Experiential knowledge representation and the design of product usability

The topic of designers’ knowledge and how they conduct design process has been widely investigated in design research. Understanding theoretical and experiential knowledge in design has involved recognition of the importance of designers’ experience of experiencing, seeing, and absorbing ideas from the world as points of reference (or precedents) that are consulted whenever a design problem arises (Lawson, 2004). Hence, various types of design knowledge have been categorized (Lawson, 2004), and the nature of design knowledge continues to be studied (Cross, 2006); nevertheless, the study of the experiential aspects embedded in design knowledge is a topic not fully addressed. In particular there has been little emphasis on the investigation of the ways in which designers’ individual experience influences different types of design tasks. This research focuses on the investigation of the ways in which designers inform a usability design process. It aims to understand how designers design product usability, what informs their process, and the role their individual experience (and episodic knowledge) plays within the design process. This paper introduces initial outcomes from an empirical study involving observation of a design task that emphasized usability issues. It discusses the experiential knowledge observed in the visual representations (sketches) produced by designers as part of the design tasks. Through the use of visuals as means to represent experiential knowledge, this paper presents initial research outcomes to demonstrate how designers’ individual experience is integrated into design tasks and communicated within the design process. Initial outcomes demonstrate the influence of designers’ experience in the design of product usability. It is expected that outcomes will help identify the causal relationships between experience, context of use, and product usability, which will contribute to enhance our understanding about the design of user-product interactions.

TV stories : from representation to productivity

This chapter revisits the concept of the ‘bardic function’ (Fiske & Hartley 1978), using historical analysis of the oral bardic institutions to re-theorise it for the era of interactive media and digital storytelling. It shows how ‘representative’ storytelling has transformed into self-representation, and proposes that the ‘bardic function’ can be divided into three types: representative (the ‘Taliesin function’); pedagogic (the ‘Gandalf function’); and self-organised (the ‘eisteddfod function’).

Whiteness, Epistemology and Indigenous representation

With its focus on Australia, Whitening Race engages with relations between migration, Indigenous dispossession and whiteness. It creates a new intellectual space that investigates the nature of racialised conditions and their role in reproducing colonising relations in Australia.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Granule-based knowledge representation for intra and inter transaction association mining

Abstract With the phenomenal growth of electronic data and information, there are many demands for the development of efficient and effective systems (tools) to perform the issue of data mining tasks on multidimensional databases. Association rules describe associations between items in the same transactions (intra) or in different transactions (inter). Association mining attempts to find interesting or useful association rules in databases: this is the crucial issue for the application of data mining in the real world. Association mining can be used in many application areas, such as the discovery of associations between customers’ locations and shopping behaviours in market basket analysis. Association mining includes two phases. The first phase, called pattern mining, is the discovery of frequent patterns. The second phase, called rule generation, is the discovery of interesting and useful association rules in the discovered patterns. The first phase, however, often takes a long time to find all frequent patterns; these also include much noise. The second phase is also a time consuming activity that can generate many redundant rules. To improve the quality of association mining in databases, this thesis provides an alternative technique, granule-based association mining, for knowledge discovery in databases, where a granule refers to a predicate that describes common features of a group of transactions. The new technique first transfers transaction databases into basic decision tables, then uses multi-tier structures to integrate pattern mining and rule generation in one phase for both intra and inter transaction association rule mining. To evaluate the proposed new technique, this research defines the concept of meaningless rules by considering the co-relations between data-dimensions for intratransaction-association rule mining. It also uses precision to evaluate the effectiveness of intertransaction association rules. The experimental results show that the proposed technique is promising.

Comparison of three expert elicitation methods for logistic regression on predicting the presence of the threatened brush-tailed rock-wallaby petrogale penicillata

Numerous expert elicitation methods have been suggested for generalised linear models (GLMs). This paper compares three relatively new approaches to eliciting expert knowledge in a form suitable for Bayesian logistic regression. These methods were trialled on two experts in order to model the habitat suitability of the threatened Australian brush-tailed rock-wallaby (Petrogale penicillata). The first elicitation approach is a geographically assisted indirect predictive method with a geographic information system (GIS) interface. The second approach is a predictive indirect method which uses an interactive graphical tool. The third method uses a questionnaire to elicit expert knowledge directly about the impact of a habitat variable on the response. Two variables (slope and aspect) are used to examine prior and posterior distributions of the three methods. The results indicate that there are some similarities and dissimilarities between the expert informed priors of the two experts formulated from the different approaches. The choice of elicitation method depends on the statistical knowledge of the expert, their mapping skills, time constraints, accessibility to experts and funding available. This trial reveals that expert knowledge can be important when modelling rare event data, such as threatened species, because experts can provide additional information that may not be represented in the dataset. However care must be taken with the way in which this information is elicited and formulated.