520 resultados para Statistical Simulation

em Queensland University of Technology - ePrints Archive


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Aim: In the current climate of medical education, there is an ever-increasing demand for and emphasis on simulation as both a teaching and training tool. The objective of our study was to compare the realism and practicality of a number of artificial blood products that could be used for high-fidelity simulation. Method: A literature and internet search was performed and 15 artificial blood products were identified from a variety of sources. One product was excluded due to its potential toxicity risks. Five observers, blinded to the products, performed two assessments on each product using an evaluation tool with 14 predefined criteria including color, consistency, clotting, and staining potential to manikin skin and clothing. Each criterion was rated using a five-point Likert scale. The products were left for 24 hours, both refrigerated and at room temperature, and then reassessed. Statistical analysis was performed to identify the most suitable products, and both inter- and intra-rater variability were examined. Results: Three products scored consistently well with all five assessors, with one product in particular scoring well in almost every criterion. This highest-rated product had a mean rating of 3.6 of 5.0 (95% posterior Interval 3.4-3.7). Inter-rater variability was minor with average ratings varying from 3.0 to 3.4 between the highest and lowest scorer. Intrarater variability was negligible with good agreement between first and second rating as per weighted kappa scores (K = 0.67). Conclusion: The most realistic and practical form of artificial blood identified was a commercial product called KD151 Flowing Blood Syrup. It was found to be not only realistic in appearance but practical in terms of storage and stain removal.

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Multicarrier code division multiple access (MC-CDMA) is a very promising candidate for the multiple access scheme in fourth generation wireless communi- cation systems. During asynchronous transmission, multiple access interference (MAI) is a major challenge for MC-CDMA systems and significantly affects their performance. The main objectives of this thesis are to analyze the MAI in asyn- chronous MC-CDMA, and to develop robust techniques to reduce the MAI effect. Focus is first on the statistical analysis of MAI in asynchronous MC-CDMA. A new statistical model of MAI is developed. In the new model, the derivation of MAI can be applied to different distributions of timing offset, and the MAI power is modelled as a Gamma distributed random variable. By applying the new statistical model of MAI, a new computer simulation model is proposed. This model is based on the modelling of a multiuser system as a single user system followed by an additive noise component representing the MAI, which enables the new simulation model to significantly reduce the computation load during computer simulations. MAI reduction using slow frequency hopping (SFH) technique is the topic of the second part of the thesis. Two subsystems are considered. The first sub- system involves subcarrier frequency hopping as a group, which is referred to as GSFH/MC-CDMA. In the second subsystem, the condition of group hopping is dropped, resulting in a more general system, namely individual subcarrier frequency hopping MC-CDMA (ISFH/MC-CDMA). This research found that with the introduction of SFH, both of GSFH/MC-CDMA and ISFH/MC-CDMA sys- tems generate less MAI power than the basic MC-CDMA system during asyn- chronous transmission. Because of this, both SFH systems are shown to outper- form MC-CDMA in terms of BER. This improvement, however, is at the expense of spectral widening. In the third part of this thesis, base station polarization diversity, as another MAI reduction technique, is introduced to asynchronous MC-CDMA. The com- bined system is referred to as Pol/MC-CDMA. In this part a new optimum com- bining technique namely maximal signal-to-MAI ratio combining (MSMAIRC) is proposed to combine the signals in two base station antennas. With the applica- tion of MSMAIRC and in the absents of additive white Gaussian noise (AWGN), the resulting signal-to-MAI ratio (SMAIR) is not only maximized but also in- dependent of cross polarization discrimination (XPD) and antenna angle. In the case when AWGN is present, the performance of MSMAIRC is still affected by the XPD and antenna angle, but to a much lesser degree than the traditional maximal ratio combining (MRC). Furthermore, this research found that the BER performance for Pol/MC-CDMA can be further improved by changing the angle between the two receiving antennas. Hence the optimum antenna angles for both MSMAIRC and MRC are derived and their effects on the BER performance are compared. With the derived optimum antenna angle, the Pol/MC-CDMA system is able to obtain the lowest BER for a given XPD.

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SCAPE is an interactive simulation that allows teachers and students to experiment with sustainable urban design. The project is based on the Kelvin Grove Urban Village, Brisbane. Groups of students role play as political, retail, elderly, student, council and builder characters to negotiate on game decisions around land use, density, housing types and transport in order to design a sustainable urban community. As they do so, the 3D simulation reacts in real time to illustrate what the village would look like as well as provide statistical information about the community they are creating. SCAPE brings together education, urban professional and technology expertise, helping it achieve educational outcomes, reflect real-world scenarios and include sophisticated logic and decision making processes and effects.---------- The research methodology was primarily practice led underpinned by action research methods resulting in innovative approaches and techniques in adapting digital games and simulation technologies to create dynamic and engaging experiences in pedagogical contexts. It also illustrates the possibilities for urban designers to engage a variety of communities in the processes, complexities and possibilities of urban development and sustainability.

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Farm It Right is an innovative creative work that simulates sustainable farming techniques using ecological models prepared by academics at Bradford University (School of Life Sciences). This interactive work simulates the farming conditions and options of our ancestors and demonstrates the direct impact their actions had on their environment and on the ’future of their cultures’ (Schmidt 2008). Specifically, the simulation allows users to explore and experiment with the complex relationships between environmental factors and human decision making within the harsh conditions of an early (9th century) Nordic farm. The simulation interface displays both statistical and graphical feedback in response to the users selections regarding animal reproduction rates, shelter provisions, food supplies etc. as well as demonstrating resulting impacts to soil erosion, water supply, animal population sizes etc.---------- 'Farm It Right' is now used at Bradford University (School of Life Sciences) as a dynamic e-Learning resource for incorporating environmental archaeology with sustainable development education, improving the engagement with complex data and the appreciation of human impacts on the environment and the future of their cultures. 'Farm It Right' is also demonstrated as an exemplar case study for interaction design students at Queensland University of Technology.

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There has been considerable research conducted over the last 20 years focused on predicting motor vehicle crashes on transportation facilities. The range of statistical models commonly applied includes binomial, Poisson, Poisson-gamma (or negative binomial), zero-inflated Poisson and negative binomial models (ZIP and ZINB), and multinomial probability models. Given the range of possible modeling approaches and the host of assumptions with each modeling approach, making an intelligent choice for modeling motor vehicle crash data is difficult. There is little discussion in the literature comparing different statistical modeling approaches, identifying which statistical models are most appropriate for modeling crash data, and providing a strong justification from basic crash principles. In the recent literature, it has been suggested that the motor vehicle crash process can successfully be modeled by assuming a dual-state data-generating process, which implies that entities (e.g., intersections, road segments, pedestrian crossings, etc.) exist in one of two states—perfectly safe and unsafe. As a result, the ZIP and ZINB are two models that have been applied to account for the preponderance of “excess” zeros frequently observed in crash count data. The objective of this study is to provide defensible guidance on how to appropriate model crash data. We first examine the motor vehicle crash process using theoretical principles and a basic understanding of the crash process. It is shown that the fundamental crash process follows a Bernoulli trial with unequal probability of independent events, also known as Poisson trials. We examine the evolution of statistical models as they apply to the motor vehicle crash process, and indicate how well they statistically approximate the crash process. We also present the theory behind dual-state process count models, and note why they have become popular for modeling crash data. A simulation experiment is then conducted to demonstrate how crash data give rise to “excess” zeros frequently observed in crash data. It is shown that the Poisson and other mixed probabilistic structures are approximations assumed for modeling the motor vehicle crash process. Furthermore, it is demonstrated that under certain (fairly common) circumstances excess zeros are observed—and that these circumstances arise from low exposure and/or inappropriate selection of time/space scales and not an underlying dual state process. In conclusion, carefully selecting the time/space scales for analysis, including an improved set of explanatory variables and/or unobserved heterogeneity effects in count regression models, or applying small-area statistical methods (observations with low exposure) represent the most defensible modeling approaches for datasets with a preponderance of zeros

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This paper discusses the statistical analyses used to derive bridge live loads models for Hong Kong from a 10-year weigh-in-motion (WIM) data. The statistical concepts required and the terminologies adopted in the development of bridge live load models are introduced. This paper includes studies for representative vehicles from the large amount of WIM data in Hong Kong. Different load affecting parameters such as gross vehicle weights, axle weights, axle spacings, average daily number of trucks etc are first analyzed by various stochastic processes in order to obtain the mathematical distributions of these parameters. As a prerequisite to determine accurate bridge design loadings in Hong Kong, this study not only takes advantages of code formulation methods used internationally but also presents a new method for modelling collected WIM data using a statistical approach.

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Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.

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Quality oriented management systems and methods have become the dominant business and governance paradigm. From this perspective, satisfying customers’ expectations by supplying reliable, good quality products and services is the key factor for an organization and even government. During recent decades, Statistical Quality Control (SQC) methods have been developed as the technical core of quality management and continuous improvement philosophy and now are being applied widely to improve the quality of products and services in industrial and business sectors. Recently SQC tools, in particular quality control charts, have been used in healthcare surveillance. In some cases, these tools have been modified and developed to better suit the health sector characteristics and needs. It seems that some of the work in the healthcare area has evolved independently of the development of industrial statistical process control methods. Therefore analysing and comparing paradigms and the characteristics of quality control charts and techniques across the different sectors presents some opportunities for transferring knowledge and future development in each sectors. Meanwhile considering capabilities of Bayesian approach particularly Bayesian hierarchical models and computational techniques in which all uncertainty are expressed as a structure of probability, facilitates decision making and cost-effectiveness analyses. Therefore, this research investigates the use of quality improvement cycle in a health vii setting using clinical data from a hospital. The need of clinical data for monitoring purposes is investigated in two aspects. A framework and appropriate tools from the industrial context are proposed and applied to evaluate and improve data quality in available datasets and data flow; then a data capturing algorithm using Bayesian decision making methods is developed to determine economical sample size for statistical analyses within the quality improvement cycle. Following ensuring clinical data quality, some characteristics of control charts in the health context including the necessity of monitoring attribute data and correlated quality characteristics are considered. To this end, multivariate control charts from an industrial context are adapted to monitor radiation delivered to patients undergoing diagnostic coronary angiogram and various risk-adjusted control charts are constructed and investigated in monitoring binary outcomes of clinical interventions as well as postintervention survival time. Meanwhile, adoption of a Bayesian approach is proposed as a new framework in estimation of change point following control chart’s signal. This estimate aims to facilitate root causes efforts in quality improvement cycle since it cuts the search for the potential causes of detected changes to a tighter time-frame prior to the signal. This approach enables us to obtain highly informative estimates for change point parameters since probability distribution based results are obtained. Using Bayesian hierarchical models and Markov chain Monte Carlo computational methods, Bayesian estimators of the time and the magnitude of various change scenarios including step change, linear trend and multiple change in a Poisson process are developed and investigated. The benefits of change point investigation is revisited and promoted in monitoring hospital outcomes where the developed Bayesian estimator reports the true time of the shifts, compared to priori known causes, detected by control charts in monitoring rate of excess usage of blood products and major adverse events during and after cardiac surgery in a local hospital. The development of the Bayesian change point estimators are then followed in a healthcare surveillances for processes in which pre-intervention characteristics of patients are viii affecting the outcomes. In this setting, at first, the Bayesian estimator is extended to capture the patient mix, covariates, through risk models underlying risk-adjusted control charts. Variations of the estimator are developed to estimate the true time of step changes and linear trends in odds ratio of intensive care unit outcomes in a local hospital. Secondly, the Bayesian estimator is extended to identify the time of a shift in mean survival time after a clinical intervention which is being monitored by riskadjusted survival time control charts. In this context, the survival time after a clinical intervention is also affected by patient mix and the survival function is constructed using survival prediction model. The simulation study undertaken in each research component and obtained results highly recommend the developed Bayesian estimators as a strong alternative in change point estimation within quality improvement cycle in healthcare surveillances as well as industrial and business contexts. The superiority of the proposed Bayesian framework and estimators are enhanced when probability quantification, flexibility and generalizability of the developed model are also considered. The empirical results and simulations indicate that the Bayesian estimators are a strong alternative in change point estimation within quality improvement cycle in healthcare surveillances. The superiority of the proposed Bayesian framework and estimators are enhanced when probability quantification, flexibility and generalizability of the developed model are also considered. The advantages of the Bayesian approach seen in general context of quality control may also be extended in the industrial and business domains where quality monitoring was initially developed.

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Deterministic computer simulation of physical experiments is now a common technique in science and engineering. Often, physical experiments are too time consuming, expensive or impossible to conduct. Complex computer models or codes, rather than physical experiments lead to the study of computer experiments, which are used to investigate many scientific phenomena. A computer experiment consists of a number of runs of the computer code with different input choices. The Design and Analysis of Computer Experiments is a rapidly growing technique in statistical experimental design. This paper aims to discuss some practical issues when designing a computer simulation and/or experiments for manufacturing systems. A case study approach is reviewed and presented.

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The Bus Rapid Transit (BRT) station is the interface between passengers and services. The station is crucial to line operation as it is typically the only location where buses can pass each other. Congestion may occur here when buses maneuvering into and out of the platform lane interfere with bus flow, or when a queue of buses forms upstream of the platform lane blocking the passing lane. Further, some systems include operation where express buses do not observe the station, resulting in a proportion of non-stopping buses. It is important to understand the operation of the station under this type of operation and its effect on BRT line capacity. This study uses microscopic traffic simulation modeling to treat the BRT station operation and to analyze the relationship between station bus capacity and BRT line bus capacity. First, the simulation model is developed for the limit state scenario and then a statistical model is defined and calibrated for a specified range of controlled scenarios of dwell time characteristics. A field survey was conducted to verify the parameters such as dwell time, clearance time and coefficient of variation of dwell time to obtain relevant station bus capacity. The proposed model for BRT bus capacity provides a better understanding of BRT line capacity and is useful to transit authorities in BRT planning, design and operation.

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The use of Mahalanobis squared distance–based novelty detection in statistical damage identification has become increasingly popular in recent years. The merit of the Mahalanobis squared distance–based method is that it is simple and requires low computational effort to enable the use of a higher dimensional damage-sensitive feature, which is generally more sensitive to structural changes. Mahalanobis squared distance–based damage identification is also believed to be one of the most suitable methods for modern sensing systems such as wireless sensors. Although possessing such advantages, this method is rather strict with the input requirement as it assumes the training data to be multivariate normal, which is not always available particularly at an early monitoring stage. As a consequence, it may result in an ill-conditioned training model with erroneous novelty detection and damage identification outcomes. To date, there appears to be no study on how to systematically cope with such practical issues especially in the context of a statistical damage identification problem. To address this need, this article proposes a controlled data generation scheme, which is based upon the Monte Carlo simulation methodology with the addition of several controlling and evaluation tools to assess the condition of output data. By evaluating the convergence of the data condition indices, the proposed scheme is able to determine the optimal setups for the data generation process and subsequently avoid unnecessarily excessive data. The efficacy of this scheme is demonstrated via applications to a benchmark structure data in the field.

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Many model-based investigation techniques, such as sensitivity analysis, optimization, and statistical inference, require a large number of model evaluations to be performed at different input and/or parameter values. This limits the application of these techniques to models that can be implemented in computationally efficient computer codes. Emulators, by providing efficient interpolation between outputs of deterministic simulation models, can considerably extend the field of applicability of such computationally demanding techniques. So far, the dominant techniques for developing emulators have been priors in the form of Gaussian stochastic processes (GASP) that were conditioned with a design data set of inputs and corresponding model outputs. In the context of dynamic models, this approach has two essential disadvantages: (i) these emulators do not consider our knowledge of the structure of the model, and (ii) they run into numerical difficulties if there are a large number of closely spaced input points as is often the case in the time dimension of dynamic models. To address both of these problems, a new concept of developing emulators for dynamic models is proposed. This concept is based on a prior that combines a simplified linear state space model of the temporal evolution of the dynamic model with Gaussian stochastic processes for the innovation terms as functions of model parameters and/or inputs. These innovation terms are intended to correct the error of the linear model at each output step. Conditioning this prior to the design data set is done by Kalman smoothing. This leads to an efficient emulator that, due to the consideration of our knowledge about dominant mechanisms built into the simulation model, can be expected to outperform purely statistical emulators at least in cases in which the design data set is small. The feasibility and potential difficulties of the proposed approach are demonstrated by the application to a simple hydrological model.

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In this paper, we present fully Bayesian experimental designs for nonlinear mixed effects models, in which we develop simulation-based optimal design methods to search over both continuous and discrete design spaces. Although Bayesian inference has commonly been performed on nonlinear mixed effects models, there is a lack of research into performing Bayesian optimal design for nonlinear mixed effects models that require searches to be performed over several design variables. This is likely due to the fact that it is much more computationally intensive to perform optimal experimental design for nonlinear mixed effects models than it is to perform inference in the Bayesian framework. In this paper, the design problem is to determine the optimal number of subjects and samples per subject, as well as the (near) optimal urine sampling times for a population pharmacokinetic study in horses, so that the population pharmacokinetic parameters can be precisely estimated, subject to cost constraints. The optimal sampling strategies, in terms of the number of subjects and the number of samples per subject, were found to be substantially different between the examples considered in this work, which highlights the fact that the designs are rather problem-dependent and require optimisation using the methods presented in this paper.

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Both environmental economists and policy makers have shown a great deal of interest in the effect of pollution abatement on environmental efficiency. In line with the modern resources available, however, no contribution is brought to the environmental economics field with the Markov chain Monte Carlo (MCMC) application, which enables simulation from a distribution of a Markov chain and simulating from the chain until it approaches equilibrium. The probability density functions gained prominence with the advantages over classical statistical methods in its simultaneous inference and incorporation of any prior information on all model parameters. This paper concentrated on this point with the application of MCMC to the database of China, the largest developing country with rapid economic growth and serious environmental pollution in recent years. The variables cover the economic output and pollution abatement cost from the year 1992 to 2003. We test the causal direction between pollution abatement cost and environmental efficiency with MCMC simulation. We found that the pollution abatement cost causes an increase in environmental efficiency through the algorithm application, which makes it conceivable that the environmental policy makers should make more substantial measures to reduce pollution in the near future.

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This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.