105 resultados para Mean-Reverting Process

em University of Queensland eSpace - Australia


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In the Majoritarian Parliamentary System, the government has a constitutional right to call an early election. This right provides the government a control to achieve its objective to remain in power for as long as possible. We model the early election problem mathematically using opinion polls data as a stochastic process to proxy the government's probability of re-election. These data measure the difference in popularity between the government and the opposition. We fit a mean reverting Stochastic Differential Equation to describe the behaviour of the process and consider the possibility for the government to use other control tools, which are termed 'boosts' to induce shocks to the opinion polls by making timely policy announcements or economic actions. These actions improve the government's popularity and have some impact upon the early-election exercise boundary. © Austral. Mathematical Soc. 2005.

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We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

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Since dilute Bose gas condensates were first experimentally produced, the Gross-Pitaevskii equation has been successfully used as a descriptive tool. As a mean-field equation, it cannot by definition predict anything about the many-body quantum statistics of condensate. We show here that there are a class of dynamical systems where it cannot even make successful predictions about the mean-field behavior, starting with the process of evaporative cooling by which condensates are formed. Among others are parametric processes, such as photoassociation and dissociation of atomic and molecular condensates.

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Accurate habitat mapping is critical to landscape ecological studies such as required for developing and testing Montreal Process indicator 1.1e, fragmentation of forest types. This task poses a major challenge to remote sensing, especially in mixedspecies, variable-age forests such as dry eucalypt forests of subtropical eastern Australia. In this paper, we apply an innovative approach that uses a small section of one-metre resolution airborne data to calibrate a moderate spatial resolution model (30 m resolution; scale 1:50 000) based on Landsat Thematic Mapper data to estimate canopy structural properties in St Marys State Forest, near Maryborough, south-eastern Queensland. The approach applies an image-processing model that assumes each image pixel is significantly larger than individual tree crowns and gaps to estimate crown-cover percentage, stem density and mean crown diameter. These parameters were classified into three discrete habitat classes to match the ecology of four exudivorous arboreal species (yellowbellied glider Petaurus australis, sugar glider P. breviceps, squirrel glider P. norfolcensis , and feathertail glider Acrobates pygmaeus), and one folivorous arboreal marsupial, the greater glider Petauroides volans. These species were targeted due to the known ecological preference for old trees with hollows, and differences in their home range requirements. The overall mapping accuracy, visually assessed against transects (n = 93) interpreted from a digital orthophoto and validated in the field, was 79% (KHAT statistic = 0.72). The KHAT statistic serves as an indicator of the extent that the percentage correct values of the error matrix are due to ‘true’ agreement verses ‘chance’ agreement. This means that we are able to reliably report on the effect of habitat loss on target species, especially those with a large home range size (e.g. yellow-bellied glider). However, the classified habitat map failed to accurately capture the spatial patterning (e.g. patch size and shape) of stands with a trace or sub-dominance of senescent trees. This outcome makes the reporting of the effects of habitat fragmentation more problematic, especially for species with a small home range size (e.g. feathertail glider). With further model refinement and validation, however, this moderateresolution approach offers an important, cost eff e c t i v e advancement in mapping the age of dry eucalypt forests in the region.

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Darwin's paradigm holds that the diversity of present-day organisms has arisen via a process of genetic descent with modification, as on a bifurcating tree. Evidence is accumulating that genes are sometimes transferred not along lineages but rather across lineages. To the extent that this is so, Darwin's paradigm can apply only imperfectly to genomes, potentially complicating or perhaps undermining attempts to reconstruct historical relationships among genomes (i.e., a genome tree). Whether most genes in a genome have arisen via treelike (vertical) descent or by lateral transfer across lineages can be tested if enough complete genome sequences are used. We define a phylogenetically discordant sequence (PDS) as an open reading frame (ORF) that exhibits patterns of similarity relationships statistically distinguishable from those of most other ORFs in the same genome. PDSs represent between 6.0 and 16.8% (mean, 10.8%) of the analyzable ORFs in the genomes of 28 bacteria, eight archaea, and one eukaryote (Saccharomyces cerevisiae). In this study we developed and assessed a distance-based approach, based on mean pairwise sequence similarity, for generating genome trees. Exclusion of PDSs improved bootstrap support for basal nodes but altered few topological features, indicating that there is little systematic bias among PDSs. Many but not all features of the genome tree from which PDSs were excluded are consistent with the 16S rRNA tree.

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A technique based on laser light diffraction is shown to be successful in collecting on-line experimental data. Time series of floc size distributions (FSD) under different shear rates (G) and calcium additions were collected. The steady state mass mean diameter decreased with increasing shear rate G and increased when calcium additions exceeded 8 mg/l. A so-called population balance model (PBM) was used to describe the experimental data, This kind of model describes both aggregation and breakage through birth and death terms. A discretised PBM was used since analytical solutions of the integro-partial differential equations are non-existing. Despite the complexity of the model, only 2 parameters need to be estimated: the aggregation rate and the breakage rate. The model seems, however, to lack flexibility. Also, the description of the floc size distribution (FSD) in time is not accurate.

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Evolutionary algorithms perform optimization using a population of sample solution points. An interesting development has been to view population-based optimization as the process of evolving an explicit, probabilistic model of the search space. This paper investigates a formal basis for continuous, population-based optimization in terms of a stochastic gradient descent on the Kullback-Leibler divergence between the model probability density and the objective function, represented as an unknown density of assumed form. This leads to an update rule that is related and compared with previous theoretical work, a continuous version of the population-based incremental learning algorithm, and the generalized mean shift clustering framework. Experimental results are presented that demonstrate the dynamics of the new algorithm on a set of simple test problems.

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The results presented in this report form a part of a larger global study on the major issues in BPM. Only one part of the larger study is reported here, viz. interviews with BPM experts. Interviews of BPM tool vendors together with focus groups involving user organizations, are continuing in parallel and will set the groundwork for the identification of BPM issues on a global scale via a survey (including a Delphi study). Through this multi-method approach, we identify four distinct sets of outcomes. First, as is the focus of this report, we identify the BPM issues as perceived by BPM experts. Second, the research design allows us to gain insight into the opinions of organisations deploying BPM solutions. Third, an understanding of organizations’ misconceptions of BPM technologies, as confronted by BPM tool vendors is obtained. Last, we seek to gain an understanding of BPM issues on a global scale, together with knowledge of matters of concern. This final outcome is aimed to produce an industry driven research agenda which will inform practitioners and in particular, the research community world-wide on issues and challenges that are prevalent or emerging in BPM and related areas.

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In mapping the evolutionary process of online news and the socio-cultural factors determining this development, this paper has a dual purpose. First, in reworking the definition of “online communication”, it argues that despite its seemingly sudden emergence in the 1990s, the history of online news started right in the early days of the telegraphs and spread throughout the development of the telephone and the fax machine before becoming computer-based in the 1980s and Web-based in the 1990s. Second, merging macro-perspectives on the dynamic of media evolution by DeFleur and Ball-Rokeach (1989) and Winston (1998), the paper consolidates a critical point for thinking about new media development: that something technically feasible does not always mean that it will be socially accepted and/or demanded. From a producer-centric perspective, the birth and development of pre-Web online news forms have been more or less generated by the traditional media’s sometimes excessive hype about the power of new technologies. However, placing such an emphasis on technological potentials at the expense of their social conditions not only can be misleading but also can be detrimental to the development of new media, including the potential of today’s online news.

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Rupture of a light cellophane diaphragm in an expansion tube has been studied by an optical method. The influence of the light diaphragm on test flow generation has long been recognised, however the diaphragm rupture mechanism is less well known. It has been previously postulated that the diaphragm ruptures around its periphery due to the dynamic pressure loading of the shock wave, with the diaphragm material at some stage being removed from the flow to allow the shock to accelerate to the measured speeds downstream. The images obtained in this series of experiments are the first to show the mechanism of diaphragm rupture and mass removal in an expansion tube. A light diaphragm was impulsively loaded via a shock wave and a series of images was recorded holographically throughout the rupture process, showing gradual destruction of the diaphragm. Features such as the diaphragm material, the interface between gases, and a reflected shock were clearly visualised. Both qualitative and quantitative aspects of the rupture dynamics were derived from the images and compared with existing one-dimensional theory.

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The process of stimulated Raman adiabatic passage (STIRAP) provides a possible route for the generation of a coherent molecular Bose-Einstein condensate (BEC) from an atomic BEC. We analyze this process in a three-dimensional mean-field theory, including atom-atom interactions and nonresonant intermediate levels. We find that the process is feasible, but at larger Rabi frequencies than anticipated from a crude single-mode lossless analysis, due to two-photon dephasing caused by the atomic interactions. We then identify optimal strategies in STIRAP allowing one to maintain high conversion efficiencies with smaller Rabi frequencies and under experimentally less demanding conditions.

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Over the last decade, ambitious claims have been made in the management literature about the contribution of emotional intelligence to success and performance. Writers in this genre have predicted that individuals with high emotional intelligence perform better in all aspects of management. This paper outlines the development of a new emotional intelligence measure, the Workgroup Emotional Intelligence Profile, Version 3 (WEIP-3), which was designed specifically to profile the emotional intelligence of individuals in work teams. We applied the scale in a study of the link between emotional intelligence and two measures of team performance: team process effectiveness and team goal focus. The results suggest that the average level of emotional intelligence of team members, as measured by the WEIP-3, is reflected in the initial performance of teams. In our study, low emotional intelligence teams initially performed at a lower level than the high emotional intelligence teams. Over time, however, teams with low average emotional intelligence raised their performance to match that of teams with high emotional intelligence.

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Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

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We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

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Recent efforts in the characterization of air-water flows properties have included some clustering process analysis. A cluster of bubbles is defined as a group of two or more bubbles, with a distinct separation from other bubbles before and after the cluster. The present paper compares the results of clustering processes two hydraulic structures. That is, a large-size dropshaft and a hydraulic jump in a rectangular horizontal channel. The comparison highlighted some significant differences in clustering production and structures. Both dropshaft and hydraulic jump flows are complex turbulent shear flows, and some clustering index may provide some measure of the bubble-turbulence interactions and associated energy dissipation.