191 resultados para correlation pattern


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The study presents a multi-layer genetic algorithm (GA) approach using correlation-based methods to facilitate damage determination for through-truss bridge structures. To begin, the structure’s damage-suspicious elements are divided into several groups. In the first GA layer, the damage is initially optimised for all groups using correlation objective function. In the second layer, the groups are combined to larger groups and the optimisation starts over at the normalised point of the first layer result. Then the identification process repeats until reaching the final layer where one group includes all structural elements and only minor optimisations are required to fine tune the final result. Several damage scenarios on a complicated through-truss bridge example are nominated to address the proposed approach’s effectiveness. Structural modal strain energy has been employed as the variable vector in the correlation function for damage determination. Simulations and comparison with the traditional single-layer optimisation shows that the proposed approach is efficient and feasible for complicated truss bridge structures when the measurement noise is taken into account.

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Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables. Firstly, time-series models apply a statistical weighting scheme to historical measurements of the variable of interest. The alternative methodology extracts forecasts from the market traded value of option contracts. An efficient options market should be able to produce superior forecasts as it utilises a larger information set of not only historical information but also the market equilibrium expectation of options market participants. While much research has been conducted into the relative merits of these approaches, this thesis extends the literature along several lines through three empirical studies. Firstly, it is demonstrated that there exist statistically significant benefits to taking the volatility risk premium into account for the implied volatility for the purposes of univariate volatility forecasting. Secondly, high-frequency option implied measures are shown to lead to superior forecasts of the intraday stochastic component of intraday volatility and that these then lead on to superior forecasts of intraday total volatility. Finally, the use of realised and option implied measures of equicorrelation are shown to dominate measures based on daily returns.

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As a part of vital infrastructure and transportation network, bridge structures must function safely at all times. Bridges are designed to have a long life span. At any point in time, however, some bridges are aged. The ageing of bridge structures, given the rapidly growing demand of heavy and fast inter-city passages and continuous increase of freight transportation, would require diligence on bridge owners to ensure that the infrastructure is healthy at reasonable cost. In recent decades, a new technique, structural health monitoring (SHM), has emerged to meet this challenge. In this new engineering discipline, structural modal identification and damage detection have formed a vital component. Witnessed by an increasing number of publications is that the change in vibration characteristics is widely and deeply investigated to assess structural damage. Although a number of publications have addressed the feasibility of various methods through experimental verifications, few of them have focused on steel truss bridges. Finding a feasible vibration-based damage indicator for steel truss bridges and solving the difficulties in practical modal identification to support damage detection motivated this research project. This research was to derive an innovative method to assess structural damage in steel truss bridges. First, it proposed a new damage indicator that relies on optimising the correlation between theoretical and measured modal strain energy. The optimisation is powered by a newly proposed multilayer genetic algorithm. In addition, a selection criterion for damage-sensitive modes has been studied to achieve more efficient and accurate damage detection results. Second, in order to support the proposed damage indicator, the research studied the applications of two state-of-the-art modal identification techniques by considering some practical difficulties: the limited instrumentation, the influence of environmental noise, the difficulties in finite element model updating, and the data selection problem in the output-only modal identification methods. The numerical (by a planer truss model) and experimental (by a laboratory through truss bridge) verifications have proved the effectiveness and feasibility of the proposed damage detection scheme. The modal strain energy-based indicator was found to be sensitive to the damage in steel truss bridges with incomplete measurement. It has shown the damage indicator's potential in practical applications of steel truss bridges. Lastly, the achievement and limitation of this study, and lessons learnt from the modal analysis have been summarised.

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In the context of increasing demand for potable water and the depletion of water resources, stormwater is a logical alternative. However, stormwater contains pollutants, among which metals are of particular interest due to their toxicity and persistence in the environment. Hence, it is imperative to remove toxic metals in stormwater to the levels prescribed by drinking water guidelines for potable use. Consequently, various techniques have been proposed, among which sorption using low cost sorbents is economically viable and environmentally benign in comparison to other techniques. However, sorbents show affinity towards certain toxic metals, which results in poor removal of other toxic metals. It was hypothesised in this study that a mixture of sorbents that have different metal affinity patterns can be used for the efficient removal of a range of toxic metals commonly found in stormwater. The performance of six sorbents in the sorption of Al, Cr, Cu, Pb, Ni, Zn and Cd, which are the toxic metals commonly found in urban stormwater, was investigated to select suitable sorbents for creating the mixtures. For this purpose, a multi criteria analytical protocol was developed using the decision making methods: PROMETHEE (Preference Ranking Organisation METHod for Enrichment Evaluations) and GAIA (Graphical Analysis for Interactive Assistance). Zeolite and seaweed were selected for the creation of trial mixtures based on their metal affinity pattern and the performance on predetermined selection criteria. The metal sorption mechanisms employed by seaweed and zeolite were defined using kinetics, isotherm and thermodynamics parameters, which were determined using the batch sorption experiments. Additionally, the kinetics rate-limiting steps were identified using an innovative approach using GAIA and Spearman correlation techniques developed as part of the study, to overcome the limitation in conventional graphical methods in predicting the degree of contribution of each kinetics step in limiting the overall metal removal rate. The sorption kinetics of zeolite was found to be primarily limited by intraparticle diffusion followed by the sorption reaction steps, which were governed mainly by the hydrated ionic diameter of metals. The isotherm study indicated that the metal sorption mechanism of zeolite was primarily of a physical nature. The thermodynamics study confirmed that the energetically favourable nature of sorption increased in the order of Zn < Cu < Cd < Ni < Pb < Cr < Al, which is in agreement with metal sorption affinity of zeolite. Hence, sorption thermodynamics has an influence on the metal sorption affinity of zeolite. On the other hand, the primary kinetics rate-limiting step of seaweed was the sorption reaction process followed by intraparticle diffusion. The boundary layer diffusion was also found to limit the metal sorption kinetics at low concentration. According to the sorption isotherm study, Cd, Pb, Cr and Al were sorbed by seaweed via ion exchange, whilst sorption of Ni occurred via physisorption. Furthermore, ionic bonding is responsible for the sorption of Zn. The thermodynamics study confirmed that sorption by seaweed was energetically favourable in the order of Zn < Cu < Cd < Cr . Al < Pb < Ni. However, this did not agree with the affinity series derived for seaweed suggesting a limited influence of sorption thermodynamics on metal affinity for seaweed. The investigation of zeolite-seaweed mixtures indicated that mixing sorbents have an effect on the kinetics rates and the sorption affinity. Additionally, the theoretical relationships were derived to predict the boundary layer diffusion rate, intraparticle diffusion rate, the sorption reaction rate and the enthalpy of mixtures based on that of individual sorbents. In general, low coefficient of determination (R2) for the relationships between theoretical and experimental data indicated that the relationships were not statistically significant. This was attributed to the heterogeneity of the properties of sorbents. Nevertheless, in relative terms, the intraparticle diffusion rate, sorption reaction rate and enthalpy of sorption had higher R2 values than the boundary layer diffusion rate suggesting that there was some relationship between the former set of parameters of mixtures and that of sorbents. The mixture, which contained 80% of zeolite and 20% of seaweed, showed similar affinity for the sorption of Cu, Ni, Cd, Cr and Al, which was attributed to approximately similar sorption enthalpy of the metal ions. Therefore, it was concluded that the seaweed-zeolite mixture can be used to obtain the same affinity for various metals present in a multi metal system provided the metal ions have similar enthalpy during sorption by the mixture.

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Workflow patterns have been recognized as the theoretical basis to modeling recurring problems in workflow systems. A form of workflow patterns, known as the resource patterns, characterise the behaviour of resources in workflow systems. Despite the fact that many resource patterns have been discovered, people still preclude them from many workflow system implementations. One of reasons could be obscurityin the behaviour of and interaction between resources and a workflow management system. Thus, we provide a modelling and visualization approach for the resource patterns, enabling a resource behaviour modeller to intuitively see the specific resource patterns involved in the lifecycle of a workitem. We believe this research can be extended to benefit not only workflow modelling, but also other applications, such as model validation, human resource behaviour modelling, and workflow model visualization.

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Stronger investor interest in commodities may create closer integration with conventional asset markets. We estimate sudden and gradual changes in correlation between stocks, bonds and commodity futures returns driven by observable financial variables and time, using double smooth transition conditional correlation (DSTCC–GARCH) models. Most correlations begin the 1990s near zero but closer integration emerges around the early 2000s and reaches peaks during the recent crisis. Diversification benefits to investors across equity, bond and stock markets were significantly reduced. Increases in VIX and financial traders’ short open interest raise futures returns volatility for many commodities. Higher VIX also increases commodity returns correlation with equity returns for about half the pairs, indicating closer integration.

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Modelling video sequences by subspaces has recently shown promise for recognising human actions. Subspaces are able to accommodate the effects of various image variations and can capture the dynamic properties of actions. Subspaces form a non-Euclidean and curved Riemannian manifold known as a Grassmann manifold. Inference on manifold spaces usually is achieved by embedding the manifolds in higher dimensional Euclidean spaces. In this paper, we instead propose to embed the Grassmann manifolds into reproducing kernel Hilbert spaces and then tackle the problem of discriminant analysis on such manifolds. To achieve efficient machinery, we propose graph-based local discriminant analysis that utilises within-class and between-class similarity graphs to characterise intra-class compactness and inter-class separability, respectively. Experiments on KTH, UCF Sports, and Ballet datasets show that the proposed approach obtains marked improvements in discrimination accuracy in comparison to several state-of-the-art methods, such as the kernel version of affine hull image-set distance, tensor canonical correlation analysis, spatial-temporal words and hierarchy of discriminative space-time neighbourhood features.

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Retrieving information from Twitter is always challenging due to its large volume, inconsistent writing and noise. Most existing information retrieval (IR) and text mining methods focus on term-based approach, but suffers from the problems of terms variation such as polysemy and synonymy. This problem deteriorates when such methods are applied on Twitter due to the length limit. Over the years, people have held the hypothesis that pattern-based methods should perform better than term-based methods as it provides more context, but limited studies have been conducted to support such hypothesis especially in Twitter. This paper presents an innovative framework to address the issue of performing IR in microblog. The proposed framework discover patterns in tweets as higher level feature to assign weight for low-level features (i.e. terms) based on their distributions in higher level features. We present the experiment results based on TREC11 microblog dataset and shows that our proposed approach significantly outperforms term-based methods Okapi BM25, TF-IDF and pattern based methods, using precision, recall and F measures.

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A big challenge for classification on text is the noisy of text data. It makes classification quality low. Many classification process can be divided into two sequential steps scoring and threshold setting (thresholding). Therefore to deal with noisy data problem, it is important to describe positive feature effectively scoring and to set a suitable threshold. Most existing text classifiers do not concentrate on these two jobs. In this paper, we propose a novel text classifier with pattern-based scoring that describe positive feature effectively, followed by threshold setting. The thresholding is based on score of training set, make it is simple to implement in other scoring methods. Experiment shows that our pattern-based classifier is promising.

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Two different morphologies of nanotextured molybdenum oxide were deposited by thermal evaporation. By measuring their field emission (FE) properties, an enhancement factor was extracted. Subsequently, these films were coated with a thin layer of Pt to form Schottky contacts. The current-voltage (I-V) characteristics showed low magnitude reverse breakdown voltages, which we attributed to the localized electric field enhancement. An enhancement factor was obtained from the I-V curves. We will show that the enhancement factor extracted from the I-V curves is in good agreement with the enhancement factor extracted from the FE measurements.

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The generation of a correlation matrix from a large set of long gene sequences is a common requirement in many bioinformatics problems such as phylogenetic analysis. The generation is not only computationally intensive but also requires significant memory resources as, typically, few gene sequences can be simultaneously stored in primary memory. The standard practice in such computation is to use frequent input/output (I/O) operations. Therefore, minimizing the number of these operations will yield much faster run-times. This paper develops an approach for the faster and scalable computing of large-size correlation matrices through the full use of available memory and a reduced number of I/O operations. The approach is scalable in the sense that the same algorithms can be executed on different computing platforms with different amounts of memory and can be applied to different problems with different correlation matrix sizes. The significant performance improvement of the approach over the existing approaches is demonstrated through benchmark examples.

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We define a pair-correlation function that can be used to characterize spatiotemporal patterning in experimental images and snapshots from discrete simulations. Unlike previous pair-correlation functions, the pair-correlation functions developed here depend on the location and size of objects. The pair-correlation function can be used to indicate complete spatial randomness, aggregation or segregation over a range of length scales, and quantifies spatial structures such as the shape, size and distribution of clusters. Comparing pair-correlation data for various experimental and simulation images illustrates their potential use as a summary statistic for calibrating discrete models of various physical processes.

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In a classification problem typically we face two challenging issues, the diverse characteristic of negative documents and sometimes a lot of negative documents that are closed to positive documents. Therefore, it is hard for a single classifier to clearly classify incoming documents into classes. This paper proposes a novel gradual problem solving to create a two-stage classifier. The first stage identifies reliable negatives (negative documents with weak positive characteristics). It concentrates on minimizing the number of false negative documents (recall-oriented). We use Rocchio, an existing recall based classifier, for this stage. The second stage is a precision-oriented “fine tuning”, concentrates on minimizing the number of false positive documents by applying pattern (a statistical phrase) mining techniques. In this stage a pattern-based scoring is followed by threshold setting (thresholding). Experiment shows that our statistical phrase based two-stage classifier is promising.

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In this study, the promising metabolomic approach integrating with ingenuity pathway analysis (IPA) was applied to characterize the tissue specific metabolic perturbation of rats that was induced by indomethacin. The selective pattern recognition analyses were applied to analyze global metabolic profiling of urine of rats treated by indomethacin at an acute dosage of reference that has been proven to induce tissue disorders in rats, evaluated throughout the time-course of -24-72 h. The results preliminarily revealed that modifications of amino acid metabolism, fatty acid metabolism and energetically associated metabolic pathways accounted for metabolic perturbation of the rats that was induced by indomethacin. Furthermore, IPA was applied to deeply analyze the biomarkers and their relations with the metabolic perturbations evidenced by pattern recognition analyses. Specific biochemical functions affected by indomethacin suggested that there is an important correlation of its effects in kidney and liver metabolism, based on the determined metabolites and their pathway-based analysis. The IPA correlation of the three major biomarkers, identified as creatinine, prostaglandin E2 and guanosine, suggested that the administration of indomethacin induced certain levels of toxicity in the kidneys and liver. The changes in the levels of biomarker metabolites allowed the phenotypical determination of the metabolic perturbations induced by indomethacin in a time-dependent manner.

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BACKGROUND & AIMS Metabolomics is comprehensive analysis of low-molecular-weight endogenous metabolites in a biological sample. It could enable mapping of perturbations of early biochemical changes in diseases and hence provide an opportunity to develop predictive biomarkers that could provide valuable insights into the mechanisms of diseases. The aim of this study was to elucidate the changes in endogenous metabolites and to phenotype the metabolic profiling of d-galactosamine (GalN)-inducing acute hepatitis in rats by UPLC-ESI MS. METHODS The systemic biochemical actions of GalN administration (ip, 400 mg/kg) have been investigated in male wistar rats using conventional clinical chemistry, liver histopathology and metabolomic analysis of UPLC- ESI MS of urine. The urine was collected predose (-24 to 0 h) and 0-24, 24-48, 48-72, 72-96 h post-dose. Mass spectrometry of the urine was analysed visually and via conjunction with multivariate data analysis. RESULTS Results demonstrated that there was a time-dependent biochemical effect of GalN dosed on the levels of a range of low-molecular-weight metabolites in urine, which was correlated with developing phase of the GalN-inducing acute hepatitis. Urinary excretion of beta-hydroxybutanoic acid and citric acid was decreased following GalN dosing, whereas that of glycocholic acid, indole-3-acetic acid, sphinganine, n-acetyl-l-phenylalanine, cholic acid and creatinine excretion was increased, which suggests that several key metabolic pathways such as energy metabolism, lipid metabolism and amino acid metabolism were perturbed by GalN. CONCLUSION This metabolomic investigation demonstrates that this robust non-invasive tool offers insight into the metabolic states of diseases.