Rank-based regression for analysis of repeated measures

We consider rank-based regression models for repeated measures. To account for possible withinsubject correlations, we decompose the total ranks into between- and within-subject ranks and obtain two different estimators based on between- and within-subject ranks. A simple perturbation method is then introduced to generate bootstrap replicates of the estimating functions and the parameter estimates. This provides a convenient way for combining the corresponding two types of estimating function for more efficient estimation.

Oxidative stability of phytosterols in food models and foods

An important safety aspect to be considered when foods are enriched with phytosterols and phytostanols is the oxidative stability of these lipid compounds, i.e. their resistance to oxidation and thus to the formation of oxidation products. This study concentrated on producing scientific data to support this safety evaluation process. In the absence of an official method for analyzing of phytosterol/stanol oxidation products, we first developed a new gas chromatographic - mass spectrometric (GC-MS) method. We then investigated factors affecting these compounds' oxidative stability in lipid-based food models in order to identify critical conditions under which significant oxidation reactions may occur. Finally, the oxidative stability of phytosterols and stanols in enriched foods during processing and storage was evaluated. Enriched foods covered a range of commercially available phytosterol/stanol ingredients, different heat treatments during food processing, and different multiphase food structures. The GC-MS method was a powerful tool for measuring the oxidative stability. Data obtained in food model studies revealed that the critical factors for the formation and distribution of the main secondary oxidation products were sterol structure, reaction temperature, reaction time, and lipid matrix composition. Under all conditions studied, phytostanols as saturated compounds were more stable than unsaturated phytosterols. In addition, esterification made phytosterols more reactive than free sterols at low temperatures, while at high temperatures the situation was the reverse. Generally, oxidation reactions were more significant at temperatures above 100°C. At lower temperatures, the significance of these reactions increased with increasing reaction time. The effect of lipid matrix composition was dependent on temperature; at temperatures above 140°C, phytosterols were more stable in an unsaturated lipid matrix, whereas below 140°C they were more stable in a saturated lipid matrix. At 140°C, phytosterols oxidized at the same rate in both matrices. Regardless of temperature, phytostanols oxidized more in an unsaturated lipid matrix. Generally, the distribution of oxidation products seemed to be associated with the phase of overall oxidation. 7-ketophytosterols accumulated when oxidation had not yet reached the dynamic state. Once this state was attained, the major products were 5,6-epoxyphytosterols and 7-hydroxyphytosterols. The changes observed in phytostanol oxidation products were not as informative since all stanol oxides quantified represented hydroxyl compounds. The formation of these secondary oxidation products did not account for all of the phytosterol/stanol losses observed during the heating experiments, indicating the presence of dimeric, oligomeric or other oxidation products, especially when free phytosterols and stanols were heated at high temperatures. Commercially available phytosterol/stanol ingredients were stable during such food processes as spray-drying and ultra high temperature (UHT)-type heating and subsequent long-term storage. Pan-frying, however, induced phytosterol oxidation and was classified as a rather deteriorative process. Overall, the findings indicated that although phytosterols and stanols are stable in normal food processing conditions, attention should be paid to their use in frying. Complex interactions between other food constituents also suggested that when new phytosterol-enriched foods are developed their oxidative stability must first be established. The results presented here will assist in choosing safe conditions for phytosterol/stanol enrichment.

Modelling and Forecasting Property Rents and Returns (summary section only)

Recently, focus of real estate investment has expanded from the building-specific level to the aggregate portfolio level. The portfolio perspective requires investment analysis for real estate which is comparable with that of other asset classes, such as stocks and bonds. Thus, despite its distinctive features, such as heterogeneity, high unit value, illiquidity and the use of valuations to measure performance, real estate should not be considered in isolation. This means that techniques which are widely used for other assets classes can also be applied to real estate. An important part of investment strategies which support decisions on multi-asset portfolios is identifying the fundamentals of movements in property rents and returns, and predicting them on the basis of these fundamentals. The main objective of this thesis is to find the key drivers and the best methods for modelling and forecasting property rents and returns in markets which have experienced structural changes. The Finnish property market, which is a small European market with structural changes and limited property data, is used as a case study. The findings in the thesis show that is it possible to use modern econometric tools for modelling and forecasting property markets. The thesis consists of an introduction part and four essays. Essays 1 and 3 model Helsinki office rents and returns, and assess the suitability of alternative techniques for forecasting these series. Simple time series techniques are able to account for structural changes in the way markets operate, and thus provide the best forecasting tool. Theory-based econometric models, in particular error correction models, which are constrained by long-run information, are better for explaining past movements in rents and returns than for predicting their future movements. Essay 2 proceeds by examining the key drivers of rent movements for several property types in a number of Finnish property markets. The essay shows that commercial rents in local markets can be modelled using national macroeconomic variables and a panel approach. Finally, Essay 4 investigates whether forecasting models can be improved by accounting for asymmetric responses of office returns to the business cycle. The essay finds that the forecast performance of time series models can be improved by introducing asymmetries, and the improvement is sufficient to justify the extra computational time and effort associated with the application of these techniques.

Relative performances of textural models in estimating soil moisture characteristic

The soil moisture characteristic (SMC) forms an important input to mathematical models of water and solute transport in the unsaturated-soil zone. Owing to their simplicity and ease of use, texture-based regression models are commonly used to estimate the SMC from basic soil properties. In this study, the performances of six such regression models were evaluated on three soils. Moisture characteristics generated by the regression models were statistically compared with the characteristics developed independently from laboratory and in-situ retention data of the soil profiles. Results of the statistical performance evaluation, while providing useful information on the errors involved in estimating the SMC, also highlighted the importance of the nature of the data set underlying the regression models. Among the models evaluated, the one possessing an underlying data set of in-situ measurements was found to be the best estimator of the in-situ SMC for all the soils. Considerable errors arose when a textural model based on laboratory data was used to estimate the field retention characteristics of unsaturated soils.

Proposal and validation of methodologies for the categorisation of continuous variables in the development of prediction models

158 p.

Unsupervised intra-lingual and cross-lingual speaker adaptation for HMM-based speech synthesis using two-pass decision tree construction

Hidden Markov model (HMM)-based speech synthesis systems possess several advantages over concatenative synthesis systems. One such advantage is the relative ease with which HMM-based systems are adapted to speakers not present in the training dataset. Speaker adaptation methods used in the field of HMM-based automatic speech recognition (ASR) are adopted for this task. In the case of unsupervised speaker adaptation, previous work has used a supplementary set of acoustic models to estimate the transcription of the adaptation data. This paper first presents an approach to the unsupervised speaker adaptation task for HMM-based speech synthesis models which avoids the need for such supplementary acoustic models. This is achieved by defining a mapping between HMM-based synthesis models and ASR-style models, via a two-pass decision tree construction process. Second, it is shown that this mapping also enables unsupervised adaptation of HMM-based speech synthesis models without the need to perform linguistic analysis of the estimated transcription of the adaptation data. Third, this paper demonstrates how this technique lends itself to the task of unsupervised cross-lingual adaptation of HMM-based speech synthesis models, and explains the advantages of such an approach. Finally, listener evaluations reveal that the proposed unsupervised adaptation methods deliver performance approaching that of supervised adaptation.

Light Field Morphable Models

Statistical shape and texture appearance models are powerful image representations, but previously had been restricted to 2D or simple 3D shapes. In this paper we present a novel 3D morphable model based on image-based rendering techniques, which can represent complex lighting conditions, structures, and surfaces. We describe how to construct a manifold of the multi-view appearance of an object class using light fields and show how to match a 2D image of an object to a point on this manifold. In turn we use the reconstructed light field to render novel views of the object. Our technique overcomes the limitations of polygon based appearance models and uses light fields that are acquired in real-time.

Using mathematical models to predict the development of aircraft cabin fires

Computer based mathematical models describing aircraft fire have a role to play in the design and development of safer aircraft, in the implementation of safer and more rigorous certification criteria and in post mortuum accident investigation. As the cost involved in performing large-scale fire experiments for the next generation 'Ultra High Capacity Aircraft' (UHCA) are expected to be prohibitively high, the development and use of these modelling tools may become essential if these aircraft are to prove a safe and viable reality. By describing the present capabilities and limitations of aircraft fire models, this paper will examine the future development of these models in the areas of large scale applications through parallel computing, combustion modelling and extinguishment modelling.

Absorption-based algorithm of primary production for total and size-fractionated phytoplankton in coastal waters

Most satellite models of production have been designed and calibrated for use in the open ocean. Coastal waters are optically more complex, and the use of chlorophyll a (chl a) as a first-order predictor of primary production may lead to substantial errors due to significant quantities of coloured dissolved organic matter (CDOM) and total suspended material (TSM) within the first optical depth. We demonstrate the use of phytoplankton absorption as a proxy to estimate primary production in the coastal waters of the North Sea and Western English Channel for both total, micro- and nano+pico-phytoplankton production. The method is implemented to extrapolate the absorption coefficient of phytoplankton and production at the sea surface to depth to give integrated fields of total and micro- and nano+pico-phytoplankton primary production using the peak in absorption coefficient at red wavelengths. The model is accurate to 8% in the Western English Channel and 22% in this region and the North Sea. By comparison, the accuracy of similar chl a based production models was >250%. The applicability of the method to autonomous optical sensors and remotely sensed aircraft data in both coastal and estuarine environments is discussed.

On velocity-based local model networks for nonlinear identification

This paper exposes the strengths and weaknesses of the recently proposed velocity-based local model (LM) network. The global dynamics of the velocity-based blended representation are directly related to the dynamics of the underlying local models, an important property in the design of local controller networks. Furthermore, the sub-models are continuous-time and linear providing continuity with established linear theory and methods. This is not true for the conventional LM framework, where the global dynamics are only weakly related to the affine sub-models. In this paper, a velocity-based multiple model network is identified for a highly nonlinear dynamical system. The results show excellent dynamical modelling performances, highlighting the value of the velocity-based approach for the design and analysis of LM based control. Three important practical issues are also addressed. These relate to the blending of the velocity-based local models, the use of normalised Gaussian basis functions and the requirement of an input derivative.

Discovery of novel cathepsin S inhibitors by pharmacophore-based virtual high-throughput screening

The cysteine protease cathepsin S (CatS) is involved in the pathogenesis of autoimmune disorders, atherosclerosis, and obesity. Therefore, it represents a promising pharmacological target for drug development. We generated ligand-based and structure-based pharmacophore models for noncovalent and covalent CatS inhibitors to perform virtual high-throughput screening of chemical databases in order to discover novel scaffolds for CatS inhibitors. An in vitro evaluation of the resulting 15 structures revealed seven CatS inhibitors with kinetic constants in the low micromolar range. These compounds can be subjected to further chemical modifications to obtain drugs for the treatment of autoimmune disorders and atherosclerosis.

Building and testing age models for radiocarbon dates in Lateglacial and Early Holocene sediments

The growing importance of understanding past abrupt climate variability at a regional and global scale has led to the realisation that independent chronologies of past environmental change need to be compared between various archives. This has in turn led to attempts at significant improvements in the required precision at which records can be dated. Radiocarbon dating is still the most prominent method for dating organic material from terrestrial and marine archives, and as such many of the recent developments in improving precision have been aimed at this technique. These include: (1) selection of the most suitable datable fractions within a record, (2) the development of better calibration curves, and (3) more precise age modelling techniques. While much attention has been focussed oil the first two items, testing the possibilities of the relatively new age modelling approaches has not received much attention. Here, we test the potential for methods designed to significantly improve precision in radiocarbon-based age models, wiggle match dating and various forms of Bayesian analyses. We demonstrate that while all of the methods can perform very well, in some scenarios, caution must be taken when applying them. It appears that an integrated approach is required in real life dating situations where more than one model is applied, with strict error calculation, and with the integration of radiocarbon data with sedimentological analyses of site formation processes. (C) 2007 Elsevier Ltd. All rights reserved.

Ligand and structure-based methodologies for the prediction of the activity of G protein-coupled receptor ligands

Accurate in silico models for the quantitative prediction of the activity of G protein-coupled receptor (GPCR) ligands would greatly facilitate the process of drug discovery and development. Several methodologies have been developed based on the properties of the ligands, the direct study of the receptor-ligand interactions, or a combination of both approaches. Ligand-based three-dimensional quantitative structure-activity relationships (3D-QSAR) techniques, not requiring knowledge of the receptor structure, have been historically the first to be applied to the prediction of the activity of GPCR ligands. They are generally endowed with robustness and good ranking ability; however they are highly dependent on training sets. Structure-based techniques generally do not provide the level of accuracy necessary to yield meaningful rankings when applied to GPCR homology models. However, they are essentially independent from training sets and have a sufficient level of accuracy to allow an effective discrimination between binders and nonbinders, thus qualifying as viable lead discovery tools. The combination of ligand and structure-based methodologies in the form of receptor-based 3D-QSAR and ligand and structure-based consensus models results in robust and accurate quantitative predictions. The contribution of the structure-based component to these combined approaches is expected to become more substantial and effective in the future, as more sophisticated scoring functions are developed and more detailed structural information on GPCRs is gathered.

Dinoflagellate cyst-based reconstructions of mid to late Holocene winter sea-surface temperature and productivity from an anoxic fjord in the NE Pacific Ocean

Published contemporary dinoflagellate distributional data from the NE Pacific margin and estuarine environments (n = 136) were re-analyzed using Canonical Correspondence Analysis (CCA) and partial Canonical Correspondence Analysis (pCCA). These analyses illustrated the dominant controls of winter temperature and productivity on the distribution of dinoflagellate cysts in this region. Dinoflagellate cyst-based predictive models for winter temperature and productivity were developed from the contemporary distributional data using the modern analogue technique and applied to subfossil data from two mid to late Holocene (~5500 calendar years before present–present) cores; TUL99B03 and TUL99B11, collected from Effingham Inlet, a 15 km long anoxic fjord located on the southwest coast of Vancouver Island that directly opens to the Pacific Ocean through Barkley Sound. Sedimentation within these basins largely comprises annually deposited laminated couplets, each made up of a winter deposited terrigenous layer and spring to fall deposited diatomaceous layer. The Effingham Inlet dinoflagellate cyst record provides evidence of a mid-Holocene gradual decline in winter SST, ending with the initiation of neoglacial advances in the region by ~3500 cal BP. A reconstructed Late Holocene increase in winter SST was initiated by a weakening of the California Current, which would have resulted in a warmer central gyre and more El Niño-like conditions.