617 resultados para Multivariate volatility models


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Language Modeling (LM) has been successfully applied to Information Retrieval (IR). However, most of the existing LM approaches only rely on term occurrences in documents, queries and document collections. In traditional unigram based models, terms (or words) are usually considered to be independent. In some recent studies, dependence models have been proposed to incorporate term relationships into LM, so that links can be created between words in the same sentence, and term relationships (e.g. synonymy) can be used to expand the document model. In this study, we further extend this family of dependence models in the following two ways: (1) Term relationships are used to expand query model instead of document model, so that query expansion process can be naturally implemented; (2) We exploit more sophisticated inferential relationships extracted with Information Flow (IF). Information flow relationships are not simply pairwise term relationships as those used in previous studies, but are between a set of terms and another term. They allow for context-dependent query expansion. Our experiments conducted on TREC collections show that we can obtain large and significant improvements with our approach. This study shows that LM is an appropriate framework to implement effective query expansion.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

PURPOSE: To examine the visual predictors of falls and injurious falls among older adults with glaucoma. METHODS: Prospective falls data were collected for 71 community-dwelling adults with primary open-angle glaucoma, mean age 73.9 ± 5.7 years, for one year using monthly falls diaries. Baseline assessment of central visual function included high-contrast visual acuity and Pelli-Robson contrast sensitivity. Binocular integrated visual fields were derived from monocular Humphrey Field Analyser plots. Rate ratios (RR) for falls and injurious falls with 95% confidence intervals (CIs) were based on negative binomial regression models. RESULTS: During the one year follow-up, 31 (44%) participants experienced at least one fall and 22 (31%) experienced falls that resulted in an injury. Greater visual impairment was associated with increased falls rate, independent of age and gender. In a multivariate model, more extensive field loss in the inferior region was associated with higher rate of falls (RR 1.57, 95%CI 1.06, 2.32) and falls with injury (RR 1.80, 95%CI 1.12, 2.98), adjusted for all other vision measures and potential confounding factors. Visual acuity, contrast sensitivity, and superior field loss were not associated with the rate of falls; topical beta-blocker use was also not associated with increased falls risk. CONCLUSIONS: Falls are common among older adults with glaucoma and occur more frequently in those with greater visual impairment, particularly in the inferior field region. This finding highlights the importance of the inferior visual field region in falls risk and assists in identifying older adults with glaucoma at risk of future falls, for whom potential interventions should be targeted. KEY WORDS: glaucoma, visual field, visual impairment, falls, injury

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Photochemistry has made significant contributions to our understanding of many important natural processes as well as the scientific discoveries of the man-made world. The measurements from such studies are often complex and may require advanced data interpretation with the use of multivariate or chemometrics methods. In general, such methods have been applied successfully for data display, classification, multivariate curve resolution and prediction in analytical chemistry, environmental chemistry, engineering, medical research and industry. However, in photochemistry, by comparison, applications of such multivariate approaches were found to be less frequent although a variety of methods have been used, especially with spectroscopic photochemical applications. The methods include Principal Component Analysis (PCA; data display), Partial Least Squares (PLS; prediction), Artificial Neural Networks (ANN; prediction) and several models for multivariate curve resolution related to Parallel Factor Analysis (PARAFAC; decomposition of complex responses). Applications of such methods are discussed in this overview and typical examples include photodegradation of herbicides, prediction of antibiotics in human fluids (fluorescence spectroscopy), non-destructive in- and on-line monitoring (near infrared spectroscopy) and fast-time resolution of spectroscopic signals from photochemical reactions. It is also quite clear from the literature that the scope of spectroscopic photochemistry was enhanced by the application of chemometrics. To highlight and encourage further applications of chemometrics in photochemistry, several additional chemometrics approaches are discussed using data collected by the authors. The use of a PCA biplot is illustrated with an analysis of a matrix containing data on the performance of photocatalysts developed for water splitting and hydrogen production. In addition, the applications of the Multi-Criteria Decision Making (MCDM) ranking methods and Fuzzy Clustering are demonstrated with an analysis of water quality data matrix. Other examples of topics include the application of simultaneous kinetic spectroscopic methods for prediction of pesticides, and the use of response fingerprinting approach for classification of medicinal preparations. In general, the overview endeavours to emphasise the advantages of chemometrics' interpretation of multivariate photochemical data, and an Appendix of references and summaries of common and less usual chemometrics methods noted in this work, is provided. Crown Copyright © 2010.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Velocity jump processes are discrete random walk models that have many applications including the study of biological and ecological collective motion. In particular, velocity jump models are often used to represent a type of persistent motion, known as a “run and tumble”, which is exhibited by some isolated bacteria cells. All previous velocity jump processes are non-interacting, which means that crowding effects and agent-to-agent interactions are neglected. By neglecting these agent-to-agent interactions, traditional velocity jump models are only applicable to very dilute systems. Our work is motivated by the fact that many applications in cell biology, such as wound healing, cancer invasion and development, often involve tissues that are densely packed with cells where cell-to-cell contact and crowding effects can be important. To describe these kinds of high cell density problems using a velocity jump process we introduce three different classes of crowding interactions into a one-dimensional model. Simulation data and averaging arguments lead to a suite of continuum descriptions of the interacting velocity jump processes. We show that the resulting systems of hyperbolic partial differential equations predict the mean behavior of the stochastic simulations very well.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Objective: Older driver research has mostly focused on identifying that small proportion of older drivers who are unsafe. Little is known about how normal cognitive changes in aging affect driving in the wider population of adults who drive regularly. We evaluated the association of cognitive function and age, with driving errors. Method: A sample of 266 drivers aged 70 to 88 years were assessed on abilities that decline in normal aging (visual attention, processing speed, inhibition, reaction time, task switching) and the UFOV® which is a validated screening instrument for older drivers. Participants completed an on-road driving test. Generalized linear models were used to estimate the associations of cognitive factor with specific driving errors and number of errors in self-directed and instructor navigated conditions. Results: All errors types increased with chronological age. Reaction time was not associated with driving errors in multivariate analyses. A cognitive factor measuring Speeded Selective Attention and Switching was uniquely associated with the most errors types. The UFOV predicted blindspot errors and errors on dual carriageways. After adjusting for age, education and gender the cognitive factors explained 7% of variance in the total number of errors in the instructor navigated condition and 4% of variance in the self-navigated condition. Conclusion: We conclude that among older drivers errors increase with age and are associated with speeded selective attention particularly when that requires attending to the stimuli in the periphery of the visual field, task switching, errors inhibiting responses and visual discrimination. These abilities should be the target of cognitive training.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We propose to use the Tensor Space Modeling (TSM) to represent and analyze the user’s web log data that consists of multiple interests and spans across multiple dimensions. Further we propose to use the decomposition factors of the Tensors for clustering the users based on similarity of search behaviour. Preliminary results show that the proposed method outperforms the traditional Vector Space Model (VSM) based clustering.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Previous research has put forward a number of properties of business process models that have an impact on their understandability. Two such properties are compactness and(block-)structuredness. What has not been sufficiently appreciated at this point is that these desirable properties may be at odds with one another. This paper presents the results of a two-pronged study aimed at exploring the trade-off between compactness and structuredness of process models. The first prong of the study is a comparative analysis of the complexity of a set of unstructured process models from industrial practice and of their corresponding structured versions. The second prong is an experiment wherein a cohort of students was exposed to semantically equivalent unstructured and structured process models. The key finding is that structuredness is not an absolute desideratum vis-a-vis for process model understandability. Instead, subtle trade-offs between structuredness and other model properties are at play.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This report is a formative evaluation of the operations of the DEEWR funded Stronger Smarter Learning Community (SSLC) project from September 2009 to July 2011. It is undertaken by an independent team of researchers from Queensland University of Technology, the University of Newcastle and Harvard University. It reports on findings from: documentary analysis; qualitative case studies of SSLC Hub schools; descriptive, multivariate and multilevel analysis of survey data from school leaders and teachers from SSLC Hub and Affiliate schools and from a control group of non-SSLC schools; and multilevel analysis of school-level data on SSLC Hubs, Affiliates and ACARA like-schools. Key findings from this work are that: • SSLC school leaders and teachers are reporting progress in changing school ethos around issues of: recognition of Indigenous identity, Indigenous leadership, innovative approaches to staffing and school models, Indigenous community engagement and high expectations leadership; • Many Stronger Smarter messages are reportedly having better uptake in schools with high percentages of Indigenous students; • There are no major or consistent patterns of differences between SSLC and non-SSLC schools in teacher and school leader self-reports of curriculum and pedagogy practices; and • There is no evidence to date that SSLC Hubs and Affiliates have increased attendance or increased achievement gains compared to ACARA like-schools. Twenty-one months is relatively early in this school reform project. Hence the major focus of subsequent reports will be on the documentation of comparative longitudinal gains in achievement tests and improved attendance. The 2011 and 2012 research also will model the relationships between change in school ethos/climate, changed Indigenous community relations, improved curriculum/pedagogy, and gains in Indigenous student achievement, attendance and outcomes. The key challenge for SSLC and the Stronger Smarter approach will be whether it can systematically generate change and reform in curriculum and pedagogy practices that can be empirically linked to improved student outcomes.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Evaluating the safety of different traffic facilities is a complex and crucial task. Microscopic simulation models have been widely used for traffic management but have been largely neglected in traffic safety studies. Micro simulation to study safety is more ethical and accessible than the traditional safety studies, which only assess historical crash data. However, current microscopic models are unable to mimic unsafe driver behavior, as they are based on presumptions of safe driver behavior. This highlights the need for a critical examination of the current microscopic models to determine which components and parameters have an effect on safety indicator reproduction. The question then arises whether these safety indicators are valid indicators of traffic safety. The safety indicators were therefore selected and tested for straight motorway segments in Brisbane, Australia. This test examined the capability of a micro-simulation model and presents a better understanding of micro-simulation models and how such models, in particular car following models can be enriched to present more accurate safety indicators.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Non-invasive vibration analysis has been used extensively to monitor the progression of dental implant healing and stabilization. It is now being considered as a method to monitor femoral implants in transfemoral amputees. This paper evaluates two modal analysis excitation methods and investigates their capabilities in detecting changes at the interface between the implant and the bone that occur during osseointegration. Excitation of bone-implant physical models with the electromagnetic shaker provided higher coherence values and a greater number of modes over the same frequency range when compared to the impact hammer. Differences were detected in the natural frequencies and fundamental mode shape of the model when the fit of the implant was altered in the bone. The ability to detect changes in the model dynamic properties demonstrates the potential of modal analysis in this application and warrants further investigation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

With the increasing number of XML documents in varied domains, it has become essential to identify ways of finding interesting information from these documents. Data mining techniques were used to derive this interesting information. Mining on XML documents is impacted by its model due to the semi-structured nature of these documents. Hence, in this chapter we present an overview of the various models of XML documents, how these models were used for mining and some of the issues and challenges in these models. In addition, this chapter also provides some insights into the future models of XML documents for effectively capturing the two important features namely structure and content of XML documents for mining.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Existing recommendation systems often recommend products to users by capturing the item-to-item and user-to-user similarity measures. These types of recommendation systems become inefficient in people-to-people networks for people to people recommendation that require two way relationship. Also, existing recommendation methods use traditional two dimensional models to find inter relationships between alike users and items. It is not efficient enough to model the people-to-people network with two-dimensional models as the latent correlations between the people and their attributes are not utilized. In this paper, we propose a novel tensor decomposition-based recommendation method for recommending people-to-people based on users profiles and their interactions. The people-to-people network data is multi-dimensional data which when modeled using vector based methods tend to result in information loss as they capture either the interactions or the attributes of the users but not both the information. This paper utilizes tensor models that have the ability to correlate and find latent relationships between similar users based on both information, user interactions and user attributes, in order to generate recommendations. Empirical analysis is conducted on a real-life online dating dataset. As demonstrated in results, the use of tensor modeling and decomposition has enabled the identification of latent correlations between people based on their attributes and interactions in the network and quality recommendations have been derived using the 'alike' users concept.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Continuum, partial differential equation models are often used to describe the collective motion of cell populations, with various types of motility represented by the choice of diffusion coefficient, and cell proliferation captured by the source terms. Previously, the choice of diffusion coefficient has been largely arbitrary, with the decision to choose a particular linear or nonlinear form generally based on calibration arguments rather than making any physical connection with the underlying individual-level properties of the cell motility mechanism. In this work we provide a new link between individual-level models, which account for important cell properties such as varying cell shape and volume exclusion, and population-level partial differential equation models. We work in an exclusion process framework, considering aligned, elongated cells that may occupy more than one lattice site, in order to represent populations of agents with different sizes. Three different idealizations of the individual-level mechanism are proposed, and these are connected to three different partial differential equations, each with a different diffusion coefficient; one linear, one nonlinear and degenerate and one nonlinear and nondegenerate. We test the ability of these three models to predict the population level response of a cell spreading problem for both proliferative and nonproliferative cases. We also explore the potential of our models to predict long time travelling wave invasion rates and extend our results to two dimensional spreading and invasion. Our results show that each model can accurately predict density data for nonproliferative systems, but that only one does so for proliferative systems. Hence great care must be taken to predict density data for with varying cell shape.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The quality of conceptual business process models is highly relevant for the design of corresponding information systems. In particular, a precise measurement of model characteristics can be beneficial from a business perspective, helping to save costs thanks to early error detection. This is just as true from a software engineering point of view. In this latter case, models facilitate stakeholder communication and software system design. Research has investigated several proposals as regards measures for business process models, from a rather correlational perspective. This is helpful for understanding, for example size and complexity as general driving forces of error probability. Yet, design decisions usually have to build on thresholds, which can reliably indicate that a certain counter-action has to be taken. This cannot be achieved only by providing measures; it requires a systematic identification of effective and meaningful thresholds. In this paper, we derive thresholds for a set of structural measures for predicting errors in conceptual process models. To this end, we use a collection of 2,000 business process models from practice as a means of determining thresholds, applying an adaptation of the ROC curves method. Furthermore, an extensive validation of the derived thresholds was conducted by using 429 EPC models from an Australian financial institution. Finally, significant thresholds were adapted to refine existing modeling guidelines in a quantitative way.