Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

A Memetic Algorithm for the location-based continuously operating reference stations placement problem in Network Real-Time Kinematic

Network Real-Time Kinematic (NRTK) is a technology that can provide centimeter-level accuracy positioning services in real time, and it is enabled by a network of Continuously Operating Reference Stations (CORS). The location-oriented CORS placement problem is an important problem in the design of a NRTK as it will directly affect not only the installation and operational cost of the NRTK, but also the quality of positioning services provided by the NRTK. This paper presents a Memetic Algorithm (MA) for the location-oriented CORS placement problem, which hybridizes the powerful explorative search capacity of a genetic algorithm and the efficient and effective exploitative search capacity of a local optimization. Experimental results have shown that the MA has better performance than existing approaches. In this paper we also conduct an empirical study about the scalability of the MA, effectiveness of the hybridization technique and selection of crossover operator in the MA.

Reliable fault diagnosis for incipient low-speed bearings using fault feature analysis based on a binary bat algorithm

In this paper, we propose a highly reliable fault diagnosis scheme for incipient low-speed rolling element bearing failures. The scheme consists of fault feature calculation, discriminative fault feature analysis, and fault classification. The proposed approach first computes wavelet-based fault features, including the respective relative wavelet packet node energy and entropy, by applying a wavelet packet transform to an incoming acoustic emission signal. The most discriminative fault features are then filtered from the originally produced feature vector by using discriminative fault feature analysis based on a binary bat algorithm (BBA). Finally, the proposed approach employs one-against-all multiclass support vector machines to identify multiple low-speed rolling element bearing defects. This study compares the proposed BBA-based dimensionality reduction scheme with four other dimensionality reduction methodologies in terms of classification performance. Experimental results show that the proposed methodology is superior to other dimensionality reduction approaches, yielding an average classification accuracy of 94.9%, 95.8%, and 98.4% under bearing rotational speeds at 20 revolutions-per-minute (RPM), 80 RPM, and 140 RPM, respectively.

Structural identification of a laboratory-based steel through truss cantilevered bridge with suspended span using a layered genetic algorithm with patternsearch step (GAPS)

Structural identification (St-Id) can be considered as the process of updating a finite element (FE) model of a structural system to match the measured response of the structure. This paper presents the St-Id of a laboratory-based steel through-truss cantilevered bridge with suspended span. There are a total of 600 degrees of freedom (DOFs) in the superstructure plus additional DOFs in the substructure. The St-Id of the bridge model used the modal parameters from a preliminary modal test in the objective function of a global optimisation technique using a layered genetic algorithm with patternsearch step (GAPS). Each layer of the St-Id process involved grouping of the structural parameters into a number of updating parameters and running parallel optimisations. The number of updating parameters was increased at each layer of the process. In order to accelerate the optimisation and ensure improved diversity within the population, a patternsearch step was applied to the fittest individuals at the end of each generation of the GA. The GAPS process was able to replicate the mode shapes for the first two lateral sway modes and the first vertical bending mode to a high degree of accuracy and, to a lesser degree, the mode shape of the first lateral bending mode. The mode shape and frequency of the torsional mode did not match very well. The frequencies of the first lateral bending mode, the first longitudinal mode and the first vertical mode matched very well. The frequency of the first sway mode was lower and that of the second sway mode was higher than the true values, indicating a possible problem with the FE model. Improvements to the model and the St-Id process will be presented at the upcoming conference and compared to the results presented in this paper. These improvements will include the use of multiple FE models in a multi-layered, multi-solution, GAPS St-Id approach.

Assessment of conjunctival goblet cell density using laser scanning confocal microscopy versus impression cytology

Purpose To determine the association between conjunctival goblet cell density (GCD) assessed using in vivo laser scanning confocal microscopy and conjunctival impression cytology in a healthy population. Methods Ninety (90) healthy participants undertook a validated 5-item dry eye questionnaire, non-invasive tear film break-up time measurement, ocular surface fluorescein staining and phenol red thread test. These tests where undertaken to diagnose and exclude participants with dry eye. The nasal bulbar conjunctiva was imaged using laser scanning confocal microscopy (LSCM). Conjunctival impression cytology (CIC) was performed in the same region a few minutes later. Conjunctival goblet cell density was calculated as cells/mm2. Results There was a strong positive correlation of conjunctival GCD between LSCM and CIC (ρ = 0.66). Conjunctival goblet cell density was 475 ± 41 cells/mm2 and 466 ± 51 cells/mm2 measured by LSCM and CIC, respectively. Conclusions The strong association between in vivo and in vitro cellular analysis for measuring conjunctival GCD suggests that the more invasive CIC can be replaced by the less invasive LSCM in research and clinical practice.

Time-Dependent Density Functional Molecular Orbital and Excited State Calculations on Bis(porphyrinyl)butadiynes in the Monocationic, Neutral, Monoanionic, and Dianionic Oxidation States

We report a theoretical study of the multiple oxidation states (1+, 0, 1−, and 2−) of a meso,meso-linked diporphyrin, namely bis[10,15,20-triphenylporphyrinatozinc(II)-5-yl]butadiyne (4), using Time-Dependent Density Functional Theory (TDDFT). The origin of electronic transitions of singlet excited states is discussed in comparison to experimental spectra for the corresponding oxidation states of the close analogue bis{10,15,20-tris[3‘,5‘-di-tert-butylphenyl]porphyrinatozinc(II)-5-yl}butadiyne (3). The latter were measured in previous work under in situ spectroelectrochemical conditions. Excitation energies and orbital compositions of the excited states were obtained for these large delocalized aromatic radicals, which are unique examples of organic mixed-valence systems. The radical cations and anions of butadiyne-bridged diporphyrins such as 3 display characteristic electronic absorption bands in the near-IR region, which have been successfully predicted with use of these computational methods. The radicals are clearly of the “fully delocalized” or Class III type. The key spectral features of the neutral and dianionic states were also reproduced, although due to the large size of these molecules, quantitative agreement of energies with observations is not as good in the blue end of the visible region. The TDDFT calculations are largely in accord with a previous empirical model for the spectra, which was based simplistically on one-electron transitions among the eight key frontier orbitals of the C4 (1,4-butadiyne) linked diporphyrins.

Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

A generative design system based on evolutionary and mathematical functions

Previous work by Professor John Frazer on Evolutionary Architecture provides a basis for the development of a system evolving architectural envelopes in a generic and abstract manner. Recent research by the authors has focused on the implementation of a virtual environment for the automatic generation and exploration of complex forms and architectural envelopes based on solid modelling techniques and the integration of evolutionary algorithms, enhanced computational and mathematical models. Abstract data types are introduced for genotypes in a genetic algorithm order to develop complex models using generative and evolutionary computing techniques. Multi-objective optimisation techniques are employed for defining the fitness function in the evaluation process.

Non-alcoholic fatty liver disease : can ultrasound assist in early diagnosis of prediabetes and delay progression to type2 diabetes mellitus

Non Alcoholic Fatty Liver Disease (NAFLD) is a condition that is frequently seen but seldom investigated. Until recently, NAFLD was considered benign, self-limiting and unworthy of further investigation. This opinion is based on retrospective studies with relatively small numbers and scant follow-up of histology data. (1) The prevalence for adults, in the USA is, 30%, and NAFLD is recognized as a common and increasing form of liver disease in the paediatric population (1). Australian data, from New South Wales, suggests the prevalence of NAFLD in “healthy” 15 year olds as being 10%.(2) Non-alcoholic fatty liver disease is a condition where fat progressively invades the liver parenchyma. The degree of infiltration ranges from simple steatosis (fat only) to steatohepatitis (fat and inflammation) steatohepatitis plus fibrosis (fat, inflammation and fibrosis) to cirrhosis (replacement of liver texture by scarred, fibrotic and non functioning tissue).Non-alcoholic fatty liver is diagnosed by exclusion rather than inclusion. None of the currently available diagnostic techniques -liver biopsy, liver function tests (LFT) or Imaging; ultrasound, Computerised tomography (CT) or Magnetic Resonance Imaging (MRI) are specific for non-alcoholic fatty liver. An association exists between NAFLD, Non Alcoholic Steatosis Hepatitis (NASH) and irreversible liver damage, cirrhosis and hepatoma. However, a more pervasive aspect of NAFLD is the association with Metabolic Syndrome. This Syndrome is categorised by increased insulin resistance (IR) and NAFLD is thought to be the hepatic representation. Those with NAFLD have an increased risk of death (3) and it is an independent predictor of atherosclerosis and cardiovascular disease (1). Liver biopsy is considered the gold standard for diagnosis, (4), and grading and staging, of non-alcoholic fatty liver disease. Fatty-liver is diagnosed when there is macrovesicular steatosis with displacement of the nucleus to the edge of the cell and at least 5% of the hepatocytes are seen to contain fat (4).Steatosis represents fat accumulation in liver tissue without inflammation. However, it is only called non-alcoholic fatty liver disease when alcohol - >20gms-30gms per day (5), has been excluded from the diet. Both non-alcoholic and alcoholic fatty liver are identical on histology. (4).LFT’s are indicative, not diagnostic. They indicate that a condition may be present but they are unable to diagnosis what the condition is. When a patient presents with raised fasting blood glucose, low HDL (high density lipoprotein), and elevated fasting triacylglycerols they are likely to have NAFLD. (6) Of the imaging techniques MRI is the least variable and the most reproducible. With CT scanning liver fat content can be semi quantitatively estimated. With increasing hepatic steatosis, liver attenuation values decrease by 1.6 Hounsfield units for every milligram of triglyceride deposited per gram of liver tissue (7). Ultrasound permits early detection of fatty liver, often in the preclinical stages before symptoms are present and serum alterations occur. Earlier, accurate reporting of this condition will allow appropriate intervention resulting in better patient health outcomes. References 1. Chalasami N. Does fat alone cause significant liver disease: It remains unclear whether simple steatosis is truly benign. American Gastroenterological Association Perspectives, February/March 2008 www.gastro.org/wmspage.cfm?parm1=5097 Viewed 20th October, 2008 2. Booth, M. George, J.Denney-Wilson, E: The population prevalence of adverse concentrations with adiposity of liver tests among Australian adolescents. Journal of Paediatrics and Child Health.2008 November 3. Catalano, D, Trovato, GM, Martines, GF, Randazzo, M, Tonzuso, A. Bright liver, body composition and insulin resistance changes with nutritional intervention: a follow-up study .Liver Int.2008; February 1280-9 4. Choudhury, J, Sanysl, A. Clinical aspects of Fatty Liver Disease. Semin in Liver Dis. 2004:24 (4):349-62 5. Dionysus Study Group. Drinking factors as cofactors of risk for alcohol induced liver change. Gut. 1997; 41 845-50 6. Preiss, D, Sattar, N. Non-alcoholic fatty liver disease: an overview of prevalence, diagnosis, pathogenesis and treatment considerations. Clin Sci.2008; 115 141-50 7. American Gastroenterological Association. Technical review on nonalcoholic fatty liver disease. Gastroenterology.2002; 123: 1705-25

Modelling the effects of bone fragment contact in fracture healing

The fracture healing process is modulated by the mechanical environment created by imposed loads and motion between the bone fragments. Contact between the fragments obviously results in a significantly different stress and strain environment to a uniform fracture gap containing only soft tissue (e.g. haematoma). The assumption of the latter in existing computational models of the healing process will hence exaggerate the inter-fragmentary strain in many clinically-relevant cases. To address this issue, we introduce the concept of a contact zone that represents a variable degree of contact between cortices by the relative proportions of bone and soft tissue present. This is introduced as an initial condition in a two-dimensional iterative finite element model of a healing tibial fracture, in which material properties are defined by the volume fractions of each tissue present. The algorithm governing the formation of cartilage and bone in the fracture callus uses fuzzy logic rules based on strain energy density resulting from axial compression. The model predicts that increasing the degree of initial bone contact reduces the amount of callus formed (periosteal callus thickness 3.1mm without contact, down to 0.5mm with 10% bone in contact zone). This is consistent with the greater effective stiffness in the contact zone and hence, a smaller inter-fragmentary strain. These results demonstrate that the contact zone strategy reasonably simulates the differences in the healing sequence resulting from the closeness of reduction.

Biological performance of a polycaprolactone-based scaffold used as fusion cage device in a large animal model of spinal reconstructive surgery

A bioactive and bioresorbable scaffold fabricated from medical grade poly (epsilon-caprolactone) and incorporating 20% beta-tricalcium phosphate (mPCL–TCP) was recently developed for bone regeneration at load bearing sites. In the present study, we aimed to evaluate bone ingrowth into mPCL–TCP in a large animal model of lumbar interbody fusion. Six pigs underwent a 2-level (L3/4; L5/6) anterior lumbar interbody fusion (ALIF) implanted with mPCL–TCP þ 0.6 mg rhBMP-2 as treatment group while four other pigs implanted with autogenous bone graft served as control. Computed tomographic scanning and histology revealed complete defect bridging in all (100%) specimen from the treatment group as early as 3 months. Histological evidence of continuing bone remodeling and maturation was observed at 6 months. In the control group, only partial bridging was observed at 3 months and only 50% of segments in this group showed complete defect bridging at 6 months. Furthermore, 25% of segments in the control group showed evidence of graft fracture, resorption and pseudoarthrosis. In contrast, no evidence of graft fractures, pseudoarthrosis or foreign body reaction was observed in the treatment group. These results reveal that mPCL–TCP scaffolds could act as bone graft substitutes by providing a suitable environment for bone regeneration in a dynamic load bearing setting such as in a porcine model of interbody spine fusion.