Differences in the performance of safety performance functions estimated for total crash count and for crash count by crash type

In recent years the development and use of crash prediction models for roadway safety analyses have received substantial attention. These models, also known as safety performance functions (SPFs), relate the expected crash frequency of roadway elements (intersections, road segments, on-ramps) to traffic volumes and other geometric and operational characteristics. A commonly practiced approach for applying intersection SPFs is to assume that crash types occur in fixed proportions (e.g., rear-end crashes make up 20% of crashes, angle crashes 35%, and so forth) and then apply these fixed proportions to crash totals to estimate crash frequencies by type. As demonstrated in this paper, such a practice makes questionable assumptions and results in considerable error in estimating crash proportions. Through the use of rudimentary SPFs based solely on the annual average daily traffic (AADT) of major and minor roads, the homogeneity-in-proportions assumption is shown not to hold across AADT, because crash proportions vary as a function of both major and minor road AADT. For example, with minor road AADT of 400 vehicles per day, the proportion of intersecting-direction crashes decreases from about 50% with 2,000 major road AADT to about 15% with 82,000 AADT. Same-direction crashes increase from about 15% to 55% for the same comparison. The homogeneity-in-proportions assumption should be abandoned, and crash type models should be used to predict crash frequency by crash type. SPFs that use additional geometric variables would only exacerbate the problem quantified here. Comparison of models for different crash types using additional geometric variables remains the subject of future research.

Nonlinear diffusion and exclusion processes with contact interactions

Exclusion processes on a regular lattice are used to model many biological and physical systems at a discrete level. The average properties of an exclusion process may be described by a continuum model given by a partial differential equation. We combine a general class of contact interactions with an exclusion process. We determine that many different types of contact interactions at the agent-level always give rise to a nonlinear diffusion equation, with a vast variety of diffusion functions D(C). We find that these functions may be dependent on the chosen lattice and the defined neighborhood of the contact interactions. Mild to moderate contact interaction strength generally results in good agreement between discrete and continuum models, while strong interactions often show discrepancies between the two, particularly when D(C) takes on negative values. We present a measure to predict the goodness of fit between the discrete and continuous model, and thus the validity of the continuum description of a motile, contact-interacting population of agents. This work has implications for modeling cell motility and interpreting cell motility assays, giving the ability to incorporate biologically realistic cell-cell interactions and develop global measures of discrete microscopic data.

Corrupt police networks : uncovering hidden relationship patterns, functions and roles

This article applies social network analysis techniques to a case study of police corruption in order to produce findings which will assist in corruption prevention and investigation. Police corruption is commonly studied but rarely are sophisticated tools of analyse engaged to add rigour to the field of study. This article analyses the ‘First Joke’ a systemic and long lasting corruption network in the Queensland Police Force, a state police agency in Australia. It uses the data obtained from a commission of inquiry which exposed the network and develops hypotheses as to the nature of the networks structure based on existing literature into dark networks and criminal networks. These hypotheses are tested by entering the data into UCINET and analysing the outcomes through social network analysis measures of average path distance, centrality and density. The conclusions reached show that the network has characteristics not predicted by the literature.

Multiscale analysis of protein functions and stochastic modelling of gene transcriptional regulatory networks

Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.

Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.

Event-related brain potentials dissociate the developmental time-course of automatic numerical magnitude analysis and cognitive control functions during the first three years of primary school

In this study we set out to dissociate the developmental time course of automatic symbolic number processing and cognitive control functions in grade 1-3 British primary school children. Event-related potential (ERP) and behavioral data were collected in a physical size discrimination numerical Stroop task. Task-irrelevant numerical information was processed automatically already in grade 1. Weakening interference and strengthening facilitation indicated the parallel development of general cognitive control and automatic number processing. Relationships among ERP and behavioral effects suggest that control functions play a larger role in younger children and that automaticity of number processing increases from grade 1 to 3.

A Bayesian analysis of an agricultural field trial with three spatial dimensions

Modern technology now has the ability to generate large datasets over space and time. Such data typically exhibit high autocorrelations over all dimensions. The field trial data motivating the methods of this paper were collected to examine the behaviour of traditional cropping and to determine a cropping system which could maximise water use for grain production while minimising leakage below the crop root zone. They consist of moisture measurements made at 15 depths across 3 rows and 18 columns, in the lattice framework of an agricultural field. Bayesian conditional autoregressive (CAR) models are used to account for local site correlations. Conditional autoregressive models have not been widely used in analyses of agricultural data. This paper serves to illustrate the usefulness of these models in this field, along with the ease of implementation in WinBUGS, a freely available software package. The innovation is the fitting of separate conditional autoregressive models for each depth layer, the ‘layered CAR model’, while simultaneously estimating depth profile functions for each site treatment. Modelling interest also lay in how best to model the treatment effect depth profiles, and in the choice of neighbourhood structure for the spatial autocorrelation model. The favoured model fitted the treatment effects as splines over depth, and treated depth, the basis for the regression model, as measured with error, while fitting CAR neighbourhood models by depth layer. It is hierarchical, with separate onditional autoregressive spatial variance components at each depth, and the fixed terms which involve an errors-in-measurement model treat depth errors as interval-censored measurement error. The Bayesian framework permits transparent specification and easy comparison of the various complex models compared.

Structural damage detection using frequency response functions and neural networks

This paper illustrates the damage identification and condition assessment of a three story bookshelf structure using a new frequency response functions (FRFs) based damage index and Artificial Neural Networks (ANNs). A major obstacle of using measured frequency response function data is a large size input variables to ANNs. This problem is overcome by applying a data reduction technique called principal component analysis (PCA). In the proposed procedure, ANNs with their powerful pattern recognition and classification ability were used to extract damage information such as damage locations and severities from measured FRFs. Therefore, simple neural network models are developed, trained by Back Propagation (BP), to associate the FRFs with the damage or undamaged locations and severity of the damage of the structure. Finally, the effectiveness of the proposed method is illustrated and validated by using the real data provided by the Los Alamos National Laboratory, USA. The illustrated results show that the PCA based artificial Neural Network method is suitable and effective for damage identification and condition assessment of building structures. In addition, it is clearly demonstrated that the accuracy of proposed damage detection method can also be improved by increasing number of baseline datasets and number of principal components of the baseline dataset.

Structural damage identification with noise polluted Frequency Response Functions (FRFs)

Damage detection in structures has become increasingly important in recent years. While a number of damage detection and localization methods have been proposed, very few attempts have been made to explore the structure damage with noise polluted data which is unavoidable effect in real world. The measurement data are contaminated by noise because of test environment as well as electronic devices and this noise tend to give error results with structural damage identification methods. Therefore it is important to investigate a method which can perform better with noise polluted data. This paper introduces a new damage index using principal component analysis (PCA) for damage detection of building structures being able to accept noise polluted frequency response functions (FRFs) as input. The FRF data are obtained from the function datagen of MATLAB program which is available on the web site of the IASC-ASCE (International Association for Structural Control– American Society of Civil Engineers) Structural Health Monitoring (SHM) Task Group. The proposed method involves a five-stage process: calculation of FRFs, calculation of damage index values using proposed algorithm, development of the artificial neural networks and introducing damage indices as input parameters and damage detection of the structure. This paper briefly describes the methodology and the results obtained in detecting damage in all six cases of the benchmark study with different noise levels. The proposed method is applied to a benchmark problem sponsored by the IASC-ASCE Task Group on Structural Health Monitoring, which was developed in order to facilitate the comparison of various damage identification methods. The illustrated results show that the PCA-based algorithm is effective for structural health monitoring with noise polluted FRFs which is of common occurrence when dealing with industrial structures.

Models of collective cell behaviour with crowding effects : comparing lattice-based and lattice-free approaches

Individual-based models describing the migration and proliferation of a population of cells frequently restrict the cells to a predefined lattice. An implicit assumption of this type of lattice based model is that a proliferative population will always eventually fill the lattice. Here we develop a new lattice-free individual-based model that incorporates cell-to-cell crowding effects. We also derive approximate mean-field descriptions for the lattice-free model in two special cases motivated by commonly used experimental setups. Lattice-free simulation results are compared to these mean-field descriptions and to a corresponding lattice-based model. Data from a proliferation experiment is used to estimate the parameters for the new model, including the cell proliferation rate, showing that the model fits the data well. An important aspect of the lattice-free model is that the confluent cell density is not predefined, as with lattice-based models, but an emergent model property. As a consequence of the more realistic, irregular configuration of cells in the lattice-free model, the population growth rate is much slower at high cell densities and the population cannot reach the same confluent density as an equivalent lattice-based model.