Econometric Modelling with Time Series : Specification, Estimation and Testing

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Specification & design of safety technologies for complex socio-technical systems : low-cost level crossings case study

The introduction of safety technologies into complex socio-technical systems requires an integrated and holistic approach to HF and engineering, considering the effects of failures not only within system boundaries, but also at the interfaces with other systems and humans. Level crossing warning devices are examples of such systems where technically safe states within the system boundary can influence road user performance, giving rise to other hazards that degrade safety of the system. Chris will discuss the challenges that have been encountered to date in developing a safety argument in support of low-cost level crossing warning devices. The design and failure modes of level crossing warning devices are known to have a significant influence on road user performance; however, quantifying this effect is one of the ongoing challenges in determining appropriate reliability and availability targets for low-cost level crossing warning devices.

Systematic integration of human factors in the specification of requirements for new railway technologies

Engineering design processes are necessary to attain the requisite standards of integrity for high-assurance safety-related systems. Additionally, human factors design initiatives can provide critical insights that parameterise their development. Unfortunately, the popular perception of human factors as a “forced marriage” between engineering and psychology often provokes views where the ‘human factor’ is perceived as a threat to systems design. Some popular performance-based standards for developing safety-related systems advocate identifying and managing human factors throughout the system lifecycle. However, they also have a tendency to fall short in their guidance on the application of human factors methods and tools, let alone how the outputs generated can be integrated in to various stages of the design process. This case study describes a project that converged engineering with human factors to develop a safety argument for new low-cost railway level crossing technology for system-wide implementation in Australia. The paper enjoins the perspectives of a software engineer and cognitive psychologist and their involvement in the project over two years of collaborative work to develop a safety argument for low-cost level crossing technology. Safety and reliability requirements were informed by applying human factors analytical tools that supported the evaluation and quantification of human reliability where users interfaced with the technology. The project team was confronted with significant challenges in cross-disciplinary engagement, particularly with the complexities of dealing with incongruences in disciplinary language. They were also encouraged to think ‘outside the box’ as to how users of a system interpreted system states and ehaviour. Importantly, some of these states, while considered safe within the boundary of the constituent systems that implemented safety-related functions, could actually lead the users to engage in deviant behaviour. Psychology explained how user compliance could be eroded to levels that effectively undermined levels of risk reduction afforded by systems. Linking the engineering and psychology disciplines intuitively, overall safety performance was improved by introducing technical requirements and making design decisions that minimized the system states and behaviours that led to user deviancy. As a commentary on the utility of transdisciplinary collaboration for technical specification, the processes used to bridge the two disciplines are conceptualised in a graphical model.

An investigation of the impact of various geographical scales for the specification of spatial dependence

Ecological studies are based on characteristics of groups of individuals, which are common in various disciplines including epidemiology. It is of great interest for epidemiologists to study the geographical variation of a disease by accounting for the positive spatial dependence between neighbouring areas. However, the choice of scale of the spatial correlation requires much attention. In view of a lack of studies in this area, this study aims to investigate the impact of differing definitions of geographical scales using a multilevel model. We propose a new approach -- the grid-based partitions and compare it with the popular census region approach. Unexplained geographical variation is accounted for via area-specific unstructured random effects and spatially structured random effects specified as an intrinsic conditional autoregressive process. Using grid-based modelling of random effects in contrast to the census region approach, we illustrate conditions where improvements are observed in the estimation of the linear predictor, random effects, parameters, and the identification of the distribution of residual risk and the aggregate risk in a study region. The study has found that grid-based modelling is a valuable approach for spatially sparse data while the SLA-based and grid-based approaches perform equally well for spatially dense data.

Towards formal specification of a distributed computing system

Onboard spacecraft computing system is a case of a functionally distributed system that requires continuous interaction among the nodes to control the operations at different nodes. A simple and reliable protocol is desired for such an application. This paper discusses a formal approach to specify the computing system with respect to some important issues encountered in the design and development of a protocol for the onboard distributed system. The issues considered in this paper are concurrency, exclusiveness and sequencing relationships among the various processes at different nodes. A 6-tuple model is developed for the precise specification of the system. The model also enables us to check the consistency of specification and deadlock caused due to improper specification. An example is given to illustrate the use of the proposed methodology for a typical spacecraft configuration. Although the theory is motivated by a specific application the same may be applied to other distributed computing system such as those encountered in process control industries, power plant control and other similar environments.

Product-library-derived specification parameters in building information models augmentation

This paper conceptualizes a framework for bridging the BIM (building information modelling)-specifications divide through augmenting objects within BIM with specification parameters derived from a product library. We demonstrate how model information, enriched with data at various LODs (levels of development), can evolve simultaneously with design and construction using different representation of a window object embedded in a wall as lifecycle phase exemplars at different levels of granularity. The conceptual standpoint is informed by the need for exploring a methodological approach which extends beyond current limitations of current modelling platforms in enhancing the information content of BIM models. Therefore, this work demonstrates that BIM objects can be augmented with construction specification parameters leveraging product libraries.

Small Log Processing Resource Specification

Sawing studies of mixed species and age plantation hardwoods representing potential early resource flows available to plantation sawlog processing industry. Provide information needed to underpin a business case to invest in small log sawing infrastucture.

Specification-driven approach for protocol design of distributed computing systems

An important issue in the design of a distributed computing system (DCS) is the development of a suitable protocol. This paper presents an effort to systematize the protocol design procedure for a DCS. Protocol design and development can be divided into six phases: specification of the DCS, specification of protocol requirements, protocol design, specification and validation of the designed protocol, performance evaluation, and hardware/software implementation. This paper describes techniques for the second and third phases, while the first phase has been considered by the authors in their earlier work. Matrix and set theoretic based approaches are used for specification of a DCS and for specification of the protocol requirements. These two formal specification techniques form the basis of the development of a simple and straightforward procedure for the design of the protocol. The applicability of the above design procedure has been illustrated by considering an example of a computing system encountered on board a spacecraft. A Petri-net based approach has been adopted to model the protocol. The methodology developed in this paper can be used in other DCS applications.

Specification of Real-Time Systems

Inspite of numerous research advancements made in recent years in the area of formal techniques, specification of real-time systems is still proving to be a very challenging and difficult problem. In this context, this paper critically examines state-of-the-art specification techniques for real-time systems and analyzes the emerging trends.

Specification Based Regression Testing Using Explicit State Space Enumeration

This paper presents a method of partial automation of specification based regression testing, which we call ESSE (Explicit State Space Enumeration). The first step in ESSE method is the extraction of a finite state model of the system making use of an already tested version of the system under test (SUT). Thereafter, the finite state model thus obtained is used to compute good test sequences that can be used to regression test subsequent versions of the system. We present two new algorithms for test sequence computation - both based on our finite state model generated by the above method. We also provide the details and results of the experimental evaluation of ESSE method. Comparison with a practically used random-testing algorithm has shown substantial improvements.

Rice LHS1/OsMADS1 Controls Floret Meristem Specification by Coordinated Regulation of Transcription Factors and Hormone Signaling Pathways

SEPALLATA (SEP) MADS box transcription factors mediate floral development in association with other regulators. Mutants in five rice (Oryza sativa) SEP genes suggest both redundant and unique functions in panicle branching and floret development. LEAFY HULL STERILE1/OsMADS1, from a grass-specific subgroup of LOFSEP genes, is required for specifying a single floret on the spikelet meristem and for floret organ development, but its downstream mechanisms are unknown. Here, key pathways and directly modulated targets of OsMADS1 were deduced from expression analysis after its knockdown and induction in developing florets and by studying its chromatin occupancy at downstream genes. The negative regulation of OsMADS34, another LOFSEP gene, and activation of OsMADS55, a SHORT VEGETATIVE PHASE-like floret meristem identity gene, show its role in facilitating the spikelet-to-floret meristem transition. Direct regulation of other transcription factor genes like OsHB4 (a class III homeodomain Leu zipper member), OsBLH1 (a BEL1-like homeodomain member), OsKANADI2, OsKANADI4, and OsETTIN2 show its role in meristem maintenance, determinacy, and lateral organ development. We found that the OsMADS1 targets OsETTIN1 and OsETTIN2 redundantly ensure carpel differentiation. The multiple effects of OsMADS1 in promoting auxin transport, signaling, and auxin-dependent expression and its direct repression of three cytokinin A-type response regulators show its role in balancing meristem growth, lateral organ differentiation, and determinacy. Overall, we show that OsMADS1 integrates transcriptional and signaling pathways to promote rice floret specification and development.

Functions for rice RFL in vegetative axillary meristem specification and outgrowth

Roles for the transcription factor RFL in rice axillary meristem development were studied. Its regulatory effects on LAX1, CUC1, and OsPIN3 reveal its functions in axillary meristem specification and outgrowth.Axillary meristems (AMs) are secondary shoot meristems whose outgrowth determines plant architecture. In rice, AMs form tillers, and tillering mutants reveal an interplay between transcription factors and the phytohormones auxin and strigolactone as some factors that underpin this developmental process. Previous studies showed that knockdown of the transcription factor gene RFL reduced tillering and caused a very large decrease in panicle branching. Here, the relationship between RFL, AM initiation, and outgrowth was examined. We show that RFL promotes AM specification through its effects on LAX1 and CUC genes, as their expression was modulated on RFL knockdown, on induction of RFL:GR fusion protein, and by a repressive RFL-EAR fusion protein. Further, we report reduced expression of auxin transporter genes OsPIN1 and OsPIN3 in the culm of RFL knockdown transgenic plants. Additionally, subtle change in the spatial pattern of IR4 DR5:GFP auxin reporter was observed, which hints at compromised auxin transport on RFL knockdown. The relationship between RFL, strigolactone signalling, and bud outgrowth was studied by transcript analyses and by the tillering phenotype of transgenic plants knocked down for both RFL and D3. These data suggest indirect RFL-strigolactone links that may affect tillering. Further, we show expression modulation of the auxin transporter gene OsPIN3 upon RFL:GR protein induction and by the repressive RFL-EAR protein. These modified forms of RFL had only indirect effects on OsPIN1. Together, we have found that RFL regulates the LAX1 and CUC genes during AM specification, and positively influences the outgrowth of AMs though its effects on auxin transport.

Co-Exploration of NLA Kernels and Specification of Compute Elements in Distributed Memory CGRAs

Coarse Grained Reconfigurable Architectures (CGRA) are emerging as embedded application processing units in computing platforms for Exascale computing. Such CGRAs are distributed memory multi- core compute elements on a chip that communicate over a Network-on-chip (NoC). Numerical Linear Algebra (NLA) kernels are key to several high performance computing applications. In this paper we propose a systematic methodology to obtain the specification of Compute Elements (CE) for such CGRAs. We analyze block Matrix Multiplication and block LU Decomposition algorithms in the context of a CGRA, and obtain theoretical bounds on communication requirements, and memory sizes for a CE. Support for high performance custom computations common to NLA kernels are met through custom function units (CFUs) in the CEs. We present results to justify the merits of such CFUs.