Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.

Chlamydial infection and spatial ascension of the female genital tract : a novel hybrid cellular automata and continuum mathematical model

Sexually transmitted chlamydial infection initially establishes in the endocervix in females, but if the infection ascends the genital tract, significant disease, including infertility, can result. Many of the mechanisms associated with chlamydial infection kinetics and disease ascension are unknown. We attempt to elucidate some of these processes by developing a novel mathematical model, using a cellular automata–partial differential equation model. We matched our model outputs to experimental data of chlamydial infection of the guinea-pig cervix and carried out sensitivity analyses to determine the relative influence of model parameters. We found that the rate of recruitment and action of innate immune cells to clear extracellular chlamydial particles and the rate of passive movement of chlamydial particles are the dominant factors in determining the early course of infection, magnitude of the peak chlamydial time course and the time of the peak. The rate of passive movement was found to be the most important factor in determining whether infection would ascend to the upper genital tract. This study highlights the importance of early innate immunity in the control of chlamydial infection and the significance of motility-diffusive properties and the adaptive immune response in the magnitude of infection and in its ascension.

Using a longitudinal model to estimate the effect of methicillin-resistant staphylococcus aureus infection on length of stay in an intensive care unit

Healthcare-associated methicillin-resistant Staphylococcus aureus(MRSA) infection may cause increased hospital stay or, sometimes, death. Quantifying this effect is complicated because it is a time-dependent exposure: infection may prolong hospital stay, while longer stays increase the risk of infection. We overcome these problems by using a multinomial longitudinal model for estimating the daily probability of death and discharge. We then extend the basic model to estimate how the effect of MRSA infection varies over time, and to quantify the number of excess ICU days due to infection. We find that infection decreases the relative risk of discharge (relative risk ratio = 0.68, 95% credible interval: 0.54, 0.82), but is only indirectly associated with increased mortality. An infection on the first day of admission resulted in a mean extra stay of 0.3 days (95% CI: 0.1, 0.5) for a patient with an APACHE II score of 10, and 1.2 days (95% CI: 0.5, 2.0) for a patient with an APACHE II score of 30. The decrease in the relative risk of discharge remained fairly constant with day of MRSA infection, but was slightly stronger closer to the start of infection. These results confirm the importance of MRSA infection in increasing ICU stay, but suggest that previous work may have systematically overestimated the effect size.

A University Support Model for eResearch

Queensland University of Technology (QUT) is faced with a rapidly growing research agenda built upon a strategic research capacity-building program. This presentation will outline the results of a project that has recently investigated QUT’s research support requirements and which has developed a model for the support of eResearch across the university. QUT’s research building strategy has produced growth at the faculty level and within its research institutes. This increased research activity is pushing the need for university-wide eResearch platforms capable of providing infrastructure and support in areas such as collaboration, data, networking, authentication and authorisation, workflows and the grid. One of the driving forces behind the investigation is data-centric nature of modern research. It is now critical that researchers have access to supported infrastructure that allows the collection, analysis, aggregation and sharing of large data volumes for exploration and mining in order to gain new insights and to generate new knowledge. However, recent surveys into current research data management practices by the Australian Partnership for Sustainable Repositories (APSR) and by QUT itself, has revealed serious shortcomings in areas such as research data management, especially its long term maintenance for reuse and authoritative evidence of research findings. While these internal university pressures are building, at the same time there are external pressures that are magnifying them. For example, recent compliance guidelines from bodies such as the ARC, and NHMRC and Universities Australia indicate that institutions need to provide facilities for the safe and secure storage of research data along with a surrounding set of policies, on its retention, ownership and accessibility. The newly formed Australian National Data Service (ANDS) is developing strategies and guidelines for research data management and research institutions are a central focus, responsible for managing and storing institutional data on platforms that can be federated nationally and internationally for wider use. For some time QUT has recognised the importance of eResearch and has been active in a number of related areas: ePrints to digitally publish research papers, grid computing portals and workflows, institutional-wide provisioning and authentication systems, and legal protocols for copyright management. QUT also has two widely recognised centres focused on fundamental research into eResearch itself: The OAK LAW project (Open Access to Knowledge) which focuses upon legal issues relating eResearch and the Microsoft QUT eResearch Centre whose goal is to accelerate scientific research discovery, through new smart software. In order to better harness all of these resources and improve research outcomes, the university recently established a project to investigate how it might better organise the support of eResearch. This presentation will outline the project outcomes, which include a flexible and sustainable eResearch support service model addressing short and longer term research needs, identification of resource requirements required to establish and sustain the service, and the development of research data management policies and implementation plans.

Multi-vehicles interaction graph model for cooperative collision warning system

Cooperative collision warning system for road vehicles, enabled by recent advances in positioning systems and wireless communication technologies, can potentially reduce traffic accident significantly. To improve the system, we propose a graph model to represent interactions between multiple road vehicles in a specific region and at a specific time. Given a list of vehicles in vicinity, we can generate the interaction graph using several rules that consider vehicle's properties such as position, speed, heading, etc. Safety applications can use the model to improve emergency warning accuracy and optimize wireless channel usage. The model allows us to develop some congestion control strategies for an efficient multi-hop broadcast protocol.

Time series analysis of a Web search engine transaction log

In this paper, we use time series analysis to evaluate predictive scenarios using search engine transactional logs. Our goal is to develop models for the analysis of searchers’ behaviors over time and investigate if time series analysis is a valid method for predicting relationships between searcher actions. Time series analysis is a method often used to understand the underlying characteristics of temporal data in order to make forecasts. In this study, we used a Web search engine transactional log and time series analysis to investigate users’ actions. We conducted our analysis in two phases. In the initial phase, we employed a basic analysis and found that 10% of searchers clicked on sponsored links. However, from 22:00 to 24:00, searchers almost exclusively clicked on the organic links, with almost no clicks on sponsored links. In the second and more extensive phase, we used a one-step prediction time series analysis method along with a transfer function method. The period rarely affects navigational and transactional queries, while rates for transactional queries vary during different periods. Our results show that the average length of a searcher session is approximately 2.9 interactions and that this average is consistent across time periods. Most importantly, our findings shows that searchers who submit the shortest queries (i.e., in number of terms) click on highest ranked results. We discuss implications, including predictive value, and future research.

The explicit hazard model – part 1: theoretical development

Modern Engineering Asset Management (EAM) requires the accurate assessment of current and the prediction of future asset health condition. Appropriate mathematical models that are capable of estimating times to failures and the probability of failures in the future are essential in EAM. In most real-life situations, the lifetime of an engineering asset is influenced and/or indicated by different factors that are termed as covariates. Hazard prediction with covariates is an elemental notion in the reliability theory to estimate the tendency of an engineering asset failing instantaneously beyond the current time assumed that it has already survived up to the current time. A number of statistical covariate-based hazard models have been developed. However, none of them has explicitly incorporated both external and internal covariates into one model. This paper introduces a novel covariate-based hazard model to address this concern. This model is named as Explicit Hazard Model (EHM). Both the semi-parametric and non-parametric forms of this model are presented in the paper. The major purpose of this paper is to illustrate the theoretical development of EHM. Due to page limitation, a case study with the reliability field data is presented in the applications part of this study.

Monitoring the Performance of Complex Projects from Multiple Perspectives over Multiple Time Frames

When complex projects go wrong they can go horribly wrong with severe financial consequences. We are undertaking research to develop leading performance indicators for complex projects, metrics to provide early warning of potential difficulties. The assessment of success of complex projects can be made by a range of stakeholders over different time scales, against different levels of project results: the project’s outputs at the end of the project; the project’s outcomes in the months following project completion; and the project’s impact in the years following completion. We aim to identify leading performance indicators, which may include both success criteria and success factors, and which can be measured by the project team during project delivery to forecast success as assessed by key stakeholders in the days, months and years following the project. The hope is the leading performance indicators will act as alarm bells to show if a project is diverting from plan so early corrective action can be taken. It may be that different combinations of the leading performance indicators will be appropriate depending on the nature of project complexity. In this paper we develop a new model of project success, whereby success is assessed by different stakeholders over different time frames against different levels of project results. We then relate this to measurements that can be taken during project delivery. A methodology is described to evaluate the early parts of this model. Its implications and limitations are described. This paper describes work in progress.

Towards a model of the institutional logics of climate change

The proliferation of innovative schemes to address climate change at international, national and local levels signals a fundamental shift in the priority and role of the natural environment to society, organizations and individuals. This shift in shared priorities invites academics and practitioners to consider the role of institutions in shaping and constraining responses to climate change at multiple levels of organisations and society. Institutional theory provides an approach to conceptualising and addressing climate change challenges by focusing on the central logics that guide society, organizations and individuals and their material and symbolic relationship to the environment. For example, framing a response to climate change in the form of an emission trading scheme evidences a practice informed by a capitalist market logic (Friedland and Alford 1991). However, not all responses need necessarily align with a market logic. Indeed, Thornton (2004) identifies six broad societal sectors each with its own logic (markets, corporations, professions, states, families, religions). Hence, understanding the logics that underpin successful –and unsuccessful– climate change initiatives contributes to revealing how institutions shape and constrain practices, and provides valuable insights for policy makers and organizations. This paper develops models and propositions to consider the construction of, and challenges to, climate change initiatives based on institutional logics (Thornton and Ocasio 2008). We propose that the challenge of understanding and explaining how climate change initiatives are successfully adopted be examined in terms of their institutional logics, and how these logics evolve over time. To achieve this, a multi-level framework of analysis that encompasses society, organizations and individuals is necessary (Friedland and Alford 1991). However, to date most extant studies of institutional logics have tended to emphasize one level over the others (Thornton and Ocasio 2008: 104). In addition, existing studies related to climate change initiatives have largely been descriptive (e.g. Braun 2008) or prescriptive (e.g. Boiral 2006) in terms of the suitability of particular practices. This paper contributes to the literature on logics by examining multiple levels: the proliferation of the climate change agenda provides a site in which to study how institutional logics are played out across multiple, yet embedded levels within society through institutional forums in which change takes place. Secondly, the paper specifically examines how institutional logics provide society with organising principles –material practices and symbolic constructions– which enable and constrain their actions and help define their motives and identity. Based on this model, we develop a series of propositions of the conditions required for the successful introduction of climate change initiatives. The paper proceeds as follows. We present a review of literature related to institutional logics and develop a generic model of the process of the operation of institutional logics. We then consider how this is applied to key initiatives related to climate change. Finally, we develop a series of propositions which might guide insights into the successful implementation of climate change practices.

A model to predict hypovigilance during a monotonous task

The driving task requires sustained attention during prolonged periods, and can be performed in highly predictable or repetitive environments. Such conditions could create drowsiness or hypovigilance and impair the ability to react to critical events. Identifying vigilance decrement in monotonous conditions has been a major subject of research, but no research to date has attempted to predict this vigilance decrement. This pilot study aims to show that vigilance decrements due to monotonous tasks can be predicted through mathematical modelling. A short vigilance task sensitive to short periods of lapses of vigilance called Sustained Attention to Response Task is used to assess participants’ performance. This task models the driver’s ability to cope with unpredicted events by performing the expected action. A Hidden Markov Model (HMM) is proposed to predict participants’ hypovigilance. Driver’s vigilance evolution is modelled as a hidden state and is correlated to an observable variable: the participant’s reactions time. This experiment shows that the monotony of the task can lead to an important vigilance decline in less than five minutes. This impairment can be predicted four minutes in advance with an 86% accuracy using HMMs. This experiment showed that mathematical models such as HMM can efficiently predict hypovigilance through surrogate measures. The presented model could result in the development of an in-vehicle device that detects driver hypovigilance in advance and warn the driver accordingly, thus offering the potential to enhance road safety and prevent road crashes.

Urban network travel time estimation from stop-line loop detector data and signal controller data

This paper presents a model to estimate travel time using cumulative plots. Three different cases considered are i) case-Det, for only detector data; ii) case-DetSig, for detector data and signal controller data and iii) case-DetSigSFR: for detector data, signal controller data and saturation flow rate. The performance of the model for different detection intervals is evaluated. It is observed that detection interval is not critical if signal timings are available. Comparable accuracy can be obtained from larger detection interval with signal timings or from shorter detection interval without signal timings. The performance for case-DetSig and for case-DetSigSFR is consistent with accuracy generally more than 95% whereas, case-Det is highly sensitive to the signal phases in the detection interval and its performance is uncertain if detection interval is integral multiple of signal cycles.

Practice briefing : Is BOT the best financing model to procure infrastructure projects? A case study of the Hong Kong-Shuhai-Macau Bridge

Abstract: Purpose – Several major infrastructure projects in the Hong Kong Special Administrative Region (HKSAR) have been delivered by the build-operate-transfer (BOT) model since the 1960s. Although the benefits of using BOT have been reported abundantly in the contemporary literature, some BOT projects were less successful than the others. This paper aims to find out why this is so and to explore whether BOT is the best financing model to procure major infrastructure projects. Design/methodology/approach – The benefits of BOT will first be reviewed. Some completed BOT projects in Hong Kong will be examined to ascertain how far the perceived benefits of BOT have been materialized in these projects. A highly profiled project, the Hong Kong-Zhuhai-Macau Bridge, which has long been promoted by the governments of the People's Republic of China, Macau Special Administrative Region and the HKSAR that BOT is the preferred financing model, but suddenly reverted back to the traditional financing model to be funded primarily by the three governments with public money instead, will be studied to explore the true value of the BOT financial model. Findings – Six main reasons for this radical change are derived from the analysis: shorter take-off time for the project; difference in legal systems causing difficulties in drafting BOT agreements; more government control on tolls; private sector uninterested due to unattractive economic package; avoid allegation of collusion between business and the governments; and a comfortable financial reserve possessed by the host governments. Originality/value – The findings from this paper are believed to provide a better understanding to the real benefits of BOT and the governments' main decision criteria in delivering major infrastructure projects.

New Approach on Robust Delay-Dependent H∞ Control for Uncertain T-S Fuzzy Systems With Interval Time-Varying Delay

This paper investigates the robust H∞ control for Takagi-Sugeno (T-S) fuzzy systems with interval time-varying delay. By employing a new and tighter integral inequality and constructing an appropriate type of Lyapunov functional, delay-dependent stability criteria are derived for the control problem. Because neither any model transformation nor free weighting matrices are employed in our theoretical derivation, the developed stability criteria significantly improve and simplify the existing stability conditions. Also, the maximum allowable upper delay bound and controller feedback gains can be obtained simultaneously from the developed approach by solving a constrained convex optimization problem. Numerical examples are given to demonstrate the effectiveness of the proposed methods.

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.

Real time detectionof airborne fungal spores and investigations into their dynamics in indoor air

Concern regarding the health effects of indoor air quality has grown in recent years, due to the increased prevalence of many diseases, as well as the fact that many people now spend most of their time indoors. While numerous studies have reported on the dynamics of aerosols indoors, the dynamics of bioaerosols in indoor environments are still poorly understood and very few studies have focused on fungal spore dynamics in indoor environments. Consequently, this work investigated the dynamics of fungal spores in indoor air, including fungal spore release and deposition, as well as investigating the mechanisms involved in the fungal spore fragmentation process. In relation to the investigation of fungal spore dynamics, it was found that the deposition rates of the bioaerosols (fungal propagules) were in the same range as the deposition rates of nonbiological particles and that they were a function of their aerodynamic diameters. It was also found that fungal particle deposition rates increased with increasing ventilation rates. These results (which are reported for the first time) are important for developing an understanding of the dynamics of fungal spores in the air. In relation to the process of fungal spore fragmentation, important information was generated concerning the airborne dynamics of the spores, as well as the part/s of the fungi which undergo fragmentation. The results obtained from these investigations into the dynamics of fungal propagules in indoor air significantly advance knowledge about the fate of fungal propagules in indoor air, as well as their deposition in the respiratory tract. The need to develop an advanced, real-time method for monitoring bioaerosols has become increasingly important in recent years, particularly as a result of the increased threat from biological weapons and bioterrorism. However, to date, the Ultraviolet Aerodynamic Particle Sizer (UVAPS, Model 3312, TSI, St Paul, MN) is the only commercially available instrument capable of monitoring and measuring viable airborne micro-organisms in real-time. Therefore (for the first time), this work also investigated the ability of the UVAPS to measure and characterise fungal spores in indoor air. The UVAPS was found to be sufficiently sensitive for detecting and measuring fungal propagules. Based on fungal spore size distributions, together with fluorescent percentages and intensities, it was also found to be capable of discriminating between two fungal spore species, under controlled laboratory conditions. In the field, however, it would not be possible to use the UVAPS to differentiate between different fungal spore species because the different micro-organisms present in the air may not only vary in age, but may have also been subjected to different environmental conditions. In addition, while the real-time UVAPS was found to be a good tool for the investigation of fungal particles under controlled conditions, it was not found to be selective for bioaerosols only (as per design specifications). In conclusion, the UVAPS is not recommended for use in the direct measurement of airborne viable bioaerosols in the field, including fungal particles, and further investigations into the nature of the micro-organisms, the UVAPS itself and/or its use in conjunction with other conventional biosamplers, are necessary in order to obtain more realistic results. Overall, the results obtained from this work on airborne fungal particle dynamics will contribute towards improving the detection capabilities of the UVAPS, so that it is capable of selectively monitoring and measuring bioaerosols, for which it was originally designed. This work will assist in finding and/or improving other technologies capable of the real-time monitoring of bioaerosols. The knowledge obtained from this work will also be of benefit in various other bioaerosol applications, such as understanding the transport of bioaerosols indoors.