Techniques to improve forecasting models: applications to energy demand and price

This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.

Smart microsystems for cell manipulations

This thesis documents the design, manufacture and testing of a passive and non-invasive micro-scale planar particle-from-fluid filter for segregating cell types from a homogeneous suspension. The microfluidics system can be used to separate spermatogenic cells from testis biopsy samples, providing a mechanism for filtrate retrieval for assisted reproduction therapy. The system can also be used for point-of-service diagnostics applications for hospitals, lab-on-a-chip pre-processing and field applications such as clinical testing in the third world. Various design concepts are developed and manufactured, and are assessed based on etched structure morphology, robustness to variations in the manufacturing process, and design impacts on fluid flow and particle separation characteristics. Segregation was measured using image processing algorithms that demonstrate efficiency is more than 55% for 1 µl volumes at populations exceeding 1 x 107. the technique supports a significant reduction in time over conventional processing, in the separation and identification of particle groups, offering a potential reduction in the associated cost of the targeted procedure. The thesis has developed a model of quasi-steady wetting flow within the micro channel and identifies the forces across the system during post-wetting equalisation. The model and its underlying assumptions are validated empirically in microfabricated test structures through a novel Micro-Particle Image Velocimetry technique. The prototype devices do not require ancillary equipment nor additional filtration media, and therefore offer fewer opportunities for sample contamination over conventional processing methods. The devices are disposable with minimal reagent volumes and process waste. Optimal processing parameters and production methods are identified with any improvements that could be made to enhance their performance in a number of identified potential applications.

Estimation of the production cost of fast pyrolysis bio-oil

A number of papers and reports covering the techno-economic analysis of bio-oil production has been published. These have had different scopes, use different feedstocks and reflected national cost structures. This paper reviews and compares their cost estimates and the experimental results that underpin them. A comprehensive cost and performance model was produced based on consensus data from the previous studies or stated scenarios where data is not available that reflected UK costs. The model takes account sales of bio-char that is a co-product of pyrolysis and the electricity consumption of the pyrolysis plant and biomass pre-processing plants. It was concluded that it should be able to produce bio-oil in the UK from energy crops for a similar cost as distillate fuel oil. It was also found that there was little difference in the processing cost for woodchips and baled miscanthus. © 2011 Elsevier Ltd.

Sustainable energy from paper industry wastes

Secondary fibre paper mills are significant users of both heat and electricity which is mainly derived from the combustion of fossil fuels. The cost of producing this energy is increasing year upon year. These mills are also significant producers of fibrous sludge and reject waste material which can contain high amounts of useful energy. Currently the majority of these waste fractions are disposed of by landfill, land-spread or incineration using natural gas. These disposal methods not only present environmental problems but are also very costly. The focus of this work was to utilise the waste fractions produced at secondary fibre paper mills for the on-site production of combined heat and power (CHP) using advanced thermal conversion methods (gasification and pyrolysis), well suited to relatively small scales of throughput. The heat and power can either be used on-site or exported. The first stage of the work was the development of methods to condition selected paper industry wastes to enable thermal conversion. This stage required detailed characterisation of the waste streams in terms of proximate and ultimate analysis and heat content. Suitable methods to dry and condition the wastes in preparation for thermal conversion were also explored. Through trials at pilot scale with both fixed bed downdraft gasification and intermediate pyrolysis systems, the energy recovered from selected wastes and waste blends in the form of product gas and pyrolysis products was quantified. The optimal process routes were selected based on the experimental results, and implementation studies were carried out at the selected candidate mills. The studies consider the pre-processing of the wastes, thermal conversion, and full integration of the energy products. The final stage of work was an economic analysis to quantify economic gain, return on investment and environmental benefits from the proposed processes.

CamSim:a distributed smart camera network simulator

Smart cameras allow pre-processing of video data on the camera instead of sending it to a remote server for further analysis. Having a network of smart cameras allows various vision tasks to be processed in a distributed fashion. While cameras may have different tasks, we concentrate on distributed tracking in smart camera networks. This application introduces various highly interesting problems. Firstly, how can conflicting goals be satisfied such as cameras in the network try to track objects while also trying to keep communication overhead low? Secondly, how can cameras in the network self adapt in response to the behavior of objects and changes in scenarios, to ensure continued efficient performance? Thirdly, how can cameras organise themselves to improve the overall network's performance and efficiency? This paper presents a simulation environment, called CamSim, allowing distributed self-adaptation and self-organisation algorithms to be tested, without setting up a physical smart camera network. The simulation tool is written in Java and hence allows high portability between different operating systems. Relaxing various problems of computer vision and network communication enables a focus on implementing and testing new self-adaptation and self-organisation algorithms for cameras to use.

AllerTOP - a server for in silico prediction of allergens

Background: Allergy is a form of hypersensitivity to normally innocuous substances, such as dust, pollen, foods or drugs. Allergens are small antigens that commonly provoke an IgE antibody response. There are two types of bioinformatics-based allergen prediction. The first approach follows FAO/WHO Codex alimentarius guidelines and searches for sequence similarity. The second approach is based on identifying conserved allergenicity-related linear motifs. Both approaches assume that allergenicity is a linearly coded property. In the present study, we applied ACC pre-processing to sets of known allergens, developing alignment-independent models for allergen recognition based on the main chemical properties of amino acid sequences.Results: A set of 684 food, 1,156 inhalant and 555 toxin allergens was collected from several databases. A set of non-allergens from the same species were selected to mirror the allergen set. The amino acids in the protein sequences were described by three z-descriptors (z1, z2 and z3) and by auto- and cross-covariance (ACC) transformation were converted into uniform vectors. Each protein was presented as a vector of 45 variables. Five machine learning methods for classification were applied in the study to derive models for allergen prediction. The methods were: discriminant analysis by partial least squares (DA-PLS), logistic regression (LR), decision tree (DT), naïve Bayes (NB) and k nearest neighbours (kNN). The best performing model was derived by kNN at k = 3. It was optimized, cross-validated and implemented in a server named AllerTOP, freely accessible at http://www.pharmfac.net/allertop. AllerTOP also predicts the most probable route of exposure. In comparison to other servers for allergen prediction, AllerTOP outperforms them with 94% sensitivity.Conclusions: AllerTOP is the first alignment-free server for in silico prediction of allergens based on the main physicochemical properties of proteins. Significantly, as well allergenicity AllerTOP is able to predict the route of allergen exposure: food, inhalant or toxin. © 2013 Dimitrov et al.; licensee BioMed Central Ltd.

Pre-attentive auditory sensory processing in autistic spectrum disorder:are electromagnetic measurements telling us a coherent story?

Sensory processing is a crucial underpinning of the development of social cognition, a function which is compromised in variable degree in patients with pervasive developmental disorders (PDD). In this manuscript, we review some of the most recent and relevant contributions, which have looked at auditory sensory processing derangement in PDD. The variability in the clinical characteristics of the samples studied so far, in terms of severity of the associated cognitive deficits and associated limited compliance, underlying aetiology and demographic features makes a univocal interpretation arduous. We hypothesise that, in patients with severe mental deficits, the presence of impaired auditory sensory memory as expressed by the mismatch negativity could be a non-specific indicator of more diffuse cortical deficits rather than causally related to the clinical symptomatology. More consistent findings seem to emerge from studies on less severely impaired patients, in whom increased pitch perception has been interpreted as an indicator of increased local processing, probably as compensatory mechanism for the lack of global processing (central coherence). This latter hypothesis seems extremely attractive and future trials in larger cohorts of patients, possibly standardising the characteristics of the stimuli are a much-needed development. Finally, specificity of the role of the auditory derangement as opposed to other sensory channels needs to be assessed more systematically using multimodal stimuli in the same patient group. (c) 2006 Elsevier B.V. All rights reserved.

Majority versus minority influence:the role of message processing in determining resistance to counter-persuasion

Two experiments examined the extent to which attitudes changed following majority and minority influence are resistant to counter-persuasion. In both experiments participants' attitudes were measured after being exposed to two messages, delayed in time, which argued opposite positions (initial message and counter-message). In the first experiment, attitudes following minority endorsement of the initial message were more resistant to a second counter-message only when the initial message contained strong versus weak arguments. Attitudes changed following majority influence did not resist the second counter-message and returned to their pre-test level. Experiment 2 varied whether memory was warned (i.e., message recipients expected to recall the message) or not, to manipulate message processing. When memory was warned, which should increase message processing, attitudes changed following both majority and minority influence resisted the second counter-message. The results support the view that minority influence instigates systematic processing of its arguments, leading to attitudes that resist counter-persuasion. Attitudes formed following majority influence yield to counter-persuasion unless there is a secondary task that encourages message processing.

Does normal processing provide evidence of specialised semantic subsystems?

Category-specific disorders are frequently explained by suggesting that living and non-living things are processed in separate subsystems (e.g. Caramazza & Shelton, 1998). If subsystems exist, there should be benefits for normal processing, beyond the influence of structural similarity. However, no previous study has separated the relative influences of similarity and semantic category. We created novel examples of living and non-living things so category and similarity could be manipulated independently. Pre-tests ensured that our images evoked appropriate semantic information and were matched for familiarity. Participants were trained to associate names with the images and then performed a name-verification task under two levels of time pressure. We found no significant advantage for living things alongside strong effects of similarity. Our results suggest that similarity rather than category is the key determinant of speed and accuracy in normal semantic processing. We discuss the implications of this finding for neuropsychological studies. © 2005 Psychology Press Ltd.

Compatibilisation of heterogeneous polymer blends by reactive processing

Functionalisation of polystyrene, PS, and ethylene-co-propylene-co-cyclopentadiene terpolymer, EPDM, with acrylic acid, AA, in a melt reactive processing procedure, in the presence of peroxide, trigonox 101, and coagents, Divinyl benzene, DVB (for PS), and trimethylolpropane triacrylate, TRIS (for EPDM), were successfully carried out. The level of grafting of the AA, as determined by infrared analysis, was significantly enhanced by the coagents. The grafting reaction of AA takes place simultaneously with homopolymerisation of the monomers, melt degradation and crosslinking reactions of the polymers. The extent of these competing reactions were inferred from measurements of melt flow index and insoluble gel content. Through a judicious use of both the peroxide and the coagent, particularly TRIS, unwanted side reactions were minimized. Five different processing methods were investigated for both functionalisation experiments; the direct addition of the pre-mixed polymer with peroxide and reactive modifiers was found to give optimum condition for grafting. The functionalised PS, F-PS, and EPDM, F-EPD, and maleinised polypropylene carrying a potential antioxidant, N-(4-anilinophenyl maleimide), F-PP were melt blended in binary mixtures of F-PS/F-EPD and F-PP/F-EPD in the presence (or absence) of organic diamines which act as an interlinking agent, e.g, Ethylene Diamine, EDA, and Hexamethylene Diamine, HEMDA. The presence of an interlinking agent, particularly HEMDA shows significant enhancement in the mechanical properties of the blend, suggesting that the copolymer formed has acted as compatibiliser to the otherwise incompatible polymer pairs. The functionalised and amidised blends, F and A-PSIEPDM (SPOI) and F and A-PPIEPDM (SPD2) were subsequently used as compatibiliser concentrates in the corresponding PSIEPDM and PPIEPDM blends containing various weight propotion of the homopolymers. The SPD1 caused general decreased in tensile strength, albeit increased in drop impact strength particularly in blend containing high PS content (80%). The SPD2 was particularly effective in enhancing impact strength in blends containing low weight ratio of PP (<70%). The SPD2 was also a good thermal antioxidant albeit less effective than commercial antioxidant. In all blends the evidence of compatibility was examined by scanning electron microscopy.

The chemical modification of polymer blends by reactive processing

The primary objective of this research was to examine the concepts of the chemical modification of polymer blends by reactive processing using interlinking agents (multi-functional, activated vinyl compounds; trimethylolpropane triacrylates {TRIS} and divinylbenzene {DVD}) to target in-situ interpolymer formation between immiscible polymers in PS/EPDM blends via peroxide-initiated free radical reactions during melt mixing. From a comprehensive survey of previous studies of compatibility enhancement in polystyrene blends, it was recognised that reactive processing offers opportunities for technological success that have not yet been fully realised; learning from this study is expected to assist in the development and application of this potential. In an experimental-scale operation for the simultaneous melt blending and reactive processing of both polymers, involving manual injection of precise reactive agent/free radical initiator mixtures directly into molten polymer within an internal mixer, torque changes were distinct, quantifiable and rationalised by ongoing physical and chemical effects. EPDM content of PS/EPDM blends was the prime determinant of torque increases on addition of TRIS, itself liable to self-polymerisation at high additions, with little indication of PS reaction in initial reactively processed blends with TRIS, though blend compatibility, from visual assessment of morphology by SEM, was nevertheless improved. Suitable operating windows were defined for the optimisation of reactive blending, for use once routes to encourage PS reaction could be identified. The effectiveness of PS modification by reactive processing with interlinking agents was increased by the selection of process conditions to target specific reaction routes, assessed by spectroscopy (FT-IR and NMR) and thermal analysis (DSC) coupled dichloromethane extraction and fractionation of PS. Initiator concentration was crucial in balancing desired PS modification and interlinking agent self-polymerisation, most particularly with TRIS. Pre-addition of initiator to PS was beneficial in the enhancement of TRIS binding to PS and minimisation of modifier polymerisation; believed to arise from direct formation of polystyryl radicals for addition to active unsaturation in TRIS. DVB was found to be a "compatible" modifier for PS, but its efficacy was not quantified. Application of routes for PS reaction in PS/EPDM blends was successful for in-situ formation of interpolymer (shown by sequential solvent extraction combined with FT-IR and DSC analysis); the predominant outcome depending on the degree of reaction of each component, with optimum "between-phase" interpolymer formed under conditions selected for equalisation of differing component reactivities and avoidance of competitive processes. This was achieved for combined addition of TRIS+DVB at optimum initiator concentrations with initiator pre-addition to PS. Improvements in blend compatibility (by tensiles, SEM and thermal analysis) were shown in all cases with significant interpolymer formation, though physical benefits were not; morphology and other reactive effects were also important factors. Interpolymer from specific "between-phase" reaction of blend components and interlinking agent was vital for the realisation of positive performance on compatibilisation by the chemical modification of polymer blends by reactive processing.

A magnetoencephalographic study of low-level auditory processing in developmental dyslexia

The possibility that developmental dyslexia results from low-level sensory processing deficits has received renewed interest in recent years. Opponents of such sensory-based explanations argue that dyslexia arises primarily from phonological impairments. However, many behavioural correlates of dyslexia cannot be explained sufficiently by cognitive-level accounts and there is anatomical, psychometric and physiological evidence of sensory deficits in the dyslexic population. This thesis aims to determine whether the low-level (pre-attentive) processing of simple auditory stimuli is disrupted in compensated adult dyslexics. Using psychometric and neurophysiological measures, the nature of auditory processing abnormalities is investigated. Group comparisons are supported by analysis of individual data in order to address the issue of heterogeneity in dyslexia. The participant pool consisted of seven compensated dyslexic adults and seven age and IQ matched controls. The dyslexic group were impaired, relative to the control group, on measures of literacy, phonological awareness, working memory and processing speed. Magnetoencephalographic recordings were conducted during processing of simple, non-speech, auditory stimuli. Results confirm that low-level auditory processing deficits are present in compensated dyslexic adults. The amplitude of N1m responses to tone pair stimuli were reduced in the dyslexic group. However, there was no evidence that manipulating either the silent interval or the frequency separation between the tones had a greater detrimental effect on dyslexic participants specifically. Abnormal MMNm responses were recorded in response to frequency deviant stimuli in the dyslexic group. In addition, complete stimulus omissions, which evoked MMNm responses in all control participants, failed to elicit significant MMNm responses in all but one of the dyslexic individuals. The data indicate both a deficit of frequency resolution at a local level of auditory processing and a higher-level deficit relating to the grouping of auditory stimuli, relevant for auditory scene analysis. Implications and directions for future research are outlined.

Anatomical correlates of dynamic auditory processing:relationship to literacy during early adolescence

Adults show great variation in their auditory skills, such as being able to discriminate between foreign speech-sounds. Previous research has demonstrated that structural features of auditory cortex can predict auditory abilities; here we are interested in the maturation of 2-Hz frequency-modulation (FM) detection, a task thought to tap into mechanisms underlying language abilities. We hypothesized that an individual's FM threshold will correlate with gray-matter density in left Heschl's gyrus, and that this function-structure relationship will change through adolescence. To test this hypothesis, we collected anatomical magnetic resonance imaging data from participants who were tested and scanned at three time points: at 10, 11.5 and 13 years of age. Participants judged which of two tones contained FM; the modulation depth was adjusted using an adaptive staircase procedure and their threshold was calculated based on the geometric mean of the last eight reversals. Using voxel-based morphometry, we found that FM threshold was significantly correlated with gray-matter density in left Heschl's gyrus at the age of 10 years, but that this correlation weakened with age. While there were no differences between girls and boys at Times 1 and 2, at Time 3 there was a relationship between gray-matter density in left Heschl's gyrus in boys but not in girls. Taken together, our results confirm that the structure of the auditory cortex can predict temporal processing abilities, namely that gray-matter density in left Heschl's gyrus can predict 2-Hz FM detection threshold. This ability is dependent on the processing of sounds changing over time, a skill believed necessary for speech processing. We tested this assumption and found that FM threshold significantly correlated with spelling abilities at Time 1, but that this correlation was found only in boys. This correlation decreased at Time 2, and at Time 3 we found a significant correlation between reading and FM threshold, but again, only in boys. We examined the sex differences in both the imaging and behavioral data taking into account pubertal stages, and found that the correlation between FM threshold and spelling was strongest pre-pubertally, and the correlation between FM threshold and gray-matter density in left Heschl's gyrus was strongest mid-pubertally.

All-optical nonlinear fibre signal processing

All-optical technologies for data processing and signal manipulation are expected to play a major role in future optical communications. Nonlinear phenomena occurring in optical fibre have many attractive features and great, but not yet fully exploited potential in optical signal processing. Here, we overview our recent results and advances in developing novel photonic techniques and approaches to all-optical processing based on fibre nonlinearities. Amongst other topics, we will discuss phase-preserving optical 2R regeneration, the possibility of using parabolic/flat-top pulses for optical signal processing and regeneration, and nonlinear optical pulse shaping. A method for passive nonlinear pulse shaping based on pulse pre-chirping and propagation in a normally dispersive fibre will be presented. The approach provides a simple way of generating various temporal waveforms of fundamental and practical interest. Particular emphasis will be given to the formation and characterization of pulses with a triangular intensity profile. A new technique of doubling/copying optical pulses in both the frequency and time domains using triangular-shaped pulses will be also introduced.

An investigation into the effects of processing instruction on the acquisition of English relative clauses by Syrian learners

The purpose of this research was to investigate the effects of Processing Instruction (VanPatten, 1996, 2007), as an input-based model for teaching second language grammar, on Syrian learners’ processing abilities. The present research investigated the effects of Processing Instruction on the acquisition of English relative clauses by Syrian learners in the form of a quasi-experimental design. Three separate groups were involved in the research (Processing Instruction, Traditional Instruction and a Control Group). For assessment, a pre-test, a direct post-test and a delayed post-test were used as main tools for eliciting data. A questionnaire was also distributed to participants in the Processing Instruction group to give them the opportunity to give feedback in relation to the treatment they received in comparison with the Traditional Instruction they are used to. Four hypotheses were formulated on the possible effectivity of Processing Instruction on Syrian learners’ linguistic system. It was hypothesised that Processing Instruction would improve learners’ processing abilities leading to an improvement in learners’ linguistic system. This was expected to lead to a better performance when it comes to the comprehension and production of English relative clauses. The main source of data was analysed statistically using the ANOVA test. Cohen’s d calculations were also used to support the ANOVA test. Cohen’s d showed the magnitude of effects of the three treatments. Results of the analysis showed that both Processing Instruction and Traditional Instruction groups had improved after treatment. However, the Processing Instruction Group significantly outperformed the other two groups in the comprehension of relative clauses. The analysis concluded that Processing Instruction is a useful tool for instructing relative clauses to Syrian learners. This was enhanced by participants’ responses to the questionnaire as they were in favour of Processing Instruction, rather than Traditional Instruction. This research has theoretical and pedagogical implications. Theoretically, the study showed support for the Input hypothesis. That is, it was shown that Processing Instruction had a positive effect on input processing as it affected learners’ linguistic system. This was reflected in learners’ performance where learners were able to produce a structure which they had not been asked to produce. Pedagogically, the present research showed that Processing Instruction is a useful tool for teaching English grammar in the context where the experiment was carried out, as it had a large effect on learners’ performance.