299 resultados para volatiltiy clustering


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Experience plays an important role in building management. “How often will this asset need repair?” or “How much time is this repair going to take?” are types of questions that project and facility managers face daily in planning activities. Failure or success in developing good schedules, budgets and other project management tasks depend on the project manager's ability to obtain reliable information to be able to answer these types of questions. Young practitioners tend to rely on information that is based on regional averages and provided by publishing companies. This is in contrast to experienced project managers who tend to rely heavily on personal experience. Another aspect of building management is that many practitioners are seeking to improve available scheduling algorithms, estimating spreadsheets and other project management tools. Such “micro-scale” levels of research are important in providing the required tools for the project manager's tasks. However, even with such tools, low quality input information will produce inaccurate schedules and budgets as output. Thus, it is also important to have a broad approach to research at a more “macro-scale.” Recent trends show that the Architectural, Engineering, Construction (AEC) industry is experiencing explosive growth in its capabilities to generate and collect data. There is a great deal of valuable knowledge that can be obtained from the appropriate use of this data and therefore the need has arisen to analyse this increasing amount of available data. Data Mining can be applied as a powerful tool to extract relevant and useful information from this sea of data. Knowledge Discovery in Databases (KDD) and Data Mining (DM) are tools that allow identification of valid, useful, and previously unknown patterns so large amounts of project data may be analysed. These technologies combine techniques from machine learning, artificial intelligence, pattern recognition, statistics, databases, and visualization to automatically extract concepts, interrelationships, and patterns of interest from large databases. The project involves the development of a prototype tool to support facility managers, building owners and designers. This final report presents the AIMMTM prototype system and documents how and what data mining techniques can be applied, the results of their application and the benefits gained from the system. The AIMMTM system is capable of searching for useful patterns of knowledge and correlations within the existing building maintenance data to support decision making about future maintenance operations. The application of the AIMMTM prototype system on building models and their maintenance data (supplied by industry partners) utilises various data mining algorithms and the maintenance data is analysed using interactive visual tools. The application of the AIMMTM prototype system to help in improving maintenance management and building life cycle includes: (i) data preparation and cleaning, (ii) integrating meaningful domain attributes, (iii) performing extensive data mining experiments in which visual analysis (using stacked histograms), classification and clustering techniques, associative rule mining algorithm such as “Apriori” and (iv) filtering and refining data mining results, including the potential implications of these results for improving maintenance management. Maintenance data of a variety of asset types were selected for demonstration with the aim of discovering meaningful patterns to assist facility managers in strategic planning and provide a knowledge base to help shape future requirements and design briefing. Utilising the prototype system developed here, positive and interesting results regarding patterns and structures of data have been obtained.

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Experience plays an important role in building management. “How often will this asset need repair?” or “How much time is this repair going to take?” are types of questions that project and facility managers face daily in planning activities. Failure or success in developing good schedules, budgets and other project management tasks depend on the project manager's ability to obtain reliable information to be able to answer these types of questions. Young practitioners tend to rely on information that is based on regional averages and provided by publishing companies. This is in contrast to experienced project managers who tend to rely heavily on personal experience. Another aspect of building management is that many practitioners are seeking to improve available scheduling algorithms, estimating spreadsheets and other project management tools. Such “micro-scale” levels of research are important in providing the required tools for the project manager's tasks. However, even with such tools, low quality input information will produce inaccurate schedules and budgets as output. Thus, it is also important to have a broad approach to research at a more “macro-scale.” Recent trends show that the Architectural, Engineering, Construction (AEC) industry is experiencing explosive growth in its capabilities to generate and collect data. There is a great deal of valuable knowledge that can be obtained from the appropriate use of this data and therefore the need has arisen to analyse this increasing amount of available data. Data Mining can be applied as a powerful tool to extract relevant and useful information from this sea of data. Knowledge Discovery in Databases (KDD) and Data Mining (DM) are tools that allow identification of valid, useful, and previously unknown patterns so large amounts of project data may be analysed. These technologies combine techniques from machine learning, artificial intelligence, pattern recognition, statistics, databases, and visualization to automatically extract concepts, interrelationships, and patterns of interest from large databases. The project involves the development of a prototype tool to support facility managers, building owners and designers. This Industry focused report presents the AIMMTM prototype system and documents how and what data mining techniques can be applied, the results of their application and the benefits gained from the system. The AIMMTM system is capable of searching for useful patterns of knowledge and correlations within the existing building maintenance data to support decision making about future maintenance operations. The application of the AIMMTM prototype system on building models and their maintenance data (supplied by industry partners) utilises various data mining algorithms and the maintenance data is analysed using interactive visual tools. The application of the AIMMTM prototype system to help in improving maintenance management and building life cycle includes: (i) data preparation and cleaning, (ii) integrating meaningful domain attributes, (iii) performing extensive data mining experiments in which visual analysis (using stacked histograms), classification and clustering techniques, associative rule mining algorithm such as “Apriori” and (iv) filtering and refining data mining results, including the potential implications of these results for improving maintenance management. Maintenance data of a variety of asset types were selected for demonstration with the aim of discovering meaningful patterns to assist facility managers in strategic planning and provide a knowledge base to help shape future requirements and design briefing. Utilising the prototype system developed here, positive and interesting results regarding patterns and structures of data have been obtained.

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Automatic detection of suspicious activities in CCTV camera feeds is crucial to the success of video surveillance systems. Such a capability can help transform the dumb CCTV cameras into smart surveillance tools for fighting crime and terror. Learning and classification of basic human actions is a precursor to detecting suspicious activities. Most of the current approaches rely on a non-realistic assumption that a complete dataset of normal human actions is available. This paper presents a different approach to deal with the problem of understanding human actions in video when no prior information is available. This is achieved by working with an incomplete dataset of basic actions which are continuously updated. Initially, all video segments are represented by Bags-Of-Words (BOW) method using only Term Frequency-Inverse Document Frequency (TF-IDF) features. Then, a data-stream clustering algorithm is applied for updating the system's knowledge from the incoming video feeds. Finally, all the actions are classified into different sets. Experiments and comparisons are conducted on the well known Weizmann and KTH datasets to show the efficacy of the proposed approach.

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Spatial information captured from optical remote sensors on board unmanned aerial vehicles (UAVs) has great potential in automatic surveillance of electrical infrastructure. For an automatic vision-based power line inspection system, detecting power lines from a cluttered background is one of the most important and challenging tasks. In this paper, a novel method is proposed, specifically for power line detection from aerial images. A pulse coupled neural filter is developed to remove background noise and generate an edge map prior to the Hough transform being employed to detect straight lines. An improved Hough transform is used by performing knowledge-based line clustering in Hough space to refine the detection results. The experiment on real image data captured from a UAV platform demonstrates that the proposed approach is effective for automatic power line detection.

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Random Indexing K-tree is the combination of two algorithms suited for large scale document clustering.

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Objective: To summarise the extent to which narrative text fields in administrative health data are used to gather information about the event resulting in presentation to a health care provider for treatment of an injury, and to highlight best practise approaches to conducting narrative text interrogation for injury surveillance purposes.----- Design: Systematic review----- Data sources: Electronic databases searched included CINAHL, Google Scholar, Medline, Proquest, PubMed and PubMed Central.. Snowballing strategies were employed by searching the bibliographies of retrieved references to identify relevant associated articles.----- Selection criteria: Papers were selected if the study used a health-related database and if the study objectives were to a) use text field to identify injury cases or use text fields to extract additional information on injury circumstances not available from coded data or b) use text fields to assess accuracy of coded data fields for injury-related cases or c) describe methods/approaches for extracting injury information from text fields.----- Methods: The papers identified through the search were independently screened by two authors for inclusion, resulting in 41 papers selected for review. Due to heterogeneity between studies metaanalysis was not performed.----- Results: The majority of papers reviewed focused on describing injury epidemiology trends using coded data and text fields to supplement coded data (28 papers), with these studies demonstrating the value of text data for providing more specific information beyond what had been coded to enable case selection or provide circumstantial information. Caveats were expressed in terms of the consistency and completeness of recording of text information resulting in underestimates when using these data. Four coding validation papers were reviewed with these studies showing the utility of text data for validating and checking the accuracy of coded data. Seven studies (9 papers) described methods for interrogating injury text fields for systematic extraction of information, with a combination of manual and semi-automated methods used to refine and develop algorithms for extraction and classification of coded data from text. Quality assurance approaches to assessing the robustness of the methods for extracting text data was only discussed in 8 of the epidemiology papers, and 1 of the coding validation papers. All of the text interrogation methodology papers described systematic approaches to ensuring the quality of the approach.----- Conclusions: Manual review and coding approaches, text search methods, and statistical tools have been utilised to extract data from narrative text and translate it into useable, detailed injury event information. These techniques can and have been applied to administrative datasets to identify specific injury types and add value to previously coded injury datasets. Only a few studies thoroughly described the methods which were used for text mining and less than half of the studies which were reviewed used/described quality assurance methods for ensuring the robustness of the approach. New techniques utilising semi-automated computerised approaches and Bayesian/clustering statistical methods offer the potential to further develop and standardise the analysis of narrative text for injury surveillance.

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Definition of disease phenotype is a necessary preliminary to research into genetic causes of a complex disease. Clinical diagnosis of migraine is currently based on diagnostic criteria developed by the International Headache Society. Previously, we examined the natural clustering of these diagnostic symptoms using latent class analysis (LCA) and found that a four-class model was preferred. However, the classes can be ordered such that all symptoms progressively intensify, suggesting that a single continuous variable representing disease severity may provide a better model. Here, we compare two models: item response theory and LCA, each constructed within a Bayesian context. A deviance information criterion is used to assess model fit. We phenotyped our population sample using these models, estimated heritability and conducted genome-wide linkage analysis using Merlin-qtl. LCA with four classes was again preferred. After transformation, phenotypic trait values derived from both models are highly correlated (correlation = 0.99) and consequently results from subsequent genetic analyses were similar. Heritability was estimated at 0.37, while multipoint linkage analysis produced genome-wide significant linkage to chromosome 7q31-q33 and suggestive linkage to chromosomes 1 and 2. We argue that such continuous measures are a powerful tool for identifying genes contributing to migraine susceptibility.

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The automatic extraction of road features from remote sensed images has been a topic of great interest within the photogrammetric and remote sensing communities for over 3 decades. Although various techniques have been reported in the literature, it is still challenging to efficiently extract the road details with the increasing of image resolution as well as the requirement for accurate and up-to-date road data. In this paper, we will focus on the automatic detection of road lane markings, which are crucial for many applications, including lane level navigation and lane departure warning. The approach consists of four steps: i) data preprocessing, ii) image segmentation and road surface detection, iii) road lane marking extraction based on the generated road surface, and iv) testing and system evaluation. The proposed approach utilized the unsupervised ISODATA image segmentation algorithm, which segments the image into vegetation regions, and road surface based only on the Cb component of YCbCr color space. A shadow detection method based on YCbCr color space is also employed to detect and recover the shadows from the road surface casted by the vehicles and trees. Finally, the lane marking features are detected from the road surface using the histogram clustering. The experiments of applying the proposed method to the aerial imagery dataset of Gympie, Queensland demonstrate the efficiency of the approach.

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In this paper, we classify, review, and experimentally compare major methods that are exploited in the definition, adoption, and utilization of element similarity measures in the context of XML schema matching. We aim at presenting a unified view which is useful when developing a new element similarity measure, when implementing an XML schema matching component, when using an XML schema matching system, and when comparing XML schema matching systems.

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Aims To determine the effect of nutritional status on the presence and severity of pressure ulcers in statewide? public healthcare facilities, in Queensland, Australia. Research Methods A multicentre, cross sectional audit of nutritional status of a convenience sample of subjects was carried out as part of a large audit of pressure ulcers in a sample of state based public healthcare facilities in 2002 and 2003. Dietitians in 20 hospitals and six residential aged care facilities conducted single day nutritional status audits of 2208 acute and 839 aged care subjects using the Subjective Global Assessment. The effect of nutritional status on the presence, highest stage and number of pressure ulcers was determined by logistic regression in a model controlling for age, gender, medical specialty and facility location. The potential clustering effect of facility was accounted for in the model using an analysis of correlated data approach. Results Subjects with malnutrition had an adjusted odds risk of 2.6 (95% CI 1.8-3.5, p<0.001) of having a pressure ulcer in acute facilities and 2.0 (95% CI 1.5-2.7, p<0.001) for residential aged care facilities. There was also increased odds risk of having a pressure ulcer, having a higher stage pressure ulcer and a higher number of pressure ulcers with increased severity of malnutrition. Conclusion Malnutrition was associated with at least twice the odds risk of having a pressure ulcer of in public healthcare facilities in Queensland. Action must be taken to identify, prevent and treat malnutrition, especially in patients at risk of pressure ulcer.

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The value of soil evidence in the forensic discipline is well known. However, it would be advantageous if an in-situ method was available that could record responses from tyre or shoe impressions in ground soil at the crime scene. The development of optical fibres and emerging portable NIR instruments has unveiled a potential methodology which could permit such a proposal. The NIR spectral region contains rich chemical information in the form of overtone and combination bands of the fundamental infrared absorptions and low-energy electronic transitions. This region has in the past, been perceived as being too complex for interpretation and consequently was scarcely utilized. The application of NIR in the forensic discipline is virtually non-existent creating a vacancy for research in this area. NIR spectroscopy has great potential in the forensic discipline as it is simple, nondestructive and capable of rapidly providing information relating to chemical composition. The objective of this study is to investigate the ability of NIR spectroscopy combined with Chemometrics to discriminate between individual soils. A further objective is to apply the NIR process to a simulated forensic scenario where soil transfer occurs. NIR spectra were recorded from twenty-seven soils sampled from the Logan region in South-East Queensland, Australia. A series of three high quartz soils were mixed with three different kaolinites in varying ratios and NIR spectra collected. Spectra were also collected from six soils as the temperature of the soils was ramped from room temperature up to 6000C. Finally, a forensic scenario was simulated where the transferral of ground soil to shoe soles was investigated. Chemometrics methods such as the commonly known Principal Component Analysis (PCA), the less well known fuzzy clustering (FC) and ranking by means of multicriteria decision making (MCDM) methodology were employed to interpret the spectral results. All soils were characterised using Inductively Coupled Plasma Optical Emission Spectroscopy and X-Ray Diffractometry. Results were promising revealing NIR combined with Chemometrics is capable of discriminating between the various soils. Peak assignments were established by comparing the spectra of known minerals with the spectra collected from the soil samples. The temperature dependent NIR analysis confirmed the assignments of the absorptions due to adsorbed and molecular bound water. The relative intensities of the identified NIR absorptions reflected the quantitative XRD and ICP characterisation results. PCA and FC analysis of the raw soils in the initial NIR investigation revealed that the soils were primarily distinguished on the basis of their relative quartz and kaolinte contents, and to a lesser extent on the horizon from which they originated. Furthermore, PCA could distinguish between the three kaolinites used in the study, suggesting that the NIR spectral region was sensitive enough to contain information describing variation within kaolinite itself. The forensic scenario simulation PCA successfully discriminated between the ‘Backyard Soil’ and ‘Melcann® Sand’, as well as the two sampling methods employed. Further PCA exploration revealed that it was possible to distinguish between the various shoes used in the simulation. In addition, it was possible to establish association between specific sampling sites on the shoe with the corresponding site remaining in the impression. The forensic application revealed some limitations of the process relating to moisture content and homogeneity of the soil. These limitations can both be overcome by simple sampling practices and maintaining the original integrity of the soil. The results from the forensic scenario simulation proved that the concept shows great promise in the forensic discipline.

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Accurate road lane information is crucial for advanced vehicle navigation and safety applications. With the increasing of very high resolution (VHR) imagery of astonishing quality provided by digital airborne sources, it will greatly facilitate the data acquisition and also significantly reduce the cost of data collection and updates if the road details can be automatically extracted from the aerial images. In this paper, we proposed an effective approach to detect road lanes from aerial images with employment of the image analysis procedures. This algorithm starts with constructing the (Digital Surface Model) DSM and true orthophotos from the stereo images. Next, a maximum likelihood clustering algorithm is used to separate road from other ground objects. After the detection of road surface, the road traffic and lane lines are further detected using texture enhancement and morphological operations. Finally, the generated road network is evaluated to test the performance of the proposed approach, in which the datasets provided by Queensland department of Main Roads are used. The experiment result proves the effectiveness of our approach.

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Competent navigation in an environment is a major requirement for an autonomous mobile robot to accomplish its mission. Nowadays, many successful systems for navigating a mobile robot use an internal map which represents the environment in a detailed geometric manner. However, building, maintaining and using such environment maps for navigation is difficult because of perceptual aliasing and measurement noise. Moreover, geometric maps require the processing of huge amounts of data which is computationally expensive. This thesis addresses the problem of vision-based topological mapping and localisation for mobile robot navigation. Topological maps are concise and graphical representations of environments that are scalable and amenable to symbolic manipulation. Thus, they are well-suited for basic robot navigation applications, and also provide a representational basis for the procedural and semantic information needed for higher-level robotic tasks. In order to make vision-based topological navigation suitable for inexpensive mobile robots for the mass market we propose to characterise key places of the environment based on their visual appearance through colour histograms. The approach for representing places using visual appearance is based on the fact that colour histograms change slowly as the field of vision sweeps the scene when a robot moves through an environment. Hence, a place represents a region of the environment rather than a single position. We demonstrate in experiments using an indoor data set, that a topological map in which places are characterised using visual appearance augmented with metric clues provides sufficient information to perform continuous metric localisation which is robust to the kidnapped robot problem. Many topological mapping methods build a topological map by clustering visual observations to places. However, due to perceptual aliasing observations from different places may be mapped to the same place representative in the topological map. A main contribution of this thesis is a novel approach for dealing with the perceptual aliasing problem in topological mapping. We propose to incorporate neighbourhood relations for disambiguating places which otherwise are indistinguishable. We present a constraint based stochastic local search method which integrates the approach for place disambiguation in order to induce a topological map. Experiments show that the proposed method is capable of mapping environments with a high degree of perceptual aliasing, and that a small map is found quickly. Moreover, the method of using neighbourhood information for place disambiguation is integrated into a framework for topological off-line simultaneous localisation and mapping which does not require an initial categorisation of visual observations. Experiments on an indoor data set demonstrate the suitability of our method to reliably localise the robot while building a topological map.