Semi-parametric forecasting of realized volatility

Forecasts generated by time series models traditionally place greater weight on more recent observations. This paper develops an alternative semi-parametric method for forecasting that does not rely on this convention and applies it to the problem of forecasting asset return volatility. In this approach, a forecast is a weighted average of historical volatility, with the greatest weight given to periods that exhibit similar market conditions to the time at which the forecast is being formed. Weighting is determined by comparing short-term trends in volatility across time (as a measure of market conditions) by means of a multivariate kernel scheme. It is found that the semi-parametric method produces forecasts that are significantly more accurate than a number of competing approaches at both short and long forecast horizons.

Anthropogenic landscape change promotes asymmetric dispersal and limits regional patch occupancy in a spatially structured bird population

1. Local extinctions in habitat patches and asymmetric dispersal between patches are key processes structuring animal populations in heterogeneous environments. Effective landscape conservation requires an understanding of how habitat loss and fragmentation influence demographic processes within populations and movement between populations. 2. We used patch occupancy surveys and molecular data for a rainforest bird, the logrunner (Orthonyx temminckii), to determine (i) the effects of landscape change and patch structure on local extinction; (ii) the asymmetry of emigration and immigration rates; (iii) the relative influence of local and between-population landscapes on asymmetric emigration and immigration; and (iv) the relative contributions of habitat loss and habitat fragmentation to asymmetric emigration and immigration. 3. Whether or not a patch was occupied by logrunners was primarily determined by the isolation of that patch. After controlling for patch isolation, patch occupancy declined in landscapes experiencing high levels of rainforest loss over the last 100 years. Habitat loss and fragmentation over the last century was more important than the current pattern of patch isolation alone, which suggested that immigration from neighbouring patches was unable to prevent local extinction in highly modified landscapes. 4. We discovered that dispersal between logrunner populations is highly asymmetric. Emigration rates were 39% lower when local landscapes were fragmented, but emigration was not limited by the structure of the between-population landscapes. In contrast, immigration was 37% greater when local landscapes were fragmented and was lower when the between-population landscapes were fragmented. Rainforest fragmentation influenced asymmetric dispersal to a greater extent than did rainforest loss, and a 60% reduction in mean patch area was capable of switching a population from being a net exporter to a net importer of dispersing logrunners. 5. The synergistic effects of landscape change on species occurrence and asymmetric dispersal have important implications for conservation. Conservation measures that maintain large patch sizes in the landscape may promote asymmetric dispersal from intact to fragmented landscapes and allow rainforest bird populations to persist in fragmented and degraded landscapes. These sink populations could form the kernel of source populations given sufficient habitat restoration. However, the success of this rescue effect will depend on the quality of the between-population landscapes.

Real-time power line extraction from unmanned aerial system video images

In this paper a real-time vision based power line extraction solution is investigated for active UAV guidance. The line extraction algorithm starts from ridge points detected by steerable filters. A collinear line segments fitting algorithm is followed up by considering global and local information together with multiple collinear measurements. GPU boosted algorithm implementation is also investigated in the experiment. The experimental result shows that the proposed algorithm outperforms two baseline line detection algorithms and is able to fitting long collinear line segments. The low computational cost of the algorithm make suitable for real-time applications.

Fast power line detection and localization using steerable filter for active UAV guidance

In this paper we present a fast power line detection and localisation algorithm as well as propose a high-level guidance architecture for active vision-based Unmanned Aerial Vehicle (UAV) guidance. The detection stage is based on steerable filters for edge ridge detection, followed by a line fitting algorithm to refine candidate power lines in images. The guidance architecture assumes an UAV with an onboard Gimbal camera. We first control the position of the Gimbal such that the power line is in the field of view of the camera. Then its pose is used to generate the appropriate control commands such that the aircraft moves and flies above the lines. We present initial experimental results for the detection stage which shows that the proposed algorithm outperforms two state-of-the-art line detection algorithms for power line detection from aerial imagery.

BabelFuse data fusion unit with precision wireless clock synchronisation

A significant issue encountered when fusing data received from multiple sensors is the accuracy of the timestamp associated with each piece of data. This is particularly important in applications such as Simultaneous Localisation and Mapping (SLAM) where vehicle velocity forms an important part of the mapping algorithms; on fastmoving vehicles, even millisecond inconsistencies in data timestamping can produce errors which need to be compensated for. The timestamping problem is compounded in a robot swarm environment due to the use of non-deterministic readily-available hardware (such as 802.11-based wireless) and inaccurate clock synchronisation protocols (such as Network Time Protocol (NTP)). As a result, the synchronisation of the clocks between robots can be out by tens-to-hundreds of milliseconds making correlation of data difficult and preventing the possibility of the units performing synchronised actions such as triggering cameras or intricate swarm manoeuvres. In this thesis, a complete data fusion unit is designed, implemented and tested. The unit, named BabelFuse, is able to accept sensor data from a number of low-speed communication buses (such as RS232, RS485 and CAN Bus) and also timestamp events that occur on General Purpose Input/Output (GPIO) pins referencing a submillisecondaccurate wirelessly-distributed "global" clock signal. In addition to its timestamping capabilities, it can also be used to trigger an attached camera at a predefined start time and frame rate. This functionality enables the creation of a wirelessly-synchronised distributed image acquisition system over a large geographic area; a real world application for this functionality is the creation of a platform to facilitate wirelessly-distributed 3D stereoscopic vision. A ‘best-practice’ design methodology is adopted within the project to ensure the final system operates according to its requirements. Initially, requirements are generated from which a high-level architecture is distilled. This architecture is then converted into a hardware specification and low-level design, which is then manufactured. The manufactured hardware is then verified to ensure it operates as designed and firmware and Linux Operating System (OS) drivers are written to provide the features and connectivity required of the system. Finally, integration testing is performed to ensure the unit functions as per its requirements. The BabelFuse System comprises of a single Grand Master unit which is responsible for maintaining the absolute value of the "global" clock. Slave nodes then determine their local clock o.set from that of the Grand Master via synchronisation events which occur multiple times per-second. The mechanism used for synchronising the clocks between the boards wirelessly makes use of specific hardware and a firmware protocol based on elements of the IEEE-1588 Precision Time Protocol (PTP). With the key requirement of the system being submillisecond-accurate clock synchronisation (as a basis for timestamping and camera triggering), automated testing is carried out to monitor the o.sets between each Slave and the Grand Master over time. A common strobe pulse is also sent to each unit for timestamping; the correlation between the timestamps of the di.erent units is used to validate the clock o.set results. Analysis of the automated test results show that the BabelFuse units are almost threemagnitudes more accurate than their requirement; clocks of the Slave and Grand Master units do not di.er by more than three microseconds over a running time of six hours and the mean clock o.set of Slaves to the Grand Master is less-than one microsecond. The common strobe pulse used to verify the clock o.set data yields a positive result with a maximum variation between units of less-than two microseconds and a mean value of less-than one microsecond. The camera triggering functionality is verified by connecting the trigger pulse output of each board to a four-channel digital oscilloscope and setting each unit to output a 100Hz periodic pulse with a common start time. The resulting waveform shows a maximum variation between the rising-edges of the pulses of approximately 39¥ìs, well below its target of 1ms.

Prediction of transcriptional regulatory interactions in bacteria : a comparative genomics approach

Exponential growth of genomic data in the last two decades has made manual analyses impractical for all but trial studies. As genomic analyses have become more sophisticated, and move toward comparisons across large datasets, computational approaches have become essential. One of the most important biological questions is to understand the mechanisms underlying gene regulation. Genetic regulation is commonly investigated and modelled through the use of transcriptional regulatory network (TRN) structures. These model the regulatory interactions between two key components: transcription factors (TFs) and the target genes (TGs) they regulate. Transcriptional regulatory networks have proven to be invaluable scientific tools in Bioinformatics. When used in conjunction with comparative genomics, they have provided substantial insights into the evolution of regulatory interactions. Current approaches to regulatory network inference, however, omit two additional key entities: promoters and transcription factor binding sites (TFBSs). In this study, we attempted to explore the relationships among these regulatory components in bacteria. Our primary goal was to identify relationships that can assist in reducing the high false positive rates associated with transcription factor binding site predictions and thereupon enhance the reliability of the inferred transcription regulatory networks. In our preliminary exploration of relationships between the key regulatory components in Escherichia coli transcription, we discovered a number of potentially useful features. The combination of location score and sequence dissimilarity scores increased de novo binding site prediction accuracy by 13.6%. Another important observation made was with regards to the relationship between transcription factors grouped by their regulatory role and corresponding promoter strength. Our study of E.coli ��70 promoters, found support at the 0.1 significance level for our hypothesis | that weak promoters are preferentially associated with activator binding sites to enhance gene expression, whilst strong promoters have more repressor binding sites to repress or inhibit gene transcription. Although the observations were specific to �70, they nevertheless strongly encourage additional investigations when more experimentally confirmed data are available. In our preliminary exploration of relationships between the key regulatory components in E.coli transcription, we discovered a number of potentially useful features { some of which proved successful in reducing the number of false positives when applied to re-evaluate binding site predictions. Of chief interest was the relationship observed between promoter strength and TFs with respect to their regulatory role. Based on the common assumption, where promoter homology positively correlates with transcription rate, we hypothesised that weak promoters would have more transcription factors that enhance gene expression, whilst strong promoters would have more repressor binding sites. The t-tests assessed for E.coli �70 promoters returned a p-value of 0.072, which at 0.1 significance level suggested support for our (alternative) hypothesis; albeit this trend may only be present for promoters where corresponding TFBSs are either all repressors or all activators. Nevertheless, such suggestive results strongly encourage additional investigations when more experimentally confirmed data will become available. Much of the remainder of the thesis concerns a machine learning study of binding site prediction, using the SVM and kernel methods, principally the spectrum kernel. Spectrum kernels have been successfully applied in previous studies of protein classification [91, 92], as well as the related problem of promoter predictions [59], and we have here successfully applied the technique to refining TFBS predictions. The advantages provided by the SVM classifier were best seen in `moderately'-conserved transcription factor binding sites as represented by our E.coli CRP case study. Inclusion of additional position feature attributes further increased accuracy by 9.1% but more notable was the considerable decrease in false positive rate from 0.8 to 0.5 while retaining 0.9 sensitivity. Improved prediction of transcription factor binding sites is in turn extremely valuable in improving inference of regulatory relationships, a problem notoriously prone to false positive predictions. Here, the number of false regulatory interactions inferred using the conventional two-component model was substantially reduced when we integrated de novo transcription factor binding site predictions as an additional criterion for acceptance in a case study of inference in the Fur regulon. This initial work was extended to a comparative study of the iron regulatory system across 20 Yersinia strains. This work revealed interesting, strain-specific difierences, especially between pathogenic and non-pathogenic strains. Such difierences were made clear through interactive visualisations using the TRNDifi software developed as part of this work, and would have remained undetected using conventional methods. This approach led to the nomination of the Yfe iron-uptake system as a candidate for further wet-lab experimentation due to its potential active functionality in non-pathogens and its known participation in full virulence of the bubonic plague strain. Building on this work, we introduced novel structures we have labelled as `regulatory trees', inspired by the phylogenetic tree concept. Instead of using gene or protein sequence similarity, the regulatory trees were constructed based on the number of similar regulatory interactions. While the common phylogentic trees convey information regarding changes in gene repertoire, which we might regard being analogous to `hardware', the regulatory tree informs us of the changes in regulatory circuitry, in some respects analogous to `software'. In this context, we explored the `pan-regulatory network' for the Fur system, the entire set of regulatory interactions found for the Fur transcription factor across a group of genomes. In the pan-regulatory network, emphasis is placed on how the regulatory network for each target genome is inferred from multiple sources instead of a single source, as is the common approach. The benefit of using multiple reference networks, is a more comprehensive survey of the relationships, and increased confidence in the regulatory interactions predicted. In the present study, we distinguish between relationships found across the full set of genomes as the `core-regulatory-set', and interactions found only in a subset of genomes explored as the `sub-regulatory-set'. We found nine Fur target gene clusters present across the four genomes studied, this core set potentially identifying basic regulatory processes essential for survival. Species level difierences are seen at the sub-regulatory-set level; for example the known virulence factors, YbtA and PchR were found in Y.pestis and P.aerguinosa respectively, but were not present in both E.coli and B.subtilis. Such factors and the iron-uptake systems they regulate, are ideal candidates for wet-lab investigation to determine whether or not they are pathogenic specific. In this study, we employed a broad range of approaches to address our goals and assessed these methods using the Fur regulon as our initial case study. We identified a set of promising feature attributes; demonstrated their success in increasing transcription factor binding site prediction specificity while retaining sensitivity, and showed the importance of binding site predictions in enhancing the reliability of regulatory interaction inferences. Most importantly, these outcomes led to the introduction of a range of visualisations and techniques, which are applicable across the entire bacterial spectrum and can be utilised in studies beyond the understanding of transcriptional regulatory networks.

Quantitative evaluation of matching methods and validity measures for stereo vision

The authors present a qualitative and quantitative comparison of various similarity measures that form the kernel of common area-based stereo-matching systems. The authors compare classical difference and correlation measures as well as nonparametric measures based on the rank and census transforms for a number of outdoor images. For robotic applications, important considerations include robustness to image defects such as intensity variation and noise, the number of false matches, and computational complexity. In the absence of ground truth data, the authors compare the matching techniques based on the percentage of matches that pass the left-right consistency test. The authors also evaluate the discriminatory power of several match validity measures that are reported in the literature for eliminating false matches and for estimating match confidence. For guidance applications, it is essential to have and estimate of confidence in the three-dimensional points generated by stereo vision. Finally, a new validity measure, the rank constraint, is introduced that is capable of resolving ambiguous matches for rank transform-based matching.

Enhancing security of linux-based android devices

Our daily lives become more and more dependent upon smartphones due to their increased capabilities. Smartphones are used in various ways from payment systems to assisting the lives of elderly or disabled people. Security threats for these devices become increasingly dangerous since there is still a lack of proper security tools for protection. Android emerges as an open smartphone platform which allows modification even on operating system level. Therefore, third-party developers have the opportunity to develop kernel-based low-level security tools which is not normal for smartphone platforms. Android quickly gained its popularity among smartphone developers and even beyond since it bases on Java on top of "open" Linux in comparison to former proprietary platforms which have very restrictive SDKs and corresponding APIs. Symbian OS for example, holding the greatest market share among all smartphone OSs, was closing critical APIs to common developers and introduced application certification. This was done since this OS was the main target for smartphone malwares in the past. In fact, more than 290 malwares designed for Symbian OS appeared from July 2004 to July 2008. Android, in turn, promises to be completely open source. Together with the Linux-based smartphone OS OpenMoko, open smartphone platforms may attract malware writers for creating malicious applications endangering the critical smartphone applications and owners� privacy. In this work, we present our current results in analyzing the security of Android smartphones with a focus on its Linux side. Our results are not limited to Android, they are also applicable to Linux-based smartphones such as OpenMoko Neo FreeRunner. Our contribution in this work is three-fold. First, we analyze android framework and the Linux-kernel to check security functionalities. We survey wellaccepted security mechanisms and tools which can increase device security. We provide descriptions on how to adopt these security tools on Android kernel, and provide their overhead analysis in terms of resource usage. As open smartphones are released and may increase their market share similar to Symbian, they may attract attention of malware writers. Therefore, our second contribution focuses on malware detection techniques at the kernel level. We test applicability of existing signature and intrusion detection methods in Android environment. We focus on monitoring events on the kernel; that is, identifying critical kernel, log file, file system and network activity events, and devising efficient mechanisms to monitor them in a resource limited environment. Our third contribution involves initial results of our malware detection mechanism basing on static function call analysis. We identified approximately 105 Executable and Linking Format (ELF) executables installed to the Linux side of Android. We perform a statistical analysis on the function calls used by these applications. The results of the analysis can be compared to newly installed applications for detecting significant differences. Additionally, certain function calls indicate malicious activity. Therefore, we present a simple decision tree for deciding the suspiciousness of the corresponding application. Our results present a first step towards detecting malicious applications on Android-based devices.

An Android application sandbox system for suspicious software detection

Smartphones are steadily gaining popularity, creating new application areas as their capabilities increase in terms of computational power, sensors and communication. Emerging new features of mobile devices give opportunity to new threats. Android is one of the newer operating systems targeting smartphones. While being based on a Linux kernel, Android has unique properties and specific limitations due to its mobile nature. This makes it harder to detect and react upon malware attacks if using conventional techniques. In this paper, we propose an Android Application Sandbox (AASandbox) which is able to perform both static and dynamic analysis on Android programs to automatically detect suspicious applications. Static analysis scans the software for malicious patterns without installing it. Dynamic analysis executes the application in a fully isolated environment, i.e. sandbox, which intervenes and logs low-level interactions with the system for further analysis. Both the sandbox and the detection algorithms can be deployed in the cloud, providing a fast and distributed detection of suspicious software in a mobile software store akin to Google's Android Market. Additionally, AASandbox might be used to improve the efficiency of classical anti-virus applications available for the Android operating system.

Planar difference functions

In 1980 Alltop produced a family of cubic phase sequences that nearly meet the Welch bound for maximum non-peak correlation magnitude. This family of sequences were shown by Wooters and Fields to be useful for quantum state tomography. Alltop’s construction used a function that is not planar, but whose difference function is planar. In this paper we show that Alltop type functions cannot exist in fields of characteristic 3 and that for a known class of planar functions, x^3 is the only Alltop type function.

Developing and benchmarking native Linux applications on Android

Smartphones get increasingly popular where more and more smartphone platforms emerge. Special attention was gained by the open source platform Android which was presented by the Open Handset Alliance (OHA) hosting members like Google, Motorola, and HTC. Android uses a Linux kernel and a stripped-down userland with a custom Java VM set on top. The resulting system joins the advantages of both environments, while third-parties are intended to develop only Java applications at the moment. In this work, we present the benefit of using native applications in Android. Android includes a fully functional Linux, and using it for heavy computational tasks when developing applications can bring in substantional performance increase. We present how to develop native applications and software components, as well as how to let Linux applications and components communicate with Java programs. Additionally, we present performance measurements of native and Java applications executing identical tasks. The results show that native C applications can be up to 30 times as fast as an identical algorithm running in Dalvik VM. Java applications can become a speed-up of up to 10 times if utilizing JNI.

Monitoring android for collaborative anomaly detection : a first architectural draft

Our daily lives become more and more dependent upon smartphones due to their increased capabilities. Smartphones are used in various ways, e.g. for payment systems or assisting the lives of elderly or disabled people. Security threats for these devices become more and more dangerous since there is still a lack of proper security tools for protection. Android emerges as an open smartphone platform which allows modification even on operating system level and where third-party developers first time have the opportunity to develop kernel-based low-level security tools. Android quickly gained its popularity among smartphone developers and even beyond since it bases on Java on top of "open" Linux in comparison to former proprietary platforms which have very restrictive SDKs and corresponding APIs. Symbian OS, holding the greatest market share among all smartphone OSs, was even closing critical APIs to common developers and introduced application certification. This was done since this OS was the main target for smartphone malwares in the past. In fact, more than 290 malwares designed for Symbian OS appeared from July 2004 to July 2008. Android, in turn, promises to be completely open source. Together with the Linux-based smartphone OS OpenMoko, open smartphone platforms may attract malware writers for creating malicious applications endangering the critical smartphone applications and owners privacy. Since signature-based approaches mainly detect known malwares, anomaly-based approaches can be a valuable addition to these systems. They base on mathematical algorithms processing data that describe the state of a certain device. For gaining this data, a monitoring client is needed that has to extract usable information (features) from the monitored system. Our approach follows a dual system for analyzing these features. On the one hand, functionality for on-device light-weight detection is provided. But since most algorithms are resource exhaustive, remote feature analysis is provided on the other hand. Having this dual system enables event-based detection that can react to the current detection need. In our ongoing research we aim to investigates the feasibility of light-weight on-device detection for certain occasions. On other occasions, whenever significant changes are detected on the device, the system can trigger remote detection with heavy-weight algorithms for better detection results. In the absence of the server respectively as a supplementary approach, we also consider a collaborative scenario. Here, mobile devices sharing a common objective are enabled by a collaboration module to share information, such as intrusion detection data and results. This is based on an ad-hoc network mode that can be provided by a WiFi or Bluetooth adapter nearly every smartphone possesses.

An ensemble method for predicting subnuclear localizations from primary protein structures

Background Predicting protein subnuclear localization is a challenging problem. Some previous works based on non-sequence information including Gene Ontology annotations and kernel fusion have respective limitations. The aim of this work is twofold: one is to propose a novel individual feature extraction method; another is to develop an ensemble method to improve prediction performance using comprehensive information represented in the form of high dimensional feature vector obtained by 11 feature extraction methods. Methodology/Principal Findings A novel two-stage multiclass support vector machine is proposed to predict protein subnuclear localizations. It only considers those feature extraction methods based on amino acid classifications and physicochemical properties. In order to speed up our system, an automatic search method for the kernel parameter is used. The prediction performance of our method is evaluated on four datasets: Lei dataset, multi-localization dataset, SNL9 dataset and a new independent dataset. The overall accuracy of prediction for 6 localizations on Lei dataset is 75.2% and that for 9 localizations on SNL9 dataset is 72.1% in the leave-one-out cross validation, 71.7% for the multi-localization dataset and 69.8% for the new independent dataset, respectively. Comparisons with those existing methods show that our method performs better for both single-localization and multi-localization proteins and achieves more balanced sensitivities and specificities on large-size and small-size subcellular localizations. The overall accuracy improvements are 4.0% and 4.7% for single-localization proteins and 6.5% for multi-localization proteins. The reliability and stability of our classification model are further confirmed by permutation analysis. Conclusions It can be concluded that our method is effective and valuable for predicting protein subnuclear localizations. A web server has been designed to implement the proposed method. It is freely available at http://bioinformatics.awowshop.com/snlpr​ed_page.php.

Optimisation of bio-oil extraction process from Beauty Leaf (Calophyllum inophyllum) oil seed as a second generation biodiesel source

The Beauty Leaf tree (Calophyllum inophyllum) is a potential source of non-edible vegetable oil for producing future generation biodiesel because of its ability to grow in a wide range of climate conditions, easy cultivation, high fruit production rate, and the high oil content in the seed. This plant naturally occurs in the coastal areas of Queensland and the Northern Territory in Australia, and is also widespread in south-east Asia, India and Sri Lanka. Although Beauty Leaf is traditionally used as a source of timber and orientation plant, its potential as a source of second generation biodiesel is yet to be exploited. In this study, the extraction process from the Beauty Leaf oil seed has been optimised in terms of seed preparation, moisture content and oil extraction methods. The two methods that have been considered to extract oil from the seed kernel are mechanical oil extraction using an electric powered screw press, and chemical oil extraction using n-hexane as an oil solvent. The study found that seed preparation has a significant impact on oil yields, especially in the screw press extraction method. Kernels prepared to 15% moisture content provided the highest oil yields for both extraction methods. Mechanical extraction using the screw press can produce oil from correctly prepared product at a low cost, however overall this method is ineffective with relatively low oil yields. Chemical extraction was found to be a very effective method for oil extraction for its consistence performance and high oil yield, but cost of production was relatively higher due to the high cost of solvent. However, a solvent recycle system can be implemented to reduce the production cost of Beauty Leaf biodiesel. The findings of this study are expected to serve as the basis from which industrial scale biodiesel production from Beauty Leaf can be made.

Inter-cycle variability of in-cylinder pressure parameters in an ethanol fumigated common rail diesel engine

The effects of ethanol fumigation on the inter-cycle variability of key in-cylinder pressure parameters in a modern common rail diesel engine have been investigated. Specifically, maximum rate of pressure rise, peak pressure, peak pressure timing and ignition delay were investigated. A new methodology for investigating the start of combustion was also proposed and demonstrated—which is particularly useful with noisy in-cylinder pressure data as it can have a significant effect on the calculation of an accurate net rate of heat release indicator diagram. Inter-cycle variability has been traditionally investigated using the coefficient of variation. However, deeper insight into engine operation is given by presenting the results as kernel density estimates; hence, allowing investigation of otherwise unnoticed phenomena, including: multi-modal and skewed behaviour. This study has found that operation of a common rail diesel engine with high ethanol substitutions (>20% at full load, >30% at three quarter load) results in a significant reduction in ignition delay. Further, this study also concluded that if the engine is operated with absolute air to fuel ratios (mole basis) less than 80, the inter-cycle variability is substantially increased compared to normal operation.