Report : stochastic analysis of road asset data for maintenance cost prediction

Reliable budget/cost estimates for road maintenance and rehabilitation are subjected to uncertainties and variability in road asset condition and characteristics of road users. The CRC CI research project 2003-029-C ‘Maintenance Cost Prediction for Road’ developed a method for assessing variation and reliability in budget/cost estimates for road maintenance and rehabilitation. The method is based on probability-based reliable theory and statistical method. The next stage of the current project is to apply the developed method to predict maintenance/rehabilitation budgets/costs of large networks for strategic investment. The first task is to assess the variability of road data. This report presents initial results of the analysis in assessing the variability of road data. A case study of the analysis for dry non reactive soil is presented to demonstrate the concept in analysing the variability of road data for large road networks. In assessing the variability of road data, large road networks were categorised into categories with common characteristics according to soil and climatic conditions, pavement conditions, pavement types, surface types and annual average daily traffic. The probability distributions, statistical means, and standard deviation values of asset conditions and annual average daily traffic for each type were quantified. The probability distributions and the statistical information obtained in this analysis will be used to asset the variation and reliability in budget/cost estimates in later stage. Generally, we usually used mean values of asset data of each category as input values for investment analysis. The variability of asset data in each category is not taken into account. This analysis method demonstrated that it can be used for practical application taking into account the variability of road data in analysing large road networks for maintenance/rehabilitation investment analysis.

Towards a rule-based matrix for evaluating distress mechanisms in bridges

The effective management of bridge stock involves making decisions as to when to repair, remedy, or do nothing, taking into account the financial and service life implications. Such decisions require a reliable diagnosis as to the cause of distress and an understanding of the likely future degradation. Such diagnoses are based on a combination of visual inspections, laboratory tests on samples and expert opinions. In addition, the choice of appropriate laboratory tests requires an understanding of the degradation mechanisms involved. Under these circumstances, the use of expert systems or evaluation tools developed from “realtime” case studies provides a promising solution in the absence of expert knowledge. This paper addresses the issues in bridge infrastructure management in Queensland, Australia. Bridges affected by alkali silica reaction and chloride induced corrosion have been investigated and the results presented using a mind mapping tool. The analysis highights that several levels of rules are required to assess the mechanism causing distress. The systematic development of a rule based approach is presented. An example of this application to a case study bridge has been used to demonstrate that preliminary results are satisfactory.

Towards a Rule-based matrix for evaluating distress mechanisms in bridges

One of the key issues facing public asset owners is the decision of refurbishing aged built assets. This decision requires an assessment of the “remaining service life” of the key components in a building. The remaining service life is significantly dependent upon the existing condition of the asset and future degradation patterns considering durability and functional obsolescence. Recently developed methods on Residual Service Life modelling, require sophisticated data that are not readily available. Most of the data available are in the form of reports prior to undertaking major repairs or in the form of sessional audit reports. Valuable information from these available sources can serve as bench marks for estimating the reference service life. The authors have acquired similar informations from a public asset building in Melbourne. Using these informations, the residual service life of a case study building façade has been estimated in this paper based on state-of-the-art approaches. These estimations have been evaluated against expert opinion. Though the results are encouraging it is clear that the state-of-the-art methodologies can only provide meaningful estimates provided the level and quality of data are available. This investigation resulted in the development of a new framework for maintenance that integrates the condition assessment procedures and factors influencing residual service life

Increasing stochastic perturbations enhances acquisition and learning of complex sport movements

Traditionally, the aquisition of skills and sport movement has been characterised by numerous repetitions of presumed model movement pattern to be acquired by learners. This approach has been questioned by research identifying the presence of individualised movement patterns and the low probability of occurrence of two identical movements within and between individuals. In contrast, the differential learning approach claims advantage for incurring variability in the learning process by adding stochastic perturbations during practice. These ideas are exemplified by data from a high jump experiment which compared the effectiveness of classical and a differential training approach with pre-post test design. Results showed clear advantages for the group with additional stochastic perturbation during the aquisition phase in comparison to classically trained athletes. Analogies to similar phenomenological effects in the neurobiological literature are discussed.

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

Inducing shades of meaning by matrix methods : a first step towards thematic analysis of opinion

This article explores two matrix methods to induce the ``shades of meaning" (SoM) of a word. A matrix representation of a word is computed from a corpus of traces based on the given word. Non-negative Matrix Factorisation (NMF) and Singular Value Decomposition (SVD) compute a set of vectors corresponding to a potential shade of meaning. The two methods were evaluated based on loss of conditional entropy with respect to two sets of manually tagged data. One set reflects concepts generally appearing in text, and the second set comprises words used for investigations into word sense disambiguation. Results show that for NMF consistently outperforms SVD for inducing both SoM of general concepts as well as word senses. The problem of inducing the shades of meaning of a word is more subtle than that of word sense induction and hence relevant to thematic analysis of opinion where nuances of opinion can arise.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Addressing issues in sparseness, ecological bias and formulation of the adjacency matrix in Bayesian spatio-temporal analysis of disease counts

The main objective of this PhD was to further develop Bayesian spatio-temporal models (specifically the Conditional Autoregressive (CAR) class of models), for the analysis of sparse disease outcomes such as birth defects. The motivation for the thesis arose from problems encountered when analyzing a large birth defect registry in New South Wales. The specific components and related research objectives of the thesis were developed from gaps in the literature on current formulations of the CAR model, and health service planning requirements. Data from a large probabilistically-linked database from 1990 to 2004, consisting of fields from two separate registries: the Birth Defect Registry (BDR) and Midwives Data Collection (MDC) were used in the analyses in this thesis. The main objective was split into smaller goals. The first goal was to determine how the specification of the neighbourhood weight matrix will affect the smoothing properties of the CAR model, and this is the focus of chapter 6. Secondly, I hoped to evaluate the usefulness of incorporating a zero-inflated Poisson (ZIP) component as well as a shared-component model in terms of modeling a sparse outcome, and this is carried out in chapter 7. The third goal was to identify optimal sampling and sample size schemes designed to select individual level data for a hybrid ecological spatial model, and this is done in chapter 8. Finally, I wanted to put together the earlier improvements to the CAR model, and along with demographic projections, provide forecasts for birth defects at the SLA level. Chapter 9 describes how this is done. For the first objective, I examined a series of neighbourhood weight matrices, and showed how smoothing the relative risk estimates according to similarity by an important covariate (i.e. maternal age) helped improve the model’s ability to recover the underlying risk, as compared to the traditional adjacency (specifically the Queen) method of applying weights. Next, to address the sparseness and excess zeros commonly encountered in the analysis of rare outcomes such as birth defects, I compared a few models, including an extension of the usual Poisson model to encompass excess zeros in the data. This was achieved via a mixture model, which also encompassed the shared component model to improve on the estimation of sparse counts through borrowing strength across a shared component (e.g. latent risk factor/s) with the referent outcome (caesarean section was used in this example). Using the Deviance Information Criteria (DIC), I showed how the proposed model performed better than the usual models, but only when both outcomes shared a strong spatial correlation. The next objective involved identifying the optimal sampling and sample size strategy for incorporating individual-level data with areal covariates in a hybrid study design. I performed extensive simulation studies, evaluating thirteen different sampling schemes along with variations in sample size. This was done in the context of an ecological regression model that incorporated spatial correlation in the outcomes, as well as accommodating both individual and areal measures of covariates. Using the Average Mean Squared Error (AMSE), I showed how a simple random sample of 20% of the SLAs, followed by selecting all cases in the SLAs chosen, along with an equal number of controls, provided the lowest AMSE. The final objective involved combining the improved spatio-temporal CAR model with population (i.e. women) forecasts, to provide 30-year annual estimates of birth defects at the Statistical Local Area (SLA) level in New South Wales, Australia. The projections were illustrated using sixteen different SLAs, representing the various areal measures of socio-economic status and remoteness. A sensitivity analysis of the assumptions used in the projection was also undertaken. By the end of the thesis, I will show how challenges in the spatial analysis of rare diseases such as birth defects can be addressed, by specifically formulating the neighbourhood weight matrix to smooth according to a key covariate (i.e. maternal age), incorporating a ZIP component to model excess zeros in outcomes and borrowing strength from a referent outcome (i.e. caesarean counts). An efficient strategy to sample individual-level data and sample size considerations for rare disease will also be presented. Finally, projections in birth defect categories at the SLA level will be made.

Botanical matrix

Botanical matrix is a graphic map produced via a process involving an initial site installation (350 m contour transect), a botanical survey and photographic documentation of species. The site is a housing subdivision at Point Henry, on the SE coast of Western Australia which is a landscape which is host the most botanically diverse vegetation found worldwide - known locally as 'kwongan'. Notoriously difficult vegetation to measure and map, kwongan is a visual 'engima', for paradoxically it appears to the lay person as visually bland and highly homogenous. There is thus is a critical need for the development of new forms of representation which overcome the barriers between the perception and reality of this botanical condition. Botanical Matrix is one result of the author's research which seeks to address this important problem.

The osteogenic differentiation of adipose tissue-derived precursor cells in A 3D scaffold/matrix environment

Abstract: This paper details an in-vitro study using human adipose tissue-derived precursor/stem cells (ADSCs) in three-dimensional (3D) tissue culture systems. ADSCs from 3 donors were seeded onto NaOH-treated medical grade polycaprolactone-tricalcium phosphate (mPCL-TCP) scaffolds with two different matrix components; fibrin glue and lyophilized collagen. ADSCs within these scaffolds were then induced to differentiate along the osteogenic lineage for a 28-day period and various assays and imaging techniques were performed at Day 1, 7, 14, 21 and 28 to assess and compare the ADSC’s adhesion, viability, proliferation, metabolism and differentiation along the osteogenic lineage when cultured in the different scaffold/matrix systems. The ADSC cells were proliferative in both collagen and fibrin mPCL-TCP scaffold systems with a consistently higher cell number (by comparing DNA amounts) in the induced group over the non-induced groups for both scaffold systems. In response to osteogenic induction, these ADSCs expressed elevated osteocalcin, alkaline phosphatase and osteonectin levels. Cells were able to proliferate within the pores of the scaffolds and form dense cellular networks after 28 days of culture and induction. The successful cultivation of osteogenic by FDM process manufactured ADSCs within a 3D matrix comprising fibrin glue or collagen, immobilized within a robust synthetic scaffold is a promising technique which should enhance their potential usage in the regenerative medicine arena, such as bone tissue engineering.

A hydrogen tethered inhibitor of matrix metalloproteinases

During wound repair, the balance between matrix metalloproteinases (MMPs) and their natural inhibitors (the TIMPs) is crucial for the normal extra cellular matrix turnover. However, the over expression of several MMPs including MMP-1, 2, 3, 8, 9 and MMP-10, combined with abnormally high levels of activation or low expression of TIMPs, may contribute to excessive degradation of connective tissue and formation of chronic ulcers. There are many groups exploring strategies for promoting wound healing involving delivery of growth factors, cells, ECM components and small molecules. Our approach for improving the balance of MMPs is not to add anything more to the wound, but instead to neutralise the over-expressed MMPs using inhibitors tethered to a bandage-like hydrogel. Our in vitro experiments using designed synthetic pseudo peptide inhibitors have been demonstrated to inhibit MMP activity in standard solutions. These inhibitors have also been tethered to polyethylene glycol hydrogels using a facile reaction between the linker unit on the inhibitor and the gel. After tethering the inhibition of MMPs diminishes to some extent and we postulate that this arises due to poor diffusion of the MMPs into the gels. When the tethered inhibitors were tested against chronic wound fluid obtained against patients we observed over 40% inhibition in proteolytic activity suggesting our approach may prove useful in rebalancing MMPs within chronic wounds.

A peptidomimetic inhibitor of matrix metalloproteinases containing a tetherable linker group

Successful wound repair and normal turnover of the extracellular matrix relies on a balance between matrix metalloproteinases (MMPs) and their natural inhibitors (the TIMPs). When over-expression of MMPs and abnormally high levels of activation or low expression of TIMPs are encountered, excessive degradation of connective tissue and the formation of chronic ulcers can occur. One strategy to rebalance MMPs and TIMPs is to use inhibitors. We have designed a synthetic pseudopeptide inhibitor with an amine linker group based on a known high-affinity peptidomimetic MMP inhibitor have demonstrated inhibition of MMP-1, -2, -3 and -9 activity in standard solutions. The inhibitor was also tethered to a polyethylene glycol hydrogel using a facile reaction between the linker unit on the inhibitor and the hydrogel precursors. After tethering, we observed inhibition of the MMPs although there was an increase in the IC50s which was attributed to poor diffusion of the MMPs into the hydrogels, reduced activity of the tethered inhibitor or incomplete incorporation of the inhibitor into the hydrogels. When the tethered inhibitors were tested against chronic wound fluid we observed significant inhibition in proteolytic activity suggesting our approach may prove useful in rebalancing MMPs within chronic wounds.