Short-term electricity price forecasting using wavelet and SVM techniques

In deregulated electricity market, modeling and forecasting the spot price present a number of challenges. By applying wavelet and support vector machine techniques, a new time series model for short term electricity price forecasting has been developed in this paper. The model employs both historical price and other important information, such as load capacity and weather (temperature), to forecast the price of one or more time steps ahead. The developed model has been evaluated with the actual data from Australian National Electricity Market. The simulation results demonstrated that the forecast model is capable of forecasting the electricity price with a reasonable forecasting accuracy.

CDMA multiuser detection, neural networks, and statistical mechanics

A novel approach, based on statistical mechanics, to analyze typical performance of optimum code-division multiple-access (CDMA) multiuser detectors is reviewed. A `black-box' view ot the basic CDMA channel is introduced, based on which the CDMA multiuser detection problem is regarded as a `learning-from-examples' problem of the `binary linear perceptron' in the neural network literature. Adopting Bayes framework, analysis of the performance of the optimum CDMA multiuser detectors is reduced to evaluation of the average of the cumulant generating function of a relevant posterior distribution. The evaluation of the average cumulant generating function is done, based on formal analogy with a similar calculation appearing in the spin glass theory in statistical mechanics, by making use of the replica method, a method developed in the spin glass theory.

Assessing pupil and school performance by non-parametric and parametric techniques

This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall inefficiency of a unit (a pupil) into a unit specific and a higher level (a school) component. By a sample of entry and exit attainments of 3017 girls in British ordinary single sex schools, we test the robustness of the non-parametric and parametric estimates. Finally, the paper uses the traditional MLM model in a best practice framework so that pupil and school efficiencies can be computed.

Assessing pupil and school performance by non-parametric and parametric techniques

Often observations are nested within other units. This is particularly the case in the educational sector where school performance in terms of value added is the result of school contribution as well as pupil academic ability and other features relating to the pupil. Traditionally, the literature uses parametric (i.e. it assumes a priori a particular function on the production process) Multi-Level Models to estimate the performance of nested entities. This paper discusses the use of the non-parametric (i.e. without a priori assumptions on the production process) Free Disposal Hull model as an alternative approach. While taking into account contextual characteristics as well as atypical observations, we show how to decompose non-parametrically the overall inefficiency of a pupil into a unit specific and a higher level (i.e. a school) component. By a sample of entry and exit attainments of 3017 girls in British ordinary single sex schools, we test the robustness of the non-parametric and parametric estimates. We find that the two methods agree in the relative measures of the scope for potential attainment improvement. Further, the two methods agree on the variation in pupil attainment and the proportion attributable to pupil and school level.

Immunological and biochemical techniques in the analysis of tear proteins

This study is concerned with the analysis of tear proteins, paying particular attention to the state of the tears (e.g. non-stimulated, reflex, closed), created during sampling, and to assess their interactions with hydrogel contact lenses. The work has involved the use of a variety of biochemical and immunological analytical techniques for the measurement of proteins, (a), in tears, (b), on the contact lens, and (c), in the eluate of extracted lenses. Although a diverse range of tear components may contribute to contact lens spoilation, proteins were of particular interest in this study because of their theoretical potential for producing immunological reactions. Although normal host proteins in their natural state are generally not treated as dangerous or non-self, those which undergo denaturation or suffer a conformational change may provoke an excessive and unnecessary immune response. A novel on-lens cell based assay has been developed and exploited in order to study the role of the ubiquitous cell adhesion glycoprotein, vitronectin, in tears and contact lens wear under various parameters. Vitronectin, whose levels are known to increase in the closed eye environment and shown here to increase during contact lens wear, is an important immunoregulatory protein and may be a prominent marker of inflammatory activity. Immunodiffusion assays were developed and optimised for use in tear analysis, and in a series of subsequent studies used for example in the measurement of albumin, lactoferrin, IgA and IgG. The immunodiffusion assays were then applied in the estimation of the closed eye environment; an environment which has been described as sustaining a state of sub-clinical inflammation. The role and presence of a lesser understood and investigated protein, kininogen, was also estimated, in particular, in relation to contact lens wear. Difficulties arise when attempting to extract proteins from the contact lens in order to examine the individual nature of the proteins involved. These problems were partly alleviated with the use of the on-lens cell assay and a UV spectrophotometry assay, which can analyse the lens surface and bulk respectively, the latter yielding only total protein values. Various lens extraction methods were investigated to remove protein from the lens and the most efficient was employed in the analysis of lens extracts. Counter immunoelectrophoresis, an immunodiffusion assay, was then applied to the analysis of albumin, lactoferrin, IgA and IgG in the resultant eluates.

Biochemical markers and contact lens wear

The project objective was to develop a reliable selection procedure to match contact lens materials with individual wearers by the identification of a biochemical marker for assessment of in-eye performance of contact lenses. There is a need for such a procedure as one of the main reasons for contact lens wearers ceasing wearing contact lenses is poor end of day comfort i.e. the lenses become intolerable to the wearer as the day progresses. The selection of an optimal material for individual wearers has the potential benefit to reduce drop Qut, hence increasing the overall contact lens population, and to improve contact lens comfort for established wearers. Using novel analytical methods and statistical techniques, we were able to investigate the interactions between the composition of the tear film and of the biofilm deposited on the contact lenses and contact lens performance. The investigations were limited to studying the lipid components of the tear film; the lipid layer, which plays a key role in preventing evaporation and stabilising the tear film, has been reported to be significantly thinner and of different mixing characteristics during contact lens wear. Different lipid families were found to influence symptomatology, in vivo tear film structure and stability as well as ocular integrity. Whereas the symptomatology was affected by both the tear film lipid composition and the nature of the lipid deposition, the structure of the tear film and its stability were mainly influenced by the tear film lipid composition. The ocular integrity also appeared to be influenced by the nature of the lipid deposition. Potential markers within the lipid species have been identified and could be applied as follows: When required in order to identify a problematic wearer or to match the contact lens material to the contact lens wearer, tear samples collected by the clinician could be dispatched to an analytical laboratory where lipid analysis could be carried out by HPLC. A colorimetric kit based on the lipid markers could also be developed and used by clinician directly in the practice; such a kit would involve tear sampling and classification according to the colour into "Problem", "Border line" and "Good" contact lens wearers groups. A test kit would also have wider scope for marketing in other areas such as general dry-eye pathology.

Sample size estimation and statistical power analyses

The concept of sample size and statistical power estimation is now something that Optometrists that want to perform research, whether it be in practice or in an academic institution, cannot simply hide away from. Ethics committees, journal editors and grant awarding bodies are now increasingly requesting that all research be backed up with sample size and statistical power estimation in order to justify any study and its findings. This article presents a step-by-step guide of the process for determining sample sizeand statistical power. It builds on statistical concepts presented in earlier articles in Optometry Today by Richard Armstrong and Frank Eperjesi.