Evaluating Specification Tests for Markov-Switching Time-Series Models

We evaluate the performance of several specification tests for Markov regime-switching time-series models. We consider the Lagrange multiplier (LM) and dynamic specification tests of Hamilton (1996) and Ljung–Box tests based on both the generalized residual and a standard-normal residual constructed using the Rosenblatt transformation. The size and power of the tests are studied using Monte Carlo experiments. We find that the LM tests have the best size and power properties. The Ljung–Box tests exhibit slight size distortions, though tests based on the Rosenblatt transformation perform better than the generalized residual-based tests. The tests exhibit impressive power to detect both autocorrelation and autoregressive conditional heteroscedasticity (ARCH). The tests are illustrated with a Markov-switching generalized ARCH (GARCH) model fitted to the US dollar–British pound exchange rate, with the finding that both autocorrelation and GARCH effects are needed to adequately fit the data.

Public health and clinical dilemmas resulting from imprecise vitamin D tests

Objective: To determine whether there are clinical and public health dilemmas resulting from the reproducibility of routine vitamin D assays. Methods: Blinded agreement studies were conducted in eight clinical laboratories using two commonly used assays to measure serum 25-hydroxyvitamin D (25(OH)D) levels in Australasia and Canada (DiaSorin Radioimmunoassay (RIA) and DiaSorin LIAISON® one). Results: Only one laboratory measured 25(OH)D with excellent precision. Replicate 25(OH)D measurements varied by up to 97% and 15% of paired results differed by more than 50%. Thirteen percent of subjects received one result indicating insufficiency [25-50 nmol/l] and another suggesting adequacy [>50 nmol/l]). Agreement ranged from poor to excellent for laboratories using the manual RIA, while the precision of the semi-automated Liaison® system was consistently poor. Conclusions: Recent interest in the relevance of vitamin D to human health has increased demand for 25(OH)D testing and associated costs. Our results suggest clinicians and public health authorities are making decisions about treatment or changes to public health policy based on imprecise data. Clinicians, researchers and policy makers should be made aware of the imprecision of current 25(OH)D testing so that they exercise caution when using these assays for clinical practice, and when interpreting the findings of epidemiological studies based on vitamin D levels measured using these assays. Development of a rapid, reproducible, accurate and robust assay should be a priority due to interest in populationbased screening programs and research to inform public health policy about the amount of sun exposure required for human health. In the interim, 25(OH)D results should routinely include a statement of measurement uncertainty.

Experimental tests on structural members fabricated from high strength steel materials

Typical high strength steels (HSS) have exceptional high strengths with improved weldability making the material attractive in modern steel constructions. However, due to lack of understanding, most of the current steel design standards are limited to conventional low strength steels (LSS, i.e. fy ≤ 450 MPa). This paper presents the details of full-scale experimental tests on short beams fabricated from BISPLATE80 HSS materials (nominal fy = 690 MPa). The various slenderness ratios of the plate elements in the test specimens were chosen in the range near the current yield limit (AS4100-1998, etc.). The experimental studies presented in this paper have produced a better understanding of the structural behaviour of HSS members subjected to local instabilities. Comparisons have also presented in the paper regarding to the design predictions from the current steel standards (AS4100-1998). This study has enabled to provide a series of proposals for proper assessment of plate slenderness limits for structural members made of representative HSS materials. This research work also enables the inclusion of further versions in the steel design specifications for typical HSS materials to be used in buildings and bridges. This paper also presents a distribution model of residual stresses in the longitudinal direction for typical HSS I-sections.

Full scale fire tests of a new light gauge steel floor-ceiling system

Cold-formed steel members can be assembled in various combinations to provide cost-efficient and safe light gauge floor systems for buildings. Such Light gauge Steel Framing (LSF) systems are widely accepted in industrial and commercial building construction. An example application is in floor-ceiling systems. Light gauge steel floor-ceiling systems must be designed to serve as fire compartment boundaries and provide adequate fire resistance. Fire-rated floor-ceiling assemblies formed with new materials and construction methodologies have been increasingly used in buildings. However, limited research has been undertaken in the past and hence a thorough understanding of their fire resistance behaviour is not available. Recently a new composite floor-ceiling system has been developed to provide higher fire rating under standard fire conditions. But its increased fire rating could not be determined using the currently available design methods. Therefore a research project was carried out to investigate its structural and fire resistance behaviour under standard fire conditions. In this research project full scale experimental tests of the new LSF floor system based on a composite ceiling unit were undertaken using a gas furnace at the Queensland University of Technology. Both the conventional and the new steel floor-ceiling systems were tested under structural and fire loads. Full scale fire tests provided a good understanding of the fire behaviour of the LSF floor-ceiling systems and confirmed the superior performance of the new composite system. This paper presents the details of this research into the structural and fire behaviour of light gauge steel floor systems protected by the new composite panel, and the results.

Performance tests for visual servo control systems, with application to partitioned approaches to visual servo control

Visual servoing has been a viable method of robot manipulator control for more than a decade. Initial developments involved positionbased visual servoing (PBVS), in which the control signal exists in Cartesian space. The younger method, image-based visual servoing (IBVS), has seen considerable development in recent years. PBVS and IBVS offer tradeoffs in performance, and neither can solve all tasks that may confront a robot. In response to these issues, several methods have been devised that partition the control scheme, allowing some motions to be performed in the manner of a PBVS system, while the remaining motions are performed using an IBVS approach. To date, there has been little research that explores the relative strengths and weaknesses of these methods. In this paper we present such an evaluation. We have chosen three recent visual servo approaches for evaluation in addition to the traditional PBVS and IBVS approaches. We posit a set of performance metrics that measure quantitatively the performance of a visual servo controller for a specific task. We then evaluate each of the candidate visual servo methods for four canonical tasks with simulations and with experiments in a robotic work cell.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia

Conducting statistical tests of hypotheses : five common misconceptions found in transportation research

Most statistical methods use hypothesis testing. Analysis of variance, regression, discrete choice models, contingency tables, and other analysis methods commonly used in transportation research share hypothesis testing as the means of making inferences about the population of interest. Despite the fact that hypothesis testing has been a cornerstone of empirical research for many years, various aspects of hypothesis tests commonly are incorrectly applied, misinterpreted, and ignored—by novices and expert researchers alike. On initial glance, hypothesis testing appears straightforward: develop the null and alternative hypotheses, compute the test statistic to compare to a standard distribution, estimate the probability of rejecting the null hypothesis, and then make claims about the importance of the finding. This is an oversimplification of the process of hypothesis testing. Hypothesis testing as applied in empirical research is examined here. The reader is assumed to have a basic knowledge of the role of hypothesis testing in various statistical methods. Through the use of an example, the mechanics of hypothesis testing is first reviewed. Then, five precautions surrounding the use and interpretation of hypothesis tests are developed; examples of each are provided to demonstrate how errors are made, and solutions are identified so similar errors can be avoided. Remedies are provided for common errors, and conclusions are drawn on how to use the results of this paper to improve the conduct of empirical research in transportation.

Expansion and chondrogenic potential of human articular chondrocytes on macroporous microcarriers

Regenerative medicine techniques are currently being investigated to replace damaged cartilage. Critical to the success of these techniques is the ability to expand the initial population of cells while minimising de-differentiation to allow for hyaline cartilage to form. Three-dimensional culture systems have been shown to enhance the differentiation of chondrocytes in comparison to two-dimensional culture systems. Additionally, bioreactor expansion on microcarriers can provide mechanical stimulation and reduce the amount of cellular manipulation during expansion. The aim of this study was to characterise the expansion of human chondrocytes on microcarriers and to determine their potential to form cartilaginous tissue in vitro. High-grade human articular cartilage was obtained from leg amputations with ethics approval. Chondrocytes were isolated by collagenase digestion and expanded in either monolayers (104 cells/cm2) or on CultiSpher-G microcarriers (104 cells/mg) for three weeks. Following expansion, monolayer cells were passaged and cells on microcarriers were either left intact or the cells were released with trypsin/EDTA. Pellets from these three groups were formed and cultured for three weeks to establish the chondrogenic differentiation potential of monolayer-expanded and microcarrier-expanded chondrocytes. Cell viability, proliferation, glycosaminoglycan (GAG) accumulation, and collagen synthesis were assessed. Histology and immunohistochemistry were also performed. Human chondrocytes remained viable and expanded on microcarriers 10.2±2.6 fold in three weeks. GAG content significantly increased with time, with the majority of GAG found in the medium. Collagen production per nanogram DNA increased marginally during expansion. Histology revealed that chondrocytes were randomly distributed on microcarrier surfaces yet most pores remained cell free. Critically, human chondrocytes expanded on microcarriers maintained their ability to redifferentiate in pellet culture, as demonstrated by Safranin-O and collagen II staining. These data confirm the feasibility of microcarriers for passage-free cultivation of human articular chondrocytes. However, cell expansion needs to be improved, perhaps through growth factor supplementation, for clinical utility. Recent data indicate that cell-laden microcarriers can be used to seed fresh microcarriers, thereby increasing the expansion factor while minimising enzymatic passage.

Adult human articular chondrocytes in a microcarrier-based culture system : expansion and redifferentiation

xpanding human chondrocytes in vitro while maintaining their ability to form cartilage remains a key challenge in cartilage tissue engineering. One promising approach to address this is to use microcarriers as substrates for chondrocyte expansion. While microcarriers have shown beneficial effects for expansion of animal and ectopic human chondrocytes, their utility has not been determined for freshly isolated adult human articular chondrocytes. Thus, we investigated the proliferation and subsequent chondrogenic differentiation of these clinically relevant cells on porous gelatin microcarriers and compared them to those expanded using traditional monolayers. Chondrocytes attached to microcarriers within 2 days and remained viable over 4 weeks of culture in spinner flasks. Cells on microcarriers exhibited a spread morphology and initially proliferated faster than cells in monolayer culture, however, with prolonged expansion they were less proliferative. Cells expanded for 1 month and enzymatically released from microcarriers formed cartilaginous tissue in micromass pellet cultures, which was similar to tissue formed by monolayer-expanded cells. Cells left attached to microcarriers did not exhibit chondrogenic capacity. Culture conditions, such as microcarrier material, oxygen tension, and mechanical stimulation require further investigation to facilitate the efficient expansion of clinically relevant human articular chondrocytes that maintain chondrogenic potential for cartilage regeneration applications.

Model-order selection in Zernike polynomial expansion of corneal surfaces using the efficient detection criterion

Corneal-height data are typically measured with videokeratoscopes and modeled using a set of orthogonal Zernike polynomials. We address the estimation of the number of Zernike polynomials, which is formalized as a model-order selection problem in linear regression. Classical information-theoretic criteria tend to overestimate the corneal surface due to the weakness of their penalty functions, while bootstrap-based techniques tend to underestimate the surface or require extensive processing. In this paper, we propose to use the efficient detection criterion (EDC), which has the same general form of information-theoretic-based criteria, as an alternative to estimating the optimal number of Zernike polynomials. We first show, via simulations, that the EDC outperforms a large number of information-theoretic criteria and resampling-based techniques. We then illustrate that using the EDC for real corneas results in models that are in closer agreement with clinical expectations and provides means for distinguishing normal corneal surfaces from astigmatic and keratoconic surfaces.

Shear tests of Litesteel beams with web openings

This paper presents the details of experimental studies on the shear strength of a recently developed, cold-formed steel beam known as LiteSteel Beam (LSB) with web openings. The innovative LSB sections have the beneficial characteristics of torsionally rigid closed rectangular flanges combined with economical fabrication processes from a single strip of high strength steel. They combine the stability of hot-rolled steel sections with the high strength to weight ratio of conventional cold-formed steel sections. The LSB sections are commonly used as flexural members in the building industry. Current practice in flooring systems is to include openings in the web element of floor joists or bearers so that building services can be located within them. Shear behaviour of LSBs with web openings is more complicated while their shear strengths are considerably reduced by the presence of web openings. However, limited research has been undertaken on the shear behaviour and strength of LSBs with web openings. Therefore a detailed experimental study involving 26 shear tests was undertaken to investigate the shear behaviour and strength of different LSB sections. Simply supported test specimens of LSBs with an aspect ratio of 1.5 were loaded at midspan until failure. This paper presents the details of this experimental study and the results. Experimental results showed that the current design rules in cold-formed steel structures design codes (AS/NZS 4600) [1] are very conservative for the shear design of LSBs with web openings. Improved design equations have been proposed for the shear strength of LSBs with web openings based on experimental results from this study.