973 resultados para ARIMA Model


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Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such an approach has been well explored in the classical literature but has received substantially less attention in the Bayesian paradigm. The purpose of this paper is to compare and contrast a collection of what we call parametric Bayesian indirect inference (pBII) methods. One class of pBII methods uses approximate Bayesian computation (referred to here as ABC II) where the summary statistic is formed on the basis of the auxiliary model, using ideas from II. Another approach proposed in the literature, referred to here as parametric Bayesian indirect likelihood (pBIL), we show to be a fundamentally different approach to ABC II. We devise new theoretical results for pBIL to give extra insights into its behaviour and also its differences with ABC II. Furthermore, we examine in more detail the assumptions required to use each pBII method. The results, insights and comparisons developed in this paper are illustrated on simple examples and two other substantive applications. The first of the substantive examples involves performing inference for complex quantile distributions based on simulated data while the second is for estimating the parameters of a trivariate stochastic process describing the evolution of macroparasites within a host based on real data. We create a novel framework called Bayesian indirect likelihood (BIL) which encompasses pBII as well as general ABC methods so that the connections between the methods can be established.

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There is increasing momentum in cancer care to implement a two stage assessment process that accurately determines the ability of older patients to cope with, and benefit from, chemotherapy. The two-step approach aims to ensure that patients clearly fit for chemotherapy can be accurately identified and referred for treatment without undergoing a time- and resource-intensive comprehensive geriatric assessment (CGA). Ideally, this process removes the uncertainty of how to classify and then appropriately treat the older cancer patient. After trialling a two-stage screen and CGA process in the Division of Cancer Services at Princess Alexandra Hospital (PAH) in 2011-2012, we implemented a model of oncogeriatric care based on our findings. In this paper, we explore the methodological and practical aspects of implementing the PAH model and outline further work needed to refine the process in our treatment context.

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A multi-segment foot model was used to develop an accurate and reliable kinematic model to describe in-shoe foot kinematics during gait.

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The use of mobile phones while driving is more prevalent among young drivers—a less experienced cohort with elevated crash risk. The objective of this study was to examine and better understand the reaction times of young drivers to a traffic event originating in their peripheral vision whilst engaged in a mobile phone conversation. The CARRS-Q Advanced Driving Simulator was used to test a sample of young drivers on various simulated driving tasks, including an event that originated within the driver’s peripheral vision, whereby a pedestrian enters a zebra crossing from a sidewalk. Thirty-two licensed drivers drove the simulator in three phone conditions: baseline (no phone conversation), hands-free and handheld. In addition to driving the simulator each participant completed questionnaires related to driver demographics, driving history, usage of mobile phones while driving, and general mobile phone usage history. The participants were 21 to 26 years old and split evenly by gender. Drivers’ reaction times to a pedestrian in the zebra crossing were modelled using a parametric accelerated failure time (AFT) duration model with a Weibull distribution. Also tested where two different model specifications to account for the structured heterogeneity arising from the repeated measures experimental design. The Weibull AFT model with gamma heterogeneity was found to be the best fitting model and identified four significant variables influencing the reaction times, including phone condition, driver’s age, license type (Provisional license holder or not), and self-reported frequency of usage of handheld phones while driving. The reaction times of drivers were more than 40% longer in the distracted condition compared to baseline (not distracted). Moreover, the impairment of reaction times due to mobile phone conversations was almost double for provisional compared to open license holders. A reduction in the ability to detect traffic events in the periphery whilst distracted presents a significant and measurable safety concern that will undoubtedly persist unless mitigated.

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This thesis establishes performance properties for approximate filters and controllers that are designed on the basis of approximate dynamic system representations. These performance properties provide a theoretical justification for the widespread application of approximate filters and controllers in the common situation where system models are not known with complete certainty. This research also provides useful tools for approximate filter designs, which are applied to hybrid filtering of uncertain nonlinear systems. As a contribution towards applications, this thesis also investigates air traffic separation control in the presence of measurement uncertainties.

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This thesis represents a step forward in the development of a pre-clinical model investigating a suitable substitute for host bone for use in human spinal fusion. By way of an animal model, it examines the biological performance of a novel bone graft substitute comprised of a combination of a custom-designed biodegradable material and biologics.

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Purpose The purpose of this paper is to investigate the role of multiple actors in the value creation process for a preventative health service, and observe the subsequent impact on key service outcomes of satisfaction and customer behaviour intentions to use a preventative health service again in the future. Design/methodology/approach An online self-completion survey of Australian women (n=797) was conducted to test the proposed framework in the context of a free, government-provided breastscreening service. Data were analysed using Structural Equation Modelling (SEM). Findings The findings indicate that functional and emotional value are created from organisational and customer resources. These findings indicate that health service providers and customers are jointly responsible for the successful creation of value, leading to desirable outcomes for all stakeholders. Practical implications The results highlight to health professionals the aspects of service that can be managed in order to create value with target audiences. The findings also indicate the importance of the resources provided by users in the creation of value, signifying the importance of customer education and management. Originality/value This study provides a significant contribution to social marketing through the provision of an empirically validated model of value creation in a preventative health service. The model demonstrates how the creation and provision of value can lead to the achievement of desirable social behaviours - a key aim of social marketing.

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The aims of this project is to develop demand side response model which assists electricity consumers who are exposed to the market price through aggregator to manage the air-conditioning peak electricity demand. The main contribution of this research is to show how consumers can optimise the energy cost caused by the air-conditioning load considering the electricity market price and network overload. The model is tested with selected characteristics of the room, Queensland electricity market data from Australian Energy Market Operator and data from the Bureau of Statistics on temperatures in Brisbane, during weekdays on hot days from 2011 - 2012.

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Business process modelling as a practice and research field has received great attention over recent years. Organizations invest significantly into process modelling in terms of training, tools, capabilities and resources. The return on this investment is a function of process model re-use, which we define as the recurring use of process models to support organizational work tasks. While prior research has examined re-use as a design principle, we explore re-use as a behaviour, because evidence suggest that analysts’ re-use of process models is indeed limited. In this paper we develop a two-stage conceptualization of the key object-, behaviour- and socioorganization-centric factors explaining process model re-use behaviour. We propose a theoretical model and detail implications for its operationalization and measurement. Our study can provide significant benefits to our understanding of process modelling and process model use as key practices in analysis and design.

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INTRODUCTION There is evidence that the reduction of blood perfusion caused by closed soft tissue trauma (CSTT) delays the healing of the affected soft tissues and bone [1]. We hypothesise that the characterisation of vascular morphology changes (VMC) following injury allows us to determine the effect of the injury on tissue perfusion and thereby the severity of the injury. This research therefore aims to assess the VMC following CSTT in a rat model using contrast-enhanced micro-CT imaging. METHODOLOGY A reproducible CSTT was created on the left leg of anaesthetized rats (male, 12 weeks) with an impact device. After euthanizing the animals at 6 and 24 hours following trauma, the vasculature was perfused with a contrast agent (Microfil, Flowtech, USA). Both hind-limbs were dissected and imaged using micro-CT for qualitative comparison of the vascular morphology and quantification of the total vascular volume (VV). In addition, biopsy samples were taken from the CSTT region and scanned to compare morphological parameters of the vasculature between the injured and control limbs. RESULTS AND DISCUSSION While the visual observation of the hindlimb scans showed consistent perfusion of the microvasculature with microfil, enabling the identification of all major blood vessels, no clear differences in the vascular architecture were observed between injured and control limbs. However, overall VV within the region of interest (ROI)was  measured to be higher for the injured limbs after 24h. Also, scans of biopsy samples demonstrated that vessel diameter and density were higher in the injured legs 24h after impact. CONCLUSION We believe these results will contribute to the development of objective diagnostic methods for CSTT based on changes to the microvascular morphology as well as aiding in the validation of future non-invasive clinical assessment modalities.

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Asset service organisations often recognize asset management as a core competence to deliver benefits to their business. But how do organizations know whether their asset management processes are adequate? Asset management maturity models, which combine best practices and competencies, provide a useful approach to test the capacity of organisations to manage their assets. Asset management frameworks are required to meet the dynamic challenges of managing assets in contemporary society. Although existing models are subject to wide variations in their implementation and sophistication, they also display a distinct weakness in that they tend to focus primarily on the operational and technical level and neglect the levels of strategy, policy and governance as well as the social and human resources – the people elements. Moreover, asset management maturity models have to respond to the external environmental factors, including such as climate change and sustainability, stakeholders and community demand management. Drawing on five dimensions of effective asset management – spatial, temporal, organisational, statistical, and evaluation – as identified by Amadi Echendu et al. [1], this paper carries out a comprehensive comparative analysis of six existing maturity models to identify the gaps in key process areas. Results suggest incorporating these into an integrated approach to assess the maturity of asset-intensive organizations. It is contended that the adoption of an integrated asset management maturity model will enhance effective and efficient delivery of services.

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One in five Australian workers believes that work doesn’t fit well with their family and social commitments. Concurrently, organisations are recognising that to stay competitive they need policies and practices that support the multiple aspects of employees’ lives. Many employees work in group environments yet there is currently little group level work-life balance research. This paper proposes a new theoretical framework developed to understand the design of work groups to better facilitate work-life balance. This new framework focuses on task and relational job designs, group structures and processes and workplace culture.

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Trees are capable of portraying the semi-structured data which is common in web domain. Finding similarities between trees is mandatory for several applications that deal with semi-structured data. Existing similarity methods examine a pair of trees by comparing through nodes and paths of two trees, and find the similarity between them. However, these methods provide unfavorable results for unordered tree data and result in yielding NP-hard or MAX-SNP hard complexity. In this paper, we present a novel method that encodes a tree with an optimal traversing approach first, and then, utilizes it to model the tree with its equivalent matrix representation for finding similarity between unordered trees efficiently. Empirical analysis shows that the proposed method is able to achieve high accuracy even on the large data sets.

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IEEE 802.11p is the new standard for Inter-Vehicular Communications (IVC) using the 5.9 GHz frequency band, as part of the DSRC framework; it will enable applications based on Cooperative Systems. Simulation is widely used to estimate or verify the potential benefits of such cooperative applications, notably in terms of safety for the drivers. We have developed a performance model for 802.11p that can be used by simulations of cooperative applications (e.g. collision avoidance) without requiring intricate models of the whole IVC stack. Instead, it provide a a straightforward yet realistic modelisation of IVC performance. Our model uses data from extensive field trials to infer the correlation between speed, distance and performance metrics such as maximum range, latency and frame loss. Then, we improve this model to limit the number of profiles that have to be generated when there are more than a few couples of emitter-receptor in a given location. Our model generates realistic performance for rural or suburban environments among small groups of IVC-equipped vehicles and road side units.