Semi-parametric forecasting of spikes in electricity prices

The occurrence of extreme movements in the spot price of electricity represents a significant source of risk to retailers. A range of approaches have been considered with respect to modelling electricity prices; these models, however, have relied on time-series approaches, which typically use restrictive decay schemes placing greater weight on more recent observations. This study develops an alternative, semi-parametric method for forecasting, which uses state-dependent weights derived from a kernel function. The forecasts that are obtained using this method are accurate and therefore potentially useful to electricity retailers in terms of risk management.

Rapid match-searching for gene silencing assessment

Motivation: Gene silencing, also called RNA interference, requires reliable assessment of silencer impacts. A critical task is to find matches between silencer oligomers and sites in the genome, in accordance with one-to-many matching rules (G-U matching, with provision for mismatches). Fast search algorithms are required to support silencer impact assessments in procedures for designing effective silencer sequences.Results: The article presents a matching algorithm and data structures specialized for matching searches, including a kernel procedure that addresses a Boolean version of the database task called the skyline search. Besides exact matches, the algorithm is extended to allow for the location-specific mismatches applicable in plants. Computational tests show that the algorithm is significantly faster than suffix-tree alternatives. © The Author 2010. Published by Oxford University Press. All rights reserved.

Review essay : Crime, risk and money : "The Currency of Justice : Fines and Damages in Consumer Societies" and "Crime and Risk", both by Pat O'Malley

Sharing some closely related themes and a common theoretical orientation based on the governmentality analytic, these are nevertheless two very different contributions to criminological knowledge and theory. The first, The Currency of Justice: Fines and Damages in Consumer Societies (COJ), is a sustained and highly original analysis of that most pervasive yet overlooked feature of modern legal orders; their reliance on monetary sanctions. Crime and Risk (CAR), on the other hand, is a short synoptic overview of the many dimensions and trajectories of risk in contemporary debate and practice, both the practices of crime and the governance of crime. It is one of the first in a new series by Sage, 'Compact Criminology', in which authors survey in little more than a hundred pages some current field of debate. With this small gem, Pat O'Malley has set the bar very high for those who follow. For all its brevity, CAR traverses a massive expanse of research, debates and issues, while also opening up new and challenging questions around the politics of risk and the relationship between criminal risk-taking and the governance of risk and crime. The two books draw together various threads of O'Malley's rich body of work on these issues, and once again demonstrate that he is one of the foremost international scholars of risk inside and outside criminology.

Work and the Welfare State : Street-Level Organizations and Workfare Politics

Work and the Welfare State places street-level organizations at the analytic center of welfare state politics, policy and management. This volume offers a critical examination of efforts to change the welfare state to a workfare state by looking at on-the-ground issues in six countries: the United States, United Kingdom, Australia, Denmark, Germany and the Netherlands.

The relationship between kurtosis- and envelope-based indexes for the diagnostic of rolling element bearings

The coupling of kurtosis based-indexes and envelope analysis represents one of the most successful and widespread procedures for the diagnostics of incipient faults on rolling element bearings. Kurtosis-based indexes are often used to select the proper demodulation band for the application of envelope-based techniques. Kurtosis itself, in slightly different formulations, is applied for the prognostic and condition monitoring of rolling element bearings, as a standalone tool for a fast indication of the development of faults. This paper shows for the first time the strong analytical connection which holds for these two families of indexes. In particular, analytical identities are shown for the squared envelope spectrum (SES) and the kurtosis of the corresponding band-pass filtered analytic signal. In particular, it is demonstrated how the sum of the peaks in the SES corresponds to the raw 4th order moment. The analytical results show as well a link with an another signal processing technique: the cepstrum pre-whitening, recently used in bearing diagnostics. The analytical results are the basis for the discussion on an optimal indicator for the choice of the demodulation band, the ratio of cyclic content (RCC), which endows the kurtosis with selectivity in the cyclic frequency domain and whose performance is compared with more traditional kurtosis-based indicators such as the protrugram. A benchmark, performed on numerical simulations and experimental data coming from two different test-rigs, proves the superior effectiveness of such an indicator. Finally a short introduction to the potential offered by the newly proposed index in the field of prognostics is given in an additional experimental example. In particular the RCC is tested on experimental data collected on an endurance bearing test-rig, showing its ability to follow the development of the damage with a single numerical index.

Fault symptoms of rolling element bearings under variable operating conditions - a multi domain analysis

Diagnostics of rolling element bearings have been traditionally developed for constant operating conditions, and sophisticated techniques, like Spectral Kurtosis or Envelope Analysis, have proven their effectiveness by means of experimental tests, mainly conducted in small-scale laboratory test-rigs. Algorithms have been developed for the digital signal processing of data collected at constant speed and bearing load, with a few exceptions, allowing only small fluctuations of these quantities. Owing to the spreading of condition based maintenance in many industrial fields, in the last years a need for more flexible algorithms emerged, asking for compatibility with highly variable operating conditions, such as acceleration/deceleration transients. This paper analyzes the problems related with significant speed and load variability, discussing in detail the effect that they have on bearing damage symptoms, and propose solutions to adapt existing algorithms to cope with this new challenge. In particular, the paper will i) discuss the implication of variable speed on the applicability of diagnostic techniques, ii) address quantitatively the effects of load on the characteristic frequencies of damaged bearings and iii) finally present a new approach for bearing diagnostics in variable conditions, based on envelope analysis. The research is based on experimental data obtained by using artificially damaged bearings installed on a full scale test-rig, equipped with actual train traction system and reproducing the operation on a real track, including all the environmental noise, owing to track irregularity and electrical disturbances of such a harsh application.

Slicing big data - Twitter, gambling and time sensitive information

Big Data presents many challenges related to volume, whether one is interested in studying past datasets or, even more problematically, attempting to work with live streams of data. The most obvious challenge, in a ‘noisy’ environment such as contemporary social media, is to collect the pertinent information; be that information for a specific study, tweets which can inform emergency services or other responders to an ongoing crisis, or give an advantage to those involved in prediction markets. Often, such a process is iterative, with keywords and hashtags changing with the passage of time, and both collection and analytic methodologies need to be continually adapted to respond to this changing information. While many of the data sets collected and analyzed are preformed, that is they are built around a particular keyword, hashtag, or set of authors, they still contain a large volume of information, much of which is unnecessary for the current purpose and/or potentially useful for future projects. Accordingly, this panel considers methods for separating and combining data to optimize big data research and report findings to stakeholders. The first paper considers possible coding mechanisms for incoming tweets during a crisis, taking a large stream of incoming tweets and selecting which of those need to be immediately placed in front of responders, for manual filtering and possible action. The paper suggests two solutions for this, content analysis and user profiling. In the former case, aspects of the tweet are assigned a score to assess its likely relationship to the topic at hand, and the urgency of the information, whilst the latter attempts to identify those users who are either serving as amplifiers of information or are known as an authoritative source. Through these techniques, the information contained in a large dataset could be filtered down to match the expected capacity of emergency responders, and knowledge as to the core keywords or hashtags relating to the current event is constantly refined for future data collection. The second paper is also concerned with identifying significant tweets, but in this case tweets relevant to particular prediction market; tennis betting. As increasing numbers of professional sports men and women create Twitter accounts to communicate with their fans, information is being shared regarding injuries, form and emotions which have the potential to impact on future results. As has already been demonstrated with leading US sports, such information is extremely valuable. Tennis, as with American Football (NFL) and Baseball (MLB) has paid subscription services which manually filter incoming news sources, including tweets, for information valuable to gamblers, gambling operators, and fantasy sports players. However, whilst such services are still niche operations, much of the value of information is lost by the time it reaches one of these services. The paper thus considers how information could be filtered from twitter user lists and hash tag or keyword monitoring, assessing the value of the source, information, and the prediction markets to which it may relate. The third paper examines methods for collecting Twitter data and following changes in an ongoing, dynamic social movement, such as the Occupy Wall Street movement. It involves the development of technical infrastructure to collect and make the tweets available for exploration and analysis. A strategy to respond to changes in the social movement is also required or the resulting tweets will only reflect the discussions and strategies the movement used at the time the keyword list is created — in a way, keyword creation is part strategy and part art. In this paper we describe strategies for the creation of a social media archive, specifically tweets related to the Occupy Wall Street movement, and methods for continuing to adapt data collection strategies as the movement’s presence in Twitter changes over time. We also discuss the opportunities and methods to extract data smaller slices of data from an archive of social media data to support a multitude of research projects in multiple fields of study. The common theme amongst these papers is that of constructing a data set, filtering it for a specific purpose, and then using the resulting information to aid in future data collection. The intention is that through the papers presented, and subsequent discussion, the panel will inform the wider research community not only on the objectives and limitations of data collection, live analytics, and filtering, but also on current and in-development methodologies that could be adopted by those working with such datasets, and how such approaches could be customized depending on the project stakeholders.

Modelling as a vehicle for philosophical inquiry in the mathematics curriculum

Philosophical inquiry in the teaching and learning of mathematics has received continued, albeit limited, attention over many years (e.g., Daniel, 2000; English, 1994; Lafortune, Daniel, Fallascio, & Schleider, 2000; Kennedy, 2012a). The rich contributions these communities can offer school mathematics, however, have not received the deserved recognition, especially from the mathematics education community. This is a perplexing situation given the close relationship between the two disciplines and their shared values for empowering students to solve a range of challenging problems, often unanticipated, and often requiring broadened reasoning. In this article, I first present my understanding of philosophical inquiry as it pertains to the mathematics classroom, taking into consideration the significant work that has been undertaken on socio-political contexts in mathematics education (e.g., Skovsmose & Greer, 2012). I then consider one approach to advancing philosophical inquiry in the mathematics classroom, namely, through modelling activities that require interpretation, questioning, and multiple approaches to solution. The design of these problem activities, set within life-based contexts, provides an ideal vehicle for stimulating philosophical inquiry.

Imprisoning rationalities

Imprisonment is a growth industry in Australia. Over the past 30–40 years all state and territory jurisdictions have registered massive rises in both the absolute numbers of those imprisoned and the per capita use of imprisonment as a tool of punishment and control. Yet over this period there has been surprisingly little criminological attention to the national picture of imprisonment in Australia and to understanding jurisdictional variation, change and continuity in broader theoretical terms. This article reports initial findings from the Australian Prisons Project, a multi-investigator Australian Research Council funded project intended to trace penal developments in Australia since about 1970. The article begins by outlining the notion of penal culture that provides the analytic lens for the project. It outlines various intersecting areas of study being undertaken before focusing on just three features of the contemporary penal field – restrictions upon presumptions of bail, the rise of post-sentence indefinite detention and the role of supermax confinement. Each in their own way exemplifies an aspect of and contributes to what we conclude to be the revalorization of the prison in Australian culture and society.

Supplementary information : weighted tree kernels for sequence analysis

Genomic sequences are fundamentally text documents, admitting various representations according to need and tokenization. Gene expression depends crucially on binding of enzymes to the DNA sequence at small, poorly conserved binding sites, limiting the utility of standard pattern search. However, one may exploit the regular syntactic structure of the enzyme's component proteins and the corresponding binding sites, framing the problem as one of detecting grammatically correct genomic phrases. In this paper we propose new kernels based on weighted tree structures, traversing the paths within them to capture the features which underpin the task. Experimentally, we and that these kernels provide performance comparable with state of the art approaches for this problem, while offering significant computational advantages over earlier methods. The methods proposed may be applied to a broad range of sequence or tree-structured data in molecular biology and other domains.

How rural criminology informs critical thinking in criminology

Over the past quarter century, a growing volume of rural-focused criminological work has emerged. In this article, the literature related to three rural criminological issues are examined and discussed in terms of their lessons for critical criminology. Research on rural communities and crime is examined as a way to criticize and challenge mainstream criminological theories and concepts like social disorganisation and collective efficacy, and to remind critical criminologists of the importance for developing critical perspectives for place-based or ecological theories of crime. Agricultural crime studies are discussed in terms of the need to develop a critical criminology of agriculture and food. Finally, criminological studies of rural ‘others’ is used to show the need for critical criminologists to give greater analytic attention to divisions and marginalities of peoples living in smaller and more isolated places based on gender, race, and lifestyles, among other factors.

Visualization of predictive distributions for discrete spatial-temporal log Cox processes approximated with MCMC

An important aspect of decision support systems involves applying sophisticated and flexible statistical models to real datasets and communicating these results to decision makers in interpretable ways. An important class of problem is the modelling of incidence such as fire, disease etc. Models of incidence known as point processes or Cox processes are particularly challenging as they are ‘doubly stochastic’ i.e. obtaining the probability mass function of incidents requires two integrals to be evaluated. Existing approaches to the problem either use simple models that obtain predictions using plug-in point estimates and do not distinguish between Cox processes and density estimation but do use sophisticated 3D visualization for interpretation. Alternatively other work employs sophisticated non-parametric Bayesian Cox process models, but do not use visualization to render interpretable complex spatial temporal forecasts. The contribution here is to fill this gap by inferring predictive distributions of Gaussian-log Cox processes and rendering them using state of the art 3D visualization techniques. This requires performing inference on an approximation of the model on a discretized grid of large scale and adapting an existing spatial-diurnal kernel to the log Gaussian Cox process context.

Spatially-explicit modelling of grassland classes - an improved method of integrating a climate-based classification model with interpolated climate surfaces

Spatially-explicit modelling of grassland classes is important to site-specific planning for improving grassland and environmental management over large areas. In this study, a climate-based grassland classification model, the Comprehensive and Sequential Classification System (CSCS) was integrated with spatially interpolated climate data to classify grassland in Gansu province, China. The study area is characterized by complex topographic features imposed by plateaus, high mountains, basins and deserts. To improve the quality of the interpolated climate data and the quality of the spatial classification over this complex topography, three linear regression methods, namely an analytic method based on multiple regression and residues (AMMRR), a modification of the AMMRR method through adding the effect of slope and aspect to the interpolation analysis (M-AMMRR) and a method which replaces the IDW approach for residue interpolation in M-AMMRR with an ordinary kriging approach (I-AMMRR), for interpolating climate variables were evaluated. The interpolation outcomes from the best interpolation method were then used in the CSCS model to classify the grassland in the study area. Climate variables interpolated included the annual cumulative temperature and annual total precipitation. The results indicated that the AMMRR and M-AMMRR methods generated acceptable climate surfaces but the best model fit and cross validation result were achieved by the I-AMMRR method. Twenty-six grassland classes were classified for the study area. The four grassland vegetation classes that covered more than half of the total study area were "cool temperate-arid temperate zonal semi-desert", "cool temperate-humid forest steppe and deciduous broad-leaved forest", "temperate-extra-arid temperate zonal desert", and "frigid per-humid rain tundra and alpine meadow". The vegetation classification map generated in this study provides spatial information on the locations and extents of the different grassland classes. This information can be used to facilitate government agencies' decision-making in land-use planning and environmental management, and for vegetation and biodiversity conservation. The information can also be used to assist land managers in the estimation of safe carrying capacities which will help to prevent overgrazing and land degradation.

Distress, coping and posttraumatic growth in refugees from Burma

Refugees flee their countries of origin due to supreme hardship and threat to life; frequently bearing witness to mass atrocity. This research is embedded in a salutogenic paradigm which emphasises strength and adjustment. Twenty-five refugees from Burma who were newly arrived in Australia were interviewed and transcripts were analysed using an Interpretive Phenomenological Analytic (IPA) approach. In addition to themes of distress, data revealed an extraordinary adaptive capacity and highlighted strengths, both individually and collectively. Specific adaptive strategies included religiousness, and a sense of duty to family, community and country. Findings have implications for policy and practice that aim to support refugees and asylum seekers.