Mixed pixel analysis and assessment for flood mapping

The most difficult operation in flood inundation mapping using optical flood images is to map the ‘wet’ areas where trees and houses are partly covered by water. This can be referred to as a typical problem of the presence of mixed pixels in the images. A number of automatic information extracting image classification algorithms have been developed over the years for flood mapping using optical remote sensing images, with most labelling a pixel as a particular class. However, they often fail to generate reliable flood inundation mapping because of the presence of mixed pixels in the images. To solve this problem, spectral unmixing methods have been developed. In this thesis, methods for selecting endmembers and the method to model the primary classes for unmixing, the two most important issues in spectral unmixing, are investigated. We conduct comparative studies of three typical spectral unmixing algorithms, Partial Constrained Linear Spectral unmixing, Multiple Endmember Selection Mixture Analysis and spectral unmixing using the Extended Support Vector Machine method. They are analysed and assessed by error analysis in flood mapping using MODIS, Landsat and World View-2 images. The Conventional Root Mean Square Error Assessment is applied to obtain errors for estimated fractions of each primary class. Moreover, a newly developed Fuzzy Error Matrix is used to obtain a clear picture of error distributions at the pixel level. This thesis shows that the Extended Support Vector Machine method is able to provide a more reliable estimation of fractional abundances and allows the use of a complete set of training samples to model a defined pure class. Furthermore, it can be applied to analysis of both pure and mixed pixels to provide integrated hard-soft classification results. Our research also identifies and explores a serious drawback in relation to endmember selections in current spectral unmixing methods which apply fixed sets of endmember classes or pure classes for mixture analysis of every pixel in an entire image. However, as it is not accurate to assume that every pixel in an image must contain all endmember classes, these methods usually cause an over-estimation of the fractional abundances in a particular pixel. In this thesis, a subset of adaptive endmembers in every pixel is derived using the proposed methods to form an endmember index matrix. The experimental results show that using the pixel-dependent endmembers in unmixing significantly improves performance.

Prosopis, an Alien among the Sacred Trees of South India

The problematic of invasive species in an alien environment has aroused the attention of scientists all over the world for quite some time. One of the exotic tree species that has provoked special attention in the tropical drylands is Prosopis juliflora. Originating in South America, prosopis (hereafter referred to as prosopis) has been introduced in the hot and semi-arid zones of the world particularly to provide fuelwood, to stabilize sand dunes and to combat desertification. The tree has become an essential source for fuelwood and a provider of several other products and services in areas where it has become established. However, despite the numerous benefits the tree provides to rural people, in several regions prosopis has become a noxious weed with a negative impact on the environment and to the economy of farmers and landowners. In India, prosopis was introduced in Andhra Pradesh in 1877. The tree was then proclaimed as the precious child of the plant world by scientists and local people alike. The purpose of this study was to investigate the overall impact of prosopis on local rural livelihoods in the drylands of South India. Of particular interest was the examination of the different usages of the tree, especially as fuelwood, and people s perceptions of it. Furthermore, the study examined the negative impacts of the uncontrolled invasion of prosopis on croplands, and its occupation of the banks of irrigation canals and other water sources. As another central theme, this study analysed the Hindu classification system for nature and for trees in particular. In India, several tree species are regarded as sacred. This study examined the position of the exotic prosopis among sacred trees, such as the bodhi, banyan and neem trees. The principle method for collecting the field data was by using individual and thematic group interviews. These interviews were semi-structured with open ended questions. Moreover, unstructured interviews as well as general observations provided complementary information. The data were gathered during two fieldwork periods in the states of Andhra Pradesh and Tamil Nadu, in South India. The results confirmed that prosopis both provides benefits and causes hazards to different stakeholders. Farmers and agriculturalists suffer economic losses in areas where prosopis has invaded crop fields and competes with other plants for water and nutrients. On the other hand, for a significant number of poor rural people, prosopis has become an important source of livelihood benefits. This tree, which grows on government wastelands, is commonly a free resource for all and has thus become a major local source of fuelwood. It also provides several other goods and services and cash income that contributes to improve livelihoods in rural communities. Prosopis ranked lowest in the tree classificatioin system of the Hindus of South India. Although it is appreciated for many benefits it provides for poor people, it has remained an outsider compared with the indigenous tree species. On the other hand, the most sacred trees, such as the bodhi or the banyan, are completely excluded from extraction and it is seen as a sacrilege to even cut branches from any of these trees. An unexpected finding was that, in a few cases, prosopis had also been elevated to the status of a sacred tree. Goods and services from prosopis are not utilized in the most beneficial way. Silvicultural management practices are suggested that would provide additional income and employment opportunities. Interventions are recommended to control further invasion of the tree that might cause serious negative effects in the future. For Hindus, the sacred always ranks highest, even above economic gain. The conservation of sacred groves and sacred trees is a tradition that has its roots in ancient history. These socio-religious practices need to be respected and continued. Successful management of tree and forest resources depends on the willingness of the local people to manage their natural resources, and this willingness exists and has always existed in South India. Keywords: South India, drylands, livelihood, fuelwood, invasive, resource, silviculture.

Probabilistic evaluation of seismic soil liquefaction potential based on SPT data

The performance-based liquefaction potential analysis was carried out in the present study to estimate the liquefaction return period for Bangalore, India, through a probabilistic approach. In this approach, the entire range of peak ground acceleration (PGA) and earthquake magnitudes was used in the evaluation of liquefaction return period. The seismic hazard analysis for the study area was done using probabilistic approach to evaluate the peak horizontal acceleration at bed rock level. Based on the results of the multichannel analysis of surface wave, it was found that the study area belonged to site class D. The PGA values for the study area were evaluated for site class D by considering the local site effects. The soil resistance for the study area was characterized using the standard penetration test (SPT) values obtained from 450 boreholes. These SPT data along with the PGA values obtained from the probabilistic seismic hazard analysis were used to evaluate the liquefaction return period for the study area. The contour plot showing the spatial variation of factor of safety against liquefaction and the corrected SPT values required for preventing liquefaction for a return period of 475 years at depths of 3 and 6 m are presented in this paper. The entire process of liquefaction potential evaluation, starting from collection of earthquake data, identifying the seismic sources, evaluation of seismic hazard and the assessment of liquefaction return period were carried out, and the entire analysis was done based on the probabilistic approach.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

The Finnish Leadership Style in Transition - A Study of Leadership Criteria in the Insurance Business, 1997-2004 (summary section only)

The aim of the study was to explore the importance of evaluating leadership criteria in Finland at leader/subordinate levels of the insurance industry. The overall purpose of the thesis is tackled and analyzed from two different perspectives: - by examining the importance of the leadership criteria and style of Finnish insurance business leaders and their subordinates - by examining the opinions of insurance business leaders regarding leadership criteria in two culturally different countries: the US and Finland. This thesis consists of three published articles that scrutinise the focal phenomena both theoretically and empirically. The main results of the study do not lend support to the existence of a universal model of leadership criteria in the insurance business. As a matter of fact, the possible model seems to be based more on the special organizational and cultural circumstances of the country in question. The leadership criteria seem to be quite stable irrespective of the comparatively short research time period (3–5 years) and hierarchical level (subordinate/leader). Leaders have major difficulties in changing their leadership style. In fact, in order to bring about an efficient organizational change in the company you have to alternate the leader. The cultural dimensions (cooperation and monitoring) identified by Finnish subordinates were mostly in line with those of their managers, whilst emphasizing more the aspect of monitoring employees, which could be seen from their point of view as another element of managers’ optimizing/efficiency requirements. In Finnish surveys the strong emphasis on cooperation and mutual trust become apparent by both subordinates and managers. The basic problem is still how to emphasize and balance them in real life in such a way that both parties are happy to work together on a common basis. The American surveys suggests hypothetically that in a soft market period (buyer’s market) managers employ a more relationship-oriented leadership style and correspondingly adapt their leadership style to a more task-oriented approach in a hard market phase (seller’s market). In making business better Finnish insurance managers could probably concentrate more on task-oriented items such as reviewing, budgeting, monitoring and goal-orientation. The study also suggests that the social safety net of the European welfare state ideology has so far shielded the culture-specific sense of social responsibility of Finnish managers from the hazards of free competition and globalization.

Fading Customer Relationships

This dissertation is based on the assumption that fading customer relationships are important phenomena to understand in order for companies to prevent a future relationship termination, manage a desired relationship termination, or manage the situation where the relationship strength temporarily or permanently has weakened but where the customer still stays with the same service provider. It is assumed that fading could take different forms and develop through a range of different processes. The purpose of the thesis is therefore to define and describe fading, reveal different types of fading relationship processes, and discuss the dynamics of these processes. In services literature there is a lack of research focusing on the weakening of customer relationships. Fading therefore represents a new approach to understanding issues related to the ending of customer relationships. A fading relationship process could precede a relationship ending, but could also represent a temporal weakening of the relationship without leading to termination. It thus distinguishes the concept from other concepts within ending research which focus solely on relationships that have been terminated, taking a larger aspect of the relationship into account (as a relationship could build on constant changes). A pilot study created an understanding of difficulties related to understanding and detecting fading customer relationship, which led to a follow-up study incorporating qualitative interviews in relationship dyads characterised as fading with both private banking customers and their respective financial advisor. The focus remained on the understanding of the fading process resulting in a model for analysing different types of fading processes. Four types of fading processes were also revealed; the crash landing process, the altitude drop process, the fizzle out process and the try out process. The dissertation contributes to a broadened understanding of different types of fading processes within the research area of ending relationships emphasising the dynamic aspects of the phenomenon. Managerial implications include the management of different types of fading processes and also the understanding of the financial advisor’s role in influencing the development of these processes. Helena Åkerlund is associated with CERS, the Centre for Relationship Marketing and Service Management at Hanken, Swedish School of Economics and Business Administration, Helsinki

An improved representation of vehicle incompatibility in frontal NCAP tests using a modified rigid barrier

With the objective of better understanding the significance of New Car Assessment Program (NCAP) tests conducted by the National Highway Traffic Safety Administration (NHTSA), head-on collisions between two identical cars of different sizes and between cars and a pickup truck are studied in the present paper using LS-DYNA models. Available finite element models of a compact car (Dodge Neon), midsize car (Dodge Intrepid), and pickup truck (Chevrolet C1500) are first improved and validated by comparing theanalysis-based vehicle deceleration pulses against corresponding NCAP crash test histories reported by NHTSA. In confirmation of prevalent perception, simulation-bascd results indicate that an NCAP test against a rigid barrier is a good representation of a collision between two similar cars approaching each other at a speed of 56.3 kmph (35 mph) both in terms of peak deceleration and intrusions. However, analyses carried out for collisions between two incompatible vehicles, such as an Intrepid or Neon against a C1500, point to the inability of the NCAP tests in representing the substantially higher intrusions in the front upper regions experienced by the cars, although peak decelerations in cars arc comparable to those observed in NCAP tests. In an attempt to improve the capability of a front NCAP test to better represent real-world crashes between incompatible vehicles, i.e., ones with contrasting ride height and lower body stiffness, two modified rigid barriers are studied. One of these barriers, which is of stepped geometry with a curved front face, leads to significantly improved correlation of intrusions in the upper regions of cars with respect to those yielded in the simulation of collisions between incompatible vehicles, together with the yielding of similar vehicle peak decelerations obtained in NCAP tests.

Nonlinear mixture autoregressive model: economic applications

The aim of this dissertation is to model economic variables by a mixture autoregressive (MAR) model. The MAR model is a generalization of linear autoregressive (AR) model. The MAR -model consists of K linear autoregressive components. At any given point of time one of these autoregressive components is randomly selected to generate a new observation for the time series. The mixture probability can be constant over time or a direct function of a some observable variable. Many economic time series contain properties which cannot be described by linear and stationary time series models. A nonlinear autoregressive model such as MAR model can a plausible alternative in the case of these time series. In this dissertation the MAR model is used to model stock market bubbles and a relationship between inflation and the interest rate. In the case of the inflation rate we arrived at the MAR model where inflation process is less mean reverting in the case of high inflation than in the case of normal inflation. The interest rate move one-for-one with expected inflation. We use the data from the Livingston survey as a proxy for inflation expectations. We have found that survey inflation expectations are not perfectly rational. According to our results information stickiness play an important role in the expectation formation. We also found that survey participants have a tendency to underestimate inflation. A MAR model has also used to model stock market bubbles and crashes. This model has two regimes: the bubble regime and the error correction regime. In the error correction regime price depends on a fundamental factor, the price-dividend ratio, and in the bubble regime, price is independent of fundamentals. In this model a stock market crash is usually caused by a regime switch from a bubble regime to an error-correction regime. According to our empirical results bubbles are related to a low inflation. Our model also imply that bubbles have influences investment return distribution in both short and long run.

Ilmastonmuutoksen ääri-ilmiöihin liittyvän riskienhallinnan kustannus–hyötyanalyysi osana julkista päätöksentekoa. IRTORISKI-hankkeen loppuraportti.

IRTORISKI-hankkeessa tutkittiin, miten kustannus–hyötyanalyysin käyttöä ilmastonmuutoksen sopeutumissuunnittelussa voitaisiin helpottaa niin, että sitä pystyttäisiin hyödyntämään kustannustehokkaasti sekä ilmastonmuutokseen liittyvien vaarojen priorisoinnissa että ennaltaehkäisevien toimenpiteiden vertailussa. Tutkimuksessa käytettiin esimerkkitapauksina jokitulvaa ja rankkasateiden aiheuttamaa tulvaa kaupunkiolosuhteissa. Tapahtumapuuanalyysia laajennettiin siten, että siitä käyvät ilmi sekä suorat vahingot että lopulliset makrotaloudelliset vaikutukset. Arviot suorista taloudellisista vahingoista perustuivat aikaisempiin tutkimuksiin, kun taas makrotaloudellisia vaikutuksia simuloitiin yleisen tasapainon mallin avulla. Tapaustutkimusten valinnasta, tapahtumapuun käytöstä, sen laajennusosasta sekä lasketuista makrotaloudellisista vaikutuksista keskusteltiin sidosryhmien edustajien kanssa kolmessa asiantuntijaistunnossa.

Two-dimensional fuzzy fault tree analysis for chlorine release from a chlor-alkali industry using expert elicitation

The hazards associated with major accident hazard (MAN) industries are fire, explosion and toxic gas releases. Of these, toxic gas release is the worst as it has the potential to cause extensive fatalities. Qualitative and quantitative hazard analyses are essential for the identification and quantification of these hazards related to chemical industries. Fault tree analysis (FTA) is an established technique in hazard identification. This technique has the advantage of being both qualitative and quantitative, if the probabilities and frequencies of the basic events are known. This paper outlines the estimation of the probability of release of chlorine from storage and filling facility of chlor-alkali industry using FTA. An attempt has also been made to arrive at the probability of chlorine release using expert elicitation and proven fuzzy logic technique for Indian conditions. Sensitivity analysis has been done to evaluate the percentage contribution of each basic event that could lead to chlorine release. Two-dimensional fuzzy fault tree analysis (TDFFTA) has been proposed for balancing the hesitation factor involved in expert elicitation. (C) 2010 Elsevier B.V. All rights reserved.

Leisure-time physical activity, health related functioning and retirement : a prospective cohort study among middle-aged employees

Physical inactivity has become a major threat to public health worldwide. The Finnish health and welfare policies emphasize that the working population should maintain good health and functioning until their normal retirement age and remain in good health and independence later in life. Health behaviours like physical activity potentially play an important role in reaching this target as physical activity contributes to better physical fitness and to reduced risk of major chronic diseases. The aim of this study was to examine first whether the volume and intensity of leisure-time physical activity impacts on subsequent physical health functioning, sickness absence and disability retirement. The second aim was to examine changes in leisure-time physical activity of moderate and vigorous intensity after transition to retirement. This study is part of the ongoing Helsinki Health Study. The baseline data were collected by questionnaires in 2000 - 02 among the employees of the City of Helsinki aged 40 to 60. The follow-up survey data were collected in 2007. Data on sickness absence were obtained from the employer s (City of Helsinki) sickness absence registers and pension data were obtained from the Finnish Centre for Pensions. Leisure-time physical activity was measured in four grades of intensity and classified according to physical activity recommendations considering both the volume and intensity of physical activity. Statistical techniques including analysis of covariance, logistic regression, Cox proportional hazards models and Poisson regression were used. Employees who were vigorously active during leisure time especially had better physical health functioning than those physically inactive. High physical activity in particular contributed to the maintenance of good physical health functioning. High physical activity also reduced the risk of subsequent sickness absences as well as the risk of all-cause disability retirement and retirement due to musculoskeletal and mental causes. Among those transferred to old-age retirement moderate-intensity leisure-time physical activity increased on average by more than half an hour per week and in addition the occurrence of physical inactivity reduced. Such changes were not observed among those remained employed and those transferred to disability retirement. This prospective cohort study provided novel results on the effects of leisure-time physical activity on health related functioning and changes in leisure-time physical activity after retirement. Although the benefits of moderate-intensity physical activity for health are well known these results suggest the importance of vigorous physical activity for subsequent health related functioning. Thus vigorous physical activity to enhance fitness should be given more emphasis from a public health perspective. In addition, physical activity should be encouraged among those who are about to retire.

Turvallinen koulu? : Helsinkiläisten peruskoulujen turvallisuuskulttuurista ja siihen vaikuttavista tekijöistä

Objectives. This study concentrated on the aspect of physical safety in the learning environment of primary and secondary schools in Helsinki. Taking a broad perspective, the study analysed the safety culture of Helsinki schools, ranked them with a point rating system, and thoroughly investigated reasons behind their differences. Safety culture in educa-tional institutions has not been studied previously although research related to safety culture in business is abundant and some studies have considered safety culture in the healthcare sector. The study focused on the attitudes and practices of teachers concerning safety. The main research question is as follows: "What factors related to safety culture distinguish schools with an exceptional safety culture from those weaker one?" Research methods. The study used a mixed-methods approach. It s quantitative part charted the safety attitudes, values and expertise of employees in selected schools. The study also analysed physical safety in selected schools through specific safety inspections. The 14 schools in the study were selected randomly, two from each district. Altogether 388 of 475 employees returned a Webropol questionnaire (N= 475, 81,68 %). The qualitative part of the study analysed the reasons behind perceived differences in school s safety cul-ture using theme interviews with school principals. Elements of a phenomenographic research approach were also used. Results and conclusions. According to the study the distinctive features of good safety cultures in the Helsinki schools included a well-developed understanding of safety hazards and the requirements of basic safety, good safety management practices, a developed understanding of the systematic nature of safety, an appreciation of safety evidenced through everyday practices and open and communal safety-related work. The study offers result-based safety culture improvements for teachers, those responsible for school safety, principals, educational administrators, teacher educators and authorities.

Machine learning modelling for predicting soil liquefaction susceptibility

This study describes two machine learning techniques applied to predict liquefaction susceptibility of soil based on the standard penetration test (SPT) data from the 1999 Chi-Chi, Taiwan earthquake. The first machine learning technique which uses Artificial Neural Network (ANN) based on multi-layer perceptions (MLP) that are trained with Levenberg-Marquardt backpropagation algorithm. The second machine learning technique uses the Support Vector machine (SVM) that is firmly based on the theory of statistical learning theory, uses classification technique. ANN and SVM have been developed to predict liquefaction susceptibility using corrected SPT (N-1)(60)] and cyclic stress ratio (CSR). Further, an attempt has been made to simplify the models, requiring only the two parameters (N-1)(60) and peck ground acceleration (a(max)/g)], for the prediction of liquefaction susceptibility. The developed ANN and SVM models have also been applied to different case histories available globally. The paper also highlights the capability of the SVM over the ANN models.

Advances in storage batteries

Over the years, new power requirements for telecommunication, space, automotive and traction applications have arisen which need to be met. Although lead-acid and nickel-cadmium storage batteries continue to be the work horses with limited advances, associated environmental hazards and recycling are still the issues to be resolved. As a result, lead-acid and nickel-cadmium storage batteries have declined in importance whilst nickel-metal hydride and lithium secondary batteries with superior performances have shown greater acceptability in newer applications. These developments are reflected in this article.

Recommendations for driver licensing and traffic law enforcement in India aiming to improve road safety

During the last decade, developing countries such as India have been exhibiting rapid increase in human population and vehicles, and increase in road accidents. Inappropriate driving behaviour is considered one of the major causes of road accidents in India as compared to defective geometric design of pavement or mechanical defects in vehicles. It can result in conditions such as lack of lane discipline, disregard to traffic laws, frequent traffic violations, increase in crashes due to self-centred driving, etc. It also demotivates educated drivers from following good driving practices. Hence, improved driver behaviour can be an effective countermeasure to reduce the vulnerability of road users and inhibit crash risks. This article highlights improved driver behaviour through better driver education, driver training and licensing procedures along with good on-road enforcement; as an effective countermeasure to ensure road safety in India. Based on the review and analysis, the article also recommends certain measures pertaining to driver licensing and traffic law enforcement in India aimed at improving road safety.