Semi-parametric forecasting of realized volatility

Forecasts generated by time series models traditionally place greater weight on more recent observations. This paper develops an alternative semi-parametric method for forecasting that does not rely on this convention and applies it to the problem of forecasting asset return volatility. In this approach, a forecast is a weighted average of historical volatility, with the greatest weight given to periods that exhibit similar market conditions to the time at which the forecast is being formed. Weighting is determined by comparing short-term trends in volatility across time (as a measure of market conditions) by means of a multivariate kernel scheme. It is found that the semi-parametric method produces forecasts that are significantly more accurate than a number of competing approaches at both short and long forecast horizons.

Experimental evaluation of MCDTK, the Monte Carlo DICOM Tool-Kit

The Monte Carlo DICOM Tool-Kit (MCDTK) is a software suite designed for treatment plan dose verification, using the BEAMnrc and DOSXYZnrc Monte Carlo codes. MCDTK converts DICOM-format treatment plan information into Monte Carlo input files and compares the results of Monte Carlo treatment simulations with conventional treatment planning dose calculations. In this study, a treatment is planned using a commercial treatment planning system, delivered to a pelvis phantom containing ten thermoluminescent dosimeters and simulated using BEAMnrc and DOSXYZnrc using inputs derived from MCDTK. The dosimetric accuracy of the Monte Carlo data is then evaluated via comparisons with the dose distribution obtained from the treatment planning system as well as the in-phantom point dose measurements. The simulated beam arrangement produced by MCDTK is found to be in geometric agreement with the planned treatment. An isodose display generated from the Monte Carlo data by MCDTK shows general agreement with the isodose display obtained from the treatment planning system, except for small regions around density heterogeneities in the phantom, where the pencil-beam dose calculation performed by the treatment planning systemis likely to be less accurate. All point dose measurements agree with the Monte Carlo data obtained using MCDTK, within confidence limits, and all except one of these point dose measurements show closer agreement with theMonte Carlo data than with the doses calculated by the treatment planning system. This study provides a simple demonstration of the geometric and dosimetric accuracy ofMonte Carlo simulations based on information from MCDTK.

Corneal nerve structure and function as markers of diabetic neuropathy

Diabetic neuropathy is a significant clinical problem that currently has no effective therapy, and in advanced cases, leads to foot ulceration and lower limb amputation. The accurate detection, characterisation and quantification of this condition are important in order to define at-risk patients, anticipate deterioration, monitor progression and assess new therapies. This thesis evaluates novel corneal methods of assessing diabetic neuropathy. Over the past several years two new non-invasive corneal markers have emerged, and in cross-sectional studies have demonstrated their ability to stratify the severity of this disease. Corneal confocal microscopy (CCM) allows quantification of corneal nerve parameters and non-contact corneal aesthesiometry (NCCA), the presumed functional correlate of corneal structure, assesses the sensitivity of the cornea. Both these techniques are quick to perform, produce little or no discomfort for the patient, and with automatic analysis paradigms developed, are suitable for clinical settings. Each has advantages and disadvantages over established techniques for assessing diabetic neuropathy. New information is presented regarding measurement bias of CCM images, and a unique sampling paradigm and associated accuracy determination method of combinations is described. A novel high-speed corneal nerve mapping procedure has been developed and application of this procedure in individuals with neuropathy has revealed regions of sub-basal nerve plexus that dictate further evaluation, as they appear to show earlier signs of damage than the central region of the cornea that has to date been examined. The discriminative capacity of corneal sensitivity measured by NCCA is revealed to have reasonable potential as a marker of diabetic neuropathy. Application of these new corneal markers for longitudinal evaluation of diabetic neuropathy has the potential to reduce dependence on more invasive, costly, and time-consuming assessments, such as skin biopsy.

Measuring reef complexity and rugosity from monocular video bathymetric reconstruction

Topographic structural complexity of a reef is highly correlated to coral growth rates, coral cover and overall levels of biodiversity, and is therefore integral in determining ecological processes. Modeling these processes commonly includes measures of rugosity obtained from a wide range of different survey techniques that often fail to capture rugosity at different spatial scales. Here we show that accurate estimates of rugosity can be obtained from video footage captured using underwater video cameras (i.e., monocular video). To demonstrate the accuracy of our method, we compared the results to in situ measurements of a 2m x 20m area of forereef from Glovers Reef atoll in Belize. Sequential pairs of images were used to compute fine scale bathymetric reconstructions of the reef substrate from which precise measurements of rugosity and reef topographic structural complexity can be derived across multiple spatial scales. To achieve accurate bathymetric reconstructions from uncalibrated monocular video, the position of the camera for each image in the video sequence and the intrinsic parameters (e.g., focal length) must be computed simultaneously. We show that these parameters can be often determined when the data exhibits parallax-type motion, and that rugosity and reef complexity can be accurately computed from existing video sequences taken from any type of underwater camera from any reef habitat or location. This technique provides an infinite array of possibilities for future coral reef research by providing a cost-effective and automated method of determining structural complexity and rugosity in both new and historical video surveys of coral reefs.

Evaluation of the iPhone with an acrylic sleeve versus the Scoliometer for rib hump measurement in scoliosis

Background. Vertebral rotation found in structural scoliosis contributes to trunkal asymmetry which is commonly measured with a simple Scoliometer device on a patient's thorax in the forward flexed position. The new generation of mobile 'smartphones' have an integrated accelerometer, making accurate angle measurement possible, which provides a potentially useful clinical tool for assessing rib hump deformity. This study aimed to compare rib hump angle measurements performed using a Smartphone and traditional Scoliometer on a set of plaster torsos representing the range of torsional deformities seen in clinical practice. Methods. Nine observers measured the rib hump found on eight plaster torsos moulded from scoliosis patients with both a Scoliometer and an Apple iPhone on separate occasions. Each observer repeated the measurements at least a week after the original measurements, and were blinded to previous results. Intra-observer reliability and inter-observer reliability were analysed using the method of Bland and Altman and 95% confidence intervals were calculated. The Intra-Class Correlation Coefficients (ICC) were calculated for repeated measurements of each of the eight plaster torso moulds by the nine observers. Results. Mean absolute difference between pairs of iPhone/Scoliometer measurements was 2.1 degrees, with a small (1 degrees) bias toward higher rib hump angles with the iPhone. 95% confidence intervals for intra-observer variability were +/- 1.8 degrees (Scoliometer) and +/- 3.2 degrees (iPhone). 95% confidence intervals for inter-observer variability were +/- 4.9 degrees (iPhone) and +/- 3.8 degrees (Scoliometer). The measurement errors and confidence intervals found were similar to or better than the range of previously published thoracic rib hump measurement studies. Conclusions. The iPhone is a clinically equivalent rib hump measurement tool to the Scoliometer in spinal deformity patients. The novel use of plaster torsos as rib hump models avoids the variables of patient fatigue and discomfort, inconsistent positioning and deformity progression using human subjects in a single or multiple measurement sessions.

Entrepreneurship in a developing economy : preliminary findings

Theories of entrepreneurship have largely been informed by research in western contexts, and recent calls for research attention to entrepreneurship in developing countries highlight the need for accurate information about entrepreneurship in this field. In addition, some findings from such research have highlighted the critical research needs in this area (Bruton, Ahlstrom & Obloj, 2009). This paper reports early findings from one study of a longitudinal research program with entrepreneurs in an Eastern African context, in a society largely affected by colonization and a long-standing civil war. Entrepreneurs in this study are recipients of micro-credit loans as well as elementary business training. Findings from a review of microloans indicate that entrepreneurial activities are largely in the form of local entrepreneurship rather than systemic entrepreneurship (Suatet, 2011) and the benefits of business improvements achieved from micro-loans are enhanced by feelings of agency and purpose regarding future business activities. Implications for theory and practice are presented.

Mixed-dimensional consistent coupling by multi-point constraint equations for efficient multi-scale modeling

Finding an appropriate linking method to connect different dimensional element types in a single finite element model is a key issue in the multi-scale modeling. This paper presents a mixed dimensional coupling method using multi-point constraint equations derived by equating the work done on either side of interface connecting beam elements and shell elements for constructing a finite element multiscale model. A typical steel truss frame structure is selected as case example and the reduced scale specimen of this truss section is then studied in the laboratory to measure its dynamic and static behavior in global truss and local welded details while the different analytical models are developed for numerical simulation. Comparison of dynamic and static response of the calculated results among different numerical models as well as the good agreement with those from experimental results indicates that the proposed multi-scale model is efficient and accurate.

Malnutrition screening tools : comparison against two validated nutrition assessment methods in older medical inpatients

Objective Although several validated nutritional screening tools have been developed to “triage” inpatients for malnutrition diagnosis and intervention, there continues to be debate in the literature as to which tool/tools clinicians should use in practice. This study compared the accuracy of seven validated screening tools in older medical inpatients against two validated nutritional assessment methods. Methods This was a prospective cohort study of medical inpatients at least 65 y old. Malnutrition screening was conducted using seven tools recommended in evidence-based guidelines. Nutritional status was assessed by an accredited practicing dietitian using the Subjective Global Assessment (SGA) and the Mini-Nutritional Assessment (MNA). Energy intake was observed on a single day during first week of hospitalization. Results In this sample of 134 participants (80 ± 8 y old, 50% women), there was fair agreement between the SGA and MNA (κ = 0.53), with MNA identifying more “at-risk” patients and the SGA better identifying existing malnutrition. Most tools were accurate in identifying patients with malnutrition as determined by the SGA, in particular the Malnutrition Screening Tool and the Nutritional Risk Screening 2002. The MNA Short Form was most accurate at identifying nutritional risk according to the MNA. No tool accurately predicted patients with inadequate energy intake in the hospital. Conclusion Because all tools generally performed well, clinicians should consider choosing a screening tool that best aligns with their chosen nutritional assessment and is easiest to implement in practice. This study confirmed the importance of rescreening and monitoring food intake to allow the early identification and prevention of nutritional decline in patients with a poor intake during hospitalization.

Quality and readability of information materials for people with brain tumours and their families

Written information is commonly used to inform patients about their disease and treatment, but must be evidence-based and understandable to be useful. This study assessed the quality of the content and the readability of information brochures for people affected by brain tumours. We randomly selected 18 publicly available brochures. Brochures were assessed by criteria to assess the quality of content using the DISCERN instrument. Readability was tested using three commonly used formulas, which yield the reading grade level required to comprehend the brochure (sixth grade level recommended). The mean overall DISCERN score was 3.17 out of a maximum of 5 (moderate quality); only one achieved a rating greater than 4 (high quality). Only one brochure met the sixth grade readability criteria. Although brochures may have accurate content, few satisfied all of the recommended criteria to evaluate their content. Existing brochures need to be critically reviewed and simplified, consumer-focused brochures produced.

Too sleepy to drive : self-perception and regulation of driving when sleepy

Background: Sleepiness is a direct contributor to a substantial proportion of fatal and severe road cashes. A number of technological solutions designed to detect sleepiness have been developed, but self-awareness of increasing sleepiness remains a critical component in on-road strategies for mitigating this risk. In order to take appropriate action when sleepy, drivers’ perceptions of their level of sleepiness must be accurate. Aims: This study aimed to assess capacity to accurately identify sleepiness and self-regulate driving cessation during a validated driving simulator task. Participants: Participants comprised 26 young adult drivers (20-28 years). The drivers had open licenses but no other exclusion criteria where used. Methods: Participants woke at 5am, and took part in a laboratory-based hazard perception driving simulation, either at mid-morning or mid-afternoon. Established physiological measures (including EEG) and subjective measures (sleepiness ratings) previously found sensitive to changes in sleepiness levels were utilised. Participants were instructed to ‘drive’ until they believed that sleepiness had impaired their ability to drive safely. They were then offered a nap opportunity. Results: The mean duration of the drive before cessation was 39 minutes (±18 minutes). Almost all (23/26) of the participants then achieved sleep during the nap opportunity. These data suggest that the participants’ perceptions of sleepiness were specific. However, EEG data from a number of participants suggested very high levels of sleepiness prior to driving cessation, suggesting poor sensitivity. Conclusions: Participants reported high levels of sleepiness while driving after very moderate sleep restriction. They were able to identify increasing sleepiness during the test period, could decide to cease driving and in most cases were sufficiently sleepy to achieve sleep during the daytime session. However, the levels of sleepiness achieved prior to driving cessation suggest poor accuracy in self-perception and regulation. This presents practical issues for the implementation of fatigue and sleep-related strategies to improve driver safety.

Novel methods and the maximum likelihood estimation technique for estimating traffic critical gap

Most unsignalised intersection capacity calculation procedures are based on gap acceptance models. Accuracy of critical gap estimation affects accuracy of capacity and delay estimation. Several methods have been published to estimate drivers’ sample mean critical gap, the Maximum Likelihood Estimation (MLE) technique regarded as the most accurate. This study assesses three novel methods; Average Central Gap (ACG) method, Strength Weighted Central Gap method (SWCG), and Mode Central Gap method (MCG), against MLE for their fidelity in rendering true sample mean critical gaps. A Monte Carlo event based simulation model was used to draw the maximum rejected gap and accepted gap for each of a sample of 300 drivers across 32 simulation runs. Simulation mean critical gap is varied between 3s and 8s, while offered gap rate is varied between 0.05veh/s and 0.55veh/s. This study affirms that MLE provides a close to perfect fit to simulation mean critical gaps across a broad range of conditions. The MCG method also provides an almost perfect fit and has superior computational simplicity and efficiency to the MLE. The SWCG method performs robustly under high flows; however, poorly under low to moderate flows. Further research is recommended using field traffic data, under a variety of minor stream and major stream flow conditions for a variety of minor stream movement types, to compare critical gap estimates using MLE against MCG. Should the MCG method prove as robust as MLE, serious consideration should be given to its adoption to estimate critical gap parameters in guidelines.

Innovative damage assessment of steel truss bridges using modal strain energy correlation

As a part of vital infrastructure and transportation network, bridge structures must function safely at all times. Bridges are designed to have a long life span. At any point in time, however, some bridges are aged. The ageing of bridge structures, given the rapidly growing demand of heavy and fast inter-city passages and continuous increase of freight transportation, would require diligence on bridge owners to ensure that the infrastructure is healthy at reasonable cost. In recent decades, a new technique, structural health monitoring (SHM), has emerged to meet this challenge. In this new engineering discipline, structural modal identification and damage detection have formed a vital component. Witnessed by an increasing number of publications is that the change in vibration characteristics is widely and deeply investigated to assess structural damage. Although a number of publications have addressed the feasibility of various methods through experimental verifications, few of them have focused on steel truss bridges. Finding a feasible vibration-based damage indicator for steel truss bridges and solving the difficulties in practical modal identification to support damage detection motivated this research project. This research was to derive an innovative method to assess structural damage in steel truss bridges. First, it proposed a new damage indicator that relies on optimising the correlation between theoretical and measured modal strain energy. The optimisation is powered by a newly proposed multilayer genetic algorithm. In addition, a selection criterion for damage-sensitive modes has been studied to achieve more efficient and accurate damage detection results. Second, in order to support the proposed damage indicator, the research studied the applications of two state-of-the-art modal identification techniques by considering some practical difficulties: the limited instrumentation, the influence of environmental noise, the difficulties in finite element model updating, and the data selection problem in the output-only modal identification methods. The numerical (by a planer truss model) and experimental (by a laboratory through truss bridge) verifications have proved the effectiveness and feasibility of the proposed damage detection scheme. The modal strain energy-based indicator was found to be sensitive to the damage in steel truss bridges with incomplete measurement. It has shown the damage indicator's potential in practical applications of steel truss bridges. Lastly, the achievement and limitation of this study, and lessons learnt from the modal analysis have been summarised.

Near infrared spectroscopy for non-destructive evaluation of articular cartilage

There is a need for an accurate real-time quantitative system that would enhance decision-making in the treatment of osteoarthritis. To achieve this objective, significant research is required that will enable articular cartilage properties to be measured and categorized for health and functionality without the need for laboratory tests involving biopsies for pathological evaluation. Such a system would provide the capability of access to the internal condition of the cartilage matrix and thus extend the vision-based arthroscopy that is currently used beyond the subjective evaluation of surgeons. The system required must be able to non-destructively probe the entire thickness of the cartilage and its immediate subchondral bone layer. In this thesis, near infrared spectroscopy is investigated for the purpose mentioned above. The aim is to relate it to the structure and load bearing properties of the cartilage matrix to the near infrared absorption spectrum and establish functional relationships that will provide objective, quantitative and repeatable categorization of cartilage condition outside the area of visible degradation in a joint. Based on results from traditional mechanical testing, their innovative interpretation and relationship with spectroscopic data, new parameters were developed. These were then evaluated for their consistency in discriminating between healthy viable and degraded cartilage. The mechanical and physico-chemical properties were related to specific regions of the near infrared absorption spectrum that were identified as part of the research conducted for this thesis. The relationships between the tissue's near infrared spectral response and the new parameters were modeled using multivariate statistical techniques based on partial least squares regression (PLSR). With significantly high levels of statistical correlation, the modeled relationships were demonstrated to possess considerable potential in predicting the properties of unknown tissue samples in a quick and non-destructive manner. In order to adapt near infrared spectroscopy for clinical applications, a balance between probe diameter and the number of active transmit-receive optic fibres must be optimized. This was achieved in the course of this research, resulting in an optimal probe configuration that could be adapted for joint tissue evaluation. Furthermore, as a proof-of-concept, a protocol for obtaining the new parameters from the near infrared absorption spectra of cartilage was developed and implemented in a graphical user interface (GUI)-based software, and used to assess cartilage-on-bone samples in vitro. This conceptual implementation has been demonstrated, in part by the individual parametric relationship with the near infrared absorption spectrum, the capacity of the proposed system to facilitate real-time, non-destructive evaluation of cartilage matrix integrity. In summary, the potential of the optical near infrared spectroscopy for evaluating articular cartilage and bone laminate has been demonstrated in this thesis. The approach could have a spin-off for other soft tissues and organs of the body. It builds on the earlier work of the group at QUT, enhancing the near infrared component of the ongoing research on developing a tool for cartilage evaluation that goes beyond visual and subjective methods.

Evaluation of precision time synchronisation methods for substation applications

Many substation applications require accurate time-stamping. The performance of systems such as Network Time Protocol (NTP), IRIG-B and one pulse per second (1-PPS) have been sufficient to date. However, new applications, including IEC 61850-9-2 process bus and phasor measurement, require accuracy of one microsecond or better. Furthermore, process bus applications are taking time synchronisation out into high voltage switchyards where cable lengths may have an impact on timing accuracy. IEEE Std 1588, Precision Time Protocol (PTP), is the means preferred by the smart grid standardisation roadmaps (from both the IEC and US National Institute of Standards and Technology) of achieving this higher level of performance, and integrates well into Ethernet based substation automation systems. Significant benefits of PTP include automatic path length compensation, support for redundant time sources and the cabling efficiency of a shared network. This paper benchmarks the performance of established IRIG-B and 1-PPS synchronisation methods over a range of path lengths representative of a transmission substation. The performance of PTP using the same distribution system is then evaluated and compared to the existing methods to determine if the performance justifies the additional complexity. Experimental results show that a PTP timing system maintains the synchronising performance of 1-PPS and IRIG-B timing systems, when using the same fibre optic cables, and further meets the needs of process buses in large substations.

Whe' yu' from?

"Whe' yu' from?" The question was put to me as I wandered, camera in hand, in the old square of Spanish Town, Jamaica's former capital. The local man, lounging in the shade of one of the colonial Georgian buildings that enclose the square, was mildly curious about what he took to be a typical white tourish photgraphing the sights of the decayed historic town. At that time, my home was in Kingston where i lived with my wife and baby son. I was then working in the Jamaican Government Town Planning Department in a job that took me all over the island. Turning to my questioner, I replied, "Kingston". There was a brief pause, and then the man spoke again: "No Man! Whe' yu' really from?" I still have difficulties when asked this question. Where am I from? What does this question mean? Does it refer to where I was born, where I spent my previous life or where I live now? Does it have a broader meaning, an enquiry about my origins in terms of background and previous experience? The following chapters are my attempt to answer these questions for my own satisfaction and, I hope, for the amusement of others who may be interested in the life of an ordinary English boy whose dream to travel and see the world was realized in ways he could not possibly have imagined. Finding an appropriate title for this book was difficult. Thursday's Child, North and South and War and Peace all came to mind but, unfortunately for me, those titles had been appropriated by other writers. Thursdays's Child is quite a popular book title, presumably because people who were born on that day and, in the words of the nursery rhyme, had 'far to go', are especially likely to have travellers' tales to tell or life stories of the rags-to-riches variety. Born on a Thursday, I have travelled a lot and I suppose that I have gone far in life. Coming from a working class family, I 'got on' by 'getting a good education' and a 'good job'. I decided against adding to the list of Thursday's Children. North and South would have reflected my life in Britain, spent in both the North and South of England, and my later years, divided between the Northern and Southern Hemispheres of the globe, as well as in countries commonly referred to as the 'advanced' North and the 'underdeveloped' South. North and South has already been appropriated by Mrs Gaskell, something that did not deter one popular American writer from using the title for a book of his. My memories of World War Two and the years afterwards made War and Peace a possible candidate, but readers expectnig an epic tale of Tolstoyan proportions may have been disappointed. To my knowledge, no other book has the title "Whe' Yu' From?". I am grateful to the Jamaican man whose question lingered in my memory and provided the title of this memoir, written decades later. This book is a word picture. It is, in a sense, a self-portrait, and like all portraits, it captures something of the character, it attempts to tell the truth, but it is not the whole truth. This is because it is not my intention to write my entire life story; rather I wish to tell about some of the things in my experience of life that have seemed important or interesting to me. Unlike a painted portrait, the picture I have created is intended to suggest the passage of time. While, for most of us in Western society, time is linear and unidirectional, like the flight of an arrov or the trajectory of a bullet, memory rearranges things, calling up images of the past in no particular order, making connections that may link events in various patterns, circular, web-like, superimposed. The stream of consciousness is very unlike that of streams we encounter in the physical world. Connections are made in all directions; thoughts hop back and forth in time and space, from topic to topic. My book is a composition drawn from periods, events and thoughts as I remember them. Like life itself, it is made up of patches, some good, some bad, but in my experience, always fascinating. In recording my memories, I have been as accurate as possible. Little of what I have written is about spectacular sights and strange customs. Much of it focuses on my more modest explorations includng observations of everyday things that have attracted my attention. Reading through the chapters, I am struck by my childhood freedom to roam and engage in 'dangerous' activities like climbing trees and playing beside streams, things that many children today are no longer allowed to enjoy. Also noticeable is the survival of traditions and superstitions from the distant past. Obvious too, is my preoccupation with place names, both official ones that appear on maps and sign boards and those used by locals and children, names rarely seen in print. If there is any uniting theme to be found in what I have written, it must be my education in the fields, woods and streets of my English homeland, in the various other countries in which I have lived and travelled, as well as more formally from books and in classrooms. Much of my book is concerned with people and places. Many of the people I mention are among those who have been, and often have remained, important and close to me. Others I remember from only the briefest of encounters, but they remain in my memory because of some specific incident or circumstance that fixed a lasting image in my mind. Some of my closest friends and relatives, however, appear nowhere in these pages or they receive only the slightest mention. This is not because they played an unimportant roles in my life. It is because this book is not the whole story. Among those whe receive little or no mention are some who are especially close to me, with whom I have shared happy and sad times and who have shown me and my family much kindness, giving support when this was needed. Some I have known since childhood and have popped up at various times in my life, often in different parts of the world. Although years may pass without me seeing them, in an important sense they are always with me. These people know who they are. I hope that they know how much I love and appreciate them. When writing my memoir, I consulted a few of the people mentioned in this book, but in the main, I have relied on my own memory, asided by daiary and notebook entries and old correspondence. In the preparation of this manuscript, I benefited greatly from the expert advice and encouragement of Neil Marr of BeWrite Books. My wife Anne, inspiration for this book, also contributed in the valuable role of critic. She has my undying gratitude.