86 resultados para variance ratio

em Queensland University of Technology - ePrints Archive


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This paper presents a new metric, which we call the lighting variance ratio, for quantifying descriptors in terms of their variance to illumination changes. In many applications it is desirable to have descriptors that are robust to changes in illumination, especially in outdoor environments. The lighting variance ratio is useful for comparing descriptors and determining if a descriptor is lighting invariant enough for a given environment. The metric is analysed across a number of datasets, cameras and descriptors. The results show that the upright SIFT descriptor is typically the most lighting invariant descriptor.

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Abnormal expansion or depletion of particular lymphocyte subsets is associated with clinical manifestations such as HIV progression to AIDS and autoimmune disease. We sought to identify genetic predictors of lymphocyte levels and reasoned that these may play a role in immune-related diseases. We tested 2.3 million variants for association with five lymphocyte subsets, measured in 2538 individuals from the general population, including CD4+ T cells, CD8+ T cells, CD56+ natural killer (NK) cells, and the derived measure CD4:CD8 ratio. We identified two regions of strong association. The first was located in the major histocompatibility complex (MHC), with multiple SNPs strongly associated with CD4:CD8 ratio (rs2524054, p = 2.1 × 10−28). The second region was centered within a cluster of genes from the Schlafen family and was associated with NK cell levels (rs1838149, p = 6.1 × 10−14). The MHC association with CD4:CD8 replicated convincingly (p = 1.4 × 10−9) in an independent panel of 988 individuals. Conditional analyses indicate that there are two major independent quantitative trait loci (QTL) in the MHC region that regulate CD4:CD8 ratio: one is located in the class I cluster and influences CD8 levels, whereas the second is located in the class II cluster and regulates CD4 levels. Jointly, both QTL explained 8% of the variance in CD4:CD8 ratio. The class I variants are also strongly associated with durable host control of HIV, and class II variants are associated with type-1 diabetes, suggesting that genetic variation at the MHC may predispose one to immune-related diseases partly through disregulation of T cell homeostasis.

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This paper reports on the research and development of an ICT tool to facilitate the learning of ratio and fractions by adult prisoners. The design of the ICT tool was informed by a semiotic framework for mathematical meaning-making. The ICT tool thus employed multiple semiotic resources including topological, typological, and social-actional resources. The results showed that individual semiotic resource could only represent part of the mathematical concept, while at the same time it might signify something else to create a misconception. When multiple semiotic resources were utilised the mathematical ideas could be better learnt.

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This paper reports on the research and development of an ICT tool to facilitate the learning of ratio and fractions by adult prisoners. The design of the ICT tool was informed by a semiotic framework for mathematical meaning-making. The ICT tool thus employed multiple semiotic resources including topological, typological, and social-actional resources. The results showed that individual semiotic resource could only represent part of the mathematical concept, while at the same time it might signify something else to create a misconception. When multiple semiotic resources were utilised the mathematical ideas could be better learnt.

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This paper will investigate the suitability of existing performance measures under the assumption of a clearly defined benchmark. A range of measures are examined including the Sortino Ratio, the Sharpe Selection ratio (SSR), the Student’s t-test and a decay rate measure. A simulation study is used to assess the power and bias of these measures based on variations in sample size and mean performance of two simulated funds. The Sortino Ratio is found to be the superior performance measure exhibiting more power and less bias than the SSR when the distribution of excess returns are skewed.

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In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

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An experimental investigation has been made of a round, non-buoyant plume of nitric oxide, NO, in a turbulent grid flow of ozone, 03, using the Turbulent Smog Chamber at the University of Sydney. The measurements have been made at a resolution not previously reported in the literature. The reaction is conducted at non-equilibrium so there is significant interaction between turbulent mixing and chemical reaction. The plume has been characterized by a set of constant initial reactant concentration measurements consisting of radial profiles at various axial locations. Whole plume behaviour can thus be characterized and parameters are selected for a second set of fixed physical location measurements where the effects of varying the initial reactant concentrations are investigated. Careful experiment design and specially developed chemilurninescent analysers, which measure fluctuating concentrations of reactive scalars, ensure that spatial and temporal resolutions are adequate to measure the quantities of interest. Conserved scalar theory is used to define a conserved scalar from the measured reactive scalars and to define frozen, equilibrium and reaction dominated cases for the reactive scalars. Reactive scalar means and the mean reaction rate are bounded by frozen and equilibrium limits but this is not always the case for the reactant variances and covariances. The plume reactant statistics are closer to the equilibrium limit than those for the ambient reactant. The covariance term in the mean reaction rate is found to be negative and significant for all measurements made. The Toor closure was found to overestimate the mean reaction rate by 15 to 65%. Gradient model turbulent diffusivities had significant scatter and were not observed to be affected by reaction. The ratio of turbulent diffusivities for the conserved scalar mean and that for the r.m.s. was found to be approximately 1. Estimates of the ratio of the dissipation timescales of around 2 were found downstream. Estimates of the correlation coefficient between the conserved scalar and its dissipation (parallel to the mean flow) were found to be between 0.25 and the significant value of 0.5. Scalar dissipations for non-reactive and reactive scalars were found to be significantly different. Conditional statistics are found to be a useful way of investigating the reactive behaviour of the plume, effectively decoupling the interaction of chemical reaction and turbulent mixing. It is found that conditional reactive scalar means lack significant transverse dependence as has previously been found theoretically by Klimenko (1995). It is also found that conditional variance around the conditional reactive scalar means is relatively small, simplifying the closure for the conditional reaction rate. These properties are important for the Conditional Moment Closure (CMC) model for turbulent reacting flows recently proposed by Klimenko (1990) and Bilger (1993). Preliminary CMC model calculations are carried out for this flow using a simple model for the conditional scalar dissipation. Model predictions and measured conditional reactive scalar means compare favorably. The reaction dominated limit is found to indicate the maximum reactedness of a reactive scalar and is a limiting case of the CMC model. Conventional (unconditional) reactive scalar means obtained from the preliminary CMC predictions using the conserved scalar p.d.f. compare favorably with those found from experiment except where measuring position is relatively far upstream of the stoichiometric distance. Recommendations include applying a full CMC model to the flow and investigations both of the less significant terms in the conditional mean species equation and the small variation of the conditional mean with radius. Forms for the p.d.f.s, in addition to those found from experiments, could be useful for extending the CMC model to reactive flows in the atmosphere.