Modal parameter estimation in the presence of non-linearities

This paper investigates the use of time-frequency techniques to assist in the estimation of power system modes which are resolvable by a Digital Fourier Transform (DFT). The limitations of linear estimation techniques in the presence of large disturbances which excite system non-linearities, particularly the swing equation non-linearity are shown. Where a nonlinearity manifests itself as time varying modal frequencies the Wigner-Ville Distribution (WVD) is used to describe the variation in modal frequencies and construct a window over which standard linear estimation techniques can be used. The error obtained even in the presence of multiple resolvable modes is better than 2%.

Effects of different practice task constraints on fluctuations of player heart rate in small-sided football games

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

The ecological dynamics of 1v1 sub-phases in association football

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

Participation index : a measure to identify rural transport disadvantage?

This paper develops a composite participation index (PI) to identify patterns of transport disadvantage in space and time. It is operationalised using 157 weekly activity-travel diaries data collected from three case study areas in rural Northern Ireland. A review of activity space and travel behaviour research found that six dimensional indicators of activity spaces were typically used including the number of unique locations visited, distance travelled, area of activity spaces, frequency of activity participation, types of activity participated in, and duration of participation in order to identify transport disadvantage. A combined measure using six individual indices were developed based on the six dimensional indicators of activity spaces, by taking into account the relativity of the measures for weekdays, weekends, and for a week. Factor analyses were conducted to derive weights of these indices to form the PI measure. Multivariate analysis using general linear models of the different indicators/indices identified new patterns of transport disadvantage. The research found that: indicator based measures and index based measures are complement each other; interactions between different factors generated new patterns of transport disadvantage; and that these patterns vary in space and time. The analysis also indicates that the transport needs of different disadvantaged groups are varied.

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Maintenance strategy optimization using a continuous-state partially observable semi-Markov decision process

Due to the limitation of current condition monitoring technologies, the estimates of asset health states may contain some uncertainties. A maintenance strategy ignoring this uncertainty of asset health state can cause additional costs or downtime. The partially observable Markov decision process (POMDP) is a commonly used approach to derive optimal maintenance strategies when asset health inspections are imperfect. However, existing applications of the POMDP to maintenance decision-making largely adopt the discrete time and state assumptions. The discrete-time assumption requires the health state transitions and maintenance activities only happen at discrete epochs, which cannot model the failure time accurately and is not cost-effective. The discrete health state assumption, on the other hand, may not be elaborate enough to improve the effectiveness of maintenance. To address these limitations, this paper proposes a continuous state partially observable semi-Markov decision process (POSMDP). An algorithm that combines the Monte Carlo-based density projection method and the policy iteration is developed to solve the POSMDP. Different types of maintenance activities (i.e., inspections, replacement, and imperfect maintenance) are considered in this paper. The next maintenance action and the corresponding waiting durations are optimized jointly to minimize the long-run expected cost per unit time and availability. The result of simulation studies shows that the proposed maintenance optimization approach is more cost-effective than maintenance strategies derived by another two approximate methods, when regular inspection intervals are adopted. The simulation study also shows that the maintenance cost can be further reduced by developing maintenance strategies with state-dependent maintenance intervals using the POSMDP. In addition, during the simulation studies the proposed POSMDP shows the ability to adopt a cost-effective strategy structure when multiple types of maintenance activities are involved.

Maternal exposure to ambient temperature and the risk of preterm birth and stillbirth in Brisbane, Australia

Almost 10% of all births are preterm and 2.2% are stillbirths globally. Recent research has suggested that environmental factors may be a contributory cause to these adverse birth outcomes. The authors examined the relationship between ambient temperature and preterm birth and stillbirth in Brisbane, Australia between 2005 and 2009 (n = 101,870). They used a Cox proportional hazard model with live birth and stillbirth as competing risks. They also examined if there were periods of the pregnancy where exposure to high temperatures had a greater effect. Exposure to higher ambient temperatures during pregnancy increased the risk of stillbirth. The hazard ratio for stillbirth was 0.3 at 12 °C relative to the reference temperature at 21 °C. The temperature effect was greatest for fetuses of less than 36 weeks of gestation. There was an association between higher temperature and shorter gestation, as the hazard ratio for live birth was 0.96 at 15 °C and 1.02 at 25 °C. This effect was greatest at later gestational ages. The results provide strong evidence of an association between increased temperature and increased risk of stillbirth and shorter gestations.

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

The level and quality of Value-at-Risk disclosure by commercial banks

In this paper we study both the level of Value-at-Risk (VaR) disclosure and the accuracy of the disclosed VaR figures for a sample of US and international commercial banks. To measure the level of VaR disclosures, we develop a VaR Disclosure Index that captures many different facets of market risk disclosure. Using panel data over the period 1996–2005, we find an overall upward trend in the quantity of information released to the public. We also find that Historical Simulation is by far the most popular VaR method. We assess the accuracy of VaR figures by studying the number of VaR exceedances and whether actual daily VaRs contain information about the volatility of subsequent trading revenues. Unlike the level of VaR disclosure, the quality of VaR disclosure shows no sign of improvement over time. We find that VaR computed using Historical Simulation contains very little information about future volatility.

p53 prevents progression of nevi to melanoma predominantly through cell cycle regulation

p53 is the central member of a critical tumor suppressor pathway in virtually all tumor types, where it is silenced mainly by missense mutations. In melanoma, p53 predominantly remains wild type, thus its role has been neglected. To study the effect of p53 on melanocyte function and melanomagenesis, we crossed the 'high-p53'Mdm4+/- mouse to the well-established TP-ras0/+ murine melanoma progression model. After treatment with the carcinogen dimethylbenzanthracene (DMBA), TP-ras0/+ mice on the Mdm4+/- background developed fewer tumors with a delay in the age of onset of melanomas compared to TP-ras0/+ mice. Furthermore, we observed a dramatic decrease in tumor growth, lack of metastasis with increased survival of TP-ras0/+: Mdm4+/- mice. Thus, p53 effectively prevented the conversion of small benign tumors to malignant and metastatic melanoma. p53 activation in cultured primary melanocyte and melanoma cell lines using Nutlin-3, a specific Mdm2 antagonist, supported these findings. Moreover, global gene expression and network analysis of Nutlin-3-treated primary human melanocytes indicated that cell cycle regulation through the p21WAF1/CIP1 signaling network may be the key anti-melanomagenic activity of p53.

An examination of the applicability of hydrotalcite for removing oxalate anions from Bayer process solutions

Hydrotalcite and thermally activated hydrotalcites were examined for their potential as methods for the removal of oxalate anions from Bayer Process liquors. Hydrotalcite was prepared and characterised by a number of methods, including X-ray diffraction, thermogravimetric analysis, nitrogen adsorption analysis and vibrational spectroscopy. Thermally activated hydrotalcites were prepared by a low temperature method and characterised using X-ray diffraction, nitrogen adsorption analysis and vibrational spectroscopy. Oxalate intercalated hydrotalcite was prepared by two methods and analysed with X-ray diffraction and for the first time thermogravimetric analysis, Raman spectroscopy and infrared emission spectroscopy. The adsorption of oxalate anions by hydrotalcite and thermally activated hydrotalcite was tested in a range of solutions using both batch and kinetic adsorption models.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

Interactive processes link the multiple symptoms of fatigue in sport competition

Muscle physiologists often describe fatigue simply as a decline of muscle force and infer this causes an athlete to slow down. In contrast, exercise scientists describe fatigue during sport competition more holistically as an exercise-induced impairment of performance. The aim of this review is to reconcile the different views by evaluating the many performance symptoms/measures and mechanisms of fatigue. We describe how fatigue is assessed with muscle, exercise or competition performance measures. Muscle performance (single muscle test measures) declines due to peripheral fatigue (reduced muscle cell force) and/or central fatigue (reduced motor drive from the CNS). Peak muscle force seldom falls by >30% during sport but is often exacerbated during electrical stimulation and laboratory exercise tasks. Exercise performance (whole-body exercise test measures) reveals impaired physical/technical abilities and subjective fatigue sensations. Exercise intensity is initially sustained by recruitment of new motor units and help from synergistic muscles before it declines. Technique/motor skill execution deviates as exercise proceeds to maintain outcomes before they deteriorate, e.g. reduced accuracy or velocity. The sensation of fatigue incorporates an elevated rating of perceived exertion (RPE) during submaximal tasks, due to a combination of peripheral and higher CNS inputs. Competition performance (sport symptoms) is affected more by decision-making and psychological aspects, since there are opponents and a greater importance on the result. Laboratory based decision making is generally faster or unimpaired. Motivation, self-efficacy and anxiety can change during exercise to modify RPE and, hence, alter physical performance. Symptoms of fatigue during racing, team-game or racquet sports are largely anecdotal, but sometimes assessed with time-motion analysis. Fatigue during brief all-out racing is described biomechanically as a decline of peak velocity, along with altered kinematic components. Longer sport events involve pacing strategies, central and peripheral fatigue contributions and elevated RPE. During match play, the work rate can decline late in a match (or tournament) and/or transiently after intense exercise bursts. Repeated sprint ability, agility and leg strength become slightly impaired. Technique outcomes, such as velocity and accuracy for throwing, passing, hitting and kicking, can deteriorate. Physical and subjective changes are both less severe in real rather than simulated sport activities. Little objective evidence exists to support exercise-induced mental lapses during sport. A model depicting mind-body interactions during sport competition shows that the RPE centre-motor cortex-working muscle sequence drives overall performance levels and, hence, fatigue symptoms. The sporting outputs from this sequence can be modulated by interactions with muscle afferent and circulatory feedback, psychological and decision-making inputs. Importantly, compensatory processes exist at many levels to protect against performance decrements. Small changes of putative fatigue factors can also be protective. We show that individual fatigue factors including diminished carbohydrate availability, elevated serotonin, hypoxia, acidosis, hyperkalaemia, hyperthermia, dehydration and reactive oxygen species, each contribute to several fatigue symptoms. Thus, multiple symptoms of fatigue can occur simultaneously and the underlying mechanisms overlap and interact. Based on this understanding, we reinforce the proposal that fatigue is best described globally as an exercise-induced decline of performance as this is inclusive of all viewpoints.