928 resultados para Multivariate GARCH models


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The gross overrepresentation of Indigenous peoples in prison populations suggests that sentencing may be a discriminatory process. Using findings from recent (1991–2011) multivariate statistical sentencing analyses from the United States, Canada, and Australia, we review the 3 key hypotheses advanced as plausible explanations for baseline sentencing discrepancies between Indigenous and non-Indigenous adult criminal defendants: (a) differential involvement, (b) negative discrimination, and (c) positive discrimination. Overall, the prior research shows strong support for the differential involvement thesis and some support for the discrimination theses (positive and negative). We argue that where discrimination is found, it may be explained by the lack of a more complete set of control variables in researchers’ multivariate models and/or differing political and social contexts.

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In various industrial and scientific fields, conceptual models are derived from real world problem spaces to understand and communicate containing entities and coherencies. Abstracted models mirror the common understanding and information demand of engineers, who apply conceptual models for performing their daily tasks. However, most standardized models in Process Management, Product Lifecycle Management and Enterprise Resource Planning lack of a scientific foundation for their notation. In collaboration scenarios with stakeholders from several disciplines, tailored conceptual models complicate communication processes, as a common understanding is not shared or implemented in specific models. To support direct communication between experts from several disciplines, a visual language is developed which allows a common visualization of discipline-specific conceptual models. For visual discrimination and to overcome visual complexity issues, conceptual models are arranged in a three-dimensional space. The visual language introduced here follows and extends established principles of Visual Language science.

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Dengue fever is one of the world’s most important vector-borne diseases. The transmission area of this disease continues to expand due to many factors including urban sprawl, increased travel and global warming. Current preventative techniques are primarily based on controlling mosquito vectors as other prophylactic measures, such as a tetravalent vaccine are unlikely to be available in the foreseeable future. However, the continually increasing dengue incidence suggests that this strategy alone is not sufficient. Epidemiological models attempt to predict future outbreaks using information on the risk factors of the disease. Through a systematic literature review, this paper aims at analyzing the different modeling methods and their outputs in terms of accurately predicting disease outbreaks. We found that many previous studies have not sufficiently accounted for the spatio-temporal features of the disease in the modeling process. Yet with advances in technology, the ability to incorporate such information as well as the socio-environmental aspect allowed for its use as an early warning system, albeit limited geographically to a local scale.

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The aim of this study was to identify what outcome measures or quality indicators are being used to evaluate advanced and new roles in nine allied health professions and whether the measures are evaluating outcomes of interest to the patient, the clinician, or the healthcare provider. A systematic search strategy was used. Medical and allied health databases were searched and relevant articles extracted. Relevant studies with at least 1 outcome measure were evaluated. A total of 106 articles were identified that described advanced roles, however, only 23 of these described an outcome measure in sufficient detail to be included for review. The majority of the reported measures fit into the economic and process categories. The most reported outcome related to patients was satisfaction surveys. Measures of patient health outcomes were infrequently reported. It is unclear from the studies evaluated whether new models of allied healthcare can be shown to be as safe and effective as traditional care for a given procedure. Outcome measures chosen to evaluate these services often reflect organizational need and not patient outcomes. Organizations need to ensure that high-quality performance measures are chosen to evaluate the success of new health service innovations. There needs to be a move away from in-house type surveys that add little or no valid evidence as to the effect of a new innovation. More importance needs to be placed on patient outcomes as a measure of the quality of allied health interventions.

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Emergency health is a critical component of Australia’s health system and one which is increasingly congested from growing demand and blocked access to inpatient beds. The Emergency Health Services Queensland (EHSQ) study aims to identify the factors driving increased demand for emergency health and to evaluate strategies which may safely reduce the future demand growth. This monograph addresses the characteristics of users of emergency health services with an aim to identify those that appear to contribute to demand growth. This study utilises data on patients treated by Emergency Departments (ED) and Queensland Ambulance Service (QAS) across Queensland. ED data was derived from the Emergency Department Information System (EDIS) for the period 2001-02 through to 2010-11. Ambulance data was extracted from the QAS’ Ambulance Information Management System (AIMS) and electronic Ambulance Report Form (eARF) for the period 2001-02 through to 2009-10. Due to discrepancies and comparability issues for ED data, this monograph compares data from the 2003-04 time period with 2010-11 data for 21 of the reporting EDs. Also a snapshot of users for the 2010-11 financial year for 31 reporting EDs is used to describe the characteristics of users and to compare those characteristics with population demographics. For QAS data, the 2002-03 and 2009-10 time periods were selected for detailed analyses to identify trends. • Demand for emergency health care services is increasing, representing both increased population and increased relative utilisation. Per capita demand for ED attention has increased by 2% per annum over the last decade and for ambulance attention by 3.7% per annum. • The growth in ED demand is prominent in more urgent triage categories with actual decline in less urgent patients. An estimated 55% of patients attend hospital EDs outside of normal working hours. There is no evidence that patients presenting out of hours are significantly different to those presenting within working hours; they have similar triage assessments and outcomes. • Patients suffering from injuries and poisoning comprise 28% of the ED workload (an increase of 65% in the study period), whilst declines of 32% in cardiovascular and circulatory conditions, and musculoskeletal problems have been observed. • 25.6% of patients attending EDs are admitted to hospital. 19% of admitted patients and 7% of patients who die in the ED are triage category 4 or 5 on arrival. • The average age of ED patients is 35.6 years. Demand has grown in all age groups and amongst both men and women. Men have higher utilisation rates for ED in all age groups. The only group where the growth rate in women has exceeded men is in the 20-29 age group; this growth is particularly in the injury and poisoning categories. • Considerable attention has been paid publicly to ED performance criteria. It is worth noting that 50% of all patients were treated within 33 minutes of arrival. • Patients from lower socioeconomic areas appear to have higher utilisation rates and the utilisation rate for indigenous people appears to exceed those of European and other backgrounds. The utilisation rates for immigrant people is generally less than that of Australian born however it has not been possible to eliminate the confounding impact of different age and socioeconomic profiles. • Demand for ambulance service is also increasing at a rate that exceeds population growth. Utilisation rates have increased by an average of 5% per annum in Queensland compared to 3.6% nationally, and the utilisation rate in Queensland is 27% higher than the national average. • The growth in ambulance utilisation has also been amongst the more urgent categories of dispatch and utilisation rates are higher in rural and regional areas than in the metropolitan area. The demand for ambulance increases with age but the growth in demand for ambulance service has been more prominent in younger age groups. These findings contribute significantly to an understanding of the growth in demand for emergency health. It shows that the growth is amongst patients in genuine need of emergency healthcare and public rhetoric that the congestion of emergency health services is due to inappropriate attendees is unable to be substantiated. The consistency of the growth in demand over the last decade reflects not only the changing demographics of the Australian population but also the changes in health status, standards of acute health care and other social factors. The growth is also amongst patients with acute injury and poisoning which is inconsistent with rates of chronic disease as a fundamental driver. We have also interviewed patients in regard to their decision making choices for acute health care and the factors that influence these decisions and this will be the subject of a third Monograph and publications.

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Developers and policy makers are consistently at odds over the debate as to whether impact fees increase house prices. This debate continues despite the extensive body of theoretical and empirical international literature that discusses the passing on to home buyers of impact fees, and the corresponding increase to housing prices. In attempting to quantify this impact, over a dozen empirical studies have been carried out in the US and Canada since the 1980’s. However the methodologies used vary greatly, as do the results. Despite similar infrastructure funding policies in numerous developed countries, no such empirical works exist outside of the US/Canada. The purpose of this research is to analyse the existing econometric models in order to identify, compare and contrast the theoretical bases, methodologies, key assumptions and findings of each. This research will assist in identifying if further model development is required and/or whether any of these models have external validity and are readily transferable outside of the US. The findings conclude that there is very little explicit rationale behind the various model selections and that significant model deficiencies appear still to exist.

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Stormwater is a potential and readily available alternative source for potable water in urban areas. However, its direct use is severely constrained by the presence of toxic pollutants, such as heavy metals (HMs). The presence of HMs in stormwater is of concern because of their chronic toxicity and persistent nature. In addition to human health impacts, metals can contribute to adverse ecosystem health impact on receiving waters. Therefore, the ability to predict the levels of HMs in stormwater is crucial for monitoring stormwater quality and for the design of effective treatment systems. Unfortunately, the current laboratory methods for determining HM concentrations are resource intensive and time consuming. In this paper, applications of multivariate data analysis techniques are presented to identify potential surrogate parameters which can be used to determine HM concentrations in stormwater. Accordingly, partial least squares was applied to identify a suite of physicochemical parameters which can serve as indicators of HMs. Datasets having varied characteristics, such as land use and particle size distribution of solids, were analyzed to validate the efficacy of the influencing parameters. Iron, manganese, total organic carbon, and inorganic carbon were identified as the predominant parameters that correlate with the HM concentrations. The practical extension of the study outcomes to urban stormwater management is also discussed.

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A synthesis is presented of the predictive capability of a family of near-wall wall-normal free Reynolds stress models (which are completely independent of wall topology, i.e., of the distance fromthe wall and the normal-to-thewall orientation) for oblique-shock-wave/turbulent-boundary-layer interactions. For the purpose of comparison, results are also presented using a standard low turbulence Reynolds number k–ε closure and a Reynolds stress model that uses geometric wall normals and wall distances. Studied shock-wave Mach numbers are in the range MSW = 2.85–2.9 and incoming boundary-layer-thickness Reynolds numbers are in the range Reδ0 = 1–2×106. Computations were carefully checked for grid convergence. Comparison with measurements shows satisfactory agreement, improving on results obtained using a k–ε model, and highlights the relative importance of redistribution and diffusion closures, indicating directions for future modeling work.

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The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

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The Clarence-Moreton Basin (CMB) covers approximately 26000 km2 and is the only sub-basin of the Great Artesian Basin (GAB) in which there is flow to both the south-west and the east, although flow to the south-west is predominant. In many parts of the basin, including catchments of the Bremer, Logan and upper Condamine Rivers in southeast Queensland, the Walloon Coal Measures are under exploration for Coal Seam Gas (CSG). In order to assess spatial variations in groundwater flow and hydrochemistry at a basin-wide scale, a 3D hydrogeological model of the Queensland section of the CMB has been developed using GoCAD modelling software. Prior to any large-scale CSG extraction, it is essential to understand the existing hydrochemical character of the different aquifers and to establish any potential linkage. To effectively use the large amount of water chemistry data existing for assessment of hydrochemical evolution within the different lithostratigraphic units, multivariate statistical techniques were employed.

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This chapter is a tutorial that teaches you how to design extended finite state machine (EFSM) test models for a system that you want to test. EFSM models are more powerful and expressive than simple finite state machine (FSM) models, and are one of the most commonly used styles of models for model-based testing, especially for embedded systems. There are many languages and notations in use for writing EFSM models, but in this tutorial we write our EFSM models in the familiar Java programming language. To generate tests from these EFSM models we use ModelJUnit, which is an open-source tool that supports several stochastic test generation algorithms, and we also show how to write your own model-based testing tool. We show how EFSM models can be used for unit testing and system testing of embedded systems, and for offline testing as well as online testing.

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This article addresses the transformation of a process model with an arbitrary topology into an equivalent structured process model. In particular, this article studies the subclass of process models that have no equivalent well-structured representation but which, nevertheless, can be partially structured into their maximally-structured representation. The transformations are performed under a behavioral equivalence notion that preserves the observed concurrency of tasks in equivalent process models. The article gives a full characterization of the subclass of acyclic process models that have no equivalent well-structured representation, but do have an equivalent maximally-structured one, as well as proposes a complete structuring method. Together with our previous results, this article completes the solution of the process model structuring problem for the class of acyclic process models.

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Process mining encompasses the research area which is concerned with knowledge discovery from information system event logs. Within the process mining research area, two prominent tasks can be discerned. First of all, process discovery deals with the automatic construction of a process model out of an event log. Secondly, conformance checking focuses on the assessment of the quality of a discovered or designed process model in respect to the actual behavior as captured in event logs. Hereto, multiple techniques and metrics have been developed and described in the literature. However, the process mining domain still lacks a comprehensive framework for assessing the goodness of a process model from a quantitative perspective. In this study, we describe the architecture of an extensible framework within ProM, allowing for the consistent, comparative and repeatable calculation of conformance metrics. For the development and assessment of both process discovery as well as conformance techniques, such a framework is considered greatly valuable.

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A pressing cost issue facing construction is the procurement of off-site pre-manufactured assemblies. In order to encourage Australian adoption of off-site manufacture (OSM), a new approach to underlying processes is required. The advent of object oriented digital models for construction design assumes intelligent use of data. However, the construction production system relies on traditional methods and data sources and is expected to benefit from the application of well-established business process management techniques. The integration of the old and new data sources allows for the development of business process models which, by capturing typical construction processes involving OSM, provides insights into such processes. This integrative approach is the foundation of research into the use of OSM to increase construction productivity in Australia. The purpose of this study is to develop business process models capturing the procurement, resources and information flow of construction projects. For each stage of the construction value chain, a number of sub-processes are identified. Business Process Modelling Notation (BPMN), a mainstream business process modelling standard, is used to create base-line generic construction process models. These models identify OSM decision-making points that could provide cost reductions in procurement workflow and management systems. This paper reports on phase one of an on-going research aiming to develop a proto-type workflow application that can provide semi-automated support to construction processes involving OSM and assist in decision-making in the adoption of OSM thus contributing to a sustainable built environment.