Validation of order rank scales based on compositional data analysis: a proposal

Usually, psychometricians apply classical factorial analysis to evaluate construct validity of order rankscales. Nevertheless, these scales have particular characteristics that must be taken into account: totalscores and rank are highly relevant

Formulation and Implementation of Air Quality Control Pogrammes : Patterns of Interest Consideration

This article investigates some central aspects of the relationships between programme structure and implementation of sulphur dioxide air quality control policies. Previous implementation research, primarily adopting American approaches, has neglected the connections between the processes of programme formulation and implementation. 'Programme', as the key variable in implementation studies, has been defined too narrowly. On the basis of theoretical and conceptual reflections and provisional empirical results from studies in France, Italy, England, and the Federal Republic of Germany, the authors demonstrate that an integral process analysis using a more extended programme concept is necessary if patterns of interest recognition in policies are to be discovered. Otherwise, the still important question of critical social science cannot be answered, namely, what is the impact of special interests upon implementation processes.

A compositional approach to stable isotope data analysis

Isotopic data are currently becoming an important source of information regardingsources, evolution and mixing processes of water in hydrogeologic systems. However, itis not clear how to treat with statistics the geochemical data and the isotopic datatogether. We propose to introduce the isotopic information as new parts, and applycompositional data analysis with the resulting increased composition. Results areequivalent to downscale the classical isotopic delta variables, because they are alreadyrelative (as needed in the compositional framework) and isotopic variations are almostalways very small. This methodology is illustrated and tested with the study of theLlobregat River Basin (Barcelona, NE Spain), where it is shown that, though verysmall, isotopic variations comp lement geochemical principal components, and help inthe better identification of pollution sources

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Possible solution of some essential zero problems in compositional data analysis

One of the tantalising remaining problems in compositional data analysis lies in how to deal with data sets in which there are components which are essential zeros. By anessential zero we mean a component which is truly zero, not something recorded as zero simply because the experimental design or the measuring instrument has not been sufficiently sensitive to detect a trace of the part. Such essential zeros occur inmany compositional situations, such as household budget patterns, time budgets,palaeontological zonation studies, ecological abundance studies. Devices such as nonzero replacement and amalgamation are almost invariably ad hoc and unsuccessful insuch situations. From consideration of such examples it seems sensible to build up amodel in two stages, the first determining where the zeros will occur and the secondhow the unit available is distributed among the non-zero parts. In this paper we suggest two such models, an independent binomial conditional logistic normal model and a hierarchical dependent binomial conditional logistic normal model. The compositional data in such modelling consist of an incidence matrix and a conditional compositional matrix. Interesting statistical problems arise, such as the question of estimability of parameters, the nature of the computational process for the estimation of both the incidence and compositional parameters caused by the complexity of the subcompositional structure, the formation of meaningful hypotheses, and the devising of suitable testing methodology within a lattice of such essential zero-compositional hypotheses. The methodology is illustrated by application to both simulated and real compositional data

Tree-based message diffusion for managing replicated data in unreliable and resource-constrained peer-to-peer environment

Abstract This thesis proposes a set of adaptive broadcast solutions and an adaptive data replication solution to support the deployment of P2P applications. P2P applications are an emerging type of distributed applications that are running on top of P2P networks. Typical P2P applications are video streaming, file sharing, etc. While interesting because they are fully distributed, P2P applications suffer from several deployment problems, due to the nature of the environment on which they perform. Indeed, defining an application on top of a P2P network often means defining an application where peers contribute resources in exchange for their ability to use the P2P application. For example, in P2P file sharing application, while the user is downloading some file, the P2P application is in parallel serving that file to other users. Such peers could have limited hardware resources, e.g., CPU, bandwidth and memory or the end-user could decide to limit the resources it dedicates to the P2P application a priori. In addition, a P2P network is typically emerged into an unreliable environment, where communication links and processes are subject to message losses and crashes, respectively. To support P2P applications, this thesis proposes a set of services that address some underlying constraints related to the nature of P2P networks. The proposed services include a set of adaptive broadcast solutions and an adaptive data replication solution that can be used as the basis of several P2P applications. Our data replication solution permits to increase availability and to reduce the communication overhead. The broadcast solutions aim, at providing a communication substrate encapsulating one of the key communication paradigms used by P2P applications: broadcast. Our broadcast solutions typically aim at offering reliability and scalability to some upper layer, be it an end-to-end P2P application or another system-level layer, such as a data replication layer. Our contributions are organized in a protocol stack made of three layers. In each layer, we propose a set of adaptive protocols that address specific constraints imposed by the environment. Each protocol is evaluated through a set of simulations. The adaptiveness aspect of our solutions relies on the fact that they take into account the constraints of the underlying system in a proactive manner. To model these constraints, we define an environment approximation algorithm allowing us to obtain an approximated view about the system or part of it. This approximated view includes the topology and the components reliability expressed in probabilistic terms. To adapt to the underlying system constraints, the proposed broadcast solutions route messages through tree overlays permitting to maximize the broadcast reliability. Here, the broadcast reliability is expressed as a function of the selected paths reliability and of the use of available resources. These resources are modeled in terms of quotas of messages translating the receiving and sending capacities at each node. To allow a deployment in a large-scale system, we take into account the available memory at processes by limiting the view they have to maintain about the system. Using this partial view, we propose three scalable broadcast algorithms, which are based on a propagation overlay that tends to the global tree overlay and adapts to some constraints of the underlying system. At a higher level, this thesis also proposes a data replication solution that is adaptive both in terms of replica placement and in terms of request routing. At the routing level, this solution takes the unreliability of the environment into account, in order to maximize reliable delivery of requests. At the replica placement level, the dynamically changing origin and frequency of read/write requests are analyzed, in order to define a set of replica that minimizes communication cost.

Knowledge management for systems biology a general and visually driven framework applied to translational medicine

Background: To enhance our understanding of complex biological systems like diseases we need to put all of the available data into context and use this to detect relations, pattern and rules which allow predictive hypotheses to be defined. Life science has become a data rich science with information about the behaviour of millions of entities like genes, chemical compounds, diseases, cell types and organs, which are organised in many different databases and/or spread throughout the literature. Existing knowledge such as genotype - phenotype relations or signal transduction pathways must be semantically integrated and dynamically organised into structured networks that are connected with clinical and experimental data. Different approaches to this challenge exist but so far none has proven entirely satisfactory. Results: To address this challenge we previously developed a generic knowledge management framework, BioXM™, which allows the dynamic, graphic generation of domain specific knowledge representation models based on specific objects and their relations supporting annotations and ontologies. Here we demonstrate the utility of BioXM for knowledge management in systems biology as part of the EU FP6 BioBridge project on translational approaches to chronic diseases. From clinical and experimental data, text-mining results and public databases we generate a chronic obstructive pulmonary disease (COPD) knowledge base and demonstrate its use by mining specific molecular networks together with integrated clinical and experimental data. Conclusions: We generate the first semantically integrated COPD specific public knowledge base and find that for the integration of clinical and experimental data with pre-existing knowledge the configuration based set-up enabled by BioXM reduced implementation time and effort for the knowledge base compared to similar systems implemented as classical software development projects. The knowledgebase enables the retrieval of sub-networks including protein-protein interaction, pathway, gene - disease and gene - compound data which are used for subsequent data analysis, modelling and simulation. Pre-structured queries and reports enhance usability; establishing their use in everyday clinical settings requires further simplification with a browser based interface which is currently under development.

The Impact of Industry Collaboration on Academic Research Output: A Dynamic Panel Data Analysis

The aim of this paper is to analyse the impact of university knowledge and technology transfer activities on academic research output. Specifically, we study whether researchers with collaborative links with the private sector publish less than their peers without such links, once controlling for other sources of heterogeneity. We report findings from a longitudinal dataset on researchers from two engineering departments in the UK between 1985 until 2006. Our results indicate that researchers with industrial links publish significantly more than their peers. Academic productivity, though, is higher for low levels of industry involvement as compared to high levels.

Some last thoughts on compositional data analysis

One of the disadvantages of old age is that there is more past than future: this,however, may be turned into an advantage if the wealth of experience and, hopefully,wisdom gained in the past can be reflected upon and throw some light on possiblefuture trends. To an extent, then, this talk is necessarily personal, certainly nostalgic,but also self critical and inquisitive about our understanding of the discipline ofstatistics. A number of almost philosophical themes will run through the talk: searchfor appropriate modelling in relation to the real problem envisaged, emphasis onsensible balances between simplicity and complexity, the relative roles of theory andpractice, the nature of communication of inferential ideas to the statistical layman, theinter-related roles of teaching, consultation and research. A list of keywords might be:identification of sample space and its mathematical structure, choices betweentransform and stay, the role of parametric modelling, the role of a sample spacemetric, the underused hypothesis lattice, the nature of compositional change,particularly in relation to the modelling of processes. While the main theme will berelevance to compositional data analysis we shall point to substantial implications forgeneral multivariate analysis arising from experience of the development ofcompositional data analysis…

Dynamic graphics of parametrically linked multivariate methods used in compositional data analysis

Many multivariate methods that are apparently distinct can be linked by introducing oneor more parameters in their definition. Methods that can be linked in this way arecorrespondence analysis, unweighted or weighted logratio analysis (the latter alsoknown as "spectral mapping"), nonsymmetric correspondence analysis, principalcomponent analysis (with and without logarithmic transformation of the data) andmultidimensional scaling. In this presentation I will show how several of thesemethods, which are frequently used in compositional data analysis, may be linkedthrough parametrizations such as power transformations, linear transformations andconvex linear combinations. Since the methods of interest here all lead to visual mapsof data, a "movie" can be made where where the linking parameter is allowed to vary insmall steps: the results are recalculated "frame by frame" and one can see the smoothchange from one method to another. Several of these "movies" will be shown, giving adeeper insight into the similarities and differences between these methods.

Diagnostic techniques applied in geostatistics for agricultural data analysis

The structural modeling of spatial dependence, using a geostatistical approach, is an indispensable tool to determine parameters that define this structure, applied on interpolation of values at unsampled points by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations in sampled data. The purpose of this study was to use diagnostic techniques in Gaussian spatial linear models in geostatistics to evaluate the sensitivity of maximum likelihood and restrict maximum likelihood estimators to small perturbations in these data. For this purpose, studies with simulated and experimental data were conducted. Results with simulated data showed that the diagnostic techniques were efficient to identify the perturbation in data. The results with real data indicated that atypical values among the sampled data may have a strong influence on thematic maps, thus changing the spatial dependence structure. The application of diagnostic techniques should be part of any geostatistical analysis, to ensure a better quality of the information from thematic maps.

Inference of chromosomal inversion dynamics from Pool-Seq data in natural and laboratory populations of Drosophila melanogaster.

Sequencing of pools of individuals (Pool-Seq) represents a reliable and cost-effective approach for estimating genome-wide SNP and transposable element insertion frequencies. However, Pool-Seq does not provide direct information on haplotypes so that, for example, obtaining inversion frequencies has not been possible until now. Here, we have developed a new set of diagnostic marker SNPs for seven cosmopolitan inversions in Drosophila melanogaster that can be used to infer inversion frequencies from Pool-Seq data. We applied our novel marker set to Pool-Seq data from an experimental evolution study and from North American and Australian latitudinal clines. In the experimental evolution data, we find evidence that positive selection has driven the frequencies of In(3R)C and In(3R)Mo to increase over time. In the clinal data, we confirm the existence of frequency clines for In(2L)t, In(3L)P and In(3R)Payne in both North America and Australia and detect a previously unknown latitudinal cline for In(3R)Mo in North America. The inversion markers developed here provide a versatile and robust tool for characterizing inversion frequencies and their dynamics in Pool-Seq data from diverse D. melanogaster populations.

Missouri Work Zone Capacity: Results of Field Data Analysis, TPF-5(081), 2011

This report presents the results of work zone field data analyzed on interstate highways in Missouri to determine the mean breakdown and queue-discharge flow rates as measures of capacity. Several days of traffic data collected at a work zone near Pacific, Missouri with a speed limit of 50 mph were analyzed in both the eastbound and westbound directions. As a result, a total of eleven breakdown events were identified using average speed profiles. The traffic flows prior to and after the onset of congestion were studied. Breakdown flow rates ranged between 1194 to 1404 vphpl, with an average of 1295 vphpl, and a mean queue discharge rate of 1072 vphpl was determined. Mean queue discharge, as used by the Highway Capacity Manual 2000 (HCM), in terms of pcphpl was found to be 1199, well below the HCM’s average capacity of 1600 pcphpl. This reduced capacity found at the site is attributable mainly to narrower lane width and higher percentage of heavy vehicles, around 25%, in the traffic stream. The difference found between mean breakdown flow (1295 vphpl) and queue-discharge flow (1072 vphpl) has been observed widely, and is due to reduced traffic flow once traffic breaks down and queues start to form. The Missouri DOT currently uses a spreadsheet for work zone planning applications that assumes the same values of breakdown and mean queue discharge flow rates. This study proposes that breakdown flow rates should be used to forecast the onset of congestion, whereas mean queue discharge flow rates should be used to estimate delays under congested conditions. Hence, it is recommended that the spreadsheet be refined accordingly.

Development and Implementation of an Expert System for Forecasting Fog on US Highway 30 in Cedar Rapids, Iowa, HR-357, 1996

Several accidents, some involving fatalities, have occurred on U.S. Highway 30 near the Archer Daniels Midland Company (ADM) Corn Sweeteners plant in Cedar Rapids, Iowa. A contributing factor to many of these accidents has been the large amounts of water (vapor and liquid) emitted from multiple sources at ADM's facility located along the south side of the highway. Weather and road closure data acquired from IDOT have been used to develop a database of meteorological conditions preceding and accompanying closure of Highway 30 in Cedar Rapids. An expert system and a FORTRAN program were developed as aids in decision making with regard to closure of Highway 30 near the plant. The computer programs were used for testing, evaluation, and final deployment. Reports indicate the decision tools have been successfully implemented and were judged to be helpful in forecasting road closures and in reducing costs and personnel time in monitoring the roadway.

Machine learning for spatial environmental data. Theory, applications and software

The book presents the state of the art in machine learning algorithms (artificial neural networks of different architectures, support vector machines, etc.) as applied to the classification and mapping of spatially distributed environmental data. Basic geostatistical algorithms are presented as well. New trends in machine learning and their application to spatial data are given, and real case studies based on environmental and pollution data are carried out. The book provides a CD-ROM with the Machine Learning Office software, including sample sets of data, that will allow both students and researchers to put the concepts rapidly to practice.