301 resultados para Multivariate unit root tests


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Light gauge steel frame (LSF) structures are increasingly used in commercial and residential buildings because of their non-combustibility, dimensional stability and ease of installation. A common application is in floor-ceiling systems. The LSF floor-ceiling systems must be designed to serve as fire compartment boundaries and provide adequate fire resistance. Fire-rated floor-ceiling assemblies have been increasingly used in buildings. However, limited research has been undertaken in the past and hence a thorough understanding of their fire resistance behaviour is not available. Recently a new composite floor-ceiling system has been developed to provide higher fire rating. But its increased fire rating could not be determined using the currently available design methods. Therefore a research project was conducted to investigate its structural and fire resistance behaviour under standard fire conditions. This paper presents the results of full scale experimental investigations into the structural and fire behaviour of the new LSF floor system protected by the composite ceiling unit. Both the conventional and the new floor systems were tested under structural and fire loads. It demonstrates the improvements provided by the new composite panel system in comparison to conventional floor systems. Numerical studies were also undertaken using the finite element program ABAQUS. Measured temperature profiles of floors were used in the numerical analyses and their results were compared with fire test results. Tests and numerical studies provided a good understanding of the fire behaviour of the LSF floor-ceiling systems and confirmed the superior performance of the new composite system.

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Background It remains unclear over whether it is possible to develop an epidemic forecasting model for transmission of dengue fever in Queensland, Australia. Objectives To examine the potential impact of El Niño/Southern Oscillation on the transmission of dengue fever in Queensland, Australia and explore the possibility of developing a forecast model of dengue fever. Methods Data on the Southern Oscillation Index (SOI), an indicator of El Niño/Southern Oscillation activity, were obtained from the Australian Bureau of Meteorology. Numbers of dengue fever cases notified and the numbers of postcode areas with dengue fever cases between January 1993 and December 2005 were obtained from the Queensland Health and relevant population data were obtained from the Australia Bureau of Statistics. A multivariate Seasonal Auto-regressive Integrated Moving Average model was developed and validated by dividing the data file into two datasets: the data from January 1993 to December 2003 were used to construct a model and those from January 2004 to December 2005 were used to validate it. Results A decrease in the average SOI (ie, warmer conditions) during the preceding 3–12 months was significantly associated with an increase in the monthly numbers of postcode areas with dengue fever cases (β=−0.038; p = 0.019). Predicted values from the Seasonal Auto-regressive Integrated Moving Average model were consistent with the observed values in the validation dataset (root-mean-square percentage error: 1.93%). Conclusions Climate variability is directly and/or indirectly associated with dengue transmission and the development of an SOI-based epidemic forecasting system is possible for dengue fever in Queensland, Australia.

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We explore the empirical usefulness of conditional coskewness to explain the cross-section of equity returns. We find that coskewness is an important determinant of the returns to equity, and that the pricing relationship varies through time. In particular we find that when the conditional market skewness is positive investors are willing to sacrifice 7.87% annually per unit of gamma (a standardized measure of coskewness risk) while they only demand a premium of 1.80% when the market is negatively skewed. A similar picture emerges from the coskewness factor of Harvey and Siddique (Harvey, C., Siddique, A., 2000a. Conditional skewness in asset pricing models tests. Journal of Finance 65, 1263–1295.) (a portfolio that is long stocks with small coskewness with the market and short high coskewness stocks) which earns 5.00% annually when the market is positively skewed but only 2.81% when the market is negatively skewed. The conditional two-moment CAPM and a conditional Fama and French (Fama, E., French, K., 1992. The cross-section of expected returns. Journal of Finance 47,427465.) three-factor model are rejected, but a model which includes coskewness is not rejected by the data. The model also passes a structural break test which many existing asset pricing models fail.

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Visual servoing has been a viable method of robot manipulator control for more than a decade. Initial developments involved positionbased visual servoing (PBVS), in which the control signal exists in Cartesian space. The younger method, image-based visual servoing (IBVS), has seen considerable development in recent years. PBVS and IBVS offer tradeoffs in performance, and neither can solve all tasks that may confront a robot. In response to these issues, several methods have been devised that partition the control scheme, allowing some motions to be performed in the manner of a PBVS system, while the remaining motions are performed using an IBVS approach. To date, there has been little research that explores the relative strengths and weaknesses of these methods. In this paper we present such an evaluation. We have chosen three recent visual servo approaches for evaluation in addition to the traditional PBVS and IBVS approaches. We posit a set of performance metrics that measure quantitatively the performance of a visual servo controller for a specific task. We then evaluate each of the candidate visual servo methods for four canonical tasks with simulations and with experiments in a robotic work cell.

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Background/Rationale Guided by the need-driven dementia-compromised behavior (NDB) model, this study examined influences of the physical environment on wandering behavior. Methods Using a descriptive, cross-sectional design, 122 wanderers from 28 long-term care (LTC) facilities were videotaped 10 to 12 times; data on wandering, light, sound, temperature and humidity levels, location, ambiance, and crowding were obtained. Associations between environmental variables and wandering were evaluated with chi-square and t tests; the model was evaluated using logistic regression. Results In all, 80% of wandering occurred in the resident’s own room, dayrooms, hallways, or dining rooms. When observed in other residents’ rooms, hallways, shower/baths, or off-unit locations, wanderers were likely (60%-92% of observations) to wander. The data were a good fit to the model overall (LR [logistic regression] χ2 (5) = 50.38, P < .0001) and by wandering type. Conclusions Location, light, sound, proximity of others, and ambiance are associated with wandering and may serve to inform environmental designs and care practices.

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Most statistical methods use hypothesis testing. Analysis of variance, regression, discrete choice models, contingency tables, and other analysis methods commonly used in transportation research share hypothesis testing as the means of making inferences about the population of interest. Despite the fact that hypothesis testing has been a cornerstone of empirical research for many years, various aspects of hypothesis tests commonly are incorrectly applied, misinterpreted, and ignored—by novices and expert researchers alike. On initial glance, hypothesis testing appears straightforward: develop the null and alternative hypotheses, compute the test statistic to compare to a standard distribution, estimate the probability of rejecting the null hypothesis, and then make claims about the importance of the finding. This is an oversimplification of the process of hypothesis testing. Hypothesis testing as applied in empirical research is examined here. The reader is assumed to have a basic knowledge of the role of hypothesis testing in various statistical methods. Through the use of an example, the mechanics of hypothesis testing is first reviewed. Then, five precautions surrounding the use and interpretation of hypothesis tests are developed; examples of each are provided to demonstrate how errors are made, and solutions are identified so similar errors can be avoided. Remedies are provided for common errors, and conclusions are drawn on how to use the results of this paper to improve the conduct of empirical research in transportation.

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As the acceptance and popularity of wireless networking technologies has proliferated, the security of the IEEE 802.11 wireless local area network (WLAN) has advanced in leaps and bounds. From tenuous beginnings, where the only safe way to deploy a WLAN was to assume it was hostile and employ higherlayer information security controls, to the current state of the art, all manner of improvements have been conceived and many implemented. This work investigates some of the remaining issues surrounding IEEE 802.11 WLAN operation. While the inherent issues in WLAN deployments and the problems of the original Wired Equivalent Privacy (WEP) provisions are well known and widely documented, there still exist a number of unresolved security issues. These include the security of management and control frames and the data link layer protocols themselves. This research introduces a novel proposal to enhance security at the link layer of IEEE 802.11 WLANs and then conducts detailed theoretical and empirical investigation and analysis of the eects of such proposals. This thesis �rst de�nes the state of the art in WLAN technology and deployment, including an overview of the current and emerging standards, the various threats, numerous vulnerabilities and current exploits. The IEEE 802.11i MAC security enhancements are discussed in detail, along with the likely outcomes of the IEEE 802.11 Task Group W1, looking into protected management frames. The problems of the remaining unprotected management frames, the unprotected control frames and the unprotected link layer headers are reviewed and a solution is hypothesised, to encrypt the entire MAC Protocol Data Unit (MPDU), including the MAC headers, not just the MAC Service Data Unit (MSDU) commonly performed by existing protocols. The proposal is not just to encrypt a copy of the headers while still using cleartext addresses to deliver the frame, as used by some existing protocols to support the integrity and authenticity of the headers, but to pass the entire MPDU only as ciphertext to also support the con�dentiality of the frame header information. This necessitates the decryption of every received frame using every available key before a station can determine if it is the intended recipient. As such, this raises serious concerns as to the viability of any such proposal due to the likely impact on throughput and scalability. The bulk of the research investigates the impacts of such proposals on the current WLAN protocols. Some possible variations to the proposal are also provided to enhance both utility and speed. The viability this proposal with respect to the eect on network throughput is then tested using a well known and respected network simulation tool, along with a number of analysis tools developed speci�cally for the data generated here. The simulator's operation is �rst validated against recognised test outputs, before a comprehensive set of control data is established, and then the proposal is tested and and compared against the controls. This detailed analysis of the various simulations should be of bene�t to other researchers who need to validate simulation results. The analysis of these tests indicate areas of immediate improvement and so the protocols are adjusted and a further series of experiments conducted. These �nal results are again analysed in detail and �nal appraisals provided.

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This paper investigates the control of a HVDC link, fed from an AC source through a controlled rectifier and feeding an AC line through a controlled inverter. The overall objective is to maintain maximum possible link voltage at the inverter while regulating the link current. In this paper the practical feedback design issues are investigated with a view of obtaining simple, robust designs that are easy to evaluate for safety and operability. The investigations are applicable to back-to-back links used for frequency decoupling and to long DC lines. The design issues discussed include: (i) a review of overall system dynamics to establish the time scale of different feedback loops and to highlight feedback design issues; (ii) the concept of using the inverter firing angle control to regulate link current when the rectifier firing angle controller saturates; and (iii) the design issues for the individual controllers including robust design for varying line conditions and the trade-off between controller complexity and the reduction of nonlinearity and disturbance effects

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Background/objectives The provision of the patient bed-bath is a fundamental nursing care activity yet few quantitative data and no qualitative data are available on registered nurses’ (RNs) clinical practice in this domain in the intensive care unit (ICU). The aim of this study was to describe ICU RNs current practice with respect to the timing, frequency and duration of the patient bed-bath and the cleansing and emollient agents used. Methods The study utilised a two-phase sequential explanatory mixed method design. Phase one used a questionnaire to survey RNs and phase two employed semi-structured focus group (FG) interviews with RNs. Data was collected over 28 days across four Australian metropolitan ICUs. Ethical approval was granted from the relevant hospital and university human research ethics committees. RNs were asked to complete a questionnaire following each episode of care (i.e. bed-bath) and then to attend one of three FG interviews: RNs with less than 2 years ICU experience; RNs with 2–5 years ICU experience; and RNs with greater than 5 years ICU experience. Results During the 28-day study period the four ICUs had 77.25 beds open. In phase one a total of 539 questionnaires were returned, representing 30.5% of episodes of patient bed-baths (based on 1767 bed occupancy and one bed-bath per patient per day). In 349 bed-bath episodes 54.7% patients were mechanically ventilated. The bed-bath was given between 02.00 and 06.00 h in 161 episodes (30%), took 15–30 min to complete (n = 195, 36.2%) and was completed within the last 8 h in 304 episodes (56.8%). Cleansing agents used were predominantly pH balanced soap or liquid soap and water (n = 379, 71%) in comparison to chlorhexidine impregnated sponges/cloths (n = 86, 16.1%) or other agents such as pre-packaged washcloths (n = 65, 12.2%). In 347 episodes (64.4%) emollients were not applied after the bed-bath. In phase two 12 FGs were conducted (three FGs at each ICU) with a total of 42 RN participants. Thematic analysis of FG transcripts across the three levels of RN ICU experience highlighted a transition of patient hygiene practice philosophy from shades of grey – falling in line for inexperienced clinicians to experienced clinicians concrete beliefs about patient bed-bath needs. Conclusions This study identified variation in process and products used in patient hygiene practices in four ICUs. Further study to improve patient outcomes is required to determine the appropriate timing of patient hygiene activities and cleansing agents used to improve skin integrity.

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Research investigating the transactional approach to the work stressor-employee adjustment relationship has described many negative main effects between perceived stressors in the workplace and employee outcomes. A considerable amount of literature, theoretical and empirical, also describes potential moderators of this relationship. Organizational identification has been established as a significant predictor of employee job-related attitudes. To date, research has neglected investigation of the potential moderating effect of organizational identification in the work stressor-employee adjustment relationship. On the basis of identity, subjective fit and sense of belonging literature it was predicted that higher perceptions of identification at multiple levels of the organization would mitigate the negative effect of work stressors on employee adjustment. It was expected, further, that more proximal, lower order identifications would be more prevalent and potent as buffers of stressors on strain. Predictions were tested with an employee sample from five organizations (N = 267). Hierarchical moderated multiple regression analyses revealed some support for the stress-buffering effects of identification in the prediction of job satisfaction and organizational commitment, particularly for more proximal (i.e., work unit) identification. These positive stress-buffering effects, however, were present for low identifiers in some situations. The present study represents an extension of the application of organizational identity theory by identifying the effects of organizational and workgroup identification on employee outcomes in the nonprofit context. Our findings will contribute to a better understanding of the dynamics in nonprofit organizations and therefore contribute to the development of strategy and interventions to deal with identity-based issues in nonprofits.