A real symmetric Lanczos subspace implementation of quantum scattering using boundary inhomogeneities

We present an efficient and robust method for calculating state-to-state reaction probabilities utilising the Lanczos algorithm for a real symmetric Hamiltonian. The method recasts the time-independent Artificial Boundary Inhomogeneity technique recently introduced by Jang and Light (J. Chem. Phys. 102 (1995) 3262) into a tridiagonal (Lanczos) representation. The calculation proceeds at the cost of a single Lanczos propagation for each boundary inhomogeneity function and yields all state-to-state probabilities (elastic, inelastic and reactive) over an arbitrary energy range. The method is applied to the collinear H + H-2 reaction and the results demonstrate it is accurate and efficient in comparison with previous calculations. (C) 2002 Elsevier Science B.V. All rights reserved.

Efficient time-independent wave packet scattering calculations within a Lanczos subspace: H+O-2 (J=0) state-to-state reaction probabilities

An efficient Lanczos subspace method has been devised for calculating state-to-state reaction probabilities. The method recasts the time-independent wave packet Lippmann-Schwinger equation [Kouri , Chem. Phys. Lett. 203, 166 (1993)] inside a tridiagonal (Lanczos) representation in which action of the causal Green's operator is affected easily with a QR algorithm. The method is designed to yield all state-to-state reaction probabilities from a given reactant-channel wave packet using a single Lanczos subspace; the spectral properties of the tridiagonal Hamiltonian allow calculations to be undertaken at arbitrary energies within the spectral range of the initial wave packet. The method is applied to a H+O-2 system (J=0), and the results indicate the approach is accurate and stable. (C) 2002 American Institute of Physics.

The tree cut and merge algorithm for estimation of network reliability

This article presents Monte Carlo techniques for estimating network reliability. For highly reliable networks, techniques based on graph evolution models provide very good performance. However, they are known to have significant simulation cost. An existing hybrid scheme (based on partitioning the time space) is available to speed up the simulations; however, there are difficulties with optimizing the important parameter associated with this scheme. To overcome these difficulties, a new hybrid scheme (based on partitioning the edge set) is proposed in this article. The proposed scheme shows orders of magnitude improvement of performance over the existing techniques in certain classes of network. It also provides reliability bounds with little overhead.

Speeding up the EM algorithm for mixture model-based segmentation of magnetic resonance images

Mixture models implemented via the expectation-maximization (EM) algorithm are being increasingly used in a wide range of problems in pattern recognition such as image segmentation. However, the EM algorithm requires considerable computational time in its application to huge data sets such as a three-dimensional magnetic resonance (MR) image of over 10 million voxels. Recently, it was shown that a sparse, incremental version of the EM algorithm could improve its rate of convergence. In this paper, we show how this modified EM algorithm can be speeded up further by adopting a multiresolution kd-tree structure in performing the E-step. The proposed algorithm outperforms some other variants of the EM algorithm for segmenting MR images of the human brain. (C) 2004 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

A new confirmatory Neisseria gonorrhoeae real-time PCR assay targeting the porA pseudogene

The Roche Cobas Amplicor system is widely used for the detection of Neisseria gonorrhoeae but is known to cross react with some commensal Neisseria spp. Therefore, a confirmatory test is required. The most common target for confirmatory tests is the cppB gene of N. gonorrhoeae. However, the cppB gene is also present in other Neisseria spp. and is absent in some N. gonorrhoeae isolates. As a result, laboratories targeting this gene run the risk of obtaining both false-positive and false-negative results. In the study presented here, a newly developed N. gonorrhoeae LightCycler assay (NGpapLC) targeting the N. gonorrhoeae porA pseudogene was tested. The NGpapLC assay was used to test 282 clinical samples, and the results were compared to those obtained using a testing algorithm combining the Cobas Amplicor System (Roche Diagnostics, Sydney, Australia) and an in-house LightCycler assay targeting the cppB gene (cppB-LC). In addition, the specificity of the NGpapLC assay was investigated by testing a broad panel of bacteria including isolates of several Neisseria spp. The NGpapLC assay proved to have comparable clinical sensitivity to the cppB-LC assay. In addition; testing of the bacterial panel showed the NGpapLC assay to be highly specific for N. gonorrhoeae DNA. The results of this study show the NGpapLC assay is a suitable alternative to the cppB-LC assay for confirmation of N. gonorrhoeae-positive results obtained with Cobas Amplicor.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships

Vector error-correction models (VECMs) have become increasingly important in their application to financial markets. Standard full-order VECM models assume non-zero entries in all their coefficient matrices. However, applications of VECM models to financial market data have revealed that zero entries are often a necessary part of efficient modelling. In such cases, the use of full-order VECM models may lead to incorrect inferences. Specifically, if indirect causality or Granger non-causality exists among the variables, the use of over-parameterised full-order VECM models may weaken the power of statistical inference. In this paper, it is argued that the zero–non-zero (ZNZ) patterned VECM is a more straightforward and effective means of testing for both indirect causality and Granger non-causality. For a ZNZ patterned VECM framework for time series of integrated order two, we provide a new algorithm to select cointegrating and loading vectors that can contain zero entries. Two case studies are used to demonstrate the usefulness of the algorithm in tests of purchasing power parity and a three-variable system involving the stock market.

A cognitive genetic algorithm for power distribution system planning

Power systems are large scale nonlinear systems with high complexity. Various optimization techniques and expert systems have been used in power system planning. However, there are always some factors that cannot be quantified, modeled, or even expressed by expert systems. Moreover, such planning problems are often large scale optimization problems. Although computational algorithms that are capable of handling large dimensional problems can be used, the computational costs are still very high. To solve these problems, in this paper, investigation is made to explore the efficiency and effectiveness of combining mathematic algorithms with human intelligence. It had been discovered that humans can join the decision making progresses by cognitive feedback. Based on cognitive feedback and genetic algorithm, a new algorithm called cognitive genetic algorithm is presented. This algorithm can clarify and extract human's cognition. As an important application of this cognitive genetic algorithm, a practical decision method for power distribution system planning is proposed. By using this decision method, the optimal results that satisfy human expertise can be obtained and the limitations of human experts can be minimized in the mean time.

Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.

Seizure detection algorithm for neonates based on wave-sequence analysis

Objective: The description and evaluation of the performance of a new real-time seizure detection algorithm in the newborn infant. Methods: The algorithm includes parallel fragmentation of EEG signal into waves; wave-feature extraction and averaging; elementary, preliminary and final detection. The algorithm detects EEG waves with heightened regularity, using wave intervals, amplitudes and shapes. The performance of the algorithm was assessed with the use of event-based and liberal and conservative time-based approaches and compared with the performance of Gotman's and Liu's algorithms. Results: The algorithm was assessed on multi-channel EEG records of 55 neonates including 17 with seizures. The algorithm showed sensitivities ranging 83-95% with positive predictive values (PPV) 48-77%. There were 2.0 false positive detections per hour. In comparison, Gotman's algorithm (with 30 s gap-closing procedure) displayed sensitivities of 45-88% and PPV 29-56%; with 7.4 false positives per hour and Liu's algorithm displayed sensitivities of 96-99%, and PPV 10-25%; with 15.7 false positives per hour. Conclusions: The wave-sequence analysis based algorithm displayed higher sensitivity, higher PPV and a substantially lower level of false positives than two previously published algorithms. Significance: The proposed algorithm provides a basis for major improvements in neonatal seizure detection and monitoring. Published by Elsevier Ireland Ltd. on behalf of International Federation of Clinical Neurophysiology.

Estimation of concentration-dependent diffusion coefficient in drying process from the space-averaged concentration versus time with experimental data

The estimation of a concentration-dependent diffusion coefficient in a drying process is known as an inverse coefficient problem. The solution is sought wherein the space-average concentration is known as function of time (mass loss monitoring). The problem is stated as the minimization of a functional and gradient-based algorithms are used to solve it. Many numerical and experimental examples that demonstrate the effectiveness of the proposed approach are presented. Thin slab drying was carried out in an isothermal drying chamber built in our laboratory. The diffusion coefficients of fructose obtained with the present method are compared with existing literature results.

Time weight collaborative filtering

Collaborative filtering is regarded as one of the most promising recommendation algorithms. The item-based approaches for collaborative filtering identify the similarity between two items by comparing users' ratings on them. In these approaches, ratings produced at different times are weighted equally. That is to say, changes in user purchase interest are not taken into consideration. For example, an item that was rated recently by a user should have a bigger impact on the prediction of future user behaviour than an item that was rated a long time ago. In this paper, we present a novel algorithm to compute the time weights for different items in a manner that will assign a decreasing weight to old data. More specifically, the users' purchase habits vary. Even the same user has quite different attitudes towards different items. Our proposed algorithm uses clustering to discriminate between different kinds of items. To each item cluster, we trace each user's purchase interest change and introduce a personalized decay factor according to the user own purchase behaviour. Empirical studies have shown that our new algorithm substantially improves the precision of item-based collaborative filtering without introducing higher order computational complexity.

Improved joint control using a genetic algorithm for a humanoid robot

This paper describes experiments conducted in order to simultaneously tune 15 joints of a humanoid robot. Two Genetic Algorithm (GA) based tuning methods were developed and compared against a hand-tuned solution. The system was tuned in order to minimise tracking error while at the same time achieve smooth joint motion. Joint smoothness is crucial for the accurate calculation of online ZMP estimation, a prerequisite for a closedloop dynamically stable humanoid walking gait. Results in both simulation and on a real robot are presented, demonstrating the superior smoothness performance of the GA based methods.