Modelling data and voice traffic over IP networks using continuous-time Markov models

Common approaches to IP-traffic modelling have featured the use of stochastic models, based on the Markov property, which can be classified into black box and white box models based on the approach used for modelling traffic. White box models, are simple to understand, transparent and have a physical meaning attributed to each of the associated parameters. To exploit this key advantage, this thesis explores the use of simple classic continuous-time Markov models based on a white box approach, to model, not only the network traffic statistics but also the source behaviour with respect to the network and application. The thesis is divided into two parts: The first part focuses on the use of simple Markov and Semi-Markov traffic models, starting from the simplest two-state model moving upwards to n-state models with Poisson and non-Poisson statistics. The thesis then introduces the convenient to use, mathematically derived, Gaussian Markov models which are used to model the measured network IP traffic statistics. As one of the most significant contributions, the thesis establishes the significance of the second-order density statistics as it reveals that, in contrast to first-order density, they carry much more unique information on traffic sources and behaviour. The thesis then exploits the use of Gaussian Markov models to model these unique features and finally shows how the use of simple classic Markov models coupled with use of second-order density statistics provides an excellent tool for capturing maximum traffic detail, which in itself is the essence of good traffic modelling. The second part of the thesis, studies the ON-OFF characteristics of VoIP traffic with reference to accurate measurements of the ON and OFF periods, made from a large multi-lingual database of over 100 hours worth of VoIP call recordings. The impact of the language, prosodic structure and speech rate of the speaker on the statistics of the ON-OFF periods is analysed and relevant conclusions are presented. Finally, an ON-OFF VoIP source model with log-normal transitions is contributed as an ideal candidate to model VoIP traffic and the results of this model are compared with those of previously published work.

Cross-orientation masking is speed invariant between ocular pathways but speed dependent within them

In human (D. H. Baker, T. S. Meese, & R. J. Summers, 2007b) and in cat (B. Li, M. R. Peterson, J. K. Thompson, T. Duong, & R. D. Freeman, 2005; F. Sengpiel & V. Vorobyov, 2005) there are at least two routes to cross-orientation suppression (XOS): a broadband, non-adaptable, monocular (within-eye) pathway and a more narrowband, adaptable interocular (between the eyes) pathway. We further characterized these two routes psychophysically by measuring the weight of suppression across spatio-temporal frequency for cross-oriented pairs of superimposed flickering Gabor patches. Masking functions were normalized to unmasked detection thresholds and fitted by a two-stage model of contrast gain control (T. S. Meese, M. A. Georgeson, & D. H. Baker, 2006) that was developed to accommodate XOS. The weight of monocular suppression was a power function of the scalar quantity ‘speed’ (temporal-frequency/spatial-frequency). This weight can be expressed as the ratio of non-oriented magno- and parvo-like mechanisms, permitting a fast-acting, early locus, as befits the urgency for action associated with high retinal speeds. In contrast, dichoptic-masking functions superimposed. Overall, this (i) provides further evidence for dissociation between the two forms of XOS in humans, and (ii) indicates that the monocular and interocular varieties of XOS are space/time scale-dependent and scale-invariant, respectively. This suggests an image-processing role for interocular XOS that is tailored to natural image statistics—very different from that of the scale-dependent (speed-dependent) monocular variety.

Pattern integration in the normal and abnormal human visual system

The processing conducted by the visual system requires the combination of signals that are detected at different locations in the visual field. The processes by which these signals are combined are explored here using psychophysical experiments and computer modelling. Most of the work presented in this thesis is concerned with the summation of contrast over space at detection threshold. Previous investigations of this sort have been confounded by the inhomogeneity in contrast sensitivity across the visual field. Experiments performed in this thesis find that the decline in log contrast sensitivity with eccentricity is bilinear, with an initial steep fall-off followed by a shallower decline. This decline is scale-invariant for spatial frequencies of 0.7 to 4 c/deg. A detailed map of the inhomogeneity is developed, and applied to area summation experiments both by incorporating it into models of the visual system and by using it to compensate stimuli in order to factor out the effects of the inhomogeneity. The results of these area summation experiments show that the summation of contrast over area is spatially extensive (occurring over 33 stimulus carrier cycles), and that summation behaviour is the same in the fovea, parafovea, and periphery. Summation occurs according to a fourth-root summation rule, consistent with a “noisy energy” model. This work is extended to investigate the visual deficit in amblyopia, finding that area summation is normal in amblyopic observers. Finally, the methods used to study the summation of threshold contrast over area are adapted to investigate the integration of coherent orientation signals in a texture. The results of this study are described by a two-stage model, with a mandatory local combination stage followed by flexible global pooling of these local outputs. In each study, the results suggest a more extensive combination of signals in vision than has been previously understood.

Population pharmacokinetics of single-dose intravenous paracetamol in children

Background To determine the pharmacokinetics (PK) of a new i.v. formulation of paracetamol (Perfalgan) in children ≤15 yr of age. Methods After obtaining written informed consent, children under 16 yr of age were recruited to this study. Blood samples were obtained at 0, 15, 30 min, 1, 2, 4, 6, and 8 h after administration of a weight-dependent dose of i.v. paracetamol. Paracetamol concentration was measured using a validated high-performance liquid chromatographic assay with ultraviolet detection method, with a lower limit of quantification (LLOQ) of 900 pg on column and an intra-day coefficient of variation of 14.3% at the LLOQ. Population PK analysis was performed by non-linear mixed-effect modelling using NONMEM. Results One hundred and fifty-nine blood samples from 33 children aged 1.8–15 yr, weight 13.7–56 kg, were analysed. Data were best described by a two-compartment model. Only body weight as a covariate significantly improved the goodness of fit of the model. The final population models for paracetamol clearance (CL), V1 (central volume of distribution), Q (inter-compartmental clearance), and V2 (peripheral volume of distribution) were: 16.51×(WT/70)0.75, 28.4×(WT/70), 11.32×(WT/70)0.75, and 13.26×(WT/70), respectively (CL, Q in litres per hour, WT in kilograms, and V1 and V2 in litres). Conclusions In children aged 1.8–15 yr, the PK parameters for i.v. paracetamol were not influenced directly by age but were by total body weight and, using allometric size scaling, significantly affected the clearances (CL, Q) and volumes of distribution (V1, V2).

Modelling vortex formation in an unbaffled stirred tank reactors

Agitating liquids in unbaffled stirred tank leads to the formation of a vortex in the region of the impeller shaft when operating in the turbulent flow regime. A numerical model is presented here that captures such a vortex. The volume of fluid model, a multiphase flow model was employed in conjunction with a multiple reference frame model and the shear stress turbulence model. The dimensions of the tank considered here, were 0.585 m for the liquid depth and tank diameter with a 0.2925 m diameter impeller at a height of 0.2925 m. The impeller considered was an eight-bladed paddle type agitator that was rotating with an angular velocity of 7.54 rad s (72 rpm) giving a Reynolds number of 10 and Froude number of 0.043. Preliminary results of a second investigation into the effect of liquid phase properties on the vortex formed are also presented. © 2006 Elsevier B.V. All rights reserved.

A CFD study of biomass pyrolysis in a downer reactor equipped with a novel gas-solid separator - I:hydrodynamic performance

This study presents the first part of a CFD study on the performance of a downer reactor for biomass pyrolysis. The reactor was equipped with a novel gas-solid separation method, developed by the co-authors from the ICFAR (Canada). The separator, which was designed to allow for fast separation of clean pyrolysis gas, consisted of a cone deflector and a gas exit pipe installed inside the downer reactor. A multi-fluid model (Eulerian-Eulerian) with constitutive relations adopted from the kinetic theory of granular flow was used to simulate the multiphase flow. The effects of the various parameters including operation conditions, separator geometry and particle properties on the overall hydrodynamics and separation efficiency were investigated. The model prediction of the separator efficiency was compared with experimental measurements. The results revealed distinct hydrodynamic features around the cone separator, allowing for up to 100% separation efficiency. The developed model provided a platform for the second part of the study, where the biomass pyrolysis is simulated and the product quality as a function of operating conditions is analyzed. Crown Copyright © 2014 Published by Elsevier B.V. All rights reserved.

Modelling short crack growth behaviour in nickel-base superalloys

This paper provides a description of the features and mechanisms of facetted short crack growth in Ni-base superalloys, and briefly reviews existing short crack growth models in terms of their application to Ni-base alloys. The concept of “soft barriers” is introduced to produce a new two-phase model for local microstructural effects on short crack growth in Waspaloy. This is derived from detailed observations of crack growth through individual grains. The model differs from all previous approaches in highlighting the importance of crack path perturbations within grains. Potential applications of the model in alloy development are discussed.

Unravelling the theories of pre-eclampsia:Are the protective pathways the new paradigm?

Pre-eclampsia is a vascular disorder of pregnancy where anti-angiogenic factors, systemic inflammation and oxidative stress predominate, but none can claim to cause pre-eclampsia. This review provides an alternative to the 'two-stage model' of pre-eclampsia in which abnormal spiral arteries modification leads to placental hypoxia, oxidative stress and aberrant maternal systemic inflammation. Very high maternal soluble fms-like tyrosine kinase-1 (sFlt-1 also known as sVEGFR) and very low placenta growth factor (PlGF) are unique to pre-eclampsia; however, abnormal spiral arteries and excessive inflammation are also prevalent in other placental disorders. Metaphorically speaking, pregnancy can be viewed as a car with an accelerator and brakes, where inflammation, oxidative stress and an imbalance in the angiogenic milieu act as the 'accelerator'. The 'braking system' includes the protective pathways of haem oxygenase 1 (also referred as Hmox1 or HO-1) and cystathionine-γ-lyase (also known as CSE or Cth), which generate carbon monoxide (CO) and hydrogen sulphide (H2S) respectively. The failure in these pathways (brakes) results in the pregnancy going out of control and the system crashing. Put simply, pre-eclampsia is an accelerator-brake defect disorder. CO and H2S hold great promise because of their unique ability to suppress the anti-angiogenic factors sFlt-1 and soluble endoglin as well as to promote PlGF and endothelial NOS activity. The key to finding a cure lies in the identification of cheap, safe and effective drugs that induce the braking system to keep the pregnancy vehicle on track past the finishing line.

Biomaterial interactions with compromised tissue surfaces

This thesis is concerned with the nature of biomaterial interactions with compromised host tissue sites. Both ocular and dermal tissues can be wounded, following injury, disease or surgery, and consequently require the use of a biomaterial. Clear analogies exist between the cornea/tear film/contact lens and the dermal wound bed/wound fluid/skin adhesive wound dressing. The work described in this thesis builds upon established biochemistry to examine specific aspects of the interaction of biomaterials with compromised ocular and dermal tissue sites, with a particular focus on the role of vitronectin. Vitronectin is a prominent cell adhesion glycoprotein present in both tear fluid and wound fluid, and has a role in the regulation and upregulation of plasmin. The interaction of contact lenses with the cornea was assessed by a novel on-lens cell-based vitronectin assay technique. Vitronectin mapping showed that vitronectin-mediated cell adhesion to contact lens surfaces was due to the contact lens-corneal mechanical interaction rather than deposition out of the tear film. This deposition is associated predominantly with the peripheral region of the posterior contact lens surface. The locus of vitronectin deposition on the contact lens surface, which is affected by material modulus, is potentially an important factor in the generation of plasmin in the posterior tear film. Use of the vitronectin mapping technique on ex vivo bandage contact lenses revealed greater vitronectin-mediated cell adhesion to the contact lens surfaces in comparison to lenses worn in the healthy eye. The results suggest that vitronectin is more readily deposited from the impaired corneal tissue bed than the intact healthy tissue bed. Significantly, subjects with a deficient tear film were found to deposit high vitronectin-mediated cell adhesion levels to the BCL surface, thus highlighting the influence of the contact lens-tissue interaction upon deposition. Biomimetic principles imply that adhesive materials for wound applications, including hydrogels and hydrocolloids, should closely match the surface energy parameters of skin. The surface properties of hydrocolloid adhesives were found to be easily modified by contact with siliconised plastic release liners. In contrast, paper release liners did not significantly affect the adhesive surface properties. In order to characterise such materials in the actual wound environment, which is an extremely challenging task, preliminary considerations for the design of an artificial wound fluid model from an animal serum base were addressed.

Analysis of Dermatoglyphic Signs for Definition Psychic Functional State of Human's Organism

Relation between dermatoglyphic signs and temperaments types is considered. An algorithm for papillary patterns classification and Izenk’s two factors model are used for establishment relationship asymmetry signs with psychic functional state of human’s organism.

The enantioselective population pharmacokinetics of intravenous ketorolac in children using a stereoselective assay suitable for microanalysis

Objective: To describe the effect of age and body size on enantiomer selective pharmacokinetic (PK) of intravenous ketorolac in children using a microanalytical assay. Methods: Blood samples were obtained at 0, 15 and 30 min and at 1, 2, 4, 6, 8 and 12 h after a weight-dependent dose of ketorolac. Enantiomer concentration was measured using a liquid chromatography tandem mass spectrometry method. Non-linear mixed-effect modelling was used to assess PK parameters. Key findings: Data from 11 children (1.7–15.6 years, weight 10.7–67.4 kg) were best described by a two-compartment model for R(+), S(−) and racemic ketorolac. Only weight (WT) significantly improved the goodness of fit. The final population models were CL = 1.5 × (WT/46)0.75, V1 = 8.2 × (WT/46), Q = 3.4 × (WT/46)0.75, V2 = 7.9 × (WT/46), CL = 2.98 × (WT/46), V1 = 13.2 × (WT/46), Q = 2.8 × (WT/46)0.75, V2 = 51.5 × (WT/46), and CL = 1.1 × (WT/46)0.75, V1 = 4.9 × (WT/46), Q = 1.7 × (WT/46)0.75 and V2 = 6.3 × (WT/46)for R(+), S(−) and racemic ketorolac. Conclusions: Only body weight influenced the PK parameters for R(+) and S(−) ketorolac. Using allometric size scaling significantly affected the clearances (CL, Q) and volumes of distribution (V1, V2).

Essays in environmental economic valuation and decision making in the presence of an environmental disaster

The first essay developed a respondent model of Bayesian updating for a double-bound dichotomous choice (DB-DC) contingent valuation methodology. I demonstrated by way of data simulations that current DB-DC identifications of true willingness-to-pay (WTP) may often fail given this respondent Bayesian updating context. Further simulations demonstrated that a simple extension of current DB-DC identifications derived explicitly from the Bayesian updating behavioral model can correct for much of the WTP bias. Additional results provided caution to viewing respondents as acting strategically toward the second bid. Finally, an empirical application confirmed the simulation outcomes. The second essay applied a hedonic property value model to a unique water quality (WQ) dataset for a year-round, urban, and coastal housing market in South Florida, and found evidence that various WQ measures affect waterfront housing prices in this setting. However, the results indicated that this relationship is not consistent across any of the six particular WQ variables used, and is furthermore dependent upon the specific descriptive statistic employed to represent the WQ measure in the empirical analysis. These results continue to underscore the need to better understand both the WQ measure and its statistical form homebuyers use in making their purchase decision. The third essay addressed a limitation to existing hurricane evacuation modeling aspects by developing a dynamic model of hurricane evacuation behavior. A household's evacuation decision was framed as an optimal stopping problem where every potential evacuation time period prior to the actual hurricane landfall, the household's optimal choice is to either evacuate, or to wait one more time period for a revised hurricane forecast. A hypothetical two-period model of evacuation and a realistic multi-period model of evacuation that incorporates actual forecast and evacuation cost data for my designated Gulf of Mexico region were developed for the dynamic analysis. Results from the multi-period model were calibrated with existing evacuation timing data from a number of hurricanes. Given the calibrated dynamic framework, a number of policy questions that plausibly affect the timing of household evacuations were analyzed, and a deeper understanding of existing empirical outcomes in regard to the timing of the evacuation decision was achieved.

Essays on exchange rate economics

Exchange rate economics has achieved substantial development in the past few decades. Despite extensive research, a large number of unresolved problems remain in the exchange rate debate. This dissertation studied three puzzling issues aiming to improve our understanding of exchange rate behavior. Chapter Two used advanced econometric techniques to model and forecast exchange rate dynamics. Chapter Three and Chapter Four studied issues related to exchange rates using the theory of New Open Economy Macroeconomics. ^ Chapter Two empirically examined the short-run forecastability of nominal exchange rates. It analyzed important empirical regularities in daily exchange rates. Through a series of hypothesis tests, a best-fitting fractionally integrated GARCH model with skewed student-t error distribution was identified. The forecasting performance of the model was compared with that of a random walk model. Results supported the contention that nominal exchange rates seem to be unpredictable over the short run in the sense that the best-fitting model cannot beat the random walk model in forecasting exchange rate movements. ^ Chapter Three assessed the ability of dynamic general-equilibrium sticky-price monetary models to generate volatile foreign exchange risk premia. It developed a tractable two-country model where agents face a cash-in-advance constraint and set prices to the local market; the exogenous money supply process exhibits time-varying volatility. The model yielded approximate closed form solutions for risk premia and real exchange rates. Numerical results provided quantitative evidence that volatile risk premia can endogenously arise in a new open economy macroeconomic model. Thus, the model had potential to rationalize the Uncovered Interest Parity Puzzle. ^ Chapter Four sought to resolve the consumption-real exchange rate anomaly, which refers to the inability of most international macro models to generate negative cross-correlations between real exchange rates and relative consumption across two countries as observed in the data. While maintaining the assumption of complete asset markets, this chapter introduced endogenously segmented asset markets into a dynamic sticky-price monetary model. Simulation results showed that such a model could replicate the stylized fact that real exchange rates tend to move in an opposite direction with respect to relative consumption. ^

Anxiety sensitivity's facets in relation to anxious and depressive symptoms in youth

Anxiety sensitivity is a multifaceted cognitive risk factor currently being examined in relation to anxiety and depression. The paucity of research on the relative contribution of the facets of anxiety sensitivity to anxiety and depression, coupled with variations in existing findings, indicate that the relations remain inadequately understood. In the present study, the relations between the facets of anxiety sensitivity, anxiety, and depression were examined in 730 Hispanic-Latino and European-American youth referred to an anxiety specialty clinic. Youth completed the Childhood Anxiety Sensitivity Index, the Revised Children’s Manifest Anxiety Scale, and the Children’s Depression Inventory. The factor structure of the Childhood Anxiety Sensitivity Index was examined using ordered-categorical confirmatory factor analytic techniques. Goodness-of-fit criteria indicated that a two-factor model fit the data best. The identified facets of anxiety sensitivity included Physical/Mental Concerns and Social Concerns. Support was also found for cross-ethnic equivalence of the two-factor model across Hispanic-Latino and European-American youth. Structural equation modeling was used to examine models involving anxiety sensitivity, anxiety, and depression. Results indicated that an overall measure of anxiety sensitivity was positively associated with both anxiety and depression, while the facets of anxiety sensitivity showed differential relations to anxiety and depression symptoms. Both facets of anxiety sensitivity were related to overall anxiety and its symptom dimensions, with the exception being that Social Concerns was not related to physiological anxiety symptoms. Physical/Mental Concerns were strongly associated with overall depression and with all depression symptom dimensions. Social Concerns was not significantly associated with depression or its symptom dimensions. These findings highlight that anxiety sensitivity’s relations to youth psychiatric symptoms are complex. Results suggest that focusing on anxiety sensitivity’s facets is important to fully understand its role in psychopathology. Clinicians may want to target all facets of anxiety sensitivity when treating anxious youth. However, in the context of depression, it might be sufficient for clinicians to target Physical/Mental Incapacitation Concerns.

Contemporary aspects of dividends: Before and during the financial crisis

The number of dividend paying firms has been on the decline since the popularity of stock repurchases in the 1980s, and the recent financial crisis has brought about a wave of dividend reductions and omissions. This dissertation examined the U.S. firms and American Depository Receipts that are listed on the U.S. equity exchanges according to their dividend paying history in the previous twelve quarters. While accounting for the state of the economy, the firm’s size, profitability, earned equity, and growth opportunities, it determines whether or not the firm will pay a dividend in the next quarter. It also examined the likelihood of a dividend change. Further, returns of firms were examined according to their dividend paying history and the state of the economy using the Fama-French three-factor model. Using forward, backward, and step-wise selection logistic regressions, the results show that firms with a history of regular and uninterrupted dividend payments are likely to continue to pay dividends, while firms that do not have a history of regular dividend payments are not likely to begin to pay dividends or continue to do so. The results of a set of generalized polytomous logistic regressions imply that dividend paying firms are more likely to reduce dividend payments during economic expansions, as opposed to recessions. Also the analysis of returns using the Fama-French three factor model reveals that dividend paying firms are earning significant abnormal positive returns. As a special case, a similar analysis of dividend payment and dividend change was applied to American Depository Receipts that trade on the NYSE, NASDAQ, and AMEX exchanges and are issued by the Bank of New York Mellon. Returns of American Depository Receipts were examined using the Fama-French two-factor model for international firms. The results of the generalized polytomous logistic regression analyses indicate that dividend paying status and economic conditions are also important for dividend level change of American Depository Receipts, and Fama-French two-factor regressions alone do not adequately explain returns for these securities.