Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Concrete Pavement Mixture Design and Analysis (MDA): Application of a Portable X-Ray Fluorescence Technique to Assess Concrete Mix Proportions , TPF-5(205), 2012

Any transportation infrastructure system is inherently concerned with durability and performance issues. The proportioning and uniformity control of concrete mixtures are critical factors that directly affect the longevity and performance of the portland cement concrete pavement systems. At present, the only means available to monitor mix proportions of any given batch are to track batch tickets created at the batch plant. However, this does not take into account potential errors in loading materials into storage silos, calibration errors, and addition of water after dispatch. Therefore, there is a need for a rapid, cost-effective, and reliable field test that estimates the proportions of as-delivered concrete mixtures. In addition, performance based specifications will be more easily implemented if there is a way to readily demonstrate whether any given batch is similar to the proportions already accepted based on laboratory performance testing. The goal of the present research project is to investigate the potential use of a portable x-ray fluorescence (XRF) technique to assess the proportions of concrete mixtures as they are delivered. Tests were conducted on the raw materials, paste and mortar samples using a portable XRF device. There is a reasonable correlation between the actual and calculated mix proportions of the paste samples, but data on mortar samples was less reliable.

What drives invasibility? A multi-model inference test and spatial modelling of alien plant species richness patterns in northern Portugal

Understanding and anticipating biological invasions can focus either on traits that favour species invasiveness or on features of the receiving communities, habitats or landscapes that promote their invasibility. Here, we address invasibility at the regional scale, testing whether some habitats and landscapes are more invasible than others by fitting models that relate alien plant species richness to various environmental predictors. We use a multi-model information-theoretic approach to assess invasibility by modelling spatial and ecological patterns of alien invasion in landscape mosaics and testing competing hypotheses of environmental factors that may control invasibility. Because invasibility may be mediated by particular characteristics of invasiveness, we classified alien species according to their C-S-R plant strategies. We illustrate this approach with a set of 86 alien species in Northern Portugal. We first focus on predictors influencing species richness and expressing invasibility and then evaluate whether distinct plant strategies respond to the same or different groups of environmental predictors. We confirmed climate as a primary determinant of alien invasions and as a primary environmental gradient determining landscape invasibility. The effects of secondary gradients were detected only when the area was sub-sampled according to predictions based on the primary gradient. Then, multiple predictor types influenced patterns of alien species richness, with some types (landscape composition, topography and fire regime) prevailing over others. Alien species richness responded most strongly to extreme land management regimes, suggesting that intermediate disturbance induces biotic resistance by favouring native species richness. Land-use intensification facilitated alien invasion, whereas conservation areas hosted few invaders, highlighting the importance of ecosystem stability in preventing invasions. Plants with different strategies exhibited different responses to environmental gradients, particularly when the variations of the primary gradient were narrowed by sub-sampling. Such differential responses of plant strategies suggest using distinct control and eradication approaches for different areas and alien plant groups.

Photopolymerizable hydrogels for implants: Monte-Carlo modeling and experimental in vitro validation.

Photopolymerization is commonly used in a broad range of bioapplications, such as drug delivery, tissue engineering, and surgical implants, where liquid materials are injected and then hardened by means of illumination to create a solid polymer network. However, photopolymerization using a probe, e.g., needle guiding both the liquid and the curing illumination, has not been thoroughly investigated. We present a Monte Carlo model that takes into account the dynamic absorption and scattering parameters as well as solid-liquid boundaries of the photopolymer to yield the shape and volume of minimally invasively injected, photopolymerized hydrogels. In the first part of the article, our model is validated using a set of well-known poly(ethylene glycol) dimethacrylate hydrogels showing an excellent agreement between simulated and experimental volume-growth-rates. In the second part, in situ experimental results and simulations for photopolymerization in tissue cavities are presented. It was found that a cavity with a volume of 152  mm3 can be photopolymerized from the output of a 0.28-mm2 fiber by adding scattering lipid particles while only a volume of 38  mm3 (25%) was achieved without particles. The proposed model provides a simple and robust method to solve complex photopolymerization problems, where the dimension of the light source is much smaller than the volume of the photopolymerizable hydrogel.

Niche, distribution and global change : modeling insights into biogeography and conservation biology Olivier Broennimann

RESUME Les évidences montrant que les changements globaux affectent la biodiversité s'accumulent. Les facteurs les plus influant dans ce processus sont les changements et destructions d'habitat, l'expansion des espèces envahissantes et l'impact des changements climatiques. Une évaluation pertinente de la réponse des espèces face à ces changements est essentielle pour proposer des mesures permettant de réduire le déclin actuel de la biodiversité. La modélisation de la répartition d'espèces basée sur la niche (NBM) est l'un des rares outils permettant cette évaluation. Néanmoins, leur application dans le contexte des changements globaux repose sur des hypothèses restrictives et demande une interprétation critique. Ce travail présente une série d'études de cas investiguant les possibilités et limitations de cette approche pour prédire l'impact des changements globaux. Deux études traitant des menaces sur les espèces rares et en danger d'extinction sont présentées. Les caractéristiques éco-géographiques de 118 plantes avec un haut degré de priorité de conservation sont revues. La prévalence des types de rareté sont analysées en relation avec leur risque d'extinction UICN. La revue souligne l'importance de la conservation à l'échelle régionale. Une évaluation de la rareté à échelle globale peut être trompeuse pour certaine espèces car elle ne tient pas en compte des différents degrés de rareté que présente une espèce à différentes échelles spatiales. La deuxième étude test une approche pour améliorer l'échantillonnage d'espèces rares en incluant des phases itératives de modélisation et d'échantillonnage sur le terrain. L'application de l'approche en biologie de la conservation (illustrée ici par le cas du chardon bleu, Eryngium alpinum), permettrait de réduire le temps et les coûts d'échantillonnage. Deux études sur l'impact des changements climatiques sur la faune et la flore africaine sont présentées. La première étude évalue la sensibilité de 227 mammifères africains face aux climatiques d'ici 2050. Elle montre qu'un nombre important d'espèces pourrait être bientôt en danger d'extinction et que les parcs nationaux africains (principalement ceux situé en milieux xériques) pourraient ne pas remplir leur mandat de protection de la biodiversité dans le futur. La seconde étude modélise l'aire de répartition en 2050 de 975 espèces de plantes endémiques du sud de l'Afrique. L'étude propose l'inclusion de méthodes améliorant la prédiction des risques liés aux changements climatiques. Elle propose également une méthode pour estimer a priori la sensibilité d'une espèce aux changements climatiques à partir de ses propriétés écologiques et des caractéristiques de son aire de répartition. Trois études illustrent l'utilisation des modèles dans l'étude des invasions biologiques. Une première étude relate l'expansion de la laitue sáuvage (Lactuca serriola) vers le nord de l'Europe en lien avec les changements du climat depuis 250 ans. La deuxième étude analyse le potentiel d'invasion de la centaurée tachetée (Centaures maculosa), une mauvaise herbe importée en Amérique du nord vers 1890. L'étude apporte la preuve qu'une espèce envahissante peut occuper une niche climatique différente après introduction sur un autre continent. Les modèles basés sur l'aire native prédisent de manière incorrecte l'entier de l'aire envahie mais permettent de prévoir les aires d'introductions potentielles. Une méthode alternative, incluant la calibration du modèle à partir des deux aires où l'espèce est présente, est proposée pour améliorer les prédictions de l'invasion en Amérique du nord. Je présente finalement une revue de la littérature sur la dynamique de la niche écologique dans le temps et l'espace. Elle synthétise les récents développements théoriques concernant le conservatisme de la niche et propose des solutions pour améliorer la pertinence des prédictions d'impact des changements climatiques et des invasions biologiques. SUMMARY Evidences are accumulating that biodiversity is facing the effects of global change. The most influential drivers of change in ecosystems are land-use change, alien species invasions and climate change impacts. Accurate projections of species' responses to these changes are needed to propose mitigation measures to slow down the on-going erosion of biodiversity. Niche-based models (NBM) currently represent one of the only tools for such projections. However, their application in the context of global changes relies on restrictive assumptions, calling for cautious interpretations. In this thesis I aim to assess the effectiveness and shortcomings of niche-based models for the study of global change impacts on biodiversity through the investigation of specific, unsolved limitations and suggestion of new approaches. Two studies investigating threats to rare and endangered plants are presented. I review the ecogeographic characteristic of 118 endangered plants with high conservation priority in Switzerland. The prevalence of rarity types among plant species is analyzed in relation to IUCN extinction risks. The review underlines the importance of regional vs. global conservation and shows that a global assessment of rarity might be misleading for some species because it can fail to account for different degrees of rarity at a variety of spatial scales. The second study tests a modeling framework including iterative steps of modeling and field surveys to improve the sampling of rare species. The approach is illustrated with a rare alpine plant, Eryngium alpinum and shows promise for complementing conservation practices and reducing sampling costs. Two studies illustrate the impacts of climate change on African taxa. The first one assesses the sensitivity of 277 mammals at African scale to climate change by 2050 in terms of species richness and turnover. It shows that a substantial number of species could be critically endangered in the future. National parks situated in xeric ecosystems are not expected to meet their mandate of protecting current species diversity in the future. The second study model the distribution in 2050 of 975 endemic plant species in southern Africa. The study proposes the inclusion of new methodological insights improving the accuracy and ecological realism of predictions of global changes studies. It also investigates the possibility to estimate a priori the sensitivity of a species to climate change from the geographical distribution and ecological proprieties of the species. Three studies illustrate the application of NBM in the study of biological invasions. The first one investigates the Northwards expansion of Lactuca serriola L. in Europe during the last 250 years in relation with climate changes. In the last two decades, the species could not track climate change due to non climatic influences. A second study analyses the potential invasion extent of spotted knapweed, a European weed first introduced into North America in the 1890s. The study provides one of the first empirical evidence that an invasive species can occupy climatically distinct niche spaces following its introduction into a new area. Models fail to predict the current full extent of the invasion, but correctly predict areas of introduction. An alternative approach, involving the calibration of models with pooled data from both ranges, is proposed to improve predictions of the extent of invasion on models based solely on the native range. I finally present a review on the dynamic nature of ecological niches in space and time. It synthesizes the recent theoretical developments to the niche conservatism issues and proposes solutions to improve confidence in NBM predictions of the impacts of climate change and species invasions on species distributions.

Imaging the ultrasmall-angle x-ray scattering distribution with grating interferometry.

X-ray imaging with grating interferometry has previously been regarded as a technique providing information only in direct space. It delivers absorption, phase, and dark-field contrast, which can be viewed as parameters of the underlying but unresolved scattering distribution. Here, we present a method that provides the ultrasmall-angle x-ray scattering distribution and, thus, allows simultaneous access to direct and reciprocal space information.

Correlation of Locally-based Performance of Asphalts with Their Physicochemical Parameters, HR-298, 1990

This project was undertaken to study the relationships between the performance of locally available asphalts and their physicochemical properties under Iowa conditions with the ultimate objective of development of a locally and performance-based asphalt specification for durable pavements. Physical and physicochemical tests were performed on three sets of asphalt samples including: (a) twelve samples from local asphalt suppliers and their TFOT residues, (b) six core samples of known service records, and (c) a total of 79 asphalts from 10 pavement projects including original, lab aged and recovered asphalts from field mixes, as well as from lab aged mixes. Tests included standard rheological tests, HP-GPC and TMA. Some specific viscoelastic tests (at 5 deg C) were run on b samples and on some a samples. DSC and X-ray diffraction studies were performed on a and b samples. Furthermore, NMR techniques were applied to some a, b and c samples. Efforts were made to identify physicochemical properties which are correlated to physical properties known to affect field performance. The significant physicochemical parameters were used as a basis for an improved performance-based trial specification for Iowa to ensure more durable pavements.

Free-breathing 3D coronary MRA: the impact of "isotropic" image resolution.

During conventional x-ray coronary angiography, multiple projections of the coronary arteries are acquired to define coronary anatomy precisely. Due to time constraints, coronary magnetic resonance angiography (MRA) usually provides only one or two views of the major coronary vessels. A coronary MRA approach that allowed for reconstruction of arbitrary isotropic orientations might therefore be desirable. The purpose of the study was to develop a three-dimensional (3D) coronary MRA technique with isotropic image resolution in a relatively short scanning time that allows for reconstruction of arbitrary views of the coronary arteries without constraints given by anisotropic voxel size. Eight healthy adult subjects were examined using a real-time navigator-gated and corrected free-breathing interleaved echoplanar (TFE-EPI) 3D-MRA sequence. Two 3D datasets were acquired for the left and right coronary systems in each subject, one with anisotropic (1.0 x 1.5 x 3.0 mm, 10 slices) and one with "near" isotropic (1.0 x 1.5 x 1.0 mm, 30 slices) image resolution. All other imaging parameters were maintained. In all cases, the entire left main (LM) and extensive portions of the left anterior descending (LAD) and the right coronary artery (RCA) were visualized. Objective assessment of coronary vessel sharpness was similar (41% +/- 5% vs. 42% +/- 5%; P = NS) between in-plane and through-plane views with "isotropic" voxel size but differed (32% +/- 7% vs. 23% +/- 4%; P < 0.001) with nonisotropic voxel size. In reconstructed views oriented in the through-plane direction, the vessel border was 86% more defined (P < 0.01) for isotropic compared with anisotropic images. A smaller (30%; P < 0.001) improvement was seen for in-plane reconstructions. Vessel diameter measurements were view independent (2.81 +/- 0.45 mm vs. 2.66 +/- 0.52 mm; P = NS) for isotropic, but differed (2.71 +/- 0.51 mm vs. 3.30 +/- 0.38 mm; P < 0.001) between anisotropic views. Average scanning time was 2:31 +/- 0:57 minutes for anisotropic and 7:11 +/- 3:02 minutes for isotropic image resolution (P < 0.001). We present a new approach for "near" isotropic 3D coronary artery imaging, which allows for reconstruction of arbitrary views of the coronary arteries. The good delineation of the coronary arteries in all views suggests that isotropic 3D coronary MRA might be a preferred technique for the assessment of coronary disease, although at the expense of prolonged scan times. Comparative studies with conventional x-ray angiography are needed to investigate the clinical utility of the isotropic strategy.

Preventing Cracking at Diaphragm/Plate Girder Connections in Steel Bridges, HR-393, 1998

Some of the Iowa Department of Transportation (Iowa DOT) continuous, steel, welded plate girder bridges have developed web cracking in the negative moment regions at the diaphragm connection plates. The cracks are due to out-of-plane bending of the web near the top flange of the girder. The out-of-plane bending occurs in the "web-gap", which is the portion of the girder web between (1) the top of the fillet welds attaching the diaphragm connection plate to the web and (2) the fillet welds attaching the flange to the web. A literature search indicated that four retrofit techniques have been suggested by other researchers to prevent or control this type of cracking. To eliminate the problem in new bridges, AASHTO specifications require a positive attachment between the connection plate and the top (tension) flange. Applying this requirement to existing bridges is expensive and difficult. The Iowa DOT has relied primarily on the hole-drilling technique to prevent crack extension once cracking has occurred; however, the literature indicates that hole-drilling alone may not be entirely effective in preventing crack extension. The objective of this research was to investigate experimentally a method proposed by the Iowa DOT to prevent cracking at the diaphragm/plate girder connection in steel bridges with X-type or K-type diaphragms. The method consists of loosening the bolts at some connections between the diaphragm diagonals and the connection plates. The investigation included selecting and testing five bridges: three with X-type diaphragms and two with K-type diaphragms. During 1996 and 1997, these bridges were instrumented using strain gages and displacement transducers to obtain the response at various locations before and after implementing the method. Bridges were subjected to loaded test trucks traveling in different lanes with speeds varying from crawl speed to 65 mph (104 km/h) to determine the effectiveness of the proposed method. The results of the study show that the effect of out-of-plane loading was confined to widths of approximately 4 in. (100 mm) on either side of the connection plates. Further, they demonstrate that the stresses in gaps with drilled holes were higher than those in gaps without cracks, implying that the drilling hole technique is not sufficient to prevent crack extension. The behavior of the web gaps in X-type diaphragm bridges was greatly enhanced by the proposed method as the stress range and out-of-plane distortion were reduced by at least 42% at the exterior girders. For bridges with K-type diaphragms, a similar trend was obtained. However, the stress range increased in one of the web gaps after implementing the proposed method. Other design aspects (wind, stability of compression flange, and lateral distribution of loads) must be considered when deciding whether to adopt the proposed method. Considering the results of this investigation, the proposed method can be implemented for X-type diaphragm bridges. Further research is recommended for K-type diaphragm bridges.

Image Analysis for Evaluating Air Void Parameters of Concrete, HR-396, 1998

This research project investigated the use of image analysis to measure the air void parameters of concrete specimens produced under standard laboratory conditions. The results obtained from the image analysis technique were compared to results obtained from plastic air content tests, Danish air meter tests (also referred to as Air Void Analyzer tests), high-pressure air content tests on hardened concrete, and linear traverse tests (as per ASTM C-457). Hardened concrete specimens were sent to three different laboratories for the linear traverse tests. The samples that were circulated to the three labs consisted of specimens that needed different levels of surface preparation. The first set consisted of approximately 18 specimens that had been sectioned from a 4 in. by 4 in. by 18 in. (10 cm by 10 cm by 46 cm) beam using a saw equipped with a diamond blade. These specimens were subjected to the normal sample preparation techniques that were commonly employed by the three different labs (each lab practiced slightly different specimen preparation techniques). The second set of samples consisted of eight specimens that had been ground and polished at a single laboratory. The companion labs were only supposed to retouch the sample surfaces if they exhibited major flaws. In general, the study indicated that the image analysis test results for entrained air content exhibited good to strong correlation to the average values determined via the linear traverse technique. Specimens ground and polished in a single laboratory and then circulated to the other participating laboratories for the air content determinations exhibited the strongest correlation between the image analysis and linear traverse techniques (coefficient of determination, r-squared = 0.96, for n=8). Specimens ground and polished at each of the individual laboratories exhibited considerably more scatter (coefficient of determination, r-squared = 0.78, for n=16). The image analysis technique tended to produce low estimates of the specific surface of the voids when compared to the results from the linear traverse method. This caused the image analysis spacing factor calculations to produce larger values than those obtained from the linear traverse tests. The image analysis spacing factors were still successful at distinguishing between the frost-prone test specimens and the other (more durable) test specimens that were studied in this research project.

Retrofit Methods for Distortion Cracking Problems in Plate Girder Bridges, TR-436, 2003

This report is formatted to independently present four individual investigations related to similar web gap fatigue problems. Multiple steel girder bridges commonly exhibit fatigue cracking due to out-of-plane displacement of the web near the diaphragm connections. This fatigue-prone web gap area is typically located in negative moment regions of the girders where the diaphragm stiffener is not attached to the top flange. In the past, the Iowa Department of Transportation has attempted to stop fatigue crack propagation in these steel girder bridges by drilling holes at the crack tips. Other nondestructive retrofits have been tried; in a particular case on a two-girder bridge with floor beams, angles were bolted between the stiffener and top flange. The bolted angle retrofit has failed in the past and may not be a viable solution for diaphragm bridges. The drilled hole retrofit is often only a temporary solution, so a more permanent and effective retrofit is required. A new field retrofit has been developed that involves loosening the bolts in the connection between the diaphragm and the girders. Research on the retrofit has been initiated; however, no long-term studies of the effects of bolt loosening have been performed. The intent of this research is to study the short-term effects of the bolt loosening retrofit on I-beam and channel diaphragm bridges. The research also addressed the development of a continuous remote monitoring system to investigate the bolt loosening retrofit on an X-type diaphragm bridge over a number of months, ensuring that the measured strain and displacement reductions are not affected by time and continuous traffic loading on the bridge. The testing for the first three investigations is based on instrumentation of web gaps in a negative moment region on Iowa Department of Transportation bridges with I-beam, channel, and X-type diaphragms. One bridge of each type was instrumented with strain gages and deflection transducers. Field tests, using loaded trucks of known weight and configuration, were conducted on the bridges with the bolts in the tight condition and after implementing the bolt loosening retrofit to measure the effects of loosening the diaphragm bolts. Long-term data were also collected on the X-diaphragm bridge by a data acquisition system that collected the data continuously under ambient truck loading. The collected data were retrievable by an off-site modem connection to the remote data acquisition system. The data collection features and ruggedness of this system for remote bridge monitoring make it viable as a pilot system for future monitoring projects in Iowa. Results indicate that loosening the diaphragm bolts reduces strain and out-of-plane displacement in the web gap, and that the reduction is not affected over time by traffic or environmental loading on the bridge. Reducing the strain in the web gap allows the bridge to support more cycles of loading before experiencing fatigue, thus increase the service life of the bridge. Two-girder floor beam bridges may also exhibit fatigue cracking in girder webs.

Correlation of Locally-Based Performance of Asphalts with their Physicochemical Parameters, Task 1 Report, HR-298, 1988

This is the first report of 6 tasks to be performed in an effort to establish locally-based quality and performance criteria for asphalts, and ultimately to develop performance-related specifications based on simple physicochemical methods. Three of the most promising chemical methods (high performance liquid chromatography (HPLC), thermal analysis, and X-ray diffraction were selected to analyze 4 different types of samples. The results will indicate the fundamental asphalt property variables that directly affect the field performance in Iowa. The details of the materials and procedures employed are described, and the results of the tests are presented.

Crystallization and preliminary X-ray analysis of monalysin, a novel β-pore-forming toxin from the entomopathogen Pseudomonas entomophila.

Monalysin was recently described as a novel pore-forming toxin (PFT) secreted by the Drosophila pathogen Pseudomonas entomophila. Recombinant monalysin is multimeric in solution, whereas PFTs are supposed to be monomeric until target membrane association. Monalysin crystals were obtained by the hanging-drop vapour-diffusion method using PEG 8000 as precipitant. Preliminary X-ray diffraction analysis revealed that monalysin crystals belonged to the monoclinic space group C2, with unit-cell parameters a = 162.4, b = 146.2, c = 144.4 Å, β = 122.8°, and diffracted to 2.85 Å resolution using synchrotron radiation. Patterson self-rotation analysis and Matthews coefficient calculation indicate that the asymmetric unit contains nine copies of monalysin. Heavy-atom derivative data were collected and a Ta6Br14 cluster derivative data set confirmed the presence of ninefold noncrystallographic symmetry.

Diffusion tensor echo planar imaging using surface coil transceiver with a semiadiabatic RF pulse sequence at 14.1T.

Diffusion magnetic resonance studies of the brain are typically performed using volume coils. Although in human brain this leads to a near optimal filling factor, studies of rodent brain must contend with the fact that only a fraction of the head volume can be ascribed to the brain. The use of surface coil as transceiver increases Signal-to-Noise Ratio (SNR), reduces radiofrequency power requirements and opens the possibility of parallel transmit schemes, likely to allow efficient acquisition schemes, of critical importance for reducing the long scan times implicated in diffusion tensor imaging. This study demonstrates the implementation of a semiadiabatic echo planar imaging sequence (echo time=40 ms, four interleaves) at 14.1T using a quadrature surface coil as transceiver. It resulted in artifact free images with excellent SNR throughout the brain. Diffusion tensor derived parameters obtained within the rat brain were in excellent agreement with reported values.