875 resultados para Exponential random graph models


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After the recent prolonged drought conditions in many parts of Australia it is increasingly recognised that many groundwater systems are under stress. Although this is obvious for systems that are utilised for intensive irrigation many other groundwater systems are also impacted.Management strategies are highly variable to non-existent. Policy and regulation are also often inadequate, and are reactive or politically driven. In addition, there is a wide range of opinion by water users and other stakeholders as to what is “reasonable”management practice. These differences are often related to the “value”that is put on the groundwater resource. Opinions vary from “our right to free water”to an awareness that without effective management the resource will be degraded. There is also often misunderstanding of surface water-groundwater linkages, recharge processes, and baseflow to drainage systems.

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We evaluate the performance of several specification tests for Markov regime-switching time-series models. We consider the Lagrange multiplier (LM) and dynamic specification tests of Hamilton (1996) and Ljung–Box tests based on both the generalized residual and a standard-normal residual constructed using the Rosenblatt transformation. The size and power of the tests are studied using Monte Carlo experiments. We find that the LM tests have the best size and power properties. The Ljung–Box tests exhibit slight size distortions, though tests based on the Rosenblatt transformation perform better than the generalized residual-based tests. The tests exhibit impressive power to detect both autocorrelation and autoregressive conditional heteroscedasticity (ARCH). The tests are illustrated with a Markov-switching generalized ARCH (GARCH) model fitted to the US dollar–British pound exchange rate, with the finding that both autocorrelation and GARCH effects are needed to adequately fit the data.

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Effective management of groundwater requires stakeholders to have a realistic conceptual understanding of the groundwater systems and hydrological processes.However, groundwater data can be complex, confusing and often difficult for people to comprehend..A powerful way to communicate understanding of groundwater processes, complex subsurface geology and their relationships is through the use of visualisation techniques to create 3D conceptual groundwater models. In addition, the ability to animate, interrogate and interact with 3D models can encourage a higher level of understanding than static images alone. While there are increasing numbers of software tools available for developing and visualising groundwater conceptual models, these packages are often very expensive and are not readily accessible to majority people due to complexity. .The Groundwater Visualisation System (GVS) is a software framework that can be used to develop groundwater visualisation tools aimed specifically at non-technical computer users and those who are not groundwater domain experts. A primary aim of GVS is to provide management support for agencies, and enhancecommunity understanding.

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Mainstream business process modelling techniques promote a design paradigm wherein the activities to be performed within a case, together with their usual execution order, form the backbone of a process model, on top of which other aspects are anchored. This paradigm, while eective in standardised and production-oriented domains, shows some limitations when confronted with processes where case-by-case variations and exceptions are the norm. In this thesis we develop the idea that the eective design of exible process models calls for an alternative modelling paradigm, one in which process models are modularised along key business objects, rather than along activity decompositions. The research follows a design science method, starting from the formulation of a research problem expressed in terms of requirements, and culminating in a set of artifacts that have been devised to satisfy these requirements. The main contributions of the thesis are: (i) a meta-model for object-centric process modelling incorporating constructs for capturing exible processes; (ii) a transformation from this meta-model to an existing activity-centric process modelling language, namely YAWL, showing the relation between object-centric and activity-centric process modelling approaches; and (iii) a Coloured Petri Net that captures the semantics of the proposed meta-model. The meta-model has been evaluated using a framework consisting of a set of work ow patterns. Moreover, the meta-model has been embodied in a modelling tool that has been used to capture two industrial scenarios.

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Background: SEQ Catchments Ltd and QUT are collaborating on groundwater investigations in the SE Qld region, which utilise community engagement and 3D Visualisation methodologies. The projects, which have been funded by the Australian Government’s NHT and Caring for our Country programmes, were initiated from local community concerns regarding groundwater sustainability and quality in areas where little was previously known. ----- Objectives: Engage local and regional stakeholders to tap all available sources of information;•Establish on-going (2 years +) community-based groundwater / surface water monitoring programmes;•Develop 3D Visualisation from all available data; and•Involve, train and inform the local community for improved on-ground land and water use management. ----- Results and findings: Respectful community engagement yielded information, access to numerous monitoring sites and education opportunities at low cost, which would otherwise be unavailable. A Framework for Community-Based Groundwater Monitoring has been documented (Todd, 2008).A 3D visualisation models have been developed for basaltic settings, which relate surface features familiar to the local community with the interpreted sub-surface hydrogeology. Groundwater surface movements have been animated and compared to local rainfall using the time-series monitoring data.An important 3D visualisation feature of particular interest to the community was the interaction between groundwater and surface water. This factor was crucial in raising awareness of potential impacts of land and water use on groundwater and surface water resources.

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This article presents a survey of authorisation models and considers their ‘fitness-for-purpose’ in facilitating information sharing. Network-supported information sharing is an important technical capability that underpins collaboration in support of dynamic and unpredictable activities such as emergency response, national security, infrastructure protection, supply chain integration and emerging business models based on the concept of a ‘virtual organisation’. The article argues that present authorisation models are inflexible and poorly scalable in such dynamic environments due to their assumption that the future needs of the system can be predicted, which in turn justifies the use of persistent authorisation policies. The article outlines the motivation and requirement for a new flexible authorisation model that addresses the needs of information sharing. It proposes that a flexible and scalable authorisation model must allow an explicit specification of the objectives of the system and access decisions must be made based on a late trade-off analysis between these explicit objectives. A research agenda for the proposed Objective-based Access Control concept is presented.

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Acquiring accurate silhouettes has many applications in computer vision. This is usually done through motion detection, or a simple background subtraction under highly controlled environments (i.e. chroma-key backgrounds). Lighting and contrast issues in typical outdoor or office environments make accurate segmentation very difficult in these scenes. In this paper, gradients are used in conjunction with intensity and colour to provide a robust segmentation of motion, after which graph cuts are utilised to refine the segmentation. The results presented using the ETISEO database demonstrate that an improved segmentation is achieved through the combined use of motion detection and graph cuts, particularly in complex scenes.

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Games and related virtual environments have been a much-hyped area of the entertainment industry. The classic quote is that games are now approaching the size of Hollywood box office sales [1]. Books are now appearing that talk up the influence of games on business [2], and it is one of the key drivers of present hardware development. Some of this 3D technology is now embedded right down at the operating system level via the Windows Presentation Foundations – hit Windows/Tab on your Vista box to find out... In addition to this continued growth in the area of games, there are a number of factors that impact its development in the business community. Firstly, the average age of gamers is approaching the mid thirties. Therefore, a number of people who are in management positions in large enterprises are experienced in using 3D entertainment environments. Secondly, due to the pressure of demand for more computational power in both CPU and Graphical Processing Units (GPUs), your average desktop, any decent laptop, can run a game or virtual environment. In fact, the demonstrations at the end of this paper were developed at the Queensland University of Technology (QUT) on a standard Software Operating Environment, with an Intel Dual Core CPU and basic Intel graphics option. What this means is that the potential exists for the easy uptake of such technology due to 1. a broad range of workers being regularly exposed to 3D virtual environment software via games; 2. present desktop computing power now strong enough to potentially roll out a virtual environment solution across an entire enterprise. We believe such visual simulation environments can have a great impact in the area of business process modeling. Accordingly, in this article we will outline the communication capabilities of such environments, giving fantastic possibilities for business process modeling applications, where enterprises need to create, manage, and improve their business processes, and then communicate their processes to stakeholders, both process and non-process cognizant. The article then concludes with a demonstration of the work we are doing in this area at QUT.

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The performance of iris recognition systems is significantly affected by the segmentation accuracy, especially in non- ideal iris images. This paper proposes an improved method to localise non-circular iris images quickly and accurately. Shrinking and expanding active contour methods are consolidated when localising inner and outer iris boundaries. First, the pupil region is roughly estimated based on histogram thresholding and morphological operations. There- after, a shrinking active contour model is used to precisely locate the inner iris boundary. Finally, the estimated inner iris boundary is used as an initial contour for an expanding active contour scheme to find the outer iris boundary. The proposed scheme is robust in finding exact the iris boundaries of non-circular and off-angle irises. In addition, occlusions of the iris images from eyelids and eyelashes are automatically excluded from the detected iris region. Experimental results on CASIA v3.0 iris databases indicate the accuracy of proposed technique.

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The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature of the yield curve that simultaneously includes level and GARCH effects along with regime shifts. We show that the level of the short rate is useful in modeling the volatility of the three yield factors and that there are significant GARCH effects present even after including a level effect. Further, we find that allowing for regime shifts in the factor volatilities dramatically improves the model’s fit and strengthens the level effect. We also show that a regime-switching model with level and GARCH effects provides the best out-of-sample forecasting performance of yield volatility. We argue that the auxiliary models often used to estimate term structure models with simulation-based estimation techniques should be consistent with the main features of the yield curve that are identified by our model.

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This paper firstly presents an extended ambiguity resolution model that deals with an ill-posed problem and constraints among the estimated parameters. In the extended model, the regularization criterion is used instead of the traditional least squares in order to estimate the float ambiguities better. The existing models can be derived from the general model. Secondly, the paper examines the existing ambiguity searching methods from four aspects: exclusion of nuisance integer candidates based on the available integer constraints; integer rounding; integer bootstrapping and integer least squares estimations. Finally, this paper systematically addresses the similarities and differences between the generalized TCAR and decorrelation methods from both theoretical and practical aspects.

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In this paper, the problems of three carrier phase ambiguity resolution (TCAR) and position estimation (PE) are generalized as real time GNSS data processing problems for a continuously observing network on large scale. In order to describe these problems, a general linear equation system is presented to uniform various geometry-free, geometry-based and geometry-constrained TCAR models, along with state transition questions between observation times. With this general formulation, generalized TCAR solutions are given to cover different real time GNSS data processing scenarios, and various simplified integer solutions, such as geometry-free rounding and geometry-based LAMBDA solutions with single and multiple-epoch measurements. In fact, various ambiguity resolution (AR) solutions differ in the floating ambiguity estimation and integer ambiguity search processes, but their theoretical equivalence remains under the same observational systems models and statistical assumptions. TCAR performance benefits as outlined from the data analyses in some recent literatures are reviewed, showing profound implications for the future GNSS development from both technology and application perspectives.

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A growing literature seeks to explain differences in individuals' self-reported satisfaction with their jobs. The evidence so far has mainly been based on cross-sectional data and when panel data have been used, individual unobserved heterogeneity has been modelled as an ordered probit model with random effects. This article makes use of longitudinal data for Denmark, taken from the waves 1995-1999 of the European Community Household Panel, and estimates fixed effects ordered logit models using the estimation methods proposed by Ferrer-i-Carbonel and Frijters (2004) and Das and van Soest (1999). For comparison and testing purposes a random effects ordered probit is also estimated. Estimations are carried out separately on the samples of men and women for individuals' overall satisfaction with the jobs they hold. We find that using the fixed effects approach (that clearly rejects the random effects specification), considerably reduces the number of key explanatory variables. The impact of central economic factors is the same as in previous studies, though. Moreover, the determinants of job satisfaction differ considerably between the genders, in particular once individual fixed effects are allowed for.

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The main objective of this PhD was to further develop Bayesian spatio-temporal models (specifically the Conditional Autoregressive (CAR) class of models), for the analysis of sparse disease outcomes such as birth defects. The motivation for the thesis arose from problems encountered when analyzing a large birth defect registry in New South Wales. The specific components and related research objectives of the thesis were developed from gaps in the literature on current formulations of the CAR model, and health service planning requirements. Data from a large probabilistically-linked database from 1990 to 2004, consisting of fields from two separate registries: the Birth Defect Registry (BDR) and Midwives Data Collection (MDC) were used in the analyses in this thesis. The main objective was split into smaller goals. The first goal was to determine how the specification of the neighbourhood weight matrix will affect the smoothing properties of the CAR model, and this is the focus of chapter 6. Secondly, I hoped to evaluate the usefulness of incorporating a zero-inflated Poisson (ZIP) component as well as a shared-component model in terms of modeling a sparse outcome, and this is carried out in chapter 7. The third goal was to identify optimal sampling and sample size schemes designed to select individual level data for a hybrid ecological spatial model, and this is done in chapter 8. Finally, I wanted to put together the earlier improvements to the CAR model, and along with demographic projections, provide forecasts for birth defects at the SLA level. Chapter 9 describes how this is done. For the first objective, I examined a series of neighbourhood weight matrices, and showed how smoothing the relative risk estimates according to similarity by an important covariate (i.e. maternal age) helped improve the model’s ability to recover the underlying risk, as compared to the traditional adjacency (specifically the Queen) method of applying weights. Next, to address the sparseness and excess zeros commonly encountered in the analysis of rare outcomes such as birth defects, I compared a few models, including an extension of the usual Poisson model to encompass excess zeros in the data. This was achieved via a mixture model, which also encompassed the shared component model to improve on the estimation of sparse counts through borrowing strength across a shared component (e.g. latent risk factor/s) with the referent outcome (caesarean section was used in this example). Using the Deviance Information Criteria (DIC), I showed how the proposed model performed better than the usual models, but only when both outcomes shared a strong spatial correlation. The next objective involved identifying the optimal sampling and sample size strategy for incorporating individual-level data with areal covariates in a hybrid study design. I performed extensive simulation studies, evaluating thirteen different sampling schemes along with variations in sample size. This was done in the context of an ecological regression model that incorporated spatial correlation in the outcomes, as well as accommodating both individual and areal measures of covariates. Using the Average Mean Squared Error (AMSE), I showed how a simple random sample of 20% of the SLAs, followed by selecting all cases in the SLAs chosen, along with an equal number of controls, provided the lowest AMSE. The final objective involved combining the improved spatio-temporal CAR model with population (i.e. women) forecasts, to provide 30-year annual estimates of birth defects at the Statistical Local Area (SLA) level in New South Wales, Australia. The projections were illustrated using sixteen different SLAs, representing the various areal measures of socio-economic status and remoteness. A sensitivity analysis of the assumptions used in the projection was also undertaken. By the end of the thesis, I will show how challenges in the spatial analysis of rare diseases such as birth defects can be addressed, by specifically formulating the neighbourhood weight matrix to smooth according to a key covariate (i.e. maternal age), incorporating a ZIP component to model excess zeros in outcomes and borrowing strength from a referent outcome (i.e. caesarean counts). An efficient strategy to sample individual-level data and sample size considerations for rare disease will also be presented. Finally, projections in birth defect categories at the SLA level will be made.

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Understanding the complexities that are involved in the genetics of multifactorial diseases is still a monumental task. In addition to environmental factors that can influence the risk of disease, there is also a number of other complicating factors. Genetic variants associated with age of disease onset may be different from those variants associated with overall risk of disease, and variants may be located in positions that are not consistent with the traditional protein coding genetic paradigm. Latent Variable Models are well suited for the analysis of genetic data. A latent variable is one that we do not directly observe, but which is believed to exist or is included for computational or analytic convenience in a model. This thesis presents a mixture of methodological developments utilising latent variables, and results from case studies in genetic epidemiology and comparative genomics. Epidemiological studies have identified a number of environmental risk factors for appendicitis, but the disease aetiology of this oft thought useless vestige remains largely a mystery. The effects of smoking on other gastrointestinal disorders are well documented, and in light of this, the thesis investigates the association between smoking and appendicitis through the use of latent variables. By utilising data from a large Australian twin study questionnaire as both cohort and case-control, evidence is found for the association between tobacco smoking and appendicitis. Twin and family studies have also found evidence for the role of heredity in the risk of appendicitis. Results from previous studies are extended here to estimate the heritability of age-at-onset and account for the eect of smoking. This thesis presents a novel approach for performing a genome-wide variance components linkage analysis on transformed residuals from a Cox regression. This method finds evidence for a dierent subset of genes responsible for variation in age at onset than those associated with overall risk of appendicitis. Motivated by increasing evidence of functional activity in regions of the genome once thought of as evolutionary graveyards, this thesis develops a generalisation to the Bayesian multiple changepoint model on aligned DNA sequences for more than two species. This sensitive technique is applied to evaluating the distributions of evolutionary rates, with the finding that they are much more complex than previously apparent. We show strong evidence for at least 9 well-resolved evolutionary rate classes in an alignment of four Drosophila species and at least 7 classes in an alignment of four mammals, including human. A pattern of enrichment and depletion of genic regions in the profiled segments suggests they are functionally significant, and most likely consist of various functional classes. Furthermore, a method of incorporating alignment characteristics representative of function such as GC content and type of mutation into the segmentation model is developed within this thesis. Evidence of fine-structured segmental variation is presented.