Maintenance considerations in applied substation reliability assessment

This paper presents a reliability assessment of a substation, part of the Queensland transmission network in Australia. As part of a maintenance considerations, this study utilises the substation reliability assessment package STAREL to quantitatively compare the reliability improvement achieved by two circuit breaker reinforcement alternatives for Swanbank circuit breaker replacement or refurbishment. Substation reliability is interpreted on the basis of outage frequency and outage duration indices for each individual transmission line terminated in Swanbank 'B' substation. By considering the reliability indices in this paper with the cost associated conducted by POWERLINK Queensland, a Swanbank 'B' reinforcement alternative can be selected that optimises both transmission line security and the costs incurred in achieving it.

Key Management in Wireless Sensor Networks

This chapter presents a comparative survey of recent key management (key distribution, discovery, establishment and update) solutions for wireless sensor networks. We consider both distributed and hierarchical sensor network architectures where unicast, multicast and broadcast types of communication take place. Probabilistic, deterministic and hybrid key management solutions are presented, and we determine a set of metrics to quantify their security properties and resource usage such as processing, storage and communication overheads. We provide a taxonomy of solutions, and identify trade-offs in these schemes to conclude that there is no one-size-fits-all solution.

Teamworking for security : the collaborative approach

Collaborative methods are promising tools for solving complex security tasks. In this context, the authors present the security overlay framework CIMD (Collaborative Intrusion and Malware Detection), enabling participants to state objectives and interests for joint intrusion detection and find groups for the exchange of security-related data such as monitoring or detection results accordingly; to these groups the authors refer as detection groups. First, the authors present and discuss a tree-oriented taxonomy for the representation of nodes within the collaboration model. Second, they introduce and evaluate an algorithm for the formation of detection groups. After conducting a vulnerability analysis of the system, the authors demonstrate the validity of CIMD by examining two different scenarios inspired sociology where the collaboration is advantageous compared to the non-collaborative approach. They evaluate the benefit of CIMD by simulation in a novel packet-level simulation environment called NeSSi (Network Security Simulator) and give a probabilistic analysis for the scenarios.

Power system sensitivity analysis considering induction motor loads

Power system operation and planning are facing increasing uncertainties especially with the deregulation process and increasing demand for power. Probabilistic power system stability assessment and probabilistic power system planning have been identified by EPRI as one of the important trends in power system operations and planning. Probabilistic small signal stability assessment studies the impact of system parameter uncertainties on system small disturbance stability characteristics. Researches in this area have covered many uncertainties factors such as controller parameter uncertainties and generation uncertainties. One of the most important factors in power system stability assessment is load dynamics. In this paper, composite load model is used to consider the uncertainties from load parameter uncertainties impact on system small signal stability characteristics. The results provide useful insight into the significant stability impact brought to the system by load dynamics. They can be used to help system operators in system operation and planning analysis.

STALKERBOT : learning to navigate dynamic human environments by following people

Service robots that operate in human environments will accomplish tasks most efficiently and least disruptively if they have the capability to mimic and understand the motion patterns of the people in their workspace. This work demonstrates how a robot can create a humancentric navigational map online, and that this map re ects changes in the environment that trigger altered motion patterns of people. An RGBD sensor mounted on the robot is used to detect and track people moving through the environment. The trajectories are clustered online and organised into a tree-like probabilistic data structure which can be used to detect anomalous trajectories. A costmap is reverse engineered from the clustered trajectories that can then inform the robot's onboard planning process. Results show that the resultant paths taken by the robot mimic expected human behaviour and can allow the robot to respond to altered human motion behaviours in the environment.

On robust face recognition via sparse encoding : the good, the bad, and the ugly

In the field of face recognition, Sparse Representation (SR) has received considerable attention during the past few years. Most of the relevant literature focuses on holistic descriptors in closed-set identification applications. The underlying assumption in SR-based methods is that each class in the gallery has sufficient samples and the query lies on the subspace spanned by the gallery of the same class. Unfortunately, such assumption is easily violated in the more challenging face verification scenario, where an algorithm is required to determine if two faces (where one or both have not been seen before) belong to the same person. In this paper, we first discuss why previous attempts with SR might not be applicable to verification problems. We then propose an alternative approach to face verification via SR. Specifically, we propose to use explicit SR encoding on local image patches rather than the entire face. The obtained sparse signals are pooled via averaging to form multiple region descriptors, which are then concatenated to form an overall face descriptor. Due to the deliberate loss spatial relations within each region (caused by averaging), the resulting descriptor is robust to misalignment & various image deformations. Within the proposed framework, we evaluate several SR encoding techniques: l1-minimisation, Sparse Autoencoder Neural Network (SANN), and an implicit probabilistic technique based on Gaussian Mixture Models. Thorough experiments on AR, FERET, exYaleB, BANCA and ChokePoint datasets show that the proposed local SR approach obtains considerably better and more robust performance than several previous state-of-the-art holistic SR methods, in both verification and closed-set identification problems. The experiments also show that l1-minimisation based encoding has a considerably higher computational than the other techniques, but leads to higher recognition rates.

Design and modeling of collaboration architecture for security

Threats against computer networks evolve very fast and require more and more complex measures. We argue that teams respectively groups with a common purpose for intrusion detection and prevention improve the measures against rapid propagating attacks similar to the concept of teams solving complex tasks known from field of work sociology. Collaboration in this sense is not easy task especially for heterarchical environments. We propose CIMD (collaborative intrusion and malware detection) as a security overlay framework to enable cooperative intrusion detection approaches. Objectives and associated interests are used to create detection groups for exchange of security-related data. In this work, we contribute a tree-oriented data model for device representation in the scope of security. We introduce an algorithm for the formation of detection groups, show realization strategies for the system and conduct vulnerability analysis. We evaluate the benefit of CIMD by simulation and probabilistic analysis.

Inferencing design styles using Baysian Networks

Reasoning with uncertain knowledge and belief has long been recognized as an important research issue in Artificial Intelligence (AI). Several methodologies have been proposed in the past, including knowledge-based systems, fuzzy sets, and probability theory. The probabilistic approach became popular mainly due to a knowledge representation framework called Bayesian networks. Bayesian networks have earned reputation of being powerful tools for modeling complex problem involving uncertain knowledge. Uncertain knowledge exists in domains such as medicine, law, geographical information systems and design as it is difficult to retrieve all knowledge and experience from experts. In design domain, experts believe that design style is an intangible concept and that its knowledge is difficult to be presented in a formal way. The aim of the research is to find ways to represent design style knowledge in Bayesian net works. We showed that these networks can be used for diagnosis (inferences) and classification of design style. The furniture design style is selected as an example domain, however the method can be used for any other domain.

Key distribution mechanisms for wireless sensor networks : a survey

Advances in technology introduce new application areas for sensor networks. Foreseeable wide deployment of mission critical sensor networks creates concerns on security issues. Security of large scale densely deployed and infrastructure less wireless networks of resource limited sensor nodes requires efficient key distribution and management mechanisms. We consider distributed and hierarchical wireless sensor networks where unicast, multicast and broadcast type of communications can take place. We evaluate deterministic, probabilistic and hybrid type of key pre-distribution and dynamic key generation algorithms for distributing pair-wise, group-wise and network-wise keys.

Combinatorial design of key distribution mechanisms for wireless sensor networks

Key distribution is one of the most challenging security issues in wireless sensor networks where sensor nodes are randomly scattered over a hostile territory. In such a sensor deployment scenario, there will be no prior knowledge of post deployment configuration. For security solutions requiring pair wise keys, it is impossible to decide how to distribute key pairs to sensor nodes before the deployment. Existing approaches to this problem are to assign more than one key, namely a key-chain, to each node. Key-chains are randomly drawn from a key-pool. Either two neighbouring nodes have a key in common in their key-chains, or there is a path, called key-path, among these two nodes where each pair of neighbouring nodes on this path has a key in common. Problem in such a solution is to decide on the key-chain size and key-pool size so that every pair of nodes can establish a session key directly or through a path with high probability. The size of the key-path is the key factor for the efficiency of the design. This paper presents novel, deterministic and hybrid approaches based on Combinatorial Design for key distribution. In particular, several block design techniques are considered for generating the key-chains and the key-pools. Comparison to probabilistic schemes shows that our combinatorial approach produces better connectivity with smaller key-chain sizes.

Design and analysis of key management schemes for distributed wireless sensor networks

Secure communications in distributed Wireless Sensor Networks (WSN) operating under adversarial conditions necessitate efficient key management schemes. In the absence of a priori knowledge of post-deployment network configuration and due to limited resources at sensor nodes, key management schemes cannot be based on post-deployment computations. Instead, a list of keys, called a key-chain, is distributed to each sensor node before the deployment. For secure communication, either two nodes should have a key in common in their key-chains, or they should establish a key through a secure-path on which every link is secured with a key. We first provide a comparative survey of well known key management solutions for WSN. Probabilistic, deterministic and hybrid key management solutions are presented, and they are compared based on their security properties and re-source usage. We provide a taxonomy of solutions, and identify trade-offs in them to conclude that there is no one size-fits-all solution. Second, we design and analyze deterministic and hybrid techniques to distribute pair-wise keys to sensor nodes before the deployment. We present novel deterministic and hybrid approaches based on combinatorial design theory and graph theory for deciding how many and which keys to assign to each key-chain before the sensor network deployment. Performance and security of the proposed schemes are studied both analytically and computationally. Third, we address the key establishment problem in WSN which requires key agreement algorithms without authentication are executed over a secure-path. The length of the secure-path impacts the power consumption and the initialization delay for a WSN before it becomes operational. We formulate the key establishment problem as a constrained bi-objective optimization problem, break it into two sub-problems, and show that they are both NP-Hard and MAX-SNP-Hard. Having established inapproximability results, we focus on addressing the authentication problem that prevents key agreement algorithms to be used directly over a wireless link. We present a fully distributed algorithm where each pair of nodes can establish a key with authentication by using their neighbors as the witnesses.

Provision of customer knowledge to supply chains

Knowledge about customers is vital for supply chains in order to ensure customer satisfaction. In an ideal supply chain environment, supply chain partners are able to perform planning tasks collaboratively, because they share information. However, customers are not always able or willing to share information with their suppliers. End consumers, on the one hand, do not usually provide a retail company with demand information. On the other hand, industrial customers might consciously hide information. Wherever a supply chain is not provided with demand forecast information, it needs to derive these demand forecasts by other means. Customer Relationship Management provides a set of tools to overcome informational uncertainty. We show how CRM and SCM information can be integrated on the conceptual as well as technical levels in order to provide supply chain managers with relevant information.

Surgical site infection prevention following total hip arthroplasty in Australia : a cost-effectiveness analysis

Background: Surgical site infection (SSI) is associated with substantial costs for health services, reduced quality of life, and functional outcomes. The aim of this study was to evaluate the cost-effectiveness of strategies claiming to reduce the risk of SSI in hip arthroplasty in Australia. Methods: Baseline use of antibiotic prophylaxis (AP) was compared with no antibiotic prophylaxis (no AP), antibiotic-impregnated cement (AP þ ABC), and laminar air operating rooms (AP þ LOR). A Markov model was used to simulate long-term health and cost outcomes of a hypothetical cohort of 30,000 total hip arthroplasty patients from a health services perspective. Model parameters were informed by the best available evidence. Uncertainty was explored in probabilistic sensitivity and scenario analyses. Results: Stopping the routine use of AP resulted in over Australian dollars (AUD) $1.5 million extra costs and a loss of 163 quality-adjusted life years (QALYs). Using antibiotic cement in addition to AP (AP þ ABC)generated an extra 32 QALYs while saving over AUD $123,000. The use of laminar air operating rooms combined with routine AP (AP þ LOR) resulted in an AUD $4.59 million cost increase and 127 QALYs lost compared with the baseline comparator. Conclusion: Preventing deep SSI with antibiotic prophylaxis and antibiotic-impregnated cement has shown to improve health outcomes among hospitalized patients, save lives, and enhance resource allocation. Based on this evidence, the use of laminar air operating rooms is not recommended.

Using a Bayesian network to model colonisation with Vancomycin Resistant Enterococcus (VRE)

Objective: Effective management of multi-resistant organisms is an important issue for hospitals both in Australia and overseas. This study investigates the utility of using Bayesian Network (BN) analysis to examine relationships between risk factors and colonization with Vancomycin Resistant Enterococcus (VRE). Design: Bayesian Network Analysis was performed using infection control data collected over a period of 36 months (2008-2010). Setting: Princess Alexandra Hospital (PAH), Brisbane. Outcome of interest: Number of new VRE Isolates Methods: A BN is a probabilistic graphical model that represents a set of random variables and their conditional dependencies via a directed acyclic graph (DAG). BN enables multiple interacting agents to be studied simultaneously. The initial BN model was constructed based on the infectious disease physician‟s expert knowledge and current literature. Continuous variables were dichotomised by using third quartile values of year 2008 data. BN was used to examine the probabilistic relationships between VRE isolates and risk factors; and to establish which factors were associated with an increased probability of a high number of VRE isolates. Software: Netica (version 4.16). Results: Preliminary analysis revealed that VRE transmission and VRE prevalence were the most influential factors in predicting a high number of VRE isolates. Interestingly, several factors (hand hygiene and cleaning) known through literature to be associated with VRE prevalence, did not appear to be as influential as expected in this BN model. Conclusions: This preliminary work has shown that Bayesian Network Analysis is a useful tool in examining clinical infection prevention issues, where there is often a web of factors that influence outcomes. This BN model can be restructured easily enabling various combinations of agents to be studied.

Essays on volatility and liquidity in financial markets

The price formation of financial assets is a complex process. It extends beyond the standard economic paradigm of supply and demand to the understanding of the dynamic behavior of price variability, the price impact of information, and the implications of trading behavior of market participants on prices. In this thesis, I study aggregate market and individual assets volatility, liquidity dimensions, and causes of mispricing for US equities over a recent sample period. How volatility forecasts are modeled, what determines intradaily jumps and causes changes in intradaily volatility and what drives the premium of traded equity indexes? Are they induced, for example, by the information content of lagged volatility and return parameters or by macroeconomic news, changes in liquidity and volatility? Besides satisfying our intellectual curiosity, answers to these questions are of direct importance to investors developing trading strategies, policy makers evaluating macroeconomic policies and to arbitrageurs exploiting mispricing in exchange-traded funds. Results show that the leverage effect and lagged absolute returns improve forecasts of continuous components of daily realized volatility as well as jumps. Implied volatility does not subsume the information content of lagged returns in forecasting realized volatility and its components. The reported results are linked to the heterogeneous market hypothesis and demonstrate the validity of extending the hypothesis to returns. Depth shocks, signed order flow, the number of trades, and resiliency are the most important determinants of intradaily volatility. In contrast, spread shock and resiliency are predictive of signed intradaily jumps. There are fewer macroeconomic news announcement surprises that cause extreme price movements or jumps than those that elevate intradaily volatility. Finally, the premium of exchange-traded funds is significantly associated with momentum in net asset value and a number of liquidity parameters including the spread, traded volume, and illiquidity. The mispricing of industry exchange traded funds suggest that limits to arbitrage are driven by potential illiquidity.