957 resultados para Multivariate volatility models


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A range of authors from the risk management, crisis management, and crisis communications literature have proposed different models as a means of understanding components of crisis. A generic component of these sources has focused on preparedness practices before disturbance events and response practices during events. This paper provides a critical analysis of three key explanatory models of how crises escalate highlighting the strengths and limitations of each approach. The paper introduces an optimised conceptual model utilising components from the previous work under the four phases of pre-event, response, recovery, and post-event. Within these four phases, a ten step process is introduced that can enhance understanding of the progression of distinct stages of disturbance for different types of events. This crisis evolution framework is examined as a means to provide clarity and applicability to a range of infrastructure failure contexts and provide a path for further empirical investigation in this area.

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The traditional hospital-based model of cardiac rehabilitation faces substantial challenges, such as cost and accessibility. These challenges have led to the development of alternative models of cardiac rehabilitation in recent years. The aim of this study was to identify and critique evidence for the effectiveness of these alternative models. A total of 22 databases were searched to identify quantitative studies or systematic reviews of quantitative studies regarding the effectiveness of alternative models of cardiac rehabilitation. Included studies were appraised using a Critical Appraisal Skills Programme tool and the National Health and Medical Research Council's designations for Level of Evidence. The 83 included articles described interventions in the following broad categories of alternative models of care: multifactorial individualized telehealth, internet based, telehealth focused on exercise, telehealth focused on recovery, community- or home-based, and complementary therapies. Multifactorial individualized telehealth and community- or home-based cardiac rehabilitation are effective alternative models of cardiac rehabilitation, as they have produced similar reductions in cardiovascular disease risk factors compared with hospital-based programmes. While further research is required to address the paucity of data available regarding the effectiveness of alternative models of cardiac rehabilitation in rural, remote, and culturally and linguistically diverse populations, our review indicates there is no need to rely on hospital-based strategies alone to deliver effective cardiac rehabilitation. Local healthcare systems should strive to integrate alternative models of cardiac rehabilitation, such as brief telehealth interventions tailored to individual's risk factor profiles as well as community- or home-based programmes, in order to ensure there are choices available for patients that best fit their needs, risk factor profile, and preferences.

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The emergence of pseudo-marginal algorithms has led to improved computational efficiency for dealing with complex Bayesian models with latent variables. Here an unbiased estimator of the likelihood replaces the true likelihood in order to produce a Bayesian algorithm that remains on the marginal space of the model parameter (with latent variables integrated out), with a target distribution that is still the correct posterior distribution. Very efficient proposal distributions can be developed on the marginal space relative to the joint space of model parameter and latent variables. Thus psuedo-marginal algorithms tend to have substantially better mixing properties. However, for pseudo-marginal approaches to perform well, the likelihood has to be estimated rather precisely. This can be difficult to achieve in complex applications. In this paper we propose to take advantage of multiple central processing units (CPUs), that are readily available on most standard desktop computers. Here the likelihood is estimated independently on the multiple CPUs, with the ultimate estimate of the likelihood being the average of the estimates obtained from the multiple CPUs. The estimate remains unbiased, but the variability is reduced. We compare and contrast two different technologies that allow the implementation of this idea, both of which require a negligible amount of extra programming effort. The superior performance of this idea over the standard approach is demonstrated on simulated data from a stochastic volatility model.

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Invasion waves of cells play an important role in development, disease and repair. Standard discrete models of such processes typically involve simulating cell motility, cell proliferation and cell-to-cell crowding effects in a lattice-based framework. The continuum-limit description is often given by a reaction–diffusion equation that is related to the Fisher–Kolmogorov equation. One of the limitations of a standard lattice-based approach is that real cells move and proliferate in continuous space and are not restricted to a predefined lattice structure. We present a lattice-free model of cell motility and proliferation, with cell-to-cell crowding effects, and we use the model to replicate invasion wave-type behaviour. The continuum-limit description of the discrete model is a reaction–diffusion equation with a proliferation term that is different from lattice-based models. Comparing lattice based and lattice-free simulations indicates that both models lead to invasion fronts that are similar at the leading edge, where the cell density is low. Conversely, the two models make different predictions in the high density region of the domain, well behind the leading edge. We analyse the continuum-limit description of the lattice based and lattice-free models to show that both give rise to invasion wave type solutions that move with the same speed but have very different shapes. We explore the significance of these differences by calibrating the parameters in the standard Fisher–Kolmogorov equation using data from the lattice-free model. We conclude that estimating parameters using this kind of standard procedure can produce misleading results.

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This thesis describes the use of 2- and 3-dimensional cell-based models for studying how skin cells respond to ultraviolet radiation. These methods were used to investigate skin damage and repair after exposure to radiation in the context of skin cancer development. Interactions between different skin cell types were demonstrated as being significant in protecting against ultraviolet radiation-induced skin damage. This has important implications in understanding how skin cancers occur, as well as in the development of new strategies to prevent and treat them.

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Process-aware information systems (PAISs) can be configured using a reference process model, which is typically obtained via expert interviews. Over time, however, contextual factors and system requirements may cause the operational process to start deviating from this reference model. While a reference model should ideally be updated to remain aligned with such changes, this is a costly and often neglected activity. We present a new process mining technique that automatically improves the reference model on the basis of the observed behavior as recorded in the event logs of a PAIS. We discuss how to balance the four basic quality dimensions for process mining (fitness, precision, simplicity and generalization) and a new dimension, namely the structural similarity between the reference model and the discovered model. We demonstrate the applicability of this technique using a real-life scenario from a Dutch municipality.

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This presentation discusses topics and issues that connect closely with the Conference Themes and themes in the ARACY Report Card. For example, developing models of public space that are safe, welcoming and relevant to children and young people will impact on their overall wellbeing and may help to prevent many of the tensions occurring in Australia and elsewhere around the world. This area is the subject of ongoing international debate, research and policy formation, relevant to concerns in the ARACY Report Card about children and young people’s health and safety, participation, behaviours and risks and peer and family relationships.

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Background: Developing sampling strategies to target biological pests such as insects in stored grain is inherently difficult owing to species biology and behavioural characteristics. The design of robust sampling programmes should be based on an underlying statistical distribution that is sufficiently flexible to capture variations in the spatial distribution of the target species. Results: Comparisons are made of the accuracy of four probability-of-detection sampling models - the negative binomial model,1 the Poisson model,1 the double logarithmic model2 and the compound model3 - for detection of insects over a broad range of insect densities. Although the double log and negative binomial models performed well under specific conditions, it is shown that, of the four models examined, the compound model performed the best over a broad range of insect spatial distributions and densities. In particular, this model predicted well the number of samples required when insect density was high and clumped within experimental storages. Conclusions: This paper reinforces the need for effective sampling programs designed to detect insects over a broad range of spatial distributions. The compound model is robust over a broad range of insect densities and leads to substantial improvement in detection probabilities within highly variable systems such as grain storage.

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Purpose: To investigate the association between conjunctival ultraviolet autofluorescence (UVAF), a biomarker of ocular ultraviolet radiation (UVR) exposure, and prevalent pterygium. Methods: We conducted a cross-sectional study on Norfolk Island, South Pacific. All permanent residents aged ‡15 were invited to participate. Participants completed a sun exposure questionnaire and underwent autorefraction and slit lamp biomicroscope examination. Area of conjunctival UVAF (sum of temporal ⁄ nasal area in right and left eyes) was determined using computerized methods. Multivariate logistic and linear regression models were used to estimate the associations with pterygia and UVAF, respectively. Results: Of 641 participants, 70 people (10.9%) had pterygium in one or both eyes, and prevalence was higher in males (15.0% versus 7.7%, p = 0.003). Significant independent associations with pterygium in any eye were UVAF (per 10 mm2) [odds ratio (OR) 1.16, 95% confidence interval (CI) 1.16–1.28, p = 0.002], tanning skin phenotype (OR 2.17,1.20–3.92, p = 0.010) and spending more than three-quarters of the day outside (OR 2.22, 1.20–4.09, p = 0.011). Increasing quartile of UVAF was associated with increased risk of pterygium following adjustment of age, sex and time outdoors (pTrend = 0.002). Independent associations with increasing UVAF (per 10 mm2) were decreasing age, time outdoors, skin type and male gender (all p < 0.001). UVAF area correlated well with the duration of outdoor activity (pTrend < 0.001). Conclusion: Pterygium occurs in approximately one-tenth of Norfolk Islanders. Increasing conjunctival UVAF is associated with prevalent pterygia, confirming earlier epidemiological, laboratory and ray-tracing studies that pterygia are associated with UVR. Protection from the sun should be encouraged to reduce the prevalence of pterygium in the community.

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Generally, the magnitude of pollutant emissions from diesel engines is ultimately coupled to the structure of fuel molecules. The presence of oxygen, level of unsaturation and the carbon chain length of respective molecules influence the combustion chemistry. It is speculated that increased oxygen content in the fuel may lead to the increased oxidative potential (Stevanovic, S. 2013). Also, upon the exposure to UV and ozone in the atmosphere, the chemical composition of the exhaust is changed. The presence of an oxidant and UV is triggering the cascade of photochemical reactions as well as the partitioning of semi-volatile compounds between the gas and particle phase. To gain an insight into the relationship between the molecular structures of the esters, their volatile organic content and the potential toxicity of diesel exhaust particulate matter, measurements were conducted on a modern common rail diesel engine. This research also investigates the contribution of atmospheric conditions on the transfer of semi-volatile fraction of diesel exhaust from the gas phase to the particle phase and the extent to which semi-volatile compounds (SVOCs) are related to the oxidative potential, expressed through the concentration of reactive oxygen species (ROS) (Stevanovic, S. 2013)...

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Mathematical models of mosquito-borne pathogen transmission originated in the early twentieth century to provide insights into how to most effectively combat malaria. The foundations of the Ross–Macdonald theory were established by 1970. Since then, there has been a growing interest in reducing the public health burden of mosquito-borne pathogens and an expanding use of models to guide their control. To assess how theory has changed to confront evolving public health challenges, we compiled a bibliography of 325 publications from 1970 through 2010 that included at least one mathematical model of mosquito-borne pathogen transmission and then used a 79-part questionnaire to classify each of 388 associated models according to its biological assumptions. As a composite measure to interpret the multidimensional results of our survey, we assigned a numerical value to each model that measured its similarity to 15 core assumptions of the Ross–Macdonald model. Although the analysis illustrated a growing acknowledgement of geographical, ecological and epidemiological complexities in modelling transmission, most models during the past 40 years closely resemble the Ross–Macdonald model. Modern theory would benefit from an expansion around the concepts of heterogeneous mosquito biting, poorly mixed mosquito-host encounters, spatial heterogeneity and temporal variation in the transmission process.

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Business models to date have remained the creation of management, however, it is the belief of the authors that designers should be critically approaching, challenging and creating new business models as part of their practice. This belief portrays a new era where business model constructs become the new design brief of the future and fuel design and innovation to work together at the strategic level of an organisation. Innovation can no longer rely on technology and R&D alone but must incorporate business models. Business model innovation has become a strong type of competitive advantage. As firms choose not to compete only on price, but through the delivery of a unique value proposition in order to engage with customers and to differentiate a company within a competitive market. The purpose of this paper is to explore and investigate business model design through various product and/or service deliveries, and identify common drivers that are catalysts for business model innovation. Fifty companies spanning a diverse range of criteria were chosen, to evaluate and compare commonalities and differences in the design of their business models. The analysis of these business cases uncovered commonalities of the key strategic drivers behind these innovative business models. Five Meta Models were derived from this content analysis: Customer Led, Cost Driven, Resource Led, Partnership Led and Price Led. These five key foci provide a designer with a focus from which quick prototypes of new business models are created. Implications from this research suggest there is no ‘one right’ model, but rather through experimentation, the generation of many unique and diverse concepts can result in greater possibilities for future innovation and sustained competitive advantage.

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Background Young parenthood continues to be an issue of concern in terms of clinical and psychosocial outcomes for mothers and their babies, with higher rates of medical complications such as preterm labour and hypertensive disease and a higher risk of depression. The aim of this study was to investigate how young age impacts on women's experience of intrapartum care. Methods Secondary analysis of data collected in a population based survey of women who had recently given birth in Queensland, comparing clinical and interpersonal aspects of the intrapartum maternity care experience for 237 eligible women aged 15–20 years and 6534 aged more than 20 years. Descriptive and multivariate analyses were undertaken. Results In the univariate analysis a number of variables were significantly associated with clinical aspects of labour and birth and perceptions of care: young women were more likely to birth in a public facility, to travel for birth and to live in less economically advantaged areas, to have a normal vaginal birth and to have one carer through labour. They were also less likely to report being treated with respect and kindness and talked to in a way they could understand. In logistic regression models, after adjustment for parity, other socio-demographic factors and mode of birth, younger mothers were still more likely to birth in a public facility, to travel for birth, to be more critical about interpersonal and aspects of care and the hospital or birth centre environment. Conclusion This study shows how experience of care during labour and birth is different for young women. Young women reported poorer quality interpersonal care which may well reflect an inferior care experience and stereotyping by health professionals, indicating a need for more effective staff engagement with young women at this time.

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Postnatal depression (PND) is a significant global health issue, which not only impacts maternal wellbeing, but also infant development and family structures. Mental health disorders represent approximately 14% of global burden of disease and disability, including low and middle-income countries (LMIC), and PND has direct relevance to the Millennium Development Goals of reducing child mortality, improving maternal health, and creating global partnerships (United Nations, 2012; Guiseppe, Becker & Farmer, 2011). Emerging evidence suggests that PND in LMIC is similar to, or higher than in high-income countries (HIC), however, less than 10% of LMIC have prevalence data available (Fisher, Cabral de Mello, & Izutsu 2009; Lund et al., 2011). Whilst a small number of studies on maternal mental disorders have been published in Vietnam, only one specifically focuses on PND in a hospital-based sample. Also, community based mental health studies and information on mental health in rural areas of Vietnam is still scarce. The purpose of this study was to determine the prevalence of PND, and its associated social determinants in postnatal women in Thua Thien Hue Province, Central Vietnam. In order to identify social determinants relevant to the Central Vietnamese context, two qualitative studies and one community survey were undertaken. Associations between maternal mental health and infant health outcomes were also explored. The study was comprised of three phases. Firstly, iterative, qualitative interviews with Vietnamese health professionals (n = 17) and postpartum women (n = 15) were conducted and analysed using Kleinman's theory of explanatory models to identify narratives surrounding PND in the Vietnamese context (Kleinman, 1978). Secondly, a participatory concept mapping exercise was undertaken with two groups of health professionals (n = 12) to explore perceived risk and protective factors for postnatal mental health. Qualitative phases of the research elucidated narratives surrounding maternal mental health in the Vietnamese context such as son preference, use of traditional medicines, and the popularity of confinement practices such as having one to three months of complete rest. The qualitative research also revealed the construct of depression was not widely recognised. Rather, postpartum changes in mood were conceptualised as a loss of 'vital strength' following childbirth or 'disappointment'. Most women managed postpartum changes in mood within the family although some sought help from traditional medicine practitioners or biomedical doctors. Thirdly, a cross-sectional study of twelve randomly selected communes (six urban, six rural) in Thua Thien Hue Province was then conducted. Overall, 465 women with infants between 4 weeks and six months old participated, and 431 questionnaires were analysed. Women from urban (n = 216) and rural (n = 215) areas participated. All eligible women completed a structured interview about their health, basic demographics, and social circumstances. Maternal depression was measured using the Edinburgh Postnatal Depression Scale (EPDS) as a continuous variable. Multivariate generalised linear regression was conducted using PASW Statistics version 18.0 (2009). When using the conventional EPDS threshold for probable depression (EPDS score ~ 13) 18.1% (n = 78) of women were depressed (Gibson, McKenzie-McHarg, Shakespeare, Price & Gray, 2009). Interestingly, 20.4% of urban women (n = 44) had EPDS scores~ 13, which was a higher proportion than rural women, where 15.8% (n = 34) had EPDS scores ~ 13, although this difference was not statistically significant: t(429) = -0.689, p = 0.491. Whilst qualitative narratives identified infant gender and family composition, and traditional confinement practices as relevant to postnatal mood, these were not statistically significant in multivariate analysis. Rather, poverty, food security, being frightened of your husband or family members, experiences of intimate partner violence and breastfeeding difficulties had strong statistical associations. PND was also associated with having an infant with diarrhoea in the past two weeks, but not infant malnutrition or acute respiratory infections. This study is the first to explore maternal mental health in Central Vietnam, and provides further evidence that PND is a universally experienced phenomenon. The independent social risk factors of depressive symptoms identified such as poverty, food insecurity, experiences of violence and powerlessness, and relationship adversity points to women in a context of social suffering which is relevant throughout the world (Kleinman, Das & Lock, 1997). The culturally specific risk factors explored such as infant gender were not statistically significant when included in a multivariable model. However, they feature prominently in qualitative narratives surrounding PND in Vietnam, both in this study and previous literature. It appears that whilst infant gender may not be associated with PND per se, the reactions of close relatives to the gender of the baby can adversely affect maternal wellbeing. This study used a community based participatory research approach (CBPR) (Israel.2005). This approach encourages the knowledge produced to be used for public health interventions and workforce training in the community in which the research was conducted, and such work has commenced. These results suggest that packages of interventions for LMIC devised to address maternal mental health and infant wellbeing could be applied in Central Vietnam. Such interventions could include training lay workers to follow up postpartum women, and incorporating mental health screening and referral into primary maternal and child health care (Pate! et al., 2011; Rahman, Malik, Sikander & Roberts, 2008). Addressing the underlying social determinants of PND through poverty reduction and violence elimination programs is also recommended.

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This dissertation seeks to define and classify potential forms of Nonlinear structure and explore the possibilities they afford for the creation of new musical works. It provides the first comprehensive framework for the discussion of Nonlinear structure in musical works and provides a detailed overview of the rise of nonlinearity in music during the 20th century. Nonlinear events are shown to emerge through significant parametrical discontinuity at the boundaries between regions of relatively strong internal cohesion. The dissertation situates Nonlinear structures in relation to linear structures and unstructured sonic phenomena and provides a means of evaluating Nonlinearity in a musical structure through the consideration of the degree to which the structure is integrated, contingent, compressible and determinate as a whole. It is proposed that Nonlinearity can be classified as a three dimensional space described by three continuums: the temporal continuum, encompassing sequential and multilinear forms of organization, the narrative continuum encompassing processual, game structure and developmental narrative forms and the referential continuum encompassing stylistic allusion, adaptation and quotation. The use of spectrograms of recorded musical works is proposed as a means of evaluating Nonlinearity in a musical work through the visual representation of parametrical divergence in pitch, duration, timbre and dynamic over time. Spectral and structural analysis of repertoire works is undertaken as part of an exploration of musical nonlinearity and the compositional and performative features that characterize it. The contribution of cultural, ideological, scientific and technological shifts to the emergence of Nonlinearity in music is discussed and a range of compositional factors that contributed to the emergence of musical Nonlinearity is examined. The evolution of notational innovations from the mobile score to the screen score is plotted and a novel framework for the discussion of these forms of musical transmission is proposed. A computer coordinated performative model is discussed, in which a computer synchronises screening of notational information, provides temporal coordination of the performers through click-tracks or similar methods and synchronises the audio processing and synthesized elements of the work. It is proposed that such a model constitutes a highly effective means of realizing complex Nonlinear structures. A creative folio comprising 29 original works that explore nonlinearity is presented, discussed and categorised utilising the proposed classifications. Spectrograms of these works are employed where appropriate to illustrate the instantiation of parametrically divergent substructures and examples of structural openness through multiple versioning.