Diurnal variation of corneal shape and thickness

Purpose: To investigate associations between the diurnal variation in a range of corneal parameters, including anterior and posterior corneal topography, and regional corneal thickness. ----- Methods: Fifteen subjects had their corneas measured using a rotating Scheimpflug camera (Pentacam) every 3-7 hours over a 24-hour period. Anterior and posterior corneal axial curvature, pachymetry and anterior chamber depth were analysed. The best fitting corneal sphero-cylinder from the axial curvature, and the average corneal thickness for a series of different corneal regions were calculated. Intraocular pressure and axial length were also measured at each measurement session. Repeated measures ANOVA were used to investigate diurnal change in these parameters. Analysis of covariance was used to examine associations between the measured ocular parameters. ----- Results: Significant diurnal variation was found to occur in both the anterior and posterior corneal curvature and in the regional corneal thickness. Flattening of the anterior corneal best sphere was observed at the early morning measurement (p < 0.0001). The posterior cornea also underwent a significant steepening (p < 0.0001) and change in astigmatism 90/180° at this time. A significant swelling of the cornea (p < 0.0001) was also found to occur immediately after waking. Highly significant associations were found between the diurnal variation in corneal thickness and the changes in corneal curvature. ----- Conclusions: Significant diurnal variation occurs in the regional thickness and the shape of the anterior and posterior cornea. The largest changes in the cornea were typically evident upon waking. The observed non-uniform regional corneal thickness changes resulted in a steepening of the posterior cornea, and a flattening of the anterior cornea to occur at this time.

Corneal topography with Scheimpflug imaging and videokeratography : comparative study of normal eyes

PURPOSE: To compare the repeatability within anterior corneal topography measurements and agreement between measurements with the Pentacam HR rotating Scheimpflug camera and with a previously validated Placido disk–based videokeratoscope (Medmont E300). ------ SETTING: Contact Lens and Visual Optics Laboratory, School of Optometry, Queensland University of Technology, Brisbane, Queensland, Australia. ----- METHODS: Normal eyes in 101 young adult subjects had corneal topography measured using the Scheimpflug camera (6 repeated measurements) and videokeratoscope (4 repeated measurements). The best-fitting axial power corneal spherocylinder was calculated and converted into power vectors. Corneal higher-order aberrations (HOAs) (up to the 8th Zernike order) were calculated using the corneal elevation data from each instrument. ----- RESULTS: Both instruments showed excellent repeatability for axial power spherocylinder measurements (repeatability coefficients <0.25 diopter; intraclass correlation coefficients >0.9) and good agreement for all power vectors. Agreement between the 2 instruments was closest when the mean of multiple measurements was used in analysis. For corneal HOAs, both instruments showed reasonable repeatability for most aberration terms and good correlation and agreement for many aberrations (eg, spherical aberration, coma, higher-order root mean square). For other aberrations (eg, trefoil and tetrafoil), the 2 instruments showed relatively poor agreement. ----- CONCLUSIONS: For normal corneas, the Scheimpflug system showed excellent repeatability and reasonable agreement with a previously validated videokeratoscope for the anterior corneal axial curvature best-fitting spherocylinder and several corneal HOAs. However, for certain aberrations with higher azimuthal frequencies, the Scheimpflug system had poor agreement with the videokeratoscope; thus, caution should be used when interpreting these corneal aberrations with the Scheimpflug system.

Statistical analysis and reduction of multiple access interference in MC-CDMA systems

Multicarrier code division multiple access (MC-CDMA) is a very promising candidate for the multiple access scheme in fourth generation wireless communi- cation systems. During asynchronous transmission, multiple access interference (MAI) is a major challenge for MC-CDMA systems and significantly affects their performance. The main objectives of this thesis are to analyze the MAI in asyn- chronous MC-CDMA, and to develop robust techniques to reduce the MAI effect. Focus is first on the statistical analysis of MAI in asynchronous MC-CDMA. A new statistical model of MAI is developed. In the new model, the derivation of MAI can be applied to different distributions of timing offset, and the MAI power is modelled as a Gamma distributed random variable. By applying the new statistical model of MAI, a new computer simulation model is proposed. This model is based on the modelling of a multiuser system as a single user system followed by an additive noise component representing the MAI, which enables the new simulation model to significantly reduce the computation load during computer simulations. MAI reduction using slow frequency hopping (SFH) technique is the topic of the second part of the thesis. Two subsystems are considered. The first sub- system involves subcarrier frequency hopping as a group, which is referred to as GSFH/MC-CDMA. In the second subsystem, the condition of group hopping is dropped, resulting in a more general system, namely individual subcarrier frequency hopping MC-CDMA (ISFH/MC-CDMA). This research found that with the introduction of SFH, both of GSFH/MC-CDMA and ISFH/MC-CDMA sys- tems generate less MAI power than the basic MC-CDMA system during asyn- chronous transmission. Because of this, both SFH systems are shown to outper- form MC-CDMA in terms of BER. This improvement, however, is at the expense of spectral widening. In the third part of this thesis, base station polarization diversity, as another MAI reduction technique, is introduced to asynchronous MC-CDMA. The com- bined system is referred to as Pol/MC-CDMA. In this part a new optimum com- bining technique namely maximal signal-to-MAI ratio combining (MSMAIRC) is proposed to combine the signals in two base station antennas. With the applica- tion of MSMAIRC and in the absents of additive white Gaussian noise (AWGN), the resulting signal-to-MAI ratio (SMAIR) is not only maximized but also in- dependent of cross polarization discrimination (XPD) and antenna angle. In the case when AWGN is present, the performance of MSMAIRC is still affected by the XPD and antenna angle, but to a much lesser degree than the traditional maximal ratio combining (MRC). Furthermore, this research found that the BER performance for Pol/MC-CDMA can be further improved by changing the angle between the two receiving antennas. Hence the optimum antenna angles for both MSMAIRC and MRC are derived and their effects on the BER performance are compared. With the derived optimum antenna angle, the Pol/MC-CDMA system is able to obtain the lowest BER for a given XPD.

Intraocular pressure in keratoconus

Aims: To investigate IOP measurements with the dynamic contour tonometer (DCT) and non contact tonometer (NCT) in subjects with keratoconus. Methods: Twenty keratoconic subjects and 20 age-matched control subjects had IOP measurements taken using DCT and NCT instruments. Central and offcentre measures were taken with the DCT in order to highlight any systematic errors associated with corneal biomechanical factors. Measures of anterior and posterior corneal topography and thickness were also taken for each subject. Results: No significant difference was found between the central and off-centre DCT IOP readings for the keratoconics and age-matched controls (p>0.05). The average DCT IOP for the keratoconics was 14.2 ± 1.4 mmHg and for the agematched controls was 14.2 ± 1.6 mmHg. However, the average NCT readings differed significantly (p<0.001) between the keratoconics (9.2 ± 1.5 mmHg) and age-matched controls (12.9 ± 2.4 mmHg). DCT IOP showed no significant (p>0.05) correlation with the severity of keratoconus, as determined through measures of corneal topography and thickness. NCT IOP was correlated significantly with certain measures of corneal curvature and thickness in the keratoconic population. The difference between DCT and NCT IOP was strongly correlated with measures of corneal topography and thickness, with differences increasing for more advanced keratoconus. Conclusions: The measurements from the DCT do not appear to be dependent upon corneal factors, unlike the NCT. The presence or severity of keratoconus was not correlated with DCT IOP values.

Peripheral ocular monochromatic aberrations

Aberrations affect image quality of the eye away from the line of sight as well as along it. High amounts of lower order aberrations are found in the peripheral visual field and higher order aberrations change away from the centre of the visual field. Peripheral resolution is poorer than that in central vision, but peripheral vision is important for movement and detection tasks (for example driving) which are adversely affected by poor peripheral image quality. Any physiological process or intervention that affects axial image quality will affect peripheral image quality as well. The aim of this study was to investigate the effects of accommodation, myopia, age, and refractive interventions of orthokeratology, laser in situ keratomileusis and intraocular lens implantation on the peripheral aberrations of the eye. This is the first systematic investigation of peripheral aberrations in a variety of subject groups. Peripheral aberrations can be measured either by rotating a measuring instrument relative to the eye or rotating the eye relative to the instrument. I used the latter as it is much easier to do. To rule out effects of eye rotation on peripheral aberrations, I investigated the effects of eye rotation on axial and peripheral cycloplegic refraction using an open field autorefractor. For axial refraction, the subjects fixated at a target straight ahead, while their heads were rotated by ±30º with a compensatory eye rotation to view the target. For peripheral refraction, the subjects rotated their eyes to fixate on targets out to ±34° along the horizontal visual field, followed by measurements in which they rotated their heads such that the eyes stayed in the primary position relative to the head while fixating at the peripheral targets. Oblique viewing did not affect axial or peripheral refraction. Therefore it is not critical, within the range of viewing angles studied, if axial and peripheral refractions are measured with rotation of the eye relative to the instrument or rotation of the instrument relative to the eye. Peripheral aberrations were measured using a commercial Hartmann-Shack aberrometer. A number of hardware and software changes were made. The 1.4 mm range limiting aperture was replaced by a larger aperture (2.5 mm) to ensure all the light from peripheral parts of the pupil reached the instrument detector even when aberrations were high such as those occur in peripheral vision. The power of the super luminescent diode source was increased to improve detection of spots passing through the peripheral pupil. A beam splitter was placed between the subjects and the aberrometer, through which they viewed an array of targets on a wall or projected on a screen in a 6 row x 7 column matrix of points covering a visual field of 42 x 32. In peripheral vision, the pupil of the eye appears elliptical rather than circular; data were analysed off-line using custom software to determine peripheral aberrations. All analyses in the study were conducted for 5.0 mm pupils. Influence of accommodation on peripheral aberrations was investigated in young emmetropic subjects by presenting fixation targets at 25 cm and 3 m (4.0 D and 0.3 D accommodative demands, respectively). Increase in accommodation did not affect the patterns of any aberrations across the field, but there was overall negative shift in spherical aberration across the visual field of 0.10 ± 0.01m. Subsequent studies were conducted with the targets at a 1.2 m distance. Young emmetropes, young myopes and older emmetropes exhibited similar patterns of astigmatism and coma across the visual field. However, the rate of change of coma across the field was higher in young myopes than young emmetropes and was highest in older emmetropes amongst the three groups. Spherical aberration showed an overall decrease in myopes and increase in older emmetropes across the field, as compared to young emmetropes. Orthokeratology, spherical IOL implantation and LASIK altered peripheral higher order aberrations considerably, especially spherical aberration. Spherical IOL implantation resulted in an overall increase in spherical aberration across the field. Orthokeratology and LASIK reversed the direction of change in coma across the field. Orthokeratology corrected peripheral relative hypermetropia through correcting myopia in the central visual field. Theoretical ray tracing demonstrated that changes in aberrations due to orthokeratology and LASIK can be explained by the induced changes in radius of curvature and asphericity of the cornea. This investigation has shown that peripheral aberrations can be measured with reasonable accuracy with eye rotation relative to the instrument. Peripheral aberrations are affected by accommodation, myopia, age, orthokeratology, spherical intraocular lens implantation and laser in situ keratomileusis. These factors affect the magnitudes and patterns of most aberrations considerably (especially coma and spherical aberration) across the studied visual field. The changes in aberrations across the field may influence peripheral detection and motion perception. However, further research is required to investigate how the changes in aberrations influence peripheral detection and motion perception and consequently peripheral vision task performance.

An experimental and finite element investigation of the biomechanics of vertebral compression fractures

Osteoporosis is a disease characterized by low bone mass and micro-architectural deterioration of bone tissue, with a consequent increase in bone fragility and susceptibility to fracture. Osteoporosis affects over 200 million people worldwide, with an estimated 1.5 million fractures annually in the United States alone, and with attendant costs exceeding $10 billion dollars per annum. Osteoporosis reduces bone density through a series of structural changes to the honeycomb-like trabecular bone structure (micro-structure). The reduced bone density, coupled with the microstructural changes, results in significant loss of bone strength and increased fracture risk. Vertebral compression fractures are the most common type of osteoporotic fracture and are associated with pain, increased thoracic curvature, reduced mobility, and difficulty with self care. Surgical interventions, such as kyphoplasty or vertebroplasty, are used to treat osteoporotic vertebral fractures by restoring vertebral stability and alleviating pain. These minimally invasive procedures involve injecting bone cement into the fractured vertebrae. The techniques are still relatively new and while initial results are promising, with the procedures relieving pain in 70-95% of cases, medium-term investigations are now indicating an increased risk of adjacent level fracture following the procedure. With the aging population, understanding and treatment of osteoporosis is an increasingly important public health issue in developed Western countries. The aim of this study was to investigate the biomechanics of spinal osteoporosis and osteoporotic vertebral compression fractures by developing multi-scale computational, Finite Element (FE) models of both healthy and osteoporotic vertebral bodies. The multi-scale approach included the overall vertebral body anatomy, as well as a detailed representation of the internal trabecular microstructure. This novel, multi-scale approach overcame limitations of previous investigations by allowing simultaneous investigation of the mechanics of the trabecular micro-structure as well as overall vertebral body mechanics. The models were used to simulate the progression of osteoporosis, the effect of different loading conditions on vertebral strength and stiffness, and the effects of vertebroplasty on vertebral and trabecular mechanics. The model development process began with the development of an individual trabecular strut model using 3D beam elements, which was used as the building block for lattice-type, structural trabecular bone models, which were in turn incorporated into the vertebral body models. At each stage of model development, model predictions were compared to analytical solutions and in-vitro data from existing literature. The incremental process provided confidence in the predictions of each model before incorporation into the overall vertebral body model. The trabecular bone model, vertebral body model and vertebroplasty models were validated against in-vitro data from a series of compression tests performed using human cadaveric vertebral bodies. Firstly, trabecular bone samples were acquired and morphological parameters for each sample were measured using high resolution micro-computed tomography (CT). Apparent mechanical properties for each sample were then determined using uni-axial compression tests. Bone tissue properties were inversely determined using voxel-based FE models based on the micro-CT data. Specimen specific trabecular bone models were developed and the predicted apparent stiffness and strength were compared to the experimentally measured apparent stiffness and strength of the corresponding specimen. Following the trabecular specimen tests, a series of 12 whole cadaveric vertebrae were then divided into treated and non-treated groups and vertebroplasty performed on the specimens of the treated group. The vertebrae in both groups underwent clinical-CT scanning and destructive uniaxial compression testing. Specimen specific FE vertebral body models were developed and the predicted mechanical response compared to the experimentally measured responses. The validation process demonstrated that the multi-scale FE models comprising a lattice network of beam elements were able to accurately capture the failure mechanics of trabecular bone; and a trabecular core represented with beam elements enclosed in a layer of shell elements to represent the cortical shell was able to adequately represent the failure mechanics of intact vertebral bodies with varying degrees of osteoporosis. Following model development and validation, the models were used to investigate the effects of progressive osteoporosis on vertebral body mechanics and trabecular bone mechanics. These simulations showed that overall failure of the osteoporotic vertebral body is initiated by failure of the trabecular core, and the failure mechanism of the trabeculae varies with the progression of osteoporosis; from tissue yield in healthy trabecular bone, to failure due to instability (buckling) in osteoporotic bone with its thinner trabecular struts. The mechanical response of the vertebral body under load is highly dependent on the ability of the endplates to deform to transmit the load to the underlying trabecular bone. The ability of the endplate to evenly transfer the load through the core diminishes with osteoporosis. Investigation into the effect of different loading conditions on the vertebral body found that, because the trabecular bone structural changes which occur in osteoporosis result in a structure that is highly aligned with the loading direction, the vertebral body is consequently less able to withstand non-uniform loading states such as occurs in forward flexion. Changes in vertebral body loading due to disc degeneration were simulated, but proved to have little effect on osteoporotic vertebra mechanics. Conversely, differences in vertebral body loading between simulated invivo (uniform endplate pressure) and in-vitro conditions (where the vertebral endplates are rigidly cemented) had a dramatic effect on the predicted vertebral mechanics. This investigation suggested that in-vitro loading using bone cement potting of both endplates has major limitations in its ability to represent vertebral body mechanics in-vivo. And lastly, FE investigation into the biomechanical effect of vertebroplasty was performed. The results of this investigation demonstrated that the effect of vertebroplasty on overall vertebra mechanics is strongly governed by the cement distribution achieved within the trabecular core. In agreement with a recent study, the models predicted that vertebroplasty cement distributions which do not form one continuous mass which contacts both endplates have little effect on vertebral body stiffness or strength. In summary, this work presents the development of a novel, multi-scale Finite Element model of the osteoporotic vertebral body, which provides a powerful new tool for investigating the mechanics of osteoporotic vertebral compression fractures at the trabecular bone micro-structural level, and at the vertebral body level.

Improved GrabCut segmentation via GMM optimisation

Semi-automatic segmentation of still images has vast and varied practical applications. Recently, an approach "GrabCut" has managed to successfully build upon earlier approaches based on colour and gradient information in order to address the problem of efficient extraction of a foreground object in a complex environment. In this paper, we extend the GrabCut algorithm further by applying an unsupervised algorithm for modelling the Gaussian Mixtures that are used to define the foreground and background in the segmentation algorithm. We show examples where the optimisation of the GrabCut framework leads to further improvements in performance.

Experimental and theoretical studies of the redox potentials of cyclic nitroxides

The redox potentials of 25 cyclic nitroxides from four different structural classes (pyrrolidine, piperidine, isoindoline, and azaphenalene) were determined experimentally by cyclic voltammetry in acetonitrile, and also via high-level ab initio molecular orbital calculations. It is shown that the potentials are influenced by the type of ring system, ring substituents and/or groups surrounding the radical moiety. For the pyrrolidine, piperidine, and isoindolines there is excellent agreement (mean absolute deviation of 0.05 V) between the calculated and experimental oxidation potentials; for the azaphenalenes, however, there is an extraordinary discrepancy (mean absolute deviation of 0.60 V), implying that their one-electron oxidation might involve additional processes not considered in the theoretical calculations. This recently developed azaphenalene class of nitroxide represents a new variant of a nitroxide ring fused to an aromatic system and details of the synthesis of five derivatives involving differing aryl substitution are also presented.

Eyelid pressure on the cornea

The eyelids play an important role in lubricating and protecting the surface of the eye. Each blink serves to spread fresh tears, remove debris and replenish the smooth optical surface of the eye. Yet little is known about how the eyelids contact the ocular surface and what pressure distribution exists between the eyelids and cornea. As the principal refractive component of the eye, the cornea is a major element of the eye’s optics. The optical properties of the cornea are known to be susceptible to the pressure exerted by the eyelids. Abnormal eyelids, due to disease, have altered pressure on the ocular surface due to changes in the shape, thickness or position of the eyelids. Normal eyelids also cause corneal distortions that are most often noticed when they are resting closer to the corneal centre (for example during reading). There were many reports of monocular diplopia after reading due to corneal distortion, but prior to videokeratoscopes these localised changes could not be measured. This thesis has measured the influence of eyelid pressure on the cornea after short-term near tasks and techniques were developed to quantify eyelid pressure and its distribution. The profile of the wave-like eyelid-induced corneal changes and the refractive effects of these distortions were investigated. Corneal topography changes due to both the upper and lower eyelids were measured for four tasks involving two angles of vertical downward gaze (20° and 40°) and two near work tasks (reading and steady fixation). After examining the depth and shape of the corneal changes, conclusions were reached regarding the magnitude and distribution of upper and lower eyelid pressure for these task conditions. The degree of downward gaze appears to alter the upper eyelid pressure on the cornea, with deeper changes occurring after greater angles of downward gaze. Although the lower eyelid was further from the corneal centre in large angles of downward gaze, its effect on the cornea was greater than that of the upper eyelid. Eyelid tilt, curvature, and position were found to be influential in the magnitude of eyelid-induced corneal changes. Refractively these corneal changes are clinically and optically significant with mean spherical and astigmatic changes of about 0.25 D after only 15 minutes of downward gaze (40° reading and steady fixation conditions). Due to the magnitude of these changes, eyelid pressure in downward gaze offers a possible explanation for some of the day-to-day variation observed in refraction. Considering the magnitude of these changes and previous work on their regression, it is recommended that sustained tasks performed in downward gaze should be avoided for at least 30 minutes before corneal and refractive assessment requiring high accuracy. Novel procedures were developed to use a thin (0.17 mm) tactile piezoresistive pressure sensor mounted on a rigid contact lens to measure eyelid pressure. A hydrostatic calibration system was constructed to convert raw digital output of the sensors to actual pressure units. Conditioning the sensor prior to use regulated the measurement response and sensor output was found to stabilise about 10 seconds after loading. The influences of various external factors on sensor output were studied. While the sensor output drifted slightly over several hours, it was not significant over the measurement time of 30 seconds used for eyelid pressure, as long as the length of the calibration and measurement recordings were matched. The error associated with calibrating at room temperature but measuring at ocular surface temperature led to a very small overestimation of pressure. To optimally position the sensor-contact lens combination under the eyelid margin, an in vivo measurement apparatus was constructed. Using this system, eyelid pressure increases were observed when the upper eyelid was placed on the sensor and a significant increase was apparent when the eyelid pressure was increased by pulling the upper eyelid tighter against the eye. For a group of young adult subjects, upper eyelid pressure was measured using this piezoresistive sensor system. Three models of contact between the eyelid and ocular surface were used to calibrate the pressure readings. The first model assumed contact between the eyelid and pressure sensor over more than the pressure cell width of 1.14 mm. Using thin pressure sensitive carbon paper placed under the eyelid, a contact imprint was measured and this width used for the second model of contact. Lastly as Marx’s line has been implicated as the region of contact with the ocular surface, its width was measured and used as the region of contact for the third model. The mean eyelid pressures calculated using these three models for the group of young subjects were 3.8 ± 0.7 mmHg (whole cell), 8.0 ± 3.4 mmHg (imprint width) and 55 ± 26 mmHg (Marx’s line). The carbon imprints using Pressurex-micro confirmed previous suggestions that a band of the eyelid margin has primary contact with the ocular surface and provided the best estimate of the contact region and hence eyelid pressure. Although it is difficult to directly compare the results with previous eyelid pressure measurement attempts, the eyelid pressure calculated using this model was slightly higher than previous manometer measurements but showed good agreement with the eyelid force estimated using an eyelid tensiometer. The work described in this thesis has shown that the eyelids have a significant influence on corneal shape, even after short-term tasks (15 minutes). Instrumentation was developed using piezoresistive sensors to measure eyelid pressure. Measurements for the upper eyelid combined with estimates of the contact region between the cornea and the eyelid enabled quantification of the upper eyelid pressure for a group of young adult subjects. These techniques will allow further investigation of the interaction between the eyelids and the surface of the eye.

Impact of cognitive load and frustration on drivers’ speech [Abstract]

Secondary tasks such as cell phone calls or interaction with automated speech dialog systems (SDSs) increase the driver’s cognitive load as well as the probability of driving errors. This study analyzes speech production variations due to cognitive load and emotional state of drivers in real driving conditions. Speech samples were acquired from 24 female and 17 male subjects (approximately 8.5 h of data) while talking to a co-driver and communicating with two automated call centers, with emotional states (neutral, negative) and the number of necessary SDS query repetitions also labeled. A consistent shift in a number of speech production parameters (pitch, first format center frequency, spectral center of gravity, spectral energy spread, and duration of voiced segments) was observed when comparing SDS interaction against co-driver interaction; further increases were observed when considering negative emotion segments and the number of requested SDS query repetitions. A mel frequency cepstral coefficient based Gaussian mixture classifier trained on 10 male and 10 female sessions provided 91% accuracy in the open test set task of distinguishing co-driver interactions from SDS interactions, suggesting—together with the acoustic analysis—that it is possible to monitor the level of driver distraction directly from their speech.

Development of a method to measure upper eyelid pressure on the cornea

Purpose: The cornea is known to be susceptible to forces exerted by eyelids. There have been previous attempts to quantify eyelid pressure but the reliability of the results is unclear. The purpose of this study was to develop a technique using piezoresistive pressure sensors to measure upper eyelid pressure on the cornea. Methods: The technique was based on the use of thin (0.18 mm) tactile piezoresistive pressure sensors, which generate a signal related to the applied pressure. A range of factors that influence the response of this pressure sensor were investigated along with the optimal method of placing the sensor in the eye. Results: Curvature of the pressure sensor was found to impart force, so the sensor needed to remain flat during measurements. A large rigid contact lens was designed to have a flat region to which the sensor was attached. To stabilise the contact lens during measurement, an apparatus was designed to hold and position the sensor and contact lens combination on the eye. A calibration system was designed to apply even pressure to the sensor when attached to the contact lens, so the raw digital output could be converted to actual pressure units. Conclusions: Several novel procedures were developed to use tactile sensors to measure eyelid pressure. The quantification of eyelid pressure has a number of applications including eyelid reconstructive surgery and the design of soft and rigid contact lenses.

Yield-factor volatility models

The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature of the yield curve that simultaneously includes level and GARCH effects along with regime shifts. We show that the level of the short rate is useful in modeling the volatility of the three yield factors and that there are significant GARCH effects present even after including a level effect. Further, we find that allowing for regime shifts in the factor volatilities dramatically improves the model’s fit and strengthens the level effect. We also show that a regime-switching model with level and GARCH effects provides the best out-of-sample forecasting performance of yield volatility. We argue that the auxiliary models often used to estimate term structure models with simulation-based estimation techniques should be consistent with the main features of the yield curve that are identified by our model.

Characterisation of Ni carbonate-bearing minerals by UV-Vis-NIR spectroscopy

Four nickel carbonate-bearing minerals from Australia have been investigated to study the effect of Ni for Mg substitution. The spectra of nullaginite, zaratite, widgiemoolthalite and takovite show three main features in the range of 26,720–25,855 cm−1 (ν1-band), 15,230–14,740 cm−1 (ν2-band) and 9,200–9,145 cm−1 (ν3-band) which are characteristic of divalent nickel in six-fold coordination. The Crystal Field Stabilization Energy (CFSE) of Ni2+ in the four carbonates is calculated from the observed 3A2g(3F) → 3T2g(3F) transition. CFSE is dependent on mineralogy, crystallinity and chemical composition (Al/Mg-content). The splitting of the ν1- and ν3-bands and non-Gaussian shape of ν3-band in the minerals are the effects of Ni-site distortion from regular octahedral. The effect of structural cation substitutions (Mg2+, Ni2+, Fe2+ and trivalent cations, Al3+, Fe3+) in the carbonate minerals is noticed on band shifts. Thus, electronic bands in the UV–Vis–NIR spectra and the overtones and combination bands of OH and carbonate ion in NIR show shifts to higher wavenumbers, particularly for widgiemoolthalite and takovite.

Improving automatic speaker verification using SVM techniques

Automatic recognition of people is an active field of research with important forensic and security applications. In these applications, it is not always possible for the subject to be in close proximity to the system. Voice represents a human behavioural trait which can be used to recognise people in such situations. Automatic Speaker Verification (ASV) is the process of verifying a persons identity through the analysis of their speech and enables recognition of a subject at a distance over a telephone channel { wired or wireless. A significant amount of research has focussed on the application of Gaussian mixture model (GMM) techniques to speaker verification systems providing state-of-the-art performance. GMM's are a type of generative classifier trained to model the probability distribution of the features used to represent a speaker. Recently introduced to the field of ASV research is the support vector machine (SVM). An SVM is a discriminative classifier requiring examples from both positive and negative classes to train a speaker model. The SVM is based on margin maximisation whereby a hyperplane attempts to separate classes in a high dimensional space. SVMs applied to the task of speaker verification have shown high potential, particularly when used to complement current GMM-based techniques in hybrid systems. This work aims to improve the performance of ASV systems using novel and innovative SVM-based techniques. Research was divided into three main themes: session variability compensation for SVMs; unsupervised model adaptation; and impostor dataset selection. The first theme investigated the differences between the GMM and SVM domains for the modelling of session variability | an aspect crucial for robust speaker verification. Techniques developed to improve the robustness of GMMbased classification were shown to bring about similar benefits to discriminative SVM classification through their integration in the hybrid GMM mean supervector SVM classifier. Further, the domains for the modelling of session variation were contrasted to find a number of common factors, however, the SVM-domain consistently provided marginally better session variation compensation. Minimal complementary information was found between the techniques due to the similarities in how they achieved their objectives. The second theme saw the proposal of a novel model for the purpose of session variation compensation in ASV systems. Continuous progressive model adaptation attempts to improve speaker models by retraining them after exploiting all encountered test utterances during normal use of the system. The introduction of the weight-based factor analysis model provided significant performance improvements of over 60% in an unsupervised scenario. SVM-based classification was then integrated into the progressive system providing further benefits in performance over the GMM counterpart. Analysis demonstrated that SVMs also hold several beneficial characteristics to the task of unsupervised model adaptation prompting further research in the area. In pursuing the final theme, an innovative background dataset selection technique was developed. This technique selects the most appropriate subset of examples from a large and diverse set of candidate impostor observations for use as the SVM background by exploiting the SVM training process. This selection was performed on a per-observation basis so as to overcome the shortcoming of the traditional heuristic-based approach to dataset selection. Results demonstrate the approach to provide performance improvements over both the use of the complete candidate dataset and the best heuristically-selected dataset whilst being only a fraction of the size. The refined dataset was also shown to generalise well to unseen corpora and be highly applicable to the selection of impostor cohorts required in alternate techniques for speaker verification.

Bootstrap approaches for estimation and confidence intervals of long term memory processes

In this work, we investigate an alternative bootstrap approach based on a result of Ramsey [F.L. Ramsey, Characterization of the partial autocorrelation function, Ann. Statist. 2 (1974), pp. 1296-1301] and on the Durbin-Levinson algorithm to obtain a surrogate series from linear Gaussian processes with long range dependence. We compare this bootstrap method with other existing procedures in a wide Monte Carlo experiment by estimating, parametrically and semi-parametrically, the memory parameter d. We consider Gaussian and non-Gaussian processes to prove the robustness of the method to deviations from normality. The approach is also useful to estimate confidence intervals for the memory parameter d by improving the coverage level of the interval.