Optimal observers for ARMA models

A polynomial-based ARMA model, when posed in a state-space framework can be regarded in many different ways. In this paper two particular state-space forms of the ARMA model are considered, and although both are canonical in structure they differ in respect of the mode in which disturbances are fed into the state and output equations. For both forms a solution is found to the optimal discrete-time observer problem and algebraic connections between the two optimal observers are shown. The purpose of the paper is to highlight the fact that the optimal observer obtained from the first state-space form, commonly known as the innovations form, is not that employed in an optimal controller, in the minimum-output variance sense, whereas the optimal observer obtained from the second form is. Hence the second form is a much more appropriate state-space description to use for controller design, particularly when employed in self-tuning control schemes.

A moving-mesh finite element method and its application to the numerical solution of phase-change problems

A distributed Lagrangian moving-mesh finite element method is applied to problems involving changes of phase. The algorithm uses a distributed conservation principle to determine nodal mesh velocities, which are then used to move the nodes. The nodal values are obtained from an ALE (Arbitrary Lagrangian-Eulerian) equation, which represents a generalization of the original algorithm presented in Applied Numerical Mathematics, 54:450--469 (2005). Having described the details of the generalized algorithm it is validated on two test cases from the original paper and is then applied to one-phase and, for the first time, two-phase Stefan problems in one and two space dimensions, paying particular attention to the implementation of the interface boundary conditions. Results are presented to demonstrate the accuracy and the effectiveness of the method, including comparisons against analytical solutions where available.

Visual surveillance for moving vehicles

An overview is given of a vision system for locating, recognising and tracking multiple vehicles, using an image sequence taken by a single camera mounted on a moving vehicle. The camera motion is estimated by matching features on the ground plane from one image to the next. Vehicle detection and hypothesis generation are performed using template correlation and a 3D wire frame model of the vehicle is fitted to the image. Once detected and identified, vehicles are tracked using dynamic filtering. A separate batch mode filter obtains the 3D trajectories of nearby vehicles over an extended time. Results are shown for a motorway image sequence.

Visual surveillance for moving vehicles

An overview is given of a novel vision system for locating, recognising and tracking multiple vehicles.

Velocity-based moving mesh methods for nonlinear partial differential equations

This article describes a number of velocity-based moving mesh numerical methods formultidimensional nonlinear time-dependent partial differential equations (PDEs). It consists of a short historical review followed by a detailed description of a recently developed multidimensional moving mesh finite element method based on conservation. Finite element algorithms are derived for both mass-conserving and non mass-conserving problems, and results shown for a number of multidimensional nonlinear test problems, including the second order porous medium equation and the fourth order thin film equation as well as a two-phase problem. Further applications and extensions are referenced.

Autoregressive conditional kurtosis

This article proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the standard Student’s t-density and consequently can be estimated simply using maximum likelihood. The method is applied to a set of four daily financial asset return series comprising U.S. and U.K. stocks and bonds, and significant evidence in favor of the presence of autoregressive conditional kurtosis is observed. Various extensions to the basic model are proposed, and we show that the response of kurtosis to good and bad news is not significantly asymmetric.

On the importance of interplanetary magnetic field (By)on polar cap patch formation

A number of poleward moving events were observed between 1130 and 1300 UT on 11 February 2004, during periods of southward interplanetary magnetic field (IMF), while the steerable antenna of the European Incoherent Scatter (EISCAT) Svalbard radar (ESR)and the Tromsø VHF radar pointed nearly northward at low elevation. In this interval, simultaneous SuperDARN CUTLASS Finland radar measurements showed poleward moving radar aurora forms (PMRAFs) which appeared very similar to the density enhancements observed by the ESR northward pointing antenna. These events appeared quasiperiodically with a period of about 10 min. Comparing the observations from the above three radars, it is inferred that there is an almost one‐to‐one correspondence between the poleward moving plasma concentration enhancements (PMPCEs) observed by the ESR and the VHF radar and the PMRAFs measured by the CUTLASS Finland radar. These observations are consistent with the interpretation that the polar cap patch material was generated by photoionization at subauroral latitudes and that the plasma was structured by bursts of magnetopause reconnection giving access to the polar cap. There is clear evidence that plasma structuring into patches was dependent on the variability in IMF |By|. The duration of these events implies that the average evolution time of the newly opened flux tubes from the subauroral region to the polar cap was about 33 min.

An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns

In this article, we investigate the commonly used autoregressive filter method of adjusting appraisal-based real estate returns to correct for the perceived biases induced in the appraisal process. Many articles have been written on appraisal smoothing but remarkably few have considered the relationship between smoothing at the individual property level and the amount of persistence in the aggregate appraisal-based index. To investigate this issue we analyze a large sample of appraisal data at the individual property level from the Investment Property Databank. We find that commonly used unsmoothing estimates at the index level overstate the extent of smoothing that takes place at the individual property level. There is also strong support for an ARFIMA representation of appraisal returns at the index level and an ARMA model at the individual property level.

Moving feedback forward: theory to practice

There is substantial research interest in tutor feedback and students’ perception and use of such feedback. This paper considers some of the major issues raised in relation to tutor feedback and student learning. We explore some of the current feedback drivers, most notably the need for feedback to move away from simply a monologue from a tutor to a student to a valuable tutor–student dialogue. In relation to moving feedback forward the notions of self regulation, dialogue and social learning are explored and then considered in relation to how such theory can translate into practice. The paper proposes a framework (GOALS) as a tool through which tutors can move theory into practice with the aim of improving student learning from feedback.

Citation and peer review of data: moving towards formal data publication

This paper discusses many of the issues associated with formally publishing data in academia, focusing primarily on the structures that need to be put in place for peer review and formal citation of datasets. Data publication is becoming increasingly important to the scientific community, as it will provide a mechanism for those who create data to receive academic credit for their work and will allow the conclusions arising from an analysis to be more readily verifiable, thus promoting transparency in the scientific process. Peer review of data will also provide a mechanism for ensuring the quality of datasets, and we provide suggestions on the types of activities one expects to see in the peer review of data. A simple taxonomy of data publication methodologies is presented and evaluated, and the paper concludes with a discussion of dataset granularity, transience and semantics, along with a recommended human-readable citation syntax.

ASSET: moving forward through feedback

Providing high quality and timely feedback to students is often a challenge for many staff in higher education as it can be both time-consuming and frustratingly repetitive. From the student perspective, feedback may sometimes be considered unhelpful, confusing and inconsistent and may not always be provided within a timeframe that is considered to be ‘useful’. The ASSET project, based at the University of Reading, addresses many of these inherent challenges by encouraging the provision of feedback that supports learning, i.e. feedback that contains elements of ‘feed-forward’, is of a high quality and is delivered in a timely manner. In particular, the project exploits the pedagogic benefits of video/audio media within a Web 2.0 context to provide a new, interactive resource, ‘ASSET’, to enhance the feedback experience for both students and staff. A preliminary analysis of both our quantitative and qualitative pedagogic data demonstrate that the ASSET project has instigated change in the ways in which both staff and students think about, deliver, and engage with feedback. For example, data from our online questionnaires and focus groups with staff and students indicate a positive response to the use of video as a medium for delivering feedback to students. In particular, the academic staff engaged in piloting the ASSET resource indicated that i) using video has made them think more, and in some cases differently, about the ways in which they deliver feedback to students and ii) they now see video as an effective means of making feedback more useful and engaging for students. Moreover, the majority of academic staff involved in the project have said they will continue to use video feedback. From the student perspective, 60% of those students whose lecturers used ASSET to provide video feedback said that “receiving video feedback encouraged me to take more notice of the feedback compared with normal methods” and 80% would like their lecturer to continue to use video as a method for providing feedback. An important aim of the project was for it to complement existing University-wide initiatives on feedback and for ASSET to become a ‘model’ resource for staff and students wishing to explore video as a medium for feedback provision. An institutional approach was therefore adopted and key members of Senior Management, academics, T&L support staff, IT support and Student Representatives were embedded within the project from the start. As with all initiatives of this kind, a major issue is the future sustainability of the ASSET resource and to have had both ‘top-down’ and ‘bottom-up’ support for the project has been extremely beneficial. In association with the project team the University is currently exploring the creation of an open-source, two-tiered video supply solution and a ‘framework’ (that other HEIs can adopt and/or adapt) to support staff in using video for feedback provision. In this way students and staff will have new opportunities to explore video and to exploit the benefits of this medium for supporting learning.