The distribution and spread of citrus canker in Emerald, Australia

Citrus canker is a disease of citrus and closely related species, caused by the bacterium Xanthomonas citri subsp. citri. This disease, previously exotic to Australia, was detected on a single farm [infested premise-1, (IP1). IP is the terminology used in official biosecurity protocols to describe a locality at which an exotic plant pest has been confirmed or is presumed to exist. IP are numbered sequentially as they are detected] in Emerald, Queensland in July 2004. During the following 10 months the disease was subsequently detected on two other farms (IP2 and IP3) within the same area and studies indicated the disease first occurred on IP1 and spread to IP2 and IP3. The oldest, naturally infected plant tissue observed on any of these farms indicated the disease was present on IP1 for several months before detection and established on IP2 and IP3 during the second quarter (i.e. autumn) 2004. Transect studies on some IP1 blocks showed disease incidences ranged between 52 and 100% (trees infected). This contrasted to very low disease incidence, less than 4% of trees within a block, on IP2 and IP3. The mechanisms proposed for disease spread within blocks include weather-assisted dispersal of the bacterium (e.g. wind-driven rain) and movement of contaminated farm equipment, in particular by pivot irrigator towers via mechanical damage in combination with abundant water. Spread between blocks on IP2 was attributed to movement of contaminated farm equipment and/or people. Epidemiology results suggest: (i) successive surveillance rounds increase the likelihood of disease detection; (ii) surveillance sensitivity is affected by tree size; and (iii) individual destruction zones (for the purpose of eradication) could be determined using disease incidence and severity data rather than a predefined set area.

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.

Biosecurity threats : the design of surveillance systems, based on power and risk

We consider the problem of designing a surveillance system to detect a broad range of invasive species across a heterogeneous sampling frame. We present a model to detect a range of invertebrate invasives whilst addressing the challenges of multiple data sources, stratifying for differential risk, managing labour costs and providing sufficient power of detection.We determine the number of detection devices required and their allocation across the landscape within limiting resource constraints. The resulting plan will lead to reduced financial and ecological costs and an optimal surveillance system.

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.

Improved design method for biosecurity surveillance and early detection of non-indigenous rats

A recent advance in biosecurity surveillance design aims to benefit island conservation through early and improved detection of incursions by non-indigenous species. The novel aspects of the design are that it achieves a specified power of detection in a cost-managed system, while acknowledging heterogeneity of risk in the study area and stratifying the area to target surveillance deployment. The design also utilises a variety of surveillance system components, such as formal scientific surveys, trapping methods, and incidental sightings by non-biologist observers. These advances in design were applied to black rats (Rattus rattus) representing the group of invasive rats including R. norvegicus, and R. exulans, which are potential threats to Barrow Island, Australia, a high value conservation nature reserve where a proposed liquefied natural gas development is a potential source of incursions. Rats are important to consider as they are prevalent invaders worldwide, difficult to detect early when present in low numbers, and able to spread and establish relatively quickly after arrival. The ‘exemplar’ design for the black rat is then applied in a manner that enables the detection of a range of non-indigenous species of rat that could potentially be introduced. Many of the design decisions were based on expert opinion as data gaps exist in empirical data. The surveillance system was able to take into account factors such as collateral effects on native species, the availability of limited resources on an offshore island, financial costs, demands on expertise and other logistical constraints. We demonstrate the flexibility and robustness of the surveillance system and discuss how it could be updated as empirical data are collected to supplement expert opinion and provide a basis for adaptive management. Overall, the surveillance system promotes an efficient use of resources while providing defined power to detect early rat incursions, translating to reduced environmental, resourcing and financial costs.

Barrow Island's biosecurity : catching the unknown invader

When industry meets a conservation area, animals or plants from outside may hitch a lift and potentially wreak havoc. How can you be sure of catching the intruders – or at least 80% sure? A government directive instructed Frith Jarrad, Peter Whittle, Susan Barrett and Kerrie Mengersen to come up with a statistically measurable scheme.

Ecological aspects of biosecurity surveillance design for the detection of multiple invasive animal species

Complex surveillance problems are common in biosecurity, such as prioritizing detection among multiple invasive species, specifying risk over a heterogeneous landscape, combining multiple sources of surveillance data, designing for specified power to detect, resource management, and collateral effects on the environment. Moreover, when designing for multiple target species, inherent biological differences among species result in different ecological models underpinning the individual surveillance systems for each. Species are likely to have different habitat requirements, different introduction mechanisms and locations, require different methods of detection, have different levels of detectability, and vary in rates of movement and spread. Often there is a further challenge of a lack of knowledge, literature, or data, for any number of the above problems. Even so, governments and industry need to proceed with surveillance programs which aim to detect incursions in order to meet environmental, social and political requirements. We present an approach taken to meet these challenges in one comprehensive and statistically powerful surveillance design for non-indigenous terrestrial vertebrates on Barrow Island, a high conservation nature reserve off the Western Australian coast. Here, the possibility of incursions is increased due to construction and expanding industry on the island. The design, which includes mammals, amphibians and reptiles, provides a complete surveillance program for most potential terrestrial vertebrate invaders. Individual surveillance systems were developed for various potential invaders, and then integrated into an overall surveillance system which meets the above challenges using a statistical model and expert elicitation. We discuss the ecological basis for the design, the flexibility of the surveillance scheme, how it meets the above challenges, design limitations, and how it can be updated as data are collected as a basis for adaptive management.

Improving accuracy and intelligibility of decisions

Intelligible and accurate risk-based decision-making requires a complex balance of information from different sources, appropriate statistical analysis of this information and consequent intelligent inference and decisions made on the basis of these analyses. Importantly, this requires an explicit acknowledgement of uncertainty in the inputs and outputs of the statistical model. The aim of this paper is to progress a discussion of these issues in the context of several motivating problems related to the wider scope of agricultural production. These problems include biosecurity surveillance design, pest incursion, environmental monitoring and import risk assessment. The information to be integrated includes observational and experimental data, remotely sensed data and expert information. We describe our efforts in addressing these problems using Bayesian models and Bayesian networks. These approaches provide a coherent and transparent framework for modelling complex systems, combining the different information sources, and allowing for uncertainty in inputs and outputs. While the theory underlying Bayesian modelling has a long and well established history, its application is only now becoming more possible for complex problems, due to increased availability of methodological and computational tools. Of course, there are still hurdles and constraints, which we also address through sharing our endeavours and experiences.

Beyond compliance : project on an integrated systems approach for pest risk management in South East Asia

The Beyond Compliance project, which began in July 2011 with funding from the Standards and Trade Development Facility for 2 years, aims to enhance competency and confidence in the South East Asian sub-region by applying a Systems Approach for pest risk management. The Systems Approach involves the use of integrated measures, at least two of which are independent, that cumulatively reduce the risk of introducing exotic pests through trade. Although useful in circumstances where single measures are inappropriate or unavailable, the Systems Approach is inherently more complicated than single-measure approaches, which may inhibit its uptake. The project methodology is to take prototype decision-support tools, such as Control Point-Bayesian Networks (CP-BN), developed in recent plant health initiatives in other regions, including the European PRATIQUE project, and to refine them within this sub-regional context. Case studies of high-priority potential agricultural trade will be conducted by National Plant Protection Organizations of participating South East Asian countries in trials of the tools, before further modifications. Longer term outcomes may include: more robust pest risk management in the region (for exports and imports); greater inclusion of stakeholders in development of pest risk management plans; increased confidence in trade negotiations; and new opportunities for trade.

Ankylosing spondylitis in West Africans - evidence for a non-HLA-B27 protective effect

Objective - To determine the prevalence of ankylosing spondylitis in the Fula ethnic group in The Gambia, and relate the disease prevalence to the B27 frequency and subtype distribution of that population. Methods - 215 first degree relatives of 48 B27 positive Fula twin pairs, and 900 adult Fula males were screened for ankylosing spondylitis by clinical and, where appropriate, radiographic means. The B27 prevalence was determined by PCR/sequence specific oligonucleotides on finger prick samples from 100 unrelated Fula, and B27 subtype distribution by SSCP on unrelated B27 positive individuals. This data were then compared with the prevalence of ankylosing spondylitis among B27 positive Caucasians. Results - No case of ankylosing spondylitis was seen. Six per cent of Fula are B27 positive, of which 32% are B*2703 and 68% B*2705. Assuming the penetrance of ankylosing spondylitis in B27 positive Fula is the same as in B27 positive Caucasians, the probability of not observing any cases of ankylosing spondylitis among the Fula examined is remote (P = 6.7 x 10-6). Similarly, the chance of not seeing any cases among those expected to be either B*2705 or B*2703 was small (P = 3.2 x 10-4 for B*2705, and P = 0.02 for B*2703). Conclusions - The risk of developing ankylosing spondylitis in B27 positive Fula is lower than in B27 positive Caucasians. This is not explained by the B27 subtype distribution among Fula, and suggests the presence of some non-B27 protective factor reducing the prevalence of ankylosing spondylitis in this population.