Increasing stochastic perturbations enhances acquisition and learning of complex sport movements

Traditionally, the aquisition of skills and sport movement has been characterised by numerous repetitions of presumed model movement pattern to be acquired by learners. This approach has been questioned by research identifying the presence of individualised movement patterns and the low probability of occurrence of two identical movements within and between individuals. In contrast, the differential learning approach claims advantage for incurring variability in the learning process by adding stochastic perturbations during practice. These ideas are exemplified by data from a high jump experiment which compared the effectiveness of classical and a differential training approach with pre-post test design. Results showed clear advantages for the group with additional stochastic perturbation during the aquisition phase in comparison to classically trained athletes. Analogies to similar phenomenological effects in the neurobiological literature are discussed.

Quantifying the volume fraction and texture of cancellous bone using 3.0 Tesla magnetic resonance imaging

Introduction: 3.0 Tesla MRI offers the potential to quantify the volume fraction and structural texture of cancellous bone, along with quantification of marrow composition, in a single non-invasive examination. This study describes our preliminary investigations to identify parameters which describe cancellous bone structure including the relationships between texture and volume fraction.

Electron paramagnetic resonance spectral studies on natural sapphire

EPR study of both blue and green sapphire samples confirms the presence of Cr(III) in four different octahedral sites. The g (1.98) value is the same but D values differ for the two the samples. The EPR spectra suggest that the blue sapphire contains more chromium than the green sapphire. No Fe(III) impurity was noted in the EPR spectrum.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Magnetic resonance spectroscopy in seizure disorders

Key points • The clinical aims of MR spectroscopy (MRS) in seizure disorders are to help identify, localize and characterize epileptogenic foci. • Lateralizing MRS abnormalities in temporal lobe epilepsy (TLE) may be used clinically in combination with structural and T2 MRI measurements together with other techniques such as EEG, PET and SPECT. • Characteristic metabolite abnormalities are decreased N-acetylaspartate (NAA) with increased choline (Cho) and myoinositol (mI) (short-echo time). • Contralateral metabolite abnormalities are frequently seen in TLE, but are of uncertain significance. • In extra-temporal epilepsy, metabolite abnormalities may be seen where MR imaging (MRI) is normal; but may not be sufficiently localized to be useful clinically. • MRS may help to characterize epileptogenic lesions visible on MRI (aggressive vs. indolent neoplastic, dysplasia). • Spectral editing techniques are required to evaluate specific epilepsy-relevant metabolites (e.g. -aminobutyric acid (GABA)), which may be useful in drug development and evaluation. • MRS with phosphorus (31P) and other nuclei probe metabolism of epilepsy, but are less useful clinically. • There is potential for assessing the of drug mode of action and efficacy through 13C carbon metabolite measurements, while changes in sodium homeostasis resulting from seizure activity may be detected with 23Na MRS.