Forecasting financial weather - can we foresee market sentiment? Quantitative analysis of nodal prices in the New Zealand Electricity Spot Market

Time series of hourly electricity spot prices have peculiar properties. Electricity is by its nature difficult to store and has to be available on demand. There are many reasons for wanting to understand correlations in price movements, e.g. risk management purposes. The entire analysis carried out in this thesis has been applied to the New Zealand nodal electricity prices: offer prices (from 29 May 2002 to 31 March 2009) and final prices (from 1 January 1999 to 31 March 2009). In this paper, such natural factors as location of the node and generation type in the node that effects the correlation between nodal prices have been reviewed. It was noticed that the geographical factor affects the correlation between nodes more than others. Therefore, the visualisation of correlated nodes was done. However, for the offer prices the clear separation of correlated and not correlated nodes was not obtained. Finally, it was concluded that location factor most strongly affects correlation of electricity nodal prices; problems in visualisation probably associated with power losses when the power is transmitted over long distance.

Composition analysis of high-Tc superconducting thin films by quantitative x-ray fluorescence

A method is presented for determining the composition of thin films containing the elements Bi, Sr, Br, Cu, and Ca. Quantitative x-ray fluorescence (XRF) consisting of radioactive sources (secondary foil excitor 241Am-Mo source and 55Pe source), a Si(Li) detector, and a multichannel analyzer were employed. The XRF system was calibrated by using sol gel thin films of known element composition and also by sputtered thin films analyzed by the conventional Rutherford Back Scattering (RBS). The XRF system has been used to assist and optimize the sputter target composition required to produce high-Tc BiSrCaCuO films with the desired metal composition.

Differences in Standing and Sitting Postures of Youth with Idiopathic Scoliosis from Quantitative Analysis of Digital Photographs

The objective of this study was to explore whether differences in standing and sitting postures of youth with idiopathic scoliosis could be detected from quantitative analysis of digital photographs. Standing and sitting postures of 50 participants aged 10–20-years-old with idiopathic scoliosis (Cobb angle: 15° to 60°) were assessed from digital photographs using a posture evaluation software program. Based on the XY coordinates of markers, 13 angular and linear posture indices were calculated in both positions. Paired t-tests were used to compare values of standing and sitting posture indices. Significant differences between standing and sitting positions (p < 0.05) were found for head protraction, shoulder elevation, scapula asymmetry, trunk list, scoliosis angle, waist angles, and frontal and sagittal plane pelvic tilt. Quantitative analysis of digital photographs is a clinically feasible method to measure standing and sitting postures among youth with scoliosis and to assist in decisions on therapeutic interventions.

Quantitative proteomics methods for the analysis of histone post-translational modifications

Les histones sont des protéines nucléaires hautement conservées chez les cellules des eucaryotes. Elles permettent d’organiser et de compacter l’ADN sous la forme de nucléosomes, ceux-ci representant les sous unités de base de la chromatine. Les histones peuvent être modifiées par de nombreuses modifications post-traductionnelles (PTMs) telles que l’acétylation, la méthylation et la phosphorylation. Ces modifications jouent un rôle essentiel dans la réplication de l’ADN, la transcription et l’assemblage de la chromatine. L’abondance de ces modifications peut varier de facon significative lors du developpement des maladies incluant plusieurs types de cancer. Par exemple, la perte totale de la triméthylation sur H4K20 ainsi que l’acétylation sur H4K16 sont des marqueurs tumoraux spécifiques a certains types de cancer chez l’humain. Par conséquent, l’étude de ces modifications et des événements determinant la dynamique des leurs changements d’abondance sont des atouts importants pour mieux comprendre les fonctions cellulaires et moléculaires lors du développement de la maladie. De manière générale, les modifications des histones sont étudiées par des approches biochimiques telles que les immuno-buvardage de type Western ou les méthodes d’immunoprécipitation de la chromatine (ChIP). Cependant, ces approches présentent plusieurs inconvénients telles que le manque de spécificité ou la disponibilité des anticorps, leur coût ou encore la difficulté de les produire et de les valider. Au cours des dernières décennies, la spectrométrie de masse (MS) s’est avérée être une méthode performante pour la caractérisation et la quantification des modifications d’histones. La MS offre de nombreux avantages par rapport aux techniques traditionnelles. Entre autre, elle permet d’effectuer des analyses reproductibles, spécifiques et facilite l’etude d’un large spectre de PTMs en une seule analyse. Dans cette thèse, nous présenterons le développement et l’application de nouveaux outils analytiques pour l’identification et à la quantification des PTMs modifiant les histones. Dans un premier temps, une méthode a été développée pour mesurer les changements d’acétylation spécifiques à certains sites des histones. Cette méthode combine l’analyse des histones intactes et les méthodes de séquençage peptidique afin de déterminer les changements d’acétylation suite à la réaction in vitro par l’histone acétyltransférase (HAT) de levure Rtt109 en présence de ses chaperonnes (Asf1 ou Vps75). Dans un second temps, nous avons développé une méthode d’analyse des peptides isomériques des histones. Cette méthode combine la LC-MS/MS à haute résolution et un nouvel outil informatique appelé Iso-PeptidAce qui permet de déconvoluer les spectres mixtes de peptides isomériques. Nous avons évalué Iso-PeptidAce avec un mélange de peptides synthétiques isomériques. Nous avons également validé les performances de cette approche avec des histones isolées de cellules humaines érythroleucémiques (K562) traitées avec des inhibiteurs d’histones désacétylases (HDACi) utilisés en clinique, et des histones de Saccharomyces cerevisiae liées au facteur d’assemblage de la chromatine (CAF-1) purifiées par chromatographie d’affinité. Enfin, en utilisant la méthode présentée précédemment, nous avons fait une analyse approfondie de la spécificité de plusieurs HATs et HDACs chez Schizosaccharomyces pombe. Nous avons donc déterminé les niveaux d’acétylation d’histones purifiées à partir de cellules contrôles ou de souches mutantes auxquelles il manque une HAT ou HDAC. Notre analyse nous a permis de valider plusieurs cibles connues des HATs et HDACs et d’en identifier de nouvelles. Nos données ont également permis de définir le rôle des différentes HATs et HDACs dans le maintien de l’équilibre d’acétylation des histones. Dans l’ensemble, nous anticipons que les méthodes décrites dans cette thèse permettront de résoudre certains défis rencontrés dans l’étude de la chromatine. De plus, ces données apportent de nouvelles connaissances pour l’élaboration d’études génétiques et biochimiques utilisant S. pombe.

Reciprocal and wage labour in rural Ecuador. A quantitative analysis

This paper analyses the determinants for rural Ecuadorian households to participate in community works, to exchange labour, and to use paid labour. The results show that participation in community work is more common among indigenous peoples who are more committed with community and live in areas with relatively high population densities. Exchange labour agreements are more common among indigenous households settled in areas where industrial agriculture has not penetrated yet. Instead, paid labour is used by small and educated households which have access to credit.

COMP6049 Quantitative analysis

notes for class discussion and exercise

Quantitative research Data analysis page 2

data analysis table

Family-based association analysis with ordered categorical phenotypes, covariates and interactions

Genetic association analyses of family-based studies with ordered categorical phenotypes are often conducted using methods either for quantitative or for binary traits, which can lead to suboptimal analyses. Here we present an alternative likelihood-based method of analysis for single nucleotide polymorphism (SNP) genotypes and ordered categorical phenotypes in nuclear families of any size. Our approach, which extends our previous work for binary phenotypes, permits straightforward inclusion of covariate, gene-gene and gene-covariate interaction terms in the likelihood, incorporates a simple model for ascertainment and allows for family-specific effects in the hypothesis test. Additionally, our method produces interpretable parameter estimates and valid confidence intervals. We assess the proposed method using simulated data, and apply it to a polymorphism in the c-reactive protein (CRP) gene typed in families collected to investigate human systemic lupus erythematosus. By including sex interactions in the analysis, we show that the polymorphism is associated with anti-nuclear autoantibody (ANA) production in females, while there appears to be no effect in males.

Quantitative analysis of remote gas temperatures and concentrations from their infrared emission spectra

Techniques for obtaining quantitative values of the temperatures and concentrations of remote hot gaseous effluents from their measured passive emission spectra have been examined in laboratory experiments and on field trials. These emission spectra were obtained using an adapted FTIR spectrometer with 0.25 cm-1 spectral resolution. The CO2 and H2O vapour content in the plume from a 55 m smoke stack and the temperature of these gases were obtained by comparing the measured emission spectra with those modelled using the HITRAN atmospheric transmission database. The spatial distributions of CO2, CO and unburnt CH4 in a laboratory methane flame were reconstructed tomographically using a matrix inversion technique.

Remote gas detection and quantitative analysis from infrared emission spectra obtained by Fourier transform infrared spectroscopy

Techniques for obtaining quantitative values of the temperatures and concentrations of remote hot gaseous effluents from their measured passive emission spectra have been examined in laboratory experiments. The high sensitivity of the spectrometer in the vicinity of the 2397 cm-1 band head region of CO2 has allowed the gas temperature to be calculated from the relative intensity of the observed rotational lines. The spatial distribution of the CO2 in a methane flame has been reconstructed tomographically using a matrix inversion technique. The spectrometer has been calibrated against a black body source at different temperatures and a self absorption correction has been applied to the data avoiding the need to measure the transmission directly. Reconstruction artifacts have been reduced by applying a smoothing routine to the inversion matrix.

Quantitative thermal imaging analysis of aircraft materials: through skin sensing (Invited Paper)

Thermal non-destructive testing (NDT) is commonly used for assessing aircraft structures. This research work evaluates the potential of pulsed -- transient thermography for locating fixtures beneath aircraft skins in order to facilitate accurate automated assembly operations. Representative aluminium and carbon fibre aircraft skin-fixture assemblies were modelled using thermal modelling software. The assemblies were also experimentally investigated with an integrated pulsed thermographic evaluation system, as well as using a custom built system incorporating a miniature un-cooled camera. Modelling showed that the presence of an air gap between skin and fixture significantly reduced the thermal contrast developed, especially in aluminium. Experimental results show that fixtures can be located to accuracies of 0.5 mm.

Quantitative analysis of accuracy of an inertial/acoustic 6DOF tracking system in motion

An increasing number of neuroscience experiments are using virtual reality to provide a more immersive and less artificial experimental environment. This is particularly useful to navigation and three-dimensional scene perception experiments. Such experiments require accurate real-time tracking of the observer's head in order to render the virtual scene. Here, we present data on the accuracy of a commonly used six degrees of freedom tracker (Intersense IS900) when it is moved in ways typical of virtual reality applications. We compared the reported location of the tracker with its location computed by an optical tracking method. When the tracker was stationary, the root mean square error in spatial accuracy was 0.64 mm. However, we found that errors increased over ten-fold (up to 17 mm) when the tracker moved at speeds common in virtual reality applications. We demonstrate that the errors we report here are predominantly due to inaccuracies of the IS900 system rather than the optical tracking against which it was compared. (c) 2006 Elsevier B.V. All rights reserved.