of contemporary musicdirector is proposed. The musical and Christian terminologies used in the thesis are explained in the glossary, and the appendices includes tables illustrating the musical findings, conducted surveys, written musical analyses and audio examples of selected sacred pieces available on the enclosed compact disc.

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Introduction: Why we need to base childrens’ sport and physical education on the principles of dynamical systems theory and ecological psychology As the childhood years are crucial for developing many physical skills as well as establishing the groundwork leading to lifelong participation in sport and physical activities, (Orlick & Botterill, 1977, p. 11) it is essential to examine current practice to make sure it is meeting the needs of children. In recent papers (e.g. Renshaw, Davids, Chow & Shuttleworth, in press; Renshaw, Davids, Chow & Hammond, in review; Chow et al., 2009) we have highlighted that a guiding theoretical framework is needed to provide a principled approach to teaching and coaching and that the approach must be evidence- based and focused on mechanism and not just on operational issues such as practice, competition and programme management (Lyle, 2002). There is a need to demonstrate how nonlinear pedagogy underpins teaching and coaching practice for children given that some of the current approaches underpinning children’s sport and P.E. may not be leading to optimal results. For example, little time is spent undertaking physical activities (Tinning, 2006) and much of this practice is not representative of the competition demands of the performance environment (Kirk & McPhail, 2002; Renshaw et al., 2008). Proponents of a non- linear pedagogy advocate the design of practice by applying key concepts such as the mutuality of the performer and environment, the tight coupling of perception and action, and the emergence of movement solutions due to self organisation under constraints (see Renshaw, et al., in press). As skills are shaped by the unique interacting individual, task and environmental constraints in these learning environments, small changes to individual structural (e.g. factors such as height or limb length) or functional constraints (e.g. factors such as motivation, perceptual skills, strength that can be acquired), task rules, equipment, or environmental constraints can lead to dramatic changes in movement patterns adopted by learners to solve performance problems. The aim of this chapter is to provide real life examples for teachers and coaches who wish to adopt the ideas of non- linear pedagogy in their practice. Specifically, I will provide examples related to specific issues related to individual constraints in children and in particular the unique challenges facing coaches when individual constraints are changing due to growth and development. Part two focuses on understanding how cultural environmental constraints impact on children’s sport. This is an area that has received very little attention but plays a very important part in the long- term development of sporting expertise. Finally, I will look at how coaches can manipulate task constraints to create effective learning environments for young children.

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In this paper, a comprehensive planning methodology is proposed that can minimize the line loss, maximize the reliability and improve the voltage profile in a distribution network. The injected active and reactive power of Distributed Generators (DG) and the installed capacitor sizes at different buses and for different load levels are optimally controlled. The tap setting of HV/MV transformer along with the line and transformer upgrading is also included in the objective function. A hybrid optimization method, called Hybrid Discrete Particle Swarm Optimization (HDPSO), is introduced to solve this nonlinear and discrete optimization problem. The proposed HDPSO approach is a developed version of DPSO in which the diversity of the optimizing variables is increased using the genetic algorithm operators to avoid trapping in local minima. The objective function is composed of the investment cost of DGs, capacitors, distribution lines and HV/MV transformer, the line loss, and the reliability. All of these elements are converted into genuine dollars. Given this, a single-objective optimization method is sufficient. The bus voltage and the line current as constraints are satisfied during the optimization procedure. The IEEE 18-bus test system is modified and employed to evaluate the proposed algorithm. The results illustrate the unavoidable need for optimal control on the DG active and reactive power and capacitors in distribution networks.

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Green energy is one of the key factors, driving down electricity bill and zero carbon emission generating electricity to green building. However, the climate change and environmental policies are accelerating people to use renewable energy instead of coal-fired (convention type) energy for green building that energy is not environmental friendly. Therefore, solar energy is one of the clean energy solving environmental impact and paying less in electricity fee. The method of solar energy is collecting sun from solar array and saves in battery from which provides necessary electricity to whole house with zero carbon emission. However, in the market a lot of solar arrays suppliers, the aims of this paper attempted to use superiority and inferiority multi-criteria ranking (SIR) method with 13 constraints establishing I-flows and S-flows matrices to evaluate four alternatives solar energies and determining which alternative is the best, providing power to sustainable building. Furthermore, SIR is well-known structured approach of multi-criteria decision support tools and gradually used in construction and building. The outcome of this paper significantly gives an indication to user selecting solar energy.

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We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate is governed by the quality of the error estimate. We consider several penalty functions, involving error estimates on independent test data, empirical VC dimension, empirical VC entropy, and margin-based quantities. We also consider the maximal difference between the error on the first half of the training data and the second half, and the expected maximal discrepancy, a closely related capacity estimate that can be calculated by Monte Carlo integration. Maximal discrepancy penalty functions are appealing for pattern classification problems, since their computation is equivalent to empirical risk minimization over the training data with some labels flipped.

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This paper considers an aircraft collision avoidance design problem that also incorporates design of the aircraft’s return-to-course flight. This control design problem is formulated as a non-linear optimal-stopping control problem; a formulation that does not require a prior knowledge of time taken to perform the avoidance and return-to-course manoeuvre. A dynamic programming solution to the avoidance and return-to-course problem is presented, before a Markov chain numerical approximation technique is described. Simulation results are presented that illustrate the proposed collision avoidance and return-to-course flight approach.

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In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

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In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

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A number of learning problems can be cast as an Online Convex Game: on each round, a learner makes a prediction x from a convex set, the environment plays a loss function f, and the learner’s long-term goal is to minimize regret. Algorithms have been proposed by Zinkevich, when f is assumed to be convex, and Hazan et al., when f is assumed to be strongly convex, that have provably low regret. We consider these two settings and analyze such games from a minimax perspective, proving minimax strategies and lower bounds in each case. These results prove that the existing algorithms are essentially optimal.