Statistical Analysis of Text Summarization Evaluation

This dissertation applies statistical methods to the evaluation of automatic summarization using data from the Text Analysis Conferences in 2008-2011. Several aspects of the evaluation framework itself are studied, including the statistical testing used to determine significant differences, the assessors, and the design of the experiment. In addition, a family of evaluation metrics is developed to predict the score an automatically generated summary would receive from a human judge and its results are demonstrated at the Text Analysis Conference. Finally, variations on the evaluation framework are studied and their relative merits considered. An over-arching theme of this dissertation is the application of standard statistical methods to data that does not conform to the usual testing assumptions.

Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

Review of vibration-based damage detection and condition assessment of bridge structures using structural health monitoring

As a part of vital infrastructure and transportation networks, bridge structures must function safely at all times. However, due to heavier and faster moving vehicular loads and function adjustment, such as Busway accommodation, many bridges are now operating at an overload beyond their design capacity. Additionally, the huge renovation and replacement costs always make the infrastructure owners difficult to undertake. Structural health monitoring (SHM) is set to assess condition and foresee probable failures of designated bridge(s), so as to monitor the structural health of the bridges. The SHM systems proposed recently are incorporated with Vibration-Based Damage Detection (VBDD) techniques, Statistical Methods and Signal processing techniques and have been regarded as efficient and economical ways to solve the problem. The recent development in damage detection and condition assessment techniques based on VBDD and statistical methods are reviewed. The VBDD methods based on changes in natural frequencies, curvature/strain modes, modal strain energy (MSE) dynamic flexibility, artificial neural networks (ANN) before and after damage and other signal processing methods like Wavelet techniques and empirical mode decomposition (EMD) / Hilbert spectrum methods are discussed here.

The use of narrative text for injury surveillance research : a systematic review

Objective: To summarise the extent to which narrative text fields in administrative health data are used to gather information about the event resulting in presentation to a health care provider for treatment of an injury, and to highlight best practise approaches to conducting narrative text interrogation for injury surveillance purposes.----- Design: Systematic review----- Data sources: Electronic databases searched included CINAHL, Google Scholar, Medline, Proquest, PubMed and PubMed Central.. Snowballing strategies were employed by searching the bibliographies of retrieved references to identify relevant associated articles.----- Selection criteria: Papers were selected if the study used a health-related database and if the study objectives were to a) use text field to identify injury cases or use text fields to extract additional information on injury circumstances not available from coded data or b) use text fields to assess accuracy of coded data fields for injury-related cases or c) describe methods/approaches for extracting injury information from text fields.----- Methods: The papers identified through the search were independently screened by two authors for inclusion, resulting in 41 papers selected for review. Due to heterogeneity between studies metaanalysis was not performed.----- Results: The majority of papers reviewed focused on describing injury epidemiology trends using coded data and text fields to supplement coded data (28 papers), with these studies demonstrating the value of text data for providing more specific information beyond what had been coded to enable case selection or provide circumstantial information. Caveats were expressed in terms of the consistency and completeness of recording of text information resulting in underestimates when using these data. Four coding validation papers were reviewed with these studies showing the utility of text data for validating and checking the accuracy of coded data. Seven studies (9 papers) described methods for interrogating injury text fields for systematic extraction of information, with a combination of manual and semi-automated methods used to refine and develop algorithms for extraction and classification of coded data from text. Quality assurance approaches to assessing the robustness of the methods for extracting text data was only discussed in 8 of the epidemiology papers, and 1 of the coding validation papers. All of the text interrogation methodology papers described systematic approaches to ensuring the quality of the approach.----- Conclusions: Manual review and coding approaches, text search methods, and statistical tools have been utilised to extract data from narrative text and translate it into useable, detailed injury event information. These techniques can and have been applied to administrative datasets to identify specific injury types and add value to previously coded injury datasets. Only a few studies thoroughly described the methods which were used for text mining and less than half of the studies which were reviewed used/described quality assurance methods for ensuring the robustness of the approach. New techniques utilising semi-automated computerised approaches and Bayesian/clustering statistical methods offer the potential to further develop and standardise the analysis of narrative text for injury surveillance.

Analysing Seasonal Health Data

Seasonal patterns have been found in a remarkable range of health conditions, including birth defects, respiratory infections and cardiovascular disease. Accurately estimating the size and timing of seasonal peaks in disease incidence is an aid to understanding the causes and possibly to developing interventions. With global warming increasing the intensity of seasonal weather patterns around the world, a review of the methods for estimating seasonal effects on health is timely. This is the first book on statistical methods for seasonal data written for a health audience. It describes methods for a range of outcomes (including continuous, count and binomial data) and demonstrates appropriate techniques for summarising and modelling these data. It has a practical focus and uses interesting examples to motivate and illustrate the methods. The statistical procedures and example data sets are available in an R package called ‘season’. Adrian Barnett is a senior research fellow at Queensland University of Technology, Australia. Annette Dobson is a Professor of Biostatistics at The University of Queensland, Australia. Both are experienced medical statisticians with a commitment to statistical education and have previously collaborated in research in the methodological developments and applications of biostatistics, especially to time series data. Among other projects, they worked together on revising the well-known textbook "An Introduction to Generalized Linear Models," third edition, Chapman Hall/CRC, 2008. In their new book they share their knowledge of statistical methods for examining seasonal patterns in health.

The jump component of S&P 500 volatility and the VIX index

Much research has investigated the differences between option implied volatilities and econometric model-based forecasts. Implied volatility is a market determined forecast, in contrast to model-based forecasts that employ some degree of smoothing of past volatility to generate forecasts. Implied volatility has the potential to reflect information that a model-based forecast could not. This paper considers two issues relating to the informational content of the S&P 500 VIX implied volatility index. First, whether it subsumes information on how historical jump activity contributed to the price volatility, followed by whether the VIX reflects any incremental information pertaining to future jump activity relative to model-based forecasts. It is found that the VIX index both subsumes information relating to past jump contributions to total volatility and reflects incremental information pertaining to future jump activity. This issue has not been examined previously and expands our understanding of how option markets form their volatility forecasts.

Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH Model

In this paper, we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new double smooth transition conditional correlation (DSTCC) GARCH model extends the smooth transition conditional correlation (STCC) GARCH model of Silvennoinen and Teräsvirta (2005) by including another variable according to which the correlations change smoothly between states of constant correlations. A Lagrange multiplier test is derived to test the constancy of correlations against the DSTCC-GARCH model, and another one to test for another transition in the STCC-GARCH framework. In addition, other specification tests, with the aim of aiding the model building procedure, are considered. Analytical expressions for the test statistics and the required derivatives are provided. Applying the model to the stock and bond futures data, we discover that the correlation pattern between them has dramatically changed around the turn of the century. The model is also applied to a selection of world stock indices, and we find evidence for an increasing degree of integration in the capital markets.