Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Modeling corneal surfaces with rational functions for high-speed videokeratoscopy data compression

High-speed videokeratoscopy is an emerging technique that enables study of the corneal surface and tear-film dynamics. Unlike its static predecessor, this new technique results in a very large amount of digital data for which storage needs become significant. We aimed to design a compression technique that would use mathematical functions to parsimoniously fit corneal surface data with a minimum number of coefficients. Since the Zernike polynomial functions that have been traditionally used for modeling corneal surfaces may not necessarily correctly represent given corneal surface data in terms of its optical performance, we introduced the concept of Zernike polynomial-based rational functions. Modeling optimality criteria were employed in terms of both the rms surface error as well as the point spread function cross-correlation. The parameters of approximations were estimated using a nonlinear least-squares procedure based on the Levenberg-Marquardt algorithm. A large number of retrospective videokeratoscopic measurements were used to evaluate the performance of the proposed rational-function-based modeling approach. The results indicate that the rational functions almost always outperform the traditional Zernike polynomial approximations with the same number of coefficients.

Data-driven background dataset selection for SVM-based speaker verification

The recently proposed data-driven background dataset refinement technique provides a means of selecting an informative background for support vector machine (SVM)-based speaker verification systems. This paper investigates the characteristics of the impostor examples in such highly-informative background datasets. Data-driven dataset refinement individually evaluates the suitability of candidate impostor examples for the SVM background prior to selecting the highest-ranking examples as a refined background dataset. Further, the characteristics of the refined dataset were analysed to investigate the desired traits of an informative SVM background. The most informative examples of the refined dataset were found to consist of large amounts of active speech and distinctive language characteristics. The data-driven refinement technique was shown to filter the set of candidate impostor examples to produce a more disperse representation of the impostor population in the SVM kernel space, thereby reducing the number of redundant and less-informative examples in the background dataset. Furthermore, data-driven refinement was shown to provide performance gains when applied to the difficult task of refining a small candidate dataset that was mis-matched to the evaluation conditions.

Component reliability estimations without field data

Maintenance activities in a large-scale engineering system are usually scheduled according to the lifetimes of various components in order to ensure the overall reliability of the system. Lifetimes of components can be deduced by the corresponding probability distributions with parameters estimated from past failure data. While failure data of the components is not always readily available, the engineers have to be content with the primitive information from the manufacturers only, such as the mean and standard deviation of lifetime, to plan for the maintenance activities. In this paper, the moment-based piecewise polynomial model (MPPM) are proposed to estimate the parameters of the reliability probability distribution of the products when only the mean and standard deviation of the product lifetime are known. This method employs a group of polynomial functions to estimate the two parameters of the Weibull Distribution according to the mathematical relationship between the shape parameter of two-parameters Weibull Distribution and the ratio of mean and standard deviation. Tests are carried out to evaluate the validity and accuracy of the proposed methods with discussions on its suitability of applications. The proposed method is particularly useful for reliability-critical systems, such as railway and power systems, in which the maintenance activities are scheduled according to the expected lifetimes of the system components.

A Reliability test system for educational purposes-basic data

The IEEE Reliability Test System (RTS) developed by the Application of Probability Method Subcommittee has been used to compare and test a wide range of generating capacity and composite system evaluation techniques and subsequent digital computer programs. A basic reliability test system is presented which has evolved from the reliability education and research programs conducted by the Power System Research Group at the University of Saskatchewan. The basic system data necessary for adequacy evaluation at the generation and composite generation and transmission system levels are presented together with the fundamental data required to conduct reliability-cost/reliability-worth evaluation

Social media, data analytics and videogames development : Halfbrick case study

Social media platforms are of interest to interactive entertainment companies for a number of reasons. They can operate as a platform for deploying games, as a tool for communicating with customers and potential customers, and can provide analytics on how players utilize the; game providing immediate feedback on design decisions and changes. However, as ongoing research with Australian developer Halfbrick, creators of $2 , demonstrates, the use of these platforms is not universally seen as a positive. The incorporation of Big Data into already innovative development practices has the potential to cause tension between designers, whilst the platform also challenges the traditional business model, relying on micro-transactions rather than an up-front payment and a substantial shift in design philosophy to take advantage of the social aspects of platforms such as Facebook.

Passenger segmentation using smart card data

Transit passenger market segmentation enables transit operators to target different classes of transit users for targeted surveys and various operational and strategic planning improvements. However, the existing market segmentation studies in the literature have been generally done using passenger surveys, which have various limitations. The smart card (SC) data from an automated fare collection system facilitate the understanding of the multiday travel pattern of transit passengers and can be used to segment them into identifiable types of similar behaviors and needs. This paper proposes a comprehensive methodology for passenger segmentation solely using SC data. After reconstructing the travel itineraries from SC transactions, this paper adopts the density-based spatial clustering of application with noise (DBSCAN) algorithm to mine the travel pattern of each SC user. An a priori market segmentation approach then segments transit passengers into four identifiable types. The methodology proposed in this paper assists transit operators to understand their passengers and provides them oriented information and services.

Static load bearing exercises of individuals with transfemoral amputation fitted with an osseointegrated implant: Reliability of kinetic data

This study aimed at presenting the intra-tester reliability of the static load bearing exercises (LBEs) performed by individuals with transfemoral amputation (TFA) fitted with an osseointegrated implant to stimulate the bone remodelling process. There is a need for a better understanding of the implementation of these exercises particularly the reliability. The intra-tester reliability is discussed with a particular emphasis on inter-load prescribed, inter-axis and inter-component reliabilities as well as the effect of body weight normalisation. Eleven unilateral TFAs fitted with an OPRA implant performed five trials in four loading conditions. The forces and moments on the three axes of the implant were measured directly with an instrumented pylon including a six-channel transducer. Reliability of loading variables was assessed using intraclass correlation coefficients (ICCs) and percentage standard error of measurement values (%SEMs). The ICCs of all variables were above 0.9 and the %SEM values ranged between 0 and 87%. This study showed a high between-participants’ variance highlighting the lack of loading consistency typical of symptomatic population as well as a high reliability between the loading sessions indicating a plausible correct repetition of the LBE by the participants. However, these outcomes must be understood within the framework of the proposed experimental protocol.

Controversy on the Free Energy of Formation of CaO Additional Evidence in Support of Thermochemical Data

The standard free energies of formation of CaO derived from a variety of high-temperature equilibrium measurements made by seven groups of experimentalists are significantly different from those given in the standard compilations of thermodynamic data. Indirect support for the validity of the compiled data comes from new solid-state electrochemical measurements using single-crystal CaF2 and SrF2 as electrolytes. The change in free energy for the following reactions are obtained: CaO + MgF2 --> MgO + CaF2 Delta G degrees = -68,050 -2.47 T(+/-100) J mol(-1) SrO + CaF2 --> SrF2 + CaO Delta G degrees = -35,010 + 6.39 T (+/-80) J mol(-1) The standard free energy changes associated with cell reactions agree with data in standard compilations within +/- 4 kJ mol(-1). The results of this study do not support recent suggestions for a major revision in thermodynamic data for CaO.

A new formalism for representation of binary thermodynamic data

The applicability of a formalism involving an exponential function of composition x1 in interpreting the thermodynamic properties of alloys has been studied. The excess integral and partial molar free energies of mixing are expressed as: $$\begin{gathered} \Delta F^{xs} = a_o x_1 (1 - x_1 )e^{bx_1 } \hfill \\ RTln\gamma _1 = a_o (1 - x_1 )^2 (1 + bx_1 )e^{bx_1 } \hfill \\ RTln\gamma _2 = a_o x_1^2 (1 - b + bx_1 )e^{bx_1 } \hfill \\ \end{gathered} $$ The equations are used in interpreting experimental data for several relatively weakly interacting binary systems. For the purpose of comparison, activity coefficients obtained by the subregular model and Krupkowski’s formalism have also been computed. The present equations may be considered to be convenient in describing the thermodynamic behavior of metallic solutions.

Design and Performance Evaluation of EXMAN: An EXtended MANchester Data Flow Computer

Data flow computers are high-speed machines in which an instruction is executed as soon as all its operands are available. This paper describes the EXtended MANchester (EXMAN) data flow computer which incorporates three major extensions to the basic Manchester machine. As extensions we provide a multiple matching units scheme, an efficient, implementation of array data structure, and a facility to concurrently execute reentrant routines. A simulator for the EXMAN computer has been coded in the discrete event simulation language, SIMULA 67, on the DEC 1090 system. Performance analysis studies have been conducted on the simulated EXMAN computer to study the effectiveness of the proposed extensions. The performance experiments have been carried out using three sample problems: matrix multiplication, Bresenham's line drawing algorithm, and the polygon scan-conversion algorithm.