Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Motion, flash, and flicker:A unified spatiotemporal model of perceived edge sharpening

Blurred edges appear sharper in motion than when they are stationary. We proposed a model of this motion sharpening that invokes a local, nonlinear contrast transducer function (Hammett et al, 1998 Vision Research 38 2099-2108). Response saturation in the transducer compresses or 'clips' the input spatial waveform, rendering the edges as sharper. To explain the increasing distortion of drifting edges at higher speeds, the degree of nonlinearity must increase with speed or temporal frequency. A dynamic contrast gain control before the transducer can account for both the speed dependence and approximate contrast invariance of motion sharpening (Hammett et al, 2003 Vision Research, in press). We show here that this model also predicts perceived sharpening of briefly flashed and flickering edges, and we show that the model can account fairly well for experimental data from all three modes of presentation (motion, flash, and flicker). At moderate durations and lower temporal frequencies the gain control attenuates the input signal, thus protecting it from later compression by the transducer. The gain control is somewhat sluggish, and so it suffers both a slow onset, and loss of power at high temporal frequencies. Consequently, brief presentations and high temporal frequencies of drift and flicker are less protected from distortion, and show greater perceptual sharpening.

Matrix-free mass spectrometric imaging using laser desorption ionisation Fourier transform ion cyclotron resonance mass spectrometry

Mass spectrometry imaging (MSI) is a powerful tool in metabolomics and proteomics for the spatial localization and identification of pharmaceuticals, metabolites, lipids, peptides and proteins in biological tissues. However, sample preparation remains a crucial variable in obtaining the most accurate distributions. Common washing steps used to remove salts, and solvent-based matrix application, allow analyte spreading to occur. Solvent-free matrix applications can reduce this risk, but increase the possibility of ionisation bias due to matrix adhesion to tissue sections. We report here the use of matrix-free MSI using laser desorption ionisation performed on a 12 T Fourier transform ion cyclotron resonance (FTICR) mass spectrometer. We used unprocessed tissue with no post-processing following thaw-mounting on matrix-assisted laser desorption ionisation (MALDI) indium-tin oxide (ITO) target plates. The identification and distribution of a range of phospholipids in mouse brain and kidney sections are presented and compared with previously published MALDI time-of-flight (TOF) MSI distributions.

Typical kernel size and number of sparse random matrices over Galois fields: a statistical physics approach

Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.

Spatial aspects of MRSA epidemiology:A case study using stochastic simulation, kernel estimation and SaTScan

The identification of disease clusters in space or space-time is of vital importance for public health policy and action. In the case of methicillin-resistant Staphylococcus aureus (MRSA), it is particularly important to distinguish between community and health care-associated infections, and to identify reservoirs of infection. 832 cases of MRSA in the West Midlands (UK) were tested for clustering and evidence of community transmission, after being geo-located to the centroids of UK unit postcodes (postal areas roughly equivalent to Zip+4 zip code areas). An age-stratified analysis was also carried out at the coarser spatial resolution of UK Census Output Areas. Stochastic simulation and kernel density estimation were combined to identify significant local clusters of MRSA (p<0.025), which were supported by SaTScan spatial and spatio-temporal scan. In order to investigate local sampling effort, a spatial 'random labelling' approach was used, with MRSA as cases and MSSA (methicillin-sensitive S. aureus) as controls. Heavy sampling in general was a response to MRSA outbreaks, which in turn appeared to be associated with medical care environments. The significance of clusters identified by kernel estimation was independently supported by information on the locations and client groups of nursing homes, and by preliminary molecular typing of isolates. In the absence of occupational/ lifestyle data on patients, the assumption was made that an individual's location and consequent risk is adequately represented by their residential postcode. The problems of this assumption are discussed, with recommendations for future data collection.

Quantification of hydroxycinnamic acids and lignin in perennial forage and energy grasses by Fourier-transform infrared spectroscopy and partial least squares regression

Levels of lignin and hydroxycinnamic acid wall components in three genera of forage grasses (Lolium,Festuca and Dactylis) have been accurately predicted by Fourier-transform infrared spectroscopy using partial least squares models correlated to analytical measurements. Different models were derived that predicted the concentrations of acid detergent lignin, total hydroxycinnamic acids, total ferulate monomers plus dimers, p-coumarate and ferulate dimers in independent spectral test data from methanol extracted samples of perennial forage grass with accuracies of 92.8%, 86.5%, 86.1%, 59.7% and 84.7% respectively, and analysis of model projection scores showed that the models relied generally on spectral features that are known absorptions of these compounds. Acid detergent lignin was predicted in samples of two species of energy grass, (Phalaris arundinacea and Pancium virgatum) with an accuracy of 84.5%.

Measurement of key compositional parameters in two species of energy grass by Fourier transform infrared spectroscopy

Two energy grass species, switch grass, a North American tuft grass, and reed canary grass, a European native, are likely to be important sources of biomass in Western Europe for the production of biorenewable energy. Matching chemical composition to conversion efficiency is a primary goal for improvement programmes and for determining the quality of biomass feed-stocks prior to use and there is a need for methods which allow cost effective characterisation of chemical composition at high rates of sample through-put. In this paper we demonstrate that nitrogen content and alkali index, parameters greatly influencing thermal conversion efficiency, can be accurately predicted in dried samples of these species grown under a range of agronomic conditions by partial least square regression of Fourier transform infrared spectra (R2 values for plots of predicted vs. measured values of 0.938 and 0.937, respectively). We also discuss the prediction of carbon and ash content in these samples and the application of infrared based predictive methods for the breeding improvement of energy grasses.

The Riesz transform and simultaneous representations of phase, energy and orientation in spatial vision

To represent the local orientation and energy of a 1-D image signal, many models of early visual processing employ bandpass quadrature filters, formed by combining the original signal with its Hilbert transform. However, representations capable of estimating an image signal's 2-D phase have been largely ignored. Here, we consider 2-D phase representations using a method based upon the Riesz transform. For spatial images there exist two Riesz transformed signals and one original signal from which orientation, phase and energy may be represented as a vector in 3-D signal space. We show that these image properties may be represented by a Singular Value Decomposition (SVD) of the higher-order derivatives of the original and the Riesz transformed signals. We further show that the expected responses of even and odd symmetric filters from the Riesz transform may be represented by a single signal autocorrelation function, which is beneficial in simplifying Bayesian computations for spatial orientation. Importantly, the Riesz transform allows one to weight linearly across orientation using both symmetric and asymmetric filters to account for some perceptual phase distortions observed in image signals - notably one's perception of edge structure within plaid patterns whose component gratings are either equal or unequal in contrast. Finally, exploiting the benefits that arise from the Riesz definition of local energy as a scalar quantity, we demonstrate the utility of Riesz signal representations in estimating the spatial orientation of second-order image signals. We conclude that the Riesz transform may be employed as a general tool for 2-D visual pattern recognition by its virtue of representing phase, orientation and energy as orthogonal signal quantities.

A unified classification of manufacturing strategies and design processes

This article categorises manufacturing strategy design processes and presents the characteristics of resulting strategies. This work will therefore assist practitioners to appreciate the implications of planning activities. The article presents a framework for classifying manufacturing strategy processes and the resulting strategies. Each process and respective strategy is then considered in detail. In this consideration the preferred approach is presented for formulating a world class manufacturing strategy. Finally, conclusions and recommendations for further work are given.

New fiber laser architecture with transform-limited nonlinear spectral compression

We numerically demonstrate a new fiber laser architecture supporting spectral compression of negatively chirped pulses in passive normally dispersive fiber. Such a process is beneficial for improving the energy efficiency of the cavity as it prevents narrow spectral filtering from being highly dissipative. The proposed laser design provides an elegant way of generating transform-limited picosecond pulses. © 2012 IEEE.

Unified model for performance analysis of IEEE 802.11 ad hoc networks in unsaturated conditions

IEEE 802.11 standard has achieved huge success in the past decade and is still under development to provide higher physical data rate and better quality of service (QoS). An important problem for the development and optimization of IEEE 802.11 networks is the modeling of the MAC layer channel access protocol. Although there are already many theoretic analysis for the 802.11 MAC protocol in the literature, most of the models focus on the saturated traffic and assume infinite buffer at the MAC layer. In this paper we develop a unified analytical model for IEEE 802.11 MAC protocol in ad hoc networks. The impacts of channel access parameters, traffic rate and buffer size at the MAC layer are modeled with the assistance of a generalized Markov chain and an M/G/1/K queue model. The performance of throughput, packet delivery delay and dropping probability can be achieved. Extensive simulations show the analytical model is highly accurate. From the analytical model it is shown that for practical buffer configuration (e.g. buffer size larger than one), we can maximize the total throughput and reduce the packet blocking probability (due to limited buffer size) and the average queuing delay to zero by effectively controlling the offered load. The average MAC layer service delay as well as its standard deviation, is also much lower than that in saturated conditions and has an upper bound. It is also observed that the optimal load is very close to the maximum achievable throughput regardless of the number of stations or buffer size. Moreover, the model is scalable for performance analysis of 802.11e in unsaturated conditions and 802.11 ad hoc networks with heterogenous traffic flows. © 2012 KSI.

Towards a unified understanding of event-related changes in the EEG:the Firefly model of synchronization through cross-frequency phase modulation

Although event-related potentials (ERPs) are widely used to study sensory, perceptual and cognitive processes, it remains unknown whether they are phase-locked signals superimposed upon the ongoing electroencephalogram (EEG) or result from phase-alignment of the EEG. Previous attempts to discriminate between these hypotheses have been unsuccessful but here a new test is presented based on the prediction that ERPs generated by phase-alignment will be associated with event-related changes in frequency whereas evoked-ERPs will not. Using empirical mode decomposition (EMD), which allows measurement of narrow-band changes in the EEG without predefining frequency bands, evidence was found for transient frequency slowing in recognition memory ERPs but not in simulated data derived from the evoked model. Furthermore, the timing of phase-alignment was frequency dependent with the earliest alignment occurring at high frequencies. Based on these findings, the Firefly model was developed, which proposes that both evoked and induced power changes derive from frequency-dependent phase-alignment of the ongoing EEG. Simulated data derived from the Firefly model provided a close match with empirical data and the model was able to account for i) the shape and timing of ERPs at different scalp sites, ii) the event-related desynchronization in alpha and synchronization in theta, and iii) changes in the power density spectrum from the pre-stimulus baseline to the post-stimulus period. The Firefly Model, therefore, provides not only a unifying account of event-related changes in the EEG but also a possible mechanism for cross-frequency information processing.

Analysis of nocturnal oxygen saturation recordings using kernel entropy to assist in sleep apnea-hypopnea diagnosis

In this study, a new entropy measure known as kernel entropy (KerEnt), which quantifies the irregularity in a series, was applied to nocturnal oxygen saturation (SaO 2) recordings. A total of 96 subjects suspected of suffering from sleep apnea-hypopnea syndrome (SAHS) took part in the study: 32 SAHS-negative and 64 SAHS-positive subjects. Their SaO 2 signals were separately processed by means of KerEnt. Our results show that a higher degree of irregularity is associated to SAHS-positive subjects. Statistical analysis revealed significant differences between the KerEnt values of SAHS-negative and SAHS-positive groups. The diagnostic utility of this parameter was studied by means of receiver operating characteristic (ROC) analysis. A classification accuracy of 81.25% (81.25% sensitivity and 81.25% specificity) was achieved. Repeated apneas during sleep increase irregularity in SaO 2 data. This effect can be measured by KerEnt in order to detect SAHS. This non-linear measure can provide useful information for the development of alternative diagnostic techniques in order to reduce the demand for conventional polysomnography (PSG). © 2011 IEEE.

COOPER-framework:a unified process for non-parametric projects

Practitioners assess performance of entities in increasingly large and complicated datasets. If non-parametric models, such as Data Envelopment Analysis, were ever considered as simple push-button technologies, this is impossible when many variables are available or when data have to be compiled from several sources. This paper introduces by the 'COOPER-framework' a comprehensive model for carrying out non-parametric projects. The framework consists of six interrelated phases: Concepts and objectives, On structuring data, Operational models, Performance comparison model, Evaluation, and Result and deployment. Each of the phases describes some necessary steps a researcher should examine for a well defined and repeatable analysis. The COOPER-framework provides for the novice analyst guidance, structure and advice for a sound non-parametric analysis. The more experienced analyst benefits from a check list such that important issues are not forgotten. In addition, by the use of a standardized framework non-parametric assessments will be more reliable, more repeatable, more manageable, faster and less costly. © 2010 Elsevier B.V. All rights reserved.