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.

Liability of principal contractor for independent subcontractor considered by the High Court

Case note of Leighton Contractors Pty Ltd v Fox (2009) 258 ALR 673 ----- In Leighton Contractors Pty Ltd v Fox (2009) 83 ALJR 1086 ; 258 ALR 673 the High Court considered the liability of a principal contractor for the negligence of independent subcontractors on a building site. In its decision, the court considered the nature and the scope of the duty owed by principals to independent contractors.

Raman spectroscopy of gallium based hydrotalcites of formula Mg6Ga2(CO3)(OH)16•4H2O

Insight into the unique structure of hydrotalcites has been obtained using Raman spectroscopy. Gallium containing hydrotalcites of formula Mg4Ga2(CO3)(OH)12•4H2O (2:1 Ga-HT) to Mg8Ga2(CO3)(OH)20•4H2O (4:1 Ga-HT) have been successfully synthesised and characterized by X-ray diffraction and Raman spectroscopy. The d(003) spacing varied from 7.83 Å for the 2:1 hydrotalcite to 8.15 Å for the 3:1 gallium containing hydrotalcite. Raman spectroscopy complemented with selected infrared data has been used to characterise the synthesised gallium containing hydrotalcites of formula Mg6Ga2(CO3)(OH)16•4H2O. Raman bands observed at around 1046, 1048 and 1058 cm-1 were attributed to the symmetric stretching modes of the (CO32-) units. Multiple ν3 CO32- antisymmetric stretching modes are found at around 1346, 1378, 1446, 1464 and 1494 cm-1. The splitting of this mode indicates the carbonate anion is in a perturbed state. Raman bands observed at 710 and 717 cm-1 assigned to the ν4 (CO32-) modes support the concept of multiple carbonate species in the interlayer.

Synthesis and thermal analysis of Indium based hydrotalcites of formula Mg6In2(CO3)(OH)16•4H2O

Insight into the unique structure of layered double hydroxides has been obtained using a combination of X-ray diffraction and thermal analysis. Indium containing hydrotalcites of formula Mg4In2(CO3)(OH)12•4H2O (2:1 In-LDH) through to Mg8In2(CO3)(OH)18•4H2O (4:1 In-LDH) with variation in the Mg:In ratio have been successfully synthesised. The d(003) spacing varied from 7.83 Å for the 2:1 LDH to 8.15 Å for the 3:1 indium containing layered double hydroxide. Distinct mass loss steps attributed to dehydration, dehydroxylation and decarbonation are observed for the indium containing hydrotalcite. Dehydration occurs over the temperature range ambient to 205 °C. Dehydroxylation takes place in a series of steps over the 238 to 277 °C temperature range. Decarbonation occurs between 763 and 795 °C. The dehydroxylation and decarbonation steps depend upon the Mg:In ratio. The formation of indium containing hydrotalcites and their thermal activation provides a method for the synthesis of indium oxide based catalysts.

A hidden Markov model and relative entropy rate approach to vision-based dim target detection for UAV sense-and-avoid

Uninhabited aerial vehicles (UAVs) are a cutting-edge technology that is at the forefront of aviation/aerospace research and development worldwide. Many consider their current military and defence applications as just a token of their enormous potential. Unlocking and fully exploiting this potential will see UAVs in a multitude of civilian applications and routinely operating alongside piloted aircraft. The key to realising the full potential of UAVs lies in addressing a host of regulatory, public relation, and technological challenges never encountered be- fore. Aircraft collision avoidance is considered to be one of the most important issues to be addressed, given its safety critical nature. The collision avoidance problem can be roughly organised into three areas: 1) Sense; 2) Detect; and 3) Avoid. Sensing is concerned with obtaining accurate and reliable information about other aircraft in the air; detection involves identifying potential collision threats based on available information; avoidance deals with the formulation and execution of appropriate manoeuvres to maintain safe separation. This thesis tackles the detection aspect of collision avoidance, via the development of a target detection algorithm that is capable of real-time operation onboard a UAV platform. One of the key challenges of the detection problem is the need to provide early warning. This translates to detecting potential threats whilst they are still far away, when their presence is likely to be obscured and hidden by noise. Another important consideration is the choice of sensors to capture target information, which has implications for the design and practical implementation of the detection algorithm. The main contributions of the thesis are: 1) the proposal of a dim target detection algorithm combining image morphology and hidden Markov model (HMM) filtering approaches; 2) the novel use of relative entropy rate (RER) concepts for HMM filter design; 3) the characterisation of algorithm detection performance based on simulated data as well as real in-flight target image data; and 4) the demonstration of the proposed algorithm's capacity for real-time target detection. We also consider the extension of HMM filtering techniques and the application of RER concepts for target heading angle estimation. In this thesis we propose a computer-vision based detection solution, due to the commercial-off-the-shelf (COTS) availability of camera hardware and the hardware's relatively low cost, power, and size requirements. The proposed target detection algorithm adopts a two-stage processing paradigm that begins with an image enhancement pre-processing stage followed by a track-before-detect (TBD) temporal processing stage that has been shown to be effective in dim target detection. We compare the performance of two candidate morphological filters for the image pre-processing stage, and propose a multiple hidden Markov model (MHMM) filter for the TBD temporal processing stage. The role of the morphological pre-processing stage is to exploit the spatial features of potential collision threats, while the MHMM filter serves to exploit the temporal characteristics or dynamics. The problem of optimising our proposed MHMM filter has been examined in detail. Our investigation has produced a novel design process for the MHMM filter that exploits information theory and entropy related concepts. The filter design process is posed as a mini-max optimisation problem based on a joint RER cost criterion. We provide proof that this joint RER cost criterion provides a bound on the conditional mean estimate (CME) performance of our MHMM filter, and this in turn establishes a strong theoretical basis connecting our filter design process to filter performance. Through this connection we can intelligently compare and optimise candidate filter models at the design stage, rather than having to resort to time consuming Monte Carlo simulations to gauge the relative performance of candidate designs. Moreover, the underlying entropy concepts are not constrained to any particular model type. This suggests that the RER concepts established here may be generalised to provide a useful design criterion for multiple model filtering approaches outside the class of HMM filters. In this thesis we also evaluate the performance of our proposed target detection algorithm under realistic operation conditions, and give consideration to the practical deployment of the detection algorithm onboard a UAV platform. Two fixed-wing UAVs were engaged to recreate various collision-course scenarios to capture highly realistic vision (from an onboard camera perspective) of the moments leading up to a collision. Based on this collected data, our proposed detection approach was able to detect targets out to distances ranging from about 400m to 900m. These distances, (with some assumptions about closing speeds and aircraft trajectories) translate to an advanced warning ahead of impact that approaches the 12.5 second response time recommended for human pilots. Furthermore, readily available graphic processing unit (GPU) based hardware is exploited for its parallel computing capabilities to demonstrate the practical feasibility of the proposed target detection algorithm. A prototype hardware-in- the-loop system has been found to be capable of achieving data processing rates sufficient for real-time operation. There is also scope for further improvement in performance through code optimisations. Overall, our proposed image-based target detection algorithm offers UAVs a cost-effective real-time target detection capability that is a step forward in ad- dressing the collision avoidance issue that is currently one of the most significant obstacles preventing widespread civilian applications of uninhabited aircraft. We also highlight that the algorithm development process has led to the discovery of a powerful multiple HMM filtering approach and a novel RER-based multiple filter design process. The utility of our multiple HMM filtering approach and RER concepts, however, extend beyond the target detection problem. This is demonstrated by our application of HMM filters and RER concepts to a heading angle estimation problem.

A principal at work : a story of leadership for building sustainable capacity of a school

This study explores through a lifestream narrative how the life experiences of a female primary school principal are organised as practical knowledge, and are used to inform action that is directed towards creating a sustainable school culture. An alternative model of school leadership is presented which describes the thinking and activity of a leader as a process. The process demonstrates how a leader's practical knowledge is dynamic, broadly based in experiential life, and open to change. As such, it is described as a model of sustainable leadership-in-process. The research questions at the heart of this study are: How does a leader construct and organize knowledge in the enactment of the principal ship to deal with the dilemmas and opportunities that arise everyday in school life? And: What does this particular way of organising knowledge look like in the effort to build a sustainable school community? The sustainable leadership-in-process thesis encapsulates new ways of leading primary schools through the principalship. These new ways are described as developing and maintaining the following dimensions of leadership: quality relationships, a collective (shared vision), collaboration and partnerships, and high achieving learning environments. Such dimensions are enacted by the principal through the activities of conversations, performance development, research and data-driven action, promoting innovation, and anticipating and predicting the future. Sustainable leadership-in-process is shared, dynamic, visible and transparent and is conducted through the processes of positioning, defining, organising, experimenting and evaluating in a continuous and iterative way. A rich understanding of the specificity of the life of a female primary school principal was achieved using story telling, story listening and story creation in a collaborative relationship between the researcher and the researched participant. as a means of educational theorising. Analysis and interpretation were undertaken as a recursive process in which the immediate interpretations were shared with the researched participant. The view of theorising adopted in this research is that of theory as hermeneutic; that is, theory is generated out of the stories of experiential life, rather than discovered in the stories.

Markov modelling of the IEEE 802.11 DCF for real-time applications with periodic traffic

Popular wireless network standards, such as IEEE 802.11/15/16, are increasingly adopted in real-time control systems. However, they are not designed for real-time applications. Therefore, the performance of such wireless networks needs to be carefully evaluated before the systems are implemented and deployed. While efforts have been made to model general wireless networks with completely random traffic generation, there is a lack of theoretical investigations into the modelling of wireless networks with periodic real-time traffic. Considering the widely used IEEE 802.11 standard, with the focus on its distributed coordination function (DCF), for soft-real-time control applications, this paper develops an analytical Markov model to quantitatively evaluate the network quality-of-service (QoS) performance in periodic real-time traffic environments. Performance indices to be evaluated include throughput capacity, transmission delay and packet loss ratio, which are crucial for real-time QoS guarantee in real-time control applications. They are derived under the critical real-time traffic condition, which is formally defined in this paper to characterize the marginal satisfaction of real-time performance constraints.

Remaining useful life prediction using elliptical basis function network and Markov Chain

This paper presents a novel method for remaining useful life prediction using the Elliptical Basis Function (EBF) network and a Markov chain. The EBF structure is trained by a modified Expectation-Maximization (EM) algorithm in order to take into account the missing covariate set. No explicit extrapolation is needed for internal covariates while a Markov chain is constructed to represent the evolution of external covariates in the study. The estimated external and the unknown internal covariates constitute an incomplete covariate set which are then used and analyzed by the EBF network to provide survival information of the asset. It is shown in the case study that the method slightly underestimates the remaining useful life of an asset which is a desirable result for early maintenance decision and resource planning.

Infrared and infrared emission spectroscopy of nesquehonite Mg(OH)(HCO3)•2H2O : implications for the formula of nesquehonite

The mineral nesquehonite Mg(OH)(HCO3)•2H2O has been analysed by a combination of infrared (IR) and infrared emission spectroscopy (IES). Both techniques show OH vibrations, both stretching and deformation modes. IES proves the OH units are stable up to 450°C. The strong IR band at 934 cm-1 is evidence for MgOH deformation modes supporting the concept of HCO3- units in the molecular structure. Infrared bands at 1027, 1052 and 1098 cm-1 are attributed to the symmetric stretching modes of HCO3- and CO32- units. Infrared bands at 1419, 1439, 1511, and 1528 cm-1 are assigned to the antisymmetric stretching modes of CO32- and HCO3- units. IES supported by thermoanalytical results defines the thermal stability of nesquehonite IES defines the changes in the molecular structure of nesquehonite with temperature. The results of IR and IES supports the concept that the formula of nesquehonite is better defined as Mg(OH)(HCO3)•2H2O.

Multivariate Markov Process Models for the transmission of methicillin-resistant Staphylococcus Aureus in a hospital ward

Methicillin-resistant Staphylococcus Aureus (MRSA) is a pathogen that continues to be of major concern in hospitals. We develop models and computational schemes based on observed weekly incidence data to estimate MRSA transmission parameters. We extend the deterministic model of McBryde, Pettitt, and McElwain (2007, Journal of Theoretical Biology 245, 470–481) involving an underlying population of MRSA colonized patients and health-care workers that describes, among other processes, transmission between uncolonized patients and colonized health-care workers and vice versa. We develop new bivariate and trivariate Markov models to include incidence so that estimated transmission rates can be based directly on new colonizations rather than indirectly on prevalence. Imperfect sensitivity of pathogen detection is modeled using a hidden Markov process. The advantages of our approach include (i) a discrete valued assumption for the number of colonized health-care workers, (ii) two transmission parameters can be incorporated into the likelihood, (iii) the likelihood depends on the number of new cases to improve precision of inference, (iv) individual patient records are not required, and (v) the possibility of imperfect detection of colonization is incorporated. We compare our approach with that used by McBryde et al. (2007) based on an approximation that eliminates the health-care workers from the model, uses Markov chain Monte Carlo and individual patient data. We apply these models to MRSA colonization data collected in a small intensive care unit at the Princess Alexandra Hospital, Brisbane, Australia.

Synthesis and Raman spectroscopic characterisation of hydrotalcites based on the formula Ca6Al2(CO3)(OH)16· 4H2O

We have successfully synthesized hydrotalcites (HTs) contg. calcium, which are naturally occurring minerals. Insight into the unique structure of HTs has been obtained using a combination of X-ray diffraction (XRD) as well as IR and Raman spectroscopies. Calcium-contg. hydrotalcites (Ca-HTs) of the formula Ca4Al2(CO3)(OH)12·4H2O (2:1 Ca-HT) to Ca8Al2(CO3)(OH)20· 4H2O (4:1 Ca-HT) have been successfully synthesized and characterised by XRD and Raman spectroscopy. XRD has shown that 3:1 calcium HTs have the largest interlayer distance. Raman spectroscopy complemented with selected IR data has been used to characterize the synthesized Ca-HTs. The Raman bands obsd. at around 1086 and 1077 cm-1 were attributed to the ν1 sym. stretching modes of the (CO32-) units of calcite and carbonate intercalated into the HT interlayer. The corresponding ν3 CO32- antisym. stretching modes are found at around 1410 and 1475 cm-1.

Maintenance strategy optimization using a continuous-state partially observable semi-Markov decision process

Due to the limitation of current condition monitoring technologies, the estimates of asset health states may contain some uncertainties. A maintenance strategy ignoring this uncertainty of asset health state can cause additional costs or downtime. The partially observable Markov decision process (POMDP) is a commonly used approach to derive optimal maintenance strategies when asset health inspections are imperfect. However, existing applications of the POMDP to maintenance decision-making largely adopt the discrete time and state assumptions. The discrete-time assumption requires the health state transitions and maintenance activities only happen at discrete epochs, which cannot model the failure time accurately and is not cost-effective. The discrete health state assumption, on the other hand, may not be elaborate enough to improve the effectiveness of maintenance. To address these limitations, this paper proposes a continuous state partially observable semi-Markov decision process (POSMDP). An algorithm that combines the Monte Carlo-based density projection method and the policy iteration is developed to solve the POSMDP. Different types of maintenance activities (i.e., inspections, replacement, and imperfect maintenance) are considered in this paper. The next maintenance action and the corresponding waiting durations are optimized jointly to minimize the long-run expected cost per unit time and availability. The result of simulation studies shows that the proposed maintenance optimization approach is more cost-effective than maintenance strategies derived by another two approximate methods, when regular inspection intervals are adopted. The simulation study also shows that the maintenance cost can be further reduced by developing maintenance strategies with state-dependent maintenance intervals using the POSMDP. In addition, during the simulation studies the proposed POSMDP shows the ability to adopt a cost-effective strategy structure when multiple types of maintenance activities are involved.

On the empirical eigenvalue distribution of slotted amplify-and-forward relaying protocol model

In this paper we consider the case of large cooperative communication systems where terminals use the protocol known as slotted amplify-and-forward protocol to aid the source in its transmission. Using the perturbation expansion methods of resolvents and large deviation techniques we obtain an expression for the Stieltjes transform of the asymptotic eigenvalue distribution of a sample covariance random matrix of the type HH† where H is the channel matrix of the transmission model for the transmission protocol we consider. We prove that the resulting expression is similar to the Stieltjes transform in its quadratic equation form for the Marcenko-Pastur distribution.