Info-gap theory and robust design of surveillance for invasive species : the case study of Barrow Island

Surveillance for invasive non-indigenous species (NIS) is an integral part of a quarantine system. Estimating the efficiency of a surveillance strategy relies on many uncertain parameters estimated by experts, such as the efficiency of its components in face of the specific NIS, the ability of the NIS to inhabit different environments, and so on. Due to the importance of detecting an invasive NIS within a critical period of time, it is crucial that these uncertainties be accounted for in the design of the surveillance system. We formulate a detection model that takes into account, in addition to structured sampling for incursive NIS, incidental detection by untrained workers. We use info-gap theory for satisficing (not minimizing) the probability of detection, while at the same time maximizing the robustness to uncertainty. We demonstrate the trade-off between robustness to uncertainty, and an increase in the required probability of detection. An empirical example based on the detection of Pheidole megacephala on Barrow Island demonstrates the use of info-gap analysis to select a surveillance strategy.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

A cost-based optimization of a fiberboard pressing plant using Monte-Carlo simulation (a reliability program)

In this research the reliability and availability of fiberboard pressing plant is assessed and a cost-based optimization of the system using the Monte- Carlo simulation method is performed. The woodchip and pulp or engineered wood industry in Australia and around the world is a lucrative industry. One such industry is hardboard. The pressing system is the main system, as it converts the wet pulp to fiberboard. The assessment identified the pressing system has the highest downtime throughout the plant plus it represents the bottleneck in the process. A survey in the late nineties revealed there are over one thousand plants around the world, with the pressing system being a common system among these plants. No work has been done to assess or estimate the reliability of such a pressing system; therefore this assessment can be used for assessing any plant of this type.

Groundwater Visualisation System (GVS): a software framework for developing low-end, scalable and robust software for 3D visualisation and animation of groundwater conceptual models

Effective management of groundwater requires stakeholders to have a realistic conceptual understanding of the groundwater systems and hydrological processes.However, groundwater data can be complex, confusing and often difficult for people to comprehend..A powerful way to communicate understanding of groundwater processes, complex subsurface geology and their relationships is through the use of visualisation techniques to create 3D conceptual groundwater models. In addition, the ability to animate, interrogate and interact with 3D models can encourage a higher level of understanding than static images alone. While there are increasing numbers of software tools available for developing and visualising groundwater conceptual models, these packages are often very expensive and are not readily accessible to majority people due to complexity. .The Groundwater Visualisation System (GVS) is a software framework that can be used to develop groundwater visualisation tools aimed specifically at non-technical computer users and those who are not groundwater domain experts. A primary aim of GVS is to provide management support for agencies, and enhancecommunity understanding.

Robust estimation of tear film surface quality in lateral shearing interferometry

Interferometry is a sensitive technique for recording tear film surface irregularities in a noninvasive manner. At the same time, the technique is hindered by natural eye movements resulting in measurement noise. Estimating tear film surface quality from interferograms can be reduced to a spatial-average-localized weighted estimate of the first harmonic of the interference fringes. However, previously reported estimation techniques proved to perform poorly in cases where the pattern fringes were significantly disturbed. This can occur in cases of measuring tear film surface quality on a contact lens on the eye or in a dry eye. We present a new estimation technique for extracting the first harmonic from the interference fringes that combines the traditional spectral estimation techniques with morphological image processing techniques. The proposed technique proves to be more robust to changes in interference fringes caused by natural eye movements and the degree of dryness of the contact lens and corneal surfaces than its predecessors, resulting in tear film surface quality estimates that are less noisy

Robust real time multi-layer foreground segmentation

Many surveillance applications (object tracking, abandoned object detection) rely on detecting changes in a scene. Foreground segmentation is an effective way to extract the foreground from the scene, but these techniques cannot discriminate between objects that have temporarily stopped and those that are moving. We propose a series of modifications to an existing foreground segmentation system\cite{Butler2003} so that the foreground is further segmented into two or more layers. This yields an active layer of objects currently in motion and a passive layer of objects that have temporarily ceased motion which can itself be decomposed into multiple static layers. We also propose a variable threshold to cope with variable illumination, a feedback mechanism that allows an external process (i.e. surveillance system) to alter the motion detectors state, and a lighting compensation process and a shadow detector to reduce errors caused by lighting inconsistencies. The technique is demonstrated using outdoor surveillance footage, and is shown to be able to effectively deal with real world lighting conditions and overlapping objects.

Fusing shrinking and expanding active contour models for robust IRIS segmentation

The performance of iris recognition systems is significantly affected by the segmentation accuracy, especially in non- ideal iris images. This paper proposes an improved method to localise non-circular iris images quickly and accurately. Shrinking and expanding active contour methods are consolidated when localising inner and outer iris boundaries. First, the pupil region is roughly estimated based on histogram thresholding and morphological operations. There- after, a shrinking active contour model is used to precisely locate the inner iris boundary. Finally, the estimated inner iris boundary is used as an initial contour for an expanding active contour scheme to find the outer iris boundary. The proposed scheme is robust in finding exact the iris boundaries of non-circular and off-angle irises. In addition, occlusions of the iris images from eyelids and eyelashes are automatically excluded from the detected iris region. Experimental results on CASIA v3.0 iris databases indicate the accuracy of proposed technique.

Clustering of ad-hoc microphone arrays for robust blind beamforming

This paper proposes a clustered approach for blind beamfoming from ad-hoc microphone arrays. In such arrangements, microphone placement is arbitrary and the speaker may be close to one, all or a subset of microphones at a given time. Practical issues with such a configuration mean that some microphones might be better discarded due to poor input signal to noise ratio (SNR) or undesirable spatial aliasing effects from large inter-element spacings when beamforming. Large inter-microphone spacings may also lead to inaccuracies in delay estimation during blind beamforming. In such situations, using a cluster of microphones (ie, a sub-array), closely located both to each other and to the desired speech source, may provide more robust enhancement than the full array. This paper proposes a method for blind clustering of microphones based on the magnitude square coherence function, and evaluates the method on a database recorded using various ad-hoc microphone arrangements.