Business cycle dynamics with duration dependence and leading indicators

Durland and McCurdy [Durland, J.M., McCurdy, T.H., 1994. Duration-dependent transitions in a Markov model of US GNP growth. Journal of Business and Economic Statistics 12, 279–288] investigated the issue of duration dependence in US business cycle phases using a Markov regime-switching approach, introduced by Hamilton [Hamilton, J., 1989. A new approach to the analysis of time series and the business cycle. Econometrica 57, 357–384] and extended to the case of variable transition parameters by Filardo [Filardo, A.J., 1994. Business cycle phases and their transitional dynamics. Journal of Business and Economic Statistics 12, 299–308]. In Durland and McCurdy’s model duration alone was used as an explanatory variable of the transition probabilities. They found that recessions were duration dependent whilst expansions were not. In this paper, we explicitly incorporate the widely-accepted US business cycle phase change dates as determined by the NBER, and use a state-dependent multinomial Logit modelling framework. The model incorporates both duration and movements in two leading indexes – one designed to have a short lead (SLI) and the other designed to have a longer lead (LLI) – as potential explanatory variables. We find that doing so suggests that current duration is not only a significant determinant of transition out of recessions, but that there is some evidence that it is also weakly significant in the case of expansions. Furthermore, we find that SLI has more informational content for the termination of recessions whilst LLI does so for expansions.

The adoption of advanced quality practices and its impact on manufacturers

Presently, the manufacturing sector faces unprecedented levels of competition in both the domestic and international markets. This competition is mainly as a result of rapidly expanding international trade, gradual removal of protection, substantial reforms in labour markets and industrial relations, rapid technological changes and discerning customers. Intense global competition requires manufacturers to deliver products with higher quality in a shorter time. Simultaneously, owing to new technological innovations, the complexity of the products is increasing. In Australia, the impact of this intense competition and structural changes appear to be having negative effects on the manufacturing sector. This paper discusses the quality and reliability (Q & R) practices and associated drawbacks of Australian manufacturers and presents the findings of an investigation of the challenges Australian manufacturers are currently facing. The results reported in the paper are based on the data collected from a survey using the standard questionnaire. The study was driven by a conceptual model, which relates advanced quality practices to manufacturing performance and manufacturing difficulties.Evidence indicates that Q & R is the main competitive factor for Australian manufacturers. Design capability and on time delivery (OTD) came second. Results show that Australian manufacturers in general are facing some manufacturing difficulties. The relationship between advanced quality practices and company performance and manufacturing difficulties are explored. It is found that the companies who have more emphasis on advanced quality practices have fewer problems in manufacturing practices. Moreover, companies who have actively implemented the advanced quality practices have managed to improve the quality of the product continuously. The results validate the proposed hypothesis and lend credence to current thinking that improvement in Q & R is a vital tool for competitive advantage.

Dynamics of attacker–defender dyads in Association Football : parameters influencing decision-making

Previous work on pattern-forming dynamics of team sports has investigated sub-phases of basketball and rugby union by focussing on one-versus-one (1v1) attacker-defender dyads. This body of work has identified the role of candidate control parameters, interpersonal distance and relative velocity, in predicting the outcomes of team player interactions. These two control parameters have been described as functioning in a nested relationship where relative velocity between players comes to the fore within a critical range of interpersonal distance. The critical influence of constraints on the intentionality of player behaviour has also been identified through the study of 1v1 attacker-defender dyads. This thesis draws from previous work adopting an ecological dynamics approach, which encompasses both Dynamical Systems Theory and Ecological Psychology concepts, to describe attacker-defender interactions in 1v1 dyads in association football. Twelve male youth association football players (average age 15.3 ± 0.5 yrs) performed as both attackers and defenders in 1v1 dyads in three field positions in an experimental manipulation of the proximity to goal and the role of players. Player and ball motion was tracked using TACTO 8.0 software (Fernandes & Caixinha, 2003) to produce two-dimensional (2D) trajectories of players and the ball on the ground. Significant differences were found for player-to-ball interactions depending on proximity to goal manipulations, indicating how key reference points in the environment such as the location of the goal may act as a constraint that shapes decision-making behaviour. Results also revealed that interpersonal distance and relative velocity alone were insufficient for accurately predicting the outcome of a dyad in association football. Instead, combined values of interpersonal distance, ball-to-defender distance, attacker-to-ball distance, attacker-to-ball relative velocity and relative angles were found to indicate the state of dyad outcomes.

Learning object dynamics for smooth tracking of moving lip contours

A new technique is proposed for learning the dynamic characteristics of a deformable object, applied in particular to the problem of lip-tracking. Experimental results are given which demonstrate that the use of dynamic models allows the system to track more robustly under adverse conditions and to correct spurious, poorly tracked frames

Stochastic models and simulation of ion channel dynamics

The behaviour of ion channels within cardiac and neuronal cells is intrinsically stochastic in nature. When the number of channels is small this stochastic noise is large and can have an impact on the dynamics of the system which is potentially an issue when modelling small neurons and drug block in cardiac cells. While exact methods correctly capture the stochastic dynamics of a system they are computationally expensive, restricting their inclusion into tissue level models and so approximations to exact methods are often used instead. The other issue in modelling ion channel dynamics is that the transition rates are voltage dependent, adding a level of complexity as the channel dynamics are coupled to the membrane potential. By assuming that such transition rates are constant over each time step, it is possible to derive a stochastic differential equation (SDE), in the same manner as for biochemical reaction networks, that describes the stochastic dynamics of ion channels. While such a model is more computationally efficient than exact methods we show that there are analytical problems with the resulting SDE as well as issues in using current numerical schemes to solve such an equation. We therefore make two contributions: develop a different model to describe the stochastic ion channel dynamics that analytically behaves in the correct manner and also discuss numerical methods that preserve the analytical properties of the model.

Analyzing real-time video microscopy : the dynamics and geometry of vesicles and tubules in endocytosis

With the advent of live cell imaging microscopy, new types of mathematical analyses and measurements are possible. Many of the real-time movies of cellular processes are visually very compelling, but elementary analysis of changes over time of quantities such as surface area and volume often show that there is more to the data than meets the eye. This unit outlines a geometric modeling methodology and applies it to tubulation of vesicles during endocytosis. Using these principles, it has been possible to build better qualitative and quantitative understandings of the systems observed, as well as to make predictions about quantities such as ligand or solute concentration, vesicle pH, and membrane trafficked. The purpose is to outline a methodology for analyzing real-time movies that has led to a greater appreciation of the changes that are occurring during the time frame of the real-time video microscopy and how additional quantitative measurements allow for further hypotheses to be generated and tested.

Aircraft emission reduction through multi-disciplinary flight path optimisation

There is worldwide interest in reducing aircraft emissions. The difficulty of reducing emissions including water vapour, carbon dioxide (CO2) and oxides of nitrogen (NOx) is mainly due from the fact that a commercial aircraft is usually designed for a particular optimal cruise altitude but may be requested or required to operate and deviate at different altitude and speeds to archive a desired or commanded flight plan, resulting in increased emissions. This is a multi- disciplinary problem with multiple trade-offs such as optimising engine efficiency, minimising fuel burnt, minimise emissions while maintaining aircraft separation and air safety. This project presents the coupling of an advanced optimisation technique with mathematical models and algorithms for aircraft emission reduction through flight optimisation. Numerical results show that the method is able to capture a set of useful trade-offs between aircraft range and NOx, and mission fuel consumption and NOx. In addition, alternative cruise operating conditions including Mach and altitude that produce minimum NOx and CO2 (minimum mission fuel weight) are suggested.

Evolving noisy oscillatory dynamics in genetic regulatory networks

We introduce a genetic programming (GP) approach for evolving genetic networks that demonstrate desired dynamics when simulated as a discrete stochastic process. Our representation of genetic networks is based on a biochemical reaction model including key elements such as transcription, translation and post-translational modifications. The stochastic, reaction-based GP system is similar but not identical with algorithmic chemistries. We evolved genetic networks with noisy oscillatory dynamics. The results show the practicality of evolving particular dynamics in gene regulatory networks when modelled with intrinsic noise.

Numerical exploration of the defect’s effect on mechanical properties of nanowires under torsion

Molecular dynamics (MD) simulations have been carried out to investigate the defect’s effect on the mechanical properties of single-crystal copper nanowire with different surface defects, under torsion deformation. The torsional rigidity is found insensitive to the surface defects and the critical angle appears an obvious decrease due to the surface defects, the largest decrease is found for the nanowire with surface horizon defect. The deformation mechanism appears different degrees of influence due to surface defects. The surface defects play a role of dislocation sources. Comparing with single intrinsic stacking faults formation for the perfect nanowire, much affluent deformation processes have been activated because of surface defects, for instance, we find the twins formation for the nanowire with a surface 45o defect.