Exact Solution of Bayes and Minimax Change-Detection Problems

The challenge of detecting a change in the distribution of data is a sequential decision problem that is relevant to many engineering solutions, including quality control and machine and process monitoring. This dissertation develops techniques for exact solution of change-detection problems with discrete time and discrete observations. Change-detection problems are classified as Bayes or minimax based on the availability of information on the change-time distribution. A Bayes optimal solution uses prior information about the distribution of the change time to minimize the expected cost, whereas a minimax optimal solution minimizes the cost under the worst-case change-time distribution. Both types of problems are addressed. The most important result of the dissertation is the development of a polynomial-time algorithm for the solution of important classes of Markov Bayes change-detection problems. Existing techniques for epsilon-exact solution of partially observable Markov decision processes have complexity exponential in the number of observation symbols. A new algorithm, called constellation induction, exploits the concavity and Lipschitz continuity of the value function, and has complexity polynomial in the number of observation symbols. It is shown that change-detection problems with a geometric change-time distribution and identically- and independently-distributed observations before and after the change are solvable in polynomial time. Also, change-detection problems on hidden Markov models with a fixed number of recurrent states are solvable in polynomial time. A detailed implementation and analysis of the constellation-induction algorithm are provided. Exact solution methods are also established for several types of minimax change-detection problems. Finite-horizon problems with arbitrary observation distributions are modeled as extensive-form games and solved using linear programs. Infinite-horizon problems with linear penalty for detection delay and identically- and independently-distributed observations can be solved in polynomial time via epsilon-optimal parameterization of a cumulative-sum procedure. Finally, the properties of policies for change-detection problems are described and analyzed. Simple classes of formal languages are shown to be sufficient for epsilon-exact solution of change-detection problems, and methods for finding minimally sized policy representations are described.

Performance analysis in soccer: applications of player tracking technology

The aim of this thesis was threefold, firstly, to compare current player tracking technology in a single game of soccer. Secondly, to investigate the running requirements of elite women’s soccer, in particular the use and application of athlete tracking devices. Finally, how can game style be quantified and defined. Study One compared four different match analysis systems commonly used in both research and applied settings: video-based time-motion analysis, a semi-automated multiple camera based system, and two commercially available Global Positioning System (GPS) based player tracking systems at 1 Hertz (Hz) and 5 Hz respectively. A comparison was made between each of the systems when recording the same game. Total distance covered during the match for the four systems ranged from 10 830 ± 770 m (semi-automated multiple camera based system) to 9 510 ± 740m (video-based time-motion analysis). At running speeds categorised as high-intensity running (>15 km⋅h-1), the semi-automated multiple camera based system reported the highest distance of 2 650 ± 530 m with video-based time-motion analysis reporting the least amount of distance covered with 1 610 ± 370 m. At speeds considered to be sprinting (>20 km⋅h-1), the video-based time-motion analysis reported the highest value (420 ± 170 m) and 1 Hz GPS units the lowest value (230 ± 160 m). These results demonstrate there are differences in the determination of the absolute distances, and that comparison of results between match analysis systems should be made with caution. Currently, there is no criterion measure for these match analysis methods and as such it was not possible to determine if one system was more accurate than another. Study Two provided an opportunity to apply player-tracking technology (GPS) to measure activity profiles and determine the physical demands of Australian international level women soccer players. In four international women’s soccer games, data was collected on a total of 15 Australian women soccer players using a 5 Hz GPS based athlete tracking device. Results indicated that Australian women soccer players covered 9 140 ± 1 030 m during 90 min of play. The total distance covered by Australian women was less than the 10 300 m reportedly covered by female soccer players in the Danish First Division. However, there was no apparent difference in the estimated "#$%&', as measured by multi-stage shuttle tests, between these studies. This study suggests that contextual information, including the “game style” of both the team and opposition may influence physical performance in games. Study Three examined the effect the level of the opposition had on the physical output of Australian women soccer players. In total, 58 game files from 5 Hz athlete-tracking devices from 13 international matches were collected. These files were analysed to examine relationships between physical demands, represented by total distance covered, high intensity running (HIR) and distances covered sprinting, and the level of the opposition, as represented by the Fédération Internationale de Football Association (FIFA) ranking at the time of the match. Higher-ranking opponents elicited less high-speed running and greater low-speed activity compared to playing teams of similar or lower ranking. The results are important to coaches and practitioners in the preparation of players for international competition, and showed that the differing physical demands required were dependent on the level of the opponents. The results also highlighted the need for continued research in the area of integrating contextual information in team sports and demonstrated that soccer can be described as having dynamic and interactive systems. The influence of playing strategy, tactics and subsequently the overall game style was highlighted as playing a significant part in the physical demands of the players. Study Four explored the concept of game style in field sports such as soccer. The aim of this study was to provide an applied framework with suggested metrics for use by coaches, media, practitioners and sports scientists. Based on the findings of Studies 1- 3 and a systematic review of the relevant literature, a theoretical framework was developed to better understand how a team’s game style could be quantified. Soccer games can be broken into key moments of play, and for each of these moments we categorised metrics that provide insight to success or otherwise, to help quantify and measure different methods of playing styles. This study highlights that to date, there had been no clear definition of game style in team sports and as such a novel definition of game style is proposed that can be used by coaches, sport scientists, performance analysts, media and general public. Studies 1-3 outline four common methods of measuring the physical demands in soccer: video based time motion analysis, GPS at 1 Hz and at 5 Hz and semiautomated multiple camera based systems. As there are no semi-automated multiple camera based systems available in Australia, primarily due to cost and logistical reasons, GPS is widely accepted for use in team sports in tracking player movements in training and competition environments. This research identified that, although there are some limitations, GPS player-tracking technology may be a valuable tool in assessing running demands in soccer players and subsequently contribute to our understanding of game style. The results of the research undertaken also reinforce the differences between methods used to analyse player movement patterns in field sports such as soccer and demonstrate that the results from different systems such as GPS based athlete tracking devices and semi-automated multiple camera based systems cannot be used interchangeably. Indeed, the magnitude of measurement differences between methods suggests that significant measurement error is evident. This was apparent even when the same technologies are used which measure at different sampling rates, such as GPS systems using either 1 Hz or 5 Hz frequencies of measurement. It was also recognised that other factors influence how team sport athletes behave within an interactive system. These factors included the strength of the opposition and their style of play. In turn, these can impact the physical demands of players that change from game to game, and even within games depending on these contextual features. Finally, the concept of what is game style and how it might be measured was examined. Game style was defined as "the characteristic playing pattern demonstrated by a team during games. It will be regularly repeated in specific situational contexts such that measurement of variables reflecting game style will be relatively stable. Variables of importance are player and ball movements, interaction of players, and will generally involve elements of speed, time and space (location)".

Análise comportamental : um estudo por análise de sobrevivência, aplicada a cartões de crédito

A capacidade de adaptação e rapidez de decisão, distinguem as empresas que melhor conseguem competir e crescer no mercado global. Para atuar rapidamente, as organizações precisam de sistemas de informação cada vez mais eficazes, surgindo recentemente uma nova função considerada fundamental para as empresas, que é a de Cientista de Dados. É neste contexto e para responder aos desafios atuais e futuros, que surgem sistemas de informação cada vez mais avançados, suportados por modelos de análise e visualização estatística. Este trabalho consiste em criar uma metodologia de desenvolvimento de modelos de previsão de incumprimento e perfil do consumidor, aplicado a cartões de crédito, com base numa exposição de análise comportamental, utilizando técnicas de análise de sobrevivência. São definidas técnicas de tratamento dos dados recolhidos, estimado modelo não-paramétrico de Kaplan-Meier e vários modelos de Cox de riscos proporcionais. Com recurso à curva ROC, dependente do tempo, à AUC e ao índice de Gini, conclui-se que o modelo final apresenta um desempenho positivo para identificar os clientes em situação de incumprimento ou com propensão a incumprir.

Modelos autorregressivos com valores inteiros não negativos : aplicação em séries económicas de Cabo Verde

No estudo de séries temporais, os processos estocásticos usuais assumem que as distribuições marginais são contínuas e, em geral, não são adequados para modelar séries de contagem, pois as suas características não lineares colocam alguns problemas estatísticos, principalmente na estimação dos parâmetros. Assim, investigou-se metodologias apropriadas de análise e modelação de séries com distribuições marginais discretas. Neste contexto, Al-Osh and Alzaid (1987) e McKenzie (1988) introduziram na literatura a classe dos modelos autorregressivos com valores inteiros não negativos, os processos INAR. Estes modelos têm sido frequentemente tratados em artigos científicos ao longo das últimas décadas, pois a sua importância nas aplicações em diversas áreas do conhecimento tem despertado um grande interesse no seu estudo. Neste trabalho, após uma breve revisão sobre séries temporais e os métodos clássicos para a sua análise, apresentamos os modelos autorregressivos de valores inteiros não negativos de primeira ordem INAR (1) e a sua extensão para uma ordem p, as suas propriedades e alguns métodos de estimação dos parâmetros nomeadamente, o método de Yule-Walker, o método de Mínimos Quadrados Condicionais (MQC), o método de Máxima Verosimilhança Condicional (MVC) e o método de Quase Máxima Verosimilhança (QMV). Apresentamos também um critério automático de seleção de ordem para modelos INAR, baseado no Critério de Informação de Akaike Corrigido, AICC, um dos critérios usados para determinar a ordem em modelos autorregressivos, AR. Finalmente, apresenta-se uma aplicação da metodologia dos modelos INAR em dados reais de contagem relativos aos setores dos transportes marítimos e atividades de seguros de Cabo Verde.

Queueuing system with failures and priorities

Queueing theory provides models, structural insights, problem solutions and algorithms to many application areas. Due to its practical applicability to production, manufacturing, home automation, communications technology, etc, more and more complex systems requires more elaborated models, tech- niques, algorithm, etc. need to be developed. Discrete-time models are very suitable in many situations and a feature that makes the analysis of discrete time systems technically more involved than its continuous time counterparts. In this paper we consider a discrete-time queueing system were failures in the server can occur as-well as priority messages. The possibility of failures of the server with general life time distribution is considered. We carry out an extensive study of the system by computing generating functions for the steady-state distribution of the number of messages in the queue and in the system. We also obtain generating functions for the stationary distribution of the busy period and sojourn times of a message in the server and in the system. Performance measures of the system are also provided.

Some misspecfication problems in long-memory time series models

Doctor of Philosophy in Mathematics

The Nature of Microvariability in Blazar 0716+714

We organized an international campaign to observe the blazar 0716+714 in the optical band. The observations took place from February 24, 2009 to February 26, 2009. The global campaign was carried out by observers from more that sixteen countries and resulted in an extended light curve nearly seventy-eight hours long. The analysis and the modeling of this light curve form the main work of this dissertation project. In the first part of this work, we present the time series and noise analyses of the data. The time series analysis utilizes discrete Fourier transform and wavelet analysis routines to search for periods in the light curve. We then present results of the noise analysis which is based on the idea that each microvariability curve is the realization of the same underlying stochastic noise processes in the blazar jet. Neither reoccuring periods nor random noise can successfully explain the observed optical fluctuations. Hence in the second part, we propose and develop a new model to account for the microvariability we see in blazar 0716+714. We propose that the microvariability is due to the emission from turbulent regions in the jet that are energized by the passage of relativistic shocks. Emission from each turbulent cell forms a pulse of emission, and when convolved with other pulses, yields the observed light curve. We use the model to obtain estimates of the physical parameters of the emission regions in the jet.

Floating wave energy converters: wave measurement & analysis techniques

The wave energy industry is entering a new phase of pre-commercial and commercial deployments of full-scale devices, so better understanding of seaway variability is critical to the successful operation of devices. The response of Wave Energy Converters to incident waves govern their operational performance and for many devices, this is highly dependent on spectral shape due to their resonant properties. Various methods of wave measurement are presented, along with analysis techniques and empirical models. Resource assessments, device performance predictions and monitoring of operational devices will often be based on summary statistics and assume a standard spectral shape such as Pierson-Moskowitz or JONSWAP. Furthermore, these are typically derived from the closest available wave data, frequently separated from the site on scales in the order of 1km. Therefore, variability of seaways from standard spectral shapes and spatial inconsistency between the measurement point and the device site will cause inaccuracies in the performance assessment. This thesis categorises time and frequency domain analysis techniques that can be used to identify changes in a sea state from record to record. Device specific issues such as dimensional scaling of sea states and power output are discussed along with potential differences that arise in estimated and actual output power of a WEC due to spectral shape variation. This is investigated using measured data from various phases of device development.

Risk of repeated self-harm and associated factors in children, adolescents and young adults

Background: Repeated self-harm represents the single strongest risk factor for suicide. To date no study with full national coverage has examined the pattern of hospital repeated presentations due to self-harm among young people. Methods: Data on consecutive self-harm presentations were obtained from the National Self-Harm Registry Ireland. Socio-demographic and behavioural characteristics of individuals aged 10–29 years who presented with self-harm to emergency departments in Ireland (2007–2014) were analysed. Risk of long-term repetition was assessed using survival analysis and time differences between the order of presentations using generalised estimating equation analysis. Results: The total sample comprised 28,700 individuals involving 42,642 presentations. Intentional drug overdose was the most prevalent method (57.9%). Repetition of self-harm occurred in 19.2% of individuals during the first year following a first presentation, of whom the majority (62.7%) engaged in one repeated act. Overall, the risk of repeated self-harm was similar between males and females. However, in the 20–24-year-old age group males were at higher risk than females. Those who used self-cutting were at higher risk for repetition than those who used intentional drug overdose, particularly among females. Age was associated with repetition only among females, in particular adolescents (15–19 years old) were at higher risk than young emerging adults (20–24 years old). Repeated self-harm risk increased significantly with the number of previous self-harm episodes. Time differences between first self-harm presentations were detected. Time between second and third presentation increased compared to time between first and second presentation among low frequency repeaters (patients with 3 presentations only within 1 year following a first presentation). The same time period decreased among high frequency repeaters (patients with at least 4 to more than 30 presentations). Conclusion: Young people with the highest risk for repeated self-harm were 15–19-year-old females and 20–24-year-old males. Self-cutting was the method associated with the highest risk of self-harm repetition. Time between first self-harm presentations represents an indicator of subsequent repetition. To prevent risk of repeated self-harm in young people, all individuals presenting at emergency departments due to self-harm should be provided with a risk assessment including psychosocial characteristics, history of self-harm and time between first presentations.

Use of bird carcass removals by urban scavengers to adjust bird-window collision estimates

Carcass removal by scavengers has been identified as one of the largest biases in estimating bird mortality from anthropogenic sources. Only two studies have examined carcass removal by scavengers in an urban environment, and previous estimates of bird-window collision mortality at houses have relied on carcass removal rates from wind turbine studies. We placed a bird carcass and time-lapse camera at 44 houses in Edmonton, Alberta. In total, 166 7-day trials were conducted throughout 2015. Time-to-event (survival) analysis was used to identify covariates that affected removal. The carcass removal rate was determined for use in estimating the number of birds killed from bird-window collisions at houses in Alberta. In total, 67.5% of carcasses were removed. The date the carcass was placed, the year the house was built, and the level of development within 50 m of the house were the covariates that had the largest effect on carcass removal. In calculating our removal rate, the number of detected carcasses in the first 24 hours was adjusted by 1.47 to account for removal by scavengers. Previously collected citizen science data were used to create an estimate of 957,440 bird deaths each year in Alberta as a result of bird-window collisions with houses. This number is based on the most detailed bird-window collision study at houses to date and a carcass removal study conducted in the same area. Similar localized studies across Canada will need to be completed to reduce the biases that exist with the previous bird-window collision mortality estimate for houses in Canada.

Prevalencia e incidencia de cáncer en habitantes de Sibaté, y georeferenciación de casos 2010-2014

Introducción: El Cáncer es prevenible en algunos casos, si se evita la exposición a sustancias cancerígenas en el medio ambiente. En Colombia, Cundinamarca es uno de los departamentos con mayores incrementos en la tasa de mortalidad y en el municipio de Sibaté, habitantes han manifestado preocupación por el incremento de la enfermedad. En el campo de la salud ambiental mundial, la georreferenciación aplicada al estudio de fenómenos en salud, ha tenido éxito con resultados válidos. El estudio propuso usar herramientas de información geográfica, para generar análisis de tiempo y espacio que hicieran visible el comportamiento del cáncer en Sibaté y sustentaran hipótesis de influencias ambientales sobre concentraciones de casos. Objetivo: Obtener incidencia y prevalencia de casos de cáncer en habitantes de Sibaté y georreferenciar los casos en un periodo de 5 años, con base en indagación de registros. Metodología: Estudio exploratorio descriptivo de corte transversal,sobre todos los diagnósticos de cáncer entre los años 2010 a 2014, encontrados en los archivos de la Secretaria de Salud municipal. Se incluyeron unicamente quienes tuvieron residencia permanente en el municipio y fueron diagnosticados con cáncer entre los años de 2010 a 2104. Sobre cada caso se obtuvo género, edad, estrato socioeconómico, nivel académico, ocupación y estado civil. Para el análisis de tiempo se usó la fecha de diagnóstico y para el análisis de espacio, la dirección de residencia, tipo de cáncer y coordenada geográfica. Se generaron coordenadas geográficas con un equipo GPS Garmin y se crearon mapas con los puntos de la ubicación de las viviendas de los pacientes. Se proceso la información, con Epi Info 7 Resultados: Se encontraron 107 casos de cáncer registrados en la Secretaria de Salud de Sibaté, 66 mujeres, 41 hombres. Sin división de género, el 30.93% de la población presento cáncer del sistema reproductor, el 18,56% digestivo y el 17,53% tegumentario. Se presentaron 2 grandes casos de agrupaciones espaciales en el territorio estudiado, una en el Barrio Pablo Neruda con 12 (21,05%) casos y en el casco Urbano de Sibaté con 38 (66,67%) casos. Conclusión: Se corroboro que el análisis geográfico con variables espacio temporales y de exposición, puede ser la herramienta para generar hipótesis sobre asociaciones de casos de cáncer con factores ambientales.

The effect of mechanochemical activation upon the intercalation of a high-defect kaolinite with formamide

The effect of mechanochemical activation upon the intercalation of formamide into a high-defect kaolinite has been studied using a combination of X-ray diffraction, thermal analysis, and DRIFT spectroscopy. X-ray diffraction shows that the intensity of the d(001) spacing decreases with grinding time and that the intercalated high-defect kaolinite expands to 10.2 A. The intensity of the peak of the expanded phase of the formamide-intercalated kaolinite decreases with grinding time. Thermal analysis reveals that the evolution temperature of the adsorbed formamide and loss of the inserting molecule increases with increased grinding time. The temperature of the dehydroxylation of the formamide-intercalated high-defect kaolinite decreases from 495 to 470oC with mechanochemical activation. Changes in the surface structure of the mechanochemically activated formamide-intercalated high-defect kaolinite were followed by DRIFT spectroscopy. Fundamentally the intensity of the high-defect kaolinite hydroxyl stretching bands decreases exponentially with grinding time and simultaneously the intensity of the bands attributed to the OH stretching vibrations of water increased. It is proposed that the mechanochemical activation of the high-defect kaolinite caused the conversion of the hydroxyls to water which coordinates the kaolinite surface. Significant changes in the infrared bands assigned to the hydroxyl deformation and amide stretching and bending modes were observed. The intensity decrease of these bands was exponentially related to the grinding time. The position of the amide C&unknown;O vibrational mode was found to be sensitive to grinding time. The effect of mechanochemical activation of the high-defect kaolinite reduces the capacity of the kaolinite to be intercalated with formamide.