Predicting cave initiation and propagation

The most widely used method for predicting the onset of continuous caving is Laubscher's caving chart. A detailed examination of this method was undertaken which concluded that it had limitations which may impact on results, particularly when dealing with stronger rock masses that are outside current experience. These limitations relate to inadequate guidelines for adjustment factors to rock mass rating (RMR), concerns about the position on the chart of critical case history data, undocumented changes to the method and an inadequate number of data points to be confident of stability boundaries. A review was undertaken on the application and reliability of a numerical method of assessing cavability. The review highlighted a number of issues, which at this stage, make numerical continuum methods problematic for predicting cavability. This is in particular reference to sensitivity to input parameters that are difficult to determine accurately and mesh dependency. An extended version of the Mathews method for open stope design was developed as an alternative method of predicting the onset of continuous caving. A number of caving case histories were collected and analyzed and a caving boundary delineated statistically on the Mathews stability graph. The definition of the caving boundary was aided by the existence of a large and wide-ranging stability database from non-caving mines. A caving rate model was extrapolated from the extended Mathews stability graph but could only be partially validated due to a lack of reliable data.

A mechanistic model for carbon dioxide corrosion of mild steel in the presence of protective iron carbonate films - Part 3: Film growth model

A model of iron carbonate (FeCO3) film growth is proposed, which is an extension of the recent mechanistic model of carbon dioxide (CO2) corrosion by Nesic, et al. In the present model, the film growth occurs by precipitation of iron carbonate once saturation is exceeded. The kinetics of precipitation is dependent on temperature and local species concentrations that are calculated by solving the coupled species transport equations. Precipitation tends to build up a layer of FeCO3 on the surface of the steel and reduce the corrosion rate. On the other hand, the corrosion process induces voids under the precipitated film, thus increasing the porosity and leading to a higher corrosion rate. Depending on the environmental parameters such as temperature, pH, CO2 partial pressure, velocity, etc., the balance of the two processes can lead to a variety of outcomes. Very protective films and low corrosion rates are predicted at high pH, temperature, CO2 partial pressure, and Fe2+ ion concentration due to formation of dense protective films as expected. The model has been successfully calibrated against limited experimental data. Parametric testing of the model has been done to gain insight into the effect of various environmental parameters on iron carbonate film formation. The trends shown in the predictions agreed well with the general understanding of the CO2 corrosion process in the presence of iron carbonate films. The present model confirms that the concept of scaling tendency is a good tool for predicting the likelihood of protective iron carbonate film formation.

Predicting GDP growth in the Euro Area

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.

Predicting market movement with Artificial Neural Networks

This paper presents an application of an Artificial Neural Network (ANN) to the prediction of stock market direction in the US. Using a multilayer perceptron neural network and a backpropagation algorithm for the training process, the model aims at learning the hidden patterns in the daily movement of the S&P500 to correctly identify if the market will be in a Trend Following or Mean Reversion behavior. The ANN is able to produce a successful investment strategy which outperforms the buy and hold strategy, but presents instability in its overall results which compromises its practical application in real life investment decisions.

Predicting type of delivery by identification of obstetric risk factors through data mining

In Maternity Care, a quick decision has to be made about the most suitable delivery type for the current patient. Guidelines are followed by physicians to support that decision; however, those practice recommendations are limited and underused. In the last years, caesarean delivery has been pursued in over 28% of pregnancies, and other operative techniques regarding specific problems have also been excessively employed. This study identifies obstetric and pregnancy factors that can be used to predict the most appropriate delivery technique, through the induction of data mining models using real data gathered in the perinatal and maternal care unit of Centro Hospitalar of Oporto (CHP). Predicting the type of birth envisions high-quality services, increased safety and effectiveness of specific practices to help guide maternity care decisions and facilitate optimal outcomes in mother and child. In this work was possible to acquire good results, achieving sensitivity and specificity values of 90.11% and 80.05%, respectively, providing the CHP with a model capable of correctly identify caesarean sections and vaginal deliveries.

Predicting SO2 pollution incidents by means of additive models with optimum variable selection

The aim of this paper is to predict time series of SO2 concentrations emitted by coal-fired power stations in order to estimate in advance emission episodes and analyze the influence of some meteorological variables in the prediction. An emission episode is said to occur when the series of bi-hourly means of SO2 is greater than a specific level. For coal-fired power stations it is essential to predict emission epi- sodes sufficiently in advance so appropriate preventive measures can be taken. We proposed a meth- odology to predict SO2 emission episodes based on using an additive model and an algorithm for variable selection. The methodology was applied to the estimation of SO2 emissions registered in sampling lo- cations near a coal-fired power station located in Northern Spain. The results obtained indicate a good performance of the model considering only two terms of the time series and that the inclusion of the meteorological variables in the model is not significant.

A Wireless Mesh Network NS-3 Simulation Model: Implementation and Performance Comparison With a Real Test-Bed

Wireless mesh networks present an attractive communication solution for various research and industrial projects. However, in many cases, the appropriate preliminary calculations which allow predicting the network behavior have to be made before the actual deployment. For such purposes, network simulation environments emulating the real network operation are often used. Within this paper, a behavior comparison of real wireless mesh network (based on 802.11s amendment) and the simulated one has been performed. The main objective of this work is to measure performance parameters of a real 802.11s wireless mesh network (average UDP throughput and average one-way delay) and compare the derived results with characteristics of a simulated wireless mesh network created with the NS-3 network simulation tool. Then, the results from both networks are compared and the corresponding conclusion is made. The corresponding results were derived from simulation model and real-worldtest-bed, showing that the behavior of both networks is similar. It confirms that the NS-3 simulation model is accurate and can be used in further research studies.

Predicting hematologic toxicity in patients undergoing radioimmunotherapy with 90Y-ibritumomab tiuxetan or 131I-tositumomab.

This study aimed at identifying clinical factors for predicting hematologic toxicity after radioimmunotherapy with (90)Y-ibritumomab tiuxetan or (131)I-tositumomab in clinical practice. Hematologic data were available from 14 non-Hodgkin lymphoma patients treated with (90)Y-ibritumomab tiuxetan and 18 who received (131)I-tositumomab. The percentage baseline at nadir and 4 wk post nadir and the time to nadir were selected as the toxicity indicators for both platelets and neutrophils. Multiple linear regression analysis was performed to identify significant predictors (P < 0.05) of each indicator. For both platelets and neutrophils, pooled and separate analyses of (90)Y-ibritumomab tiuxetan and (131)I-tositumomab data yielded the time elapsed since the last chemotherapy as the only significant predictor of the percentage baseline at nadir. The extent of bone marrow involvement was not a significant factor in this study, possibly because of the short time elapsed since the last chemotherapy of the 7 patients with bone marrow involvement. Because both treatments were designed to deliver a comparable bone marrow dose, this factor also was not significant. None of the 14 factors considered was predictive of the time to nadir. The R(2) value for the model predicting percentage baseline at nadir was 0.60 for platelets and 0.40 for neutrophils. This model predicted the platelet and neutrophil toxicity grade to within ±1 for 28 and 30 of the 32 patients, respectively. For the 7 patients predicted with grade I thrombocytopenia, 6 of whom had actual grade I-II, dosing might be increased to improve treatment efficacy. The elapsed time since the last chemotherapy can be used to predict hematologic toxicity and customize the current dosing method in radioimmunotherapy.

Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model

In this paper we investigate the ability of a number of different ordered probit models to predict ratings based on firm-specific data on business and financial risks. We investigate models based on momentum, drift and ageing and compare them against alternatives that take into account the initial rating of the firm and its previous actual rating. Using data on US bond issuing firms rated by Fitch over the years 2000 to 2007 we compare the performance of these models in predicting the rating in-sample and out-of-sample using root mean squared errors, Diebold-Mariano tests of forecast performance and contingency tables. We conclude that initial and previous states have a substantial influence on rating prediction.

Prospective validation of the Pulmonary Embolism Severity Index. A clinical prognostic model for pulmonary embolism

Practice guidelines recommend outpatient care for selected patients with non-massive pulmonary embolism (PE), but fail to specify how these low-risk patients should be identified. Using data from U.S. patients, we previously derived the Pulmonary Embolism Severity Index (PESI), a prediction rule that risk stratifies patients with PE. We sought to validate the PESI in a European patient cohort. We prospectively validated the PESI in patients with PE diagnosed at six emergency departments in three European countries. We used baseline data for the rule's 11 prognostic variables to stratify patients into five risk classes (I-V) of increasing probability of mortality. The outcome was overall mortality at 90 days after presentation. To assess the accuracy of the PESI to predict mortality, we estimated the sensitivity, specificity, and predictive values for low- (risk classes I/II) versus higher-risk patients (risk classes III-V), and the discriminatory power using the area under the receiver operating characteristic (ROC) curve. Among 357 patients with PE, overall mortality was 5.9%, ranging from 0% in class I to 17.9% in class V. The 186 (52%) low-risk patients had an overall mortality of 1.1% (95% confidence interval [CI]: 0.1-3.8%) compared to 11.1% (95% CI: 6.8-16.8%) in the 171 (48%) higher-risk patients. The PESI had a high sensitivity (91%, 95% CI: 71-97%) and a negative predictive value (99%, 95% CI: 96-100%) for predicting mortality. The area under the ROC curve was 0.78 (95% CI: 0.70-0.86). The PESI reliably identifies patients with PE who are at low risk of death and who are potential candidates for outpatient care. The PESI may help physicians make more rational decisions about hospitalization for patients with PE.

A general model to predict individual exposure to solar UV by using ambient irradiance data

Excessive exposure to solar ultraviolet (UV) is the main cause of skin cancer. Specific prevention should be further developed to target overexposed or highly vulnerable populations. A better characterisation of anatomical UV exposure patterns is however needed for specific prevention. To develop a regression model for predicting the UV exposure ratio (ER, ratio between the anatomical dose and the corresponding ground level dose) for each body site without requiring individual measurements. A 3D numeric model (SimUVEx) was used to compute ER for various body sites and postures. A multiple fractional polynomial regression analysis was performed to identify predictors of ER. The regression model used simulation data and its performance was tested on an independent data set. Two input variables were sufficient to explain ER: the cosine of the maximal daily solar zenith angle and the fraction of the sky visible from the body site. The regression model was in good agreement with the simulated data ER (R(2)=0.988). Relative errors up to +20% and -10% were found in daily doses predictions, whereas an average relative error of only 2.4% (-0.03% to 5.4%) was found in yearly dose predictions. The regression model predicts accurately ER and UV doses on the basis of readily available data such as global UV erythemal irradiance measured at ground surface stations or inferred from satellite information. It renders the development of exposure data on a wide temporal and geographical scale possible and opens broad perspectives for epidemiological studies and skin cancer prevention.

Predicting smoking cessation and its relapse in HIV-infected patients: the Swiss HIV Cohort Study.

OBJECTIVES: The aim of the study was to assess whether prospective follow-up data within the Swiss HIV Cohort Study can be used to predict patients who stop smoking; or among smokers who stop, those who start smoking again. METHODS: We built prediction models first using clinical reasoning ('clinical models') and then by selecting from numerous candidate predictors using advanced statistical methods ('statistical models'). Our clinical models were based on literature that suggests that motivation drives smoking cessation, while dependence drives relapse in those attempting to stop. Our statistical models were based on automatic variable selection using additive logistic regression with component-wise gradient boosting. RESULTS: Of 4833 smokers, 26% stopped smoking, at least temporarily; because among those who stopped, 48% started smoking again. The predictive performance of our clinical and statistical models was modest. A basic clinical model for cessation, with patients classified into three motivational groups, was nearly as discriminatory as a constrained statistical model with just the most important predictors (the ratio of nonsmoking visits to total visits, alcohol or drug dependence, psychiatric comorbidities, recent hospitalization and age). A basic clinical model for relapse, based on the maximum number of cigarettes per day prior to stopping, was not as discriminatory as a constrained statistical model with just the ratio of nonsmoking visits to total visits. CONCLUSIONS: Predicting smoking cessation and relapse is difficult, so that simple models are nearly as discriminatory as complex ones. Patients with a history of attempting to stop and those known to have stopped recently are the best candidates for an intervention.

Predicting outcome after acute basilar artery occlusion based on admission characteristics.

OBJECTIVE: To develop a simple prognostic model to predict outcome at 1 month after acute basilar artery occlusion (BAO) with readily available predictors. METHODS: The Basilar Artery International Cooperation Study (BASICS) is a prospective, observational, international registry of consecutive patients who presented with an acute symptomatic and radiologically confirmed BAO. We considered predictors available at hospital admission in multivariable logistic regression models to predict poor outcome (modified Rankin Scale [mRS] score 4-5 or death) at 1 month. We used receiver operator characteristic curves to assess the discriminatory performance of the models. RESULTS: Of the 619 patients, 429 (69%) had a poor outcome at 1 month: 74 (12%) had a mRS score of 4, 115 (19%) had a mRS score of 5, and 240 (39%) had died. The main predictors of poor outcome were older age, absence of hyperlipidemia, presence of prodromal minor stroke, higher NIH Stroke Scale (NIHSS) score, and longer time to treatment. A prognostic model that combined demographic data and stroke risk factors had an area under the receiver operating characteristic curve (AUC) of 0.64. This performance improved by including findings from the neurologic examination (AUC 0.79) and CT imaging (AUC 0.80). A risk chart showed predictions of poor outcome at 1 month varying from 25 to 96%. CONCLUSION: Poor outcome after BAO can be reliably predicted by a simple model that includes older age, absence of hyperlipidemia, presence of prodromal minor stroke, higher NIHSS score, and longer time to treatment.

Steady-state brain glucose transport kinetics re-evaluated with a four-state conformational model.

Glucose supply from blood to brain occurs through facilitative transporter proteins. A near linear relation between brain and plasma glucose has been experimentally determined and described by a reversible model of enzyme kinetics. A conformational four-state exchange model accounting for trans-acceleration and asymmetry of the carrier was included in a recently developed multi-compartmental model of glucose transport. Based on this model, we demonstrate that brain glucose (G(brain)) as function of plasma glucose (G(plasma)) can be described by a single analytical equation namely comprising three kinetic compartments: blood, endothelial cells and brain. Transport was described by four parameters: apparent half saturation constant K(t), apparent maximum rate constant T(max), glucose consumption rate CMR(glc), and the iso-inhibition constant K(ii) that suggests G(brain) as inhibitor of the isomerisation of the unloaded carrier. Previous published data, where G(brain) was quantified as a function of plasma glucose by either biochemical methods or NMR spectroscopy, were used to determine the aforementioned kinetic parameters. Glucose transport was characterized by K(t) ranging from 1.5 to 3.5 mM, T(max)/CMR(glc) from 4.6 to 5.6, and K(ii) from 51 to 149 mM. It was noteworthy that K(t) was on the order of a few mM, as previously determined from the reversible model. The conformational four-state exchange model of glucose transport into the brain includes both efflux and transport inhibition by G(brain), predicting that G(brain) eventually approaches a maximum concentration. However, since K(ii) largely exceeds G(plasma), iso-inhibition is unlikely to be of substantial importance for plasma glucose below 25 mM. As a consequence, the reversible model can account for most experimental observations under euglycaemia and moderate cases of hypo- and hyperglycaemia.