A smooth transition logit model of the effects of deregulation in the electricity market

This paper introduces the smooth transition logit (STL) model that is designed to detect and model situations in which there is structural change in the behaviour underlying the latent index from which the binary dependent variable is constructed. The maximum likelihood estimators of the parameters of the model are derived along with their asymptotic properties, together with a Lagrange multiplier test of the null hypothesis of linearity in the underlying latent index. The development of the STL model is motivated by the desire to assess the impact of deregulation in the Queensland electricity market and ascertain whether increased competition has resulted in significant changes in the behaviour of the spot price of electricity, specifically with respect to the occurrence of periodic abnormally high prices. The model allows the timing of any change to be endogenously determined and also market participants' behaviour to change gradually over time. The main results provide clear evidence in support of a structural change in the nature of price events, and the endogenously determined timing of the change is consistent with the process of deregulation in Queensland.

Numerical treatment of a two-dimensional variable-order fractional nonlinear reaction-diffusion model

A two-dimensional variable-order fractional nonlinear reaction-diffusion model is considered. A second-order spatial accurate semi-implicit alternating direction method for a two-dimensional variable-order fractional nonlinear reaction-diffusion model is proposed. Stability and convergence of the semi-implicit alternating direct method are established. Finally, some numerical examples are given to support our theoretical analysis. These numerical techniques can be used to simulate a two-dimensional variable order fractional FitzHugh-Nagumo model in a rectangular domain. This type of model can be used to describe how electrical currents flow through the heart, controlling its contractions, and are used to ascertain the effects of certain drugs designed to treat arrhythmia.

Modal parameters identification of heavy-haul railway RC bridges: Experience acquired

Traditionally, it is not easy to carry out tests to identify modal parameters from existing railway bridges because of the testing conditions and complicated nature of civil structures. A six year (2007-2012) research program was conducted to monitor a group of 25 railway bridges. One of the tasks was to devise guidelines for identifying their modal parameters. This paper presents the experience acquired from such identification. The modal analysis of four representative bridges of this group is reported, which include B5, B15, B20 and B58A, crossing the Carajás railway in northern Brazil using three different excitations sources: drop weight, free vibration after train passage, and ambient conditions. To extract the dynamic parameters from the recorded data, Stochastic Subspace Identification and Frequency Domain Decomposition methods were used. Finite-element models were constructed to facilitate the dynamic measurements. The results show good agreement between the measured and computed natural frequencies and mode shapes. The findings provide some guidelines on methods of excitation, record length of time, methods of modal analysis including the use of projected channel and harmonic detection, helping researchers and maintenance teams obtain good dynamic characteristics from measurement data.

Differences in trunk accelerometry between frail and non-frail elderly persons in functional tasks

Background Physical conditions through gait and other functional task are parameters to consider for frailty detection. The aim of the present study is to measure and describe the variability of acceleration, angular velocity and trunk displacement in the ten meter Extended Timed Get-Up-and-Go test in two groups of frail and non-frail elderly people through instrumentation with the iPhone4® smartphone. Secondly, to analyze the differences and performance of the variance between the study groups (frail and non-frail). This is a cross-sectional study of 30 subjects aged over 65 years, 14 frail subjects and 16 non-frail subjects. Results The highest difference between groups in the Sit-to-Stand and Stand-to-Sit subphases was in the y axis (vertical vector). The minimum acceleration in the Stand-to-Sit phase was -2.69 (-4.17 / -0.96) m/s2 frail elderly versus -8.49 (-12.1 / -5.23) m/s2 non-frail elderly, p < 0.001. In the Gait Go and Gait Come subphases the biggest differences found between the groups were in the vertical axis: -2.45 (-2.77 /-1.89) m/s2 frail elderly versus -5.93 (-6.87 / -4.51) m/s2 non-frail elderly, p < 0.001. Finally, with regards to the turning subphase, the statistically significant differences found between the groups were greater in the data obtained from the gyroscope than from the accelerometer (the gyroscope data for the mean maximum peak value for Yaw movement angular velocity in the frail elderly was specifically 25.60°/s, compared to 112.8°/s for the non-frail elderly, p < 0.05). Conclusions The inertial sensor fitted in the iPhone4® is capable of studying and analyzing the kinematics of the different subphases of the Extended Timed Up and Go test in frail and non-frail elderly people. For the Extended Timed Up and Go test, this device allows more sensitive differentiation between population groups than the traditionally used variable, namely time.

Use of modal flexibility method to detect damage in suspended cables and the effects of cable parameters

Modal flexibility is a widely accepted technique to detect structural damage using vibration characteristics. Its application to detect damage in long span large diameter cables such as those used in suspension bridge main cables has not received much attention. This paper uses the modal flexibility method incorporating two damage indices (DIs) based on lateral and vertical modes to localize damage in such cables. The competency of those DIs in damage detection is tested by the numerically obtained vibration characteristics of a suspended cable in both intact and damaged states. Three single damage cases and one multiple damage case are considered. The impact of random measurement noise in the modal data on the damage localization capability of these two DIs is next examined. Long span large diameter cables are characterized by the two critical cable parameters named bending stiffness and sag-extensibility. The influence of these parameters in the damage localization capability of the two DIs is evaluated by a parametric study with two single damage cases. Results confirm that the damage index based on lateral vibration modes has the ability to successfully detect and locate damage in suspended cables with 5% noise in modal data for a range of cable parameters. This simple approach therefore can be extended for timely damage detection in cables of suspension bridges and thereby enhance their service during their life spans.

Investigating the population structure of Queensland invasive Streptococcus pneumoniae isolates in children: Using a modified multi-locus variable number of tandem repeat analysis and a novel minimum SNPs capsular typing method

This research investigated the use of DNA fingerprinting to characterise the bacteria Streptococcus pneumoniae or pneumococcus, and hence gain insight into the development of new vaccines or antibiotics. Different bacterial DNA fingerprinting methods were studied, and a novel method was developed and validated, which characterises different cell coatings that pneumococci produce. This method was used to study the epidemiology of pneumococci in Queensland before and after the introduction of the current pneumococcal vaccine. This study demonstrated that pneumococcal disease is highly prevalent in children under four years, that the bacteria can `switch' its cell coating to evade the vaccine, and that some DNA fingerprinting methods are more discriminatory than others. This has an impact on understanding which strains are more prone to cause invasive disease. Evidence of the excellent research findings have been published in high impact internationally refereed journals.

Prognostic value of biochemical liver parameters in neonatal sepsis-associated cholestasis

Aims The aim of the study was to evaluate the significance of total bilirubin, aspartate transaminase (AST), alanine transaminase and gamma-glutamyltransferase (GGT) for predicting outcome in sepsis-associated cholestasis. Methods: A retrospective cohort review of the hospital records was performed in 181 neonates admitted to the Neonatal Care Unit. A comparison was performed between subjects with low and high liver values based on cut-off values from ROC analysis. We defined poor prognosis to be when a subject had prolonged cholestasis of more than 3.5 months, developed severe sepsis, septic shock or had a fatal outcome. Results: The majority of the subjects were male (56%), preterm (56%) and had early onset sepsis (73%). The poor prognosis group had lower initial values of GGT compared with the good prognosis group (P = 0.003). Serum GGT (cut-off value of 85.5 U/L) and AST (cut-off value of 51 U/L) showed significant correlation with the outcome following multivariate analysis. The odds ratio (OR) of low GGT and high AST were OR 4.3 (95% CI:1.6 to11.8) and OR 2.9 (95% CI:1.1 to 8), respectively, for poor prognosis. In subjects with normal AST values, those with low GGT value had relative risk of 2.52 (95% CI:1.4 to 3.5) for poorer prognosis compared with those with normal or high GGT. Conclusion: Serum GGT and AST values can be used to predict the prognosis of patients with sepsis-associated cholestasis

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Calibration, estimation, and sampling issues of car-following parameters

Drivers behave in different ways, and these different behaviors are a cause of traffic disturbances. A key objective for simulation tools is to correctly reproduce this variability, in particular for car-following models. From data collection to the sampling of realistic behaviors, a chain of key issues must be addressed. This paper discusses data filtering, robustness of calibration, correlation between parameters, and sampling techniques of acceleration-time continuous car-following models. The robustness of calibration is systematically investigated with an objective function that allows confidence regions around the minimum to be obtained. Then, the correlation between sets of calibrated parameters and the validity of the joint distributions sampling techniques are discussed. This paper confirms the need for adapted calibration and sampling techniques to obtain realistic sets of car-following parameters, which can be used later for simulation purposes.

Influential parameters on particle concentration and size distribution in the mainstream of e-cigarettes

Electronic cigarette-generated mainstream aerosols were characterized in terms of particle number concentrations and size distributions through a Condensation Particle Counter and a Fast Mobility Particle Sizer spectrometer, respectively. A thermodilution system was also used to properly sample and dilute the mainstream aerosol. Different types of electronic cigarettes, liquid flavors, liquid nicotine contents, as well as different puffing times were tested. Conventional tobacco cigarettes were also investigated. The total particle number concentration peak (for 2-s puff), averaged across the different electronic cigarette types and liquids, was measured equal to 4.39 ± 0.42 × 109 part. cm−3, then comparable to the conventional cigarette one (3.14 ± 0.61 × 109 part. cm−3). Puffing times and nicotine contents were found to influence the particle concentration, whereas no significant differences were recognized in terms of flavors and types of cigarettes used. Particle number distribution modes of the electronic cigarette-generated aerosol were in the 120–165 nm range, then similar to the conventional cigarette one.

The effect of thermal radiation on the natural convection boundary layer flow over a wavy horizontal surface

In this article, natural convection boundary layer flow is investigated over a semi-infinite horizontal wavy surface. Such an irregular (wavy) surface is used to exchange heat with an external radiating fluid which obeys Rosseland diffusion approximation. The boundary layer equations are cast into dimensionless form by introducing appropriate scaling. Primitive variable formulations (PVF) and stream function formulations (SFF) are independently used to transform the boundary layer equations into convenient form. The equations obtained from the former formulations are integrated numerically via implicit finite difference iterative scheme whereas equations obtained from lateral formulations are simulated through Keller-box scheme. To validate the results, solutions produced by above two methods are compared graphically. The main parameters: thermal radiation parameter and amplitude of the wavy surface are discussed categorically in terms of shear stress and rate of heat transfer. It is found that wavy surface increases heat transfer rate compared to the smooth wall. Thus optimum heat transfer is accomplished when irregular surface is considered. It is also established that high amplitude of the wavy surface in the boundary layer leads to separation of fluid from the plate.

Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions

The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

Estimation of the time of a linear trend in monitoring survival time

Change point estimation is recognized as an essential tool of root cause analyses within quality control programs as it enables clinical experts to search for potential causes of change in hospital outcomes more effectively. In this paper, we consider estimation of the time when a linear trend disturbance has occurred in survival time following an in-control clinical intervention in the presence of variable patient mix. To model the process and change point, a linear trend in the survival time of patients who underwent cardiac surgery is formulated using hierarchical models in a Bayesian framework. The data are right censored since the monitoring is conducted over a limited follow-up period. We capture the effect of risk factors prior to the surgery using a Weibull accelerated failure time regression model. We use Markov Chain Monte Carlo to obtain posterior distributions of the change point parameters including the location and the slope size of the trend and also corresponding probabilistic intervals and inferences. The performance of the Bayesian estimator is investigated through simulations and the result shows that precise estimates can be obtained when they are used in conjunction with the risk-adjusted survival time cumulative sum control chart (CUSUM) control charts for different trend scenarios. In comparison with the alternatives, step change point model and built-in CUSUM estimator, more accurate and precise estimates are obtained by the proposed Bayesian estimator over linear trends. These superiorities are enhanced when probability quantification, flexibility and generalizability of the Bayesian change point detection model are also considered.

Quality of life in children with Crohn disease

Objectives: Quality of life (QOL) is reportedly poor in children with Crohn disease (CD) but improves with increasing disease duration. This article aims to detail QOL in a cohort of Australian children with CD in relation to disease duration, disease activity, and treatment. MATERIALS AND METHODS: QOL, assessed using the IMPACT-III questionnaire, and disease activity measures, assessed using the Pediatric Crohn's Disease Activity Index (PCDAI), were available in 41 children with CD. For this cohort, a total of 186 measurements of both parameters were available. Results: QOL was found to be significantly lower, and disease activity significantly higher (F = 31.1, P = 0.00), in patients within 6 months of their diagnosis compared with those up to 2.5 years, up to 5 years, and beyond 5 years since diagnosis. Higher disease activity was associated with poorer QOL (r =-0.51, P = 0.00). Total QOL was highest in children on nil medications and lowest in children on enteral nutrition. The PCDAI (t =-6.0, P = 0.00) was a significant predictor of QOL, with the clinical history (t =-6.9, P = 0.00) and examination (t =-2.9, P = 0.01) sections of the PCDAI significantly predicting QOL. Disease duration, age, or sex was neither related to nor significant predictors of QOL, but height z score and type of treatment approached significance. Conclusions: Children with CD within 6 months of their diagnosis have impaired QOL compared with those diagnosed beyond 6 months. These patients, along with those with growth impairment, ongoing elevated disease activity with abdominal pain, diarrhoea and/or perirectal and extraintestinal complications, may benefit from regular assessments of QOL as part of their clinical treatment. © 2010 by European Society for Pediatric Gastroenterology, Hepatology, and Nutrition and North American Society for Pediatric Gastroenterology, Hepatology, and Nutrition.