Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

Causes of variability in light absorption by particles in snow at sites in Idaho and Utah.

This file accompanies “NAmer2014SnowBC_Dohertyetal_v1.xlsx”, which contains data on black carbon (BC) and other light-absorbing particles in snow in Utah and Idaho, for samples collected January-March 2014 in Jan/Feb 2013 and 2014 in Utah. Data are available as an Excel file with headers, or as a comma-separated data file, with no headers. There is one entry per layer of snow sampled. All entries (other than column titles in the .xlsx) are numeric. Detailed information on our measurements can be found in a series of publications, as given below.  Description of the instrument and method used to make the measurements: Grenfell, T. C., S. J. Doherty, A. D. Clarke, and S. G. Warren, Spectrophotometric determination of absorptive impurities in snow, Appl. Opt., 50(14), pp.2037-2048, 2011.  Summary and discussion of dataset “NAmer2014SnowBC_Dohertyetal.xlsx”, including maps of sample locations: Doherty, S. J., D. A. Hegg, P. K. Quinn, J. E. Johnson, J. P. Schwarz, C. Dang and S. G. Warren, Causes of variability in light absorption by particles in snow at sites in Idaho and Utah, J. Geophys. Res. Atmos., 121, doi:10.1002/2015JD024375, 2016. Note that the measurement and analysis techniques used to produce these data were also used in a broad Arctic survey (2006-2010) of BC and other light-absorbing particles snow, as reported here: Doherty, S. J., S. G. Warren, T. C. Grenfell, A. D. Clarke, and R. E. Brandt: Light-absorbing impurities in Arctic snow, Atmos. Chem. Phys., 10, 11647-11680, doi:10.5194/acp-10-11647-2010, 2010. http://www.atmos-chem-phys.net/10/11647/2010/acp-10-11647-2010.html

Variability in time delay between two models of pulse oximeters for deriving the photoplethysmographic signals

Pulse oximetry is commonly used as an arterial blood oxygen saturation (SaO(2)) measure. However, its other serial output, the photoplethysmography (PPG) signal, is not as well studied. Raw PPG signals can be used to estimate cardiovascular measures like pulse transit time (PTT) and possibly heart rate (HR). These timing-related measurements are heavily dependent on the minimal variability in phase delay of the PPG signals. Masimo SET (R) Rad-9 (TM) and Novametrix Oxypleth oximeters were investigated for their PPG phase characteristics on nine healthy adults. To facilitate comparison, PPG signals were acquired from fingers on the same hand in a random fashion. Results showed that mean PTT variations acquired from the Masimo oximeter (37.89 ms) were much greater than the Novametrix (5.66 ms). Documented evidence suggests that I ms variation in PTT is equivalent to I mmHg change in blood pressure. Moreover, the PTT trend derived from the Masimo oximeter can be mistaken as obstructive sleep apnoeas based on the known criteria. HR comparison was evaluated against estimates attained from an electrocardiogram (ECG). Novametrix differed from ECG by 0.71 +/- 0.58% (p < 0.05) while Masimo differed by 4.51 +/- 3.66% (p > 0.05). Modem oximeters can be attractive for their improved SaO(2) measurement. However, using raw PPG signals obtained directly from these oximeters for timing-related measurements warrants further investigations.

Routine measurement of outcomes in Australia's public sector mental health services

OBJECTIVE: This paper describes the Australian experience to date with a national 'roll out' of routine outcome measurement in public sector mental health services. METHODS: Consultations were held with 123 stakeholders representing a range of roles. RESULTS: Australia has made an impressive start to nationally implementing routine outcome measurement in mental health services, although it still has a long way to go. All States/Territories have established data collection systems, although some are more streamlined than others. Significant numbers of clinicians and managers have been trained in the use of routine outcome measures, and thought is now being given to ongoing training strategies. Outcome measurement is now occurring 'on the ground'; all States/Territories will be reporting data for 2003-04, and a number have been doing so for several years. Having said this, there is considerable variability regarding data coverage, completeness and compliance. Some States/Territories have gone to considerable lengths to 'embed' outcome measurement in day-to-day practice. To date, reporting of outcome data has largely been limited to reports profiling individual consumers and/or aggregate reports that focus on compliance and data quality issues, although a few States/Territories have begun to turn their attention to producing aggregate reports of consumers by clinician, team or service. CONCLUSION: Routine outcome measurement is possible if it is supported by a co-ordinated, strategic approach and strong leadership, and there is commitment from clinicians and managers. The Australian experience can provide lessons for other countries.

Automatic measurement of vertebral rotation in idiopathic scoliosis

Study Design. Development of an automatic measurement algorithm and comparison with manual measurement methods. Objectives. To develop a new computer-based method for automatic measurement of vertebral rotation in idiopathic scoliosis from computed tomography images and to compare the automatic method with two manual measurement techniques. Summary of Background Data. Techniques have been developed for vertebral rotation measurement in idiopathic scoliosis using plain radiographs, computed tomography, or magnetic resonance images. All of these techniques require manual selection of landmark points and are therefore subject to interobserver and intraobserver error. Methods. We developed a new method for automatic measurement of vertebral rotation in idiopathic scoliosis using a symmetry ratio algorithm. The automatic method provided values comparable with Aaro and Ho's manual measurement methods for a set of 19 transverse computed tomography slices through apical vertebrae, and with Aaro's method for a set of 204 reformatted computed tomography images through vertebral endplates. Results. Confidence intervals (95%) for intraobserver and interobserver variability using manual methods were in the range 5.5 to 7.2. The mean (+/- SD) difference between automatic and manual rotation measurements for the 19 apical images was -0.5 degrees +/- 3.3 degrees for Aaro's method and 0.7 degrees +/- 3.4 degrees for Ho's method. The mean (+/- SD) difference between automatic and manual rotation measurements for the 204 endplate images was 0.25 degrees +/- 3.8 degrees. Conclusions. The symmetry ratio algorithm allows automatic measurement of vertebral rotation in idiopathic scoliosis without intraobserver or interobserver error due to landmark point selection.

The impact of supply chain performance measurement systems on dynamic behaviour in supply chains

The amplification of demand variation up a supply chain widely termed ‘the Bullwhip Effect’ is disruptive, costly and something that supply chain management generally seeks to minimise. Originally attributed to poor system design; deficiencies in policies, organisation structure and delays in material and information flow all lead to sub-optimal reorder point calculation. It has since been attributed to exogenous random factors such as: uncertainties in demand, supply and distribution lead time but these causes are not exclusive as academic and operational studies since have shown that orders and/or inventories can exhibit significant variability even if customer demand and lead time are deterministic. This increase in the range of possible causes of dynamic behaviour indicates that our understanding of the phenomenon is far from complete. One possible, yet previously unexplored, factor that may influence dynamic behaviour in supply chains is the application and operation of supply chain performance measures. Organisations monitoring and responding to their adopted key performance metrics will make operational changes and this action may influence the level of dynamics within the supply chain, possibly degrading the performance of the very system they were intended to measure. In order to explore this a plausible abstraction of the operational responses to the Supply Chain Council’s SCOR® (Supply Chain Operations Reference) model was incorporated into a classic Beer Game distribution representation, using the dynamic discrete event simulation software Simul8. During the simulation the five SCOR Supply Chain Performance Attributes: Reliability, Responsiveness, Flexibility, Cost and Utilisation were continuously monitored and compared to established targets. Operational adjustments to the; reorder point, transportation modes and production capacity (where appropriate) for three independent supply chain roles were made and the degree of dynamic behaviour in the Supply Chain measured, using the ratio of the standard deviation of upstream demand relative to the standard deviation of the downstream demand. Factors employed to build the detailed model include: variable retail demand, order transmission, transportation delays, production delays, capacity constraints demand multipliers and demand averaging periods. Five dimensions of supply chain performance were monitored independently in three autonomous supply chain roles and operational settings adjusted accordingly. Uniqueness of this research stems from the application of the five SCOR performance attributes with modelled operational responses in a dynamic discrete event simulation model. This project makes its primary contribution to knowledge by measuring the impact, on supply chain dynamics, of applying a representative performance measurement system.

Optimizing measurement of subjective amplitude of accommodation with defocus curves

PURPOSE: To determine whether letter sequences and/or lens-presentation order should be randomized when measuring defocus curves and to assess the most appropriate criterion for calculating the subjective amplitude of accommodation (AoA) from defocus curves. SETTING: Eye Clinic, School of Life & Health Sciences, Aston University, Birmingham, United Kingdom. METHODS: Defocus curves (from +3.00 diopters [D] to -3.00 D in 0.50 D steps) for 6 possible combinations of randomized or nonrandomized letter sequences and/or lens-presentation order were measured in a random order in 20 presbyopic subjects. Subjective AoA was calculated from the defocus curves by curve fitting using various published criteria, and each was correlated to subjective push-up AoA. Objective AoA was measured for comparison of blur tolerance and pupil size. RESULTS: Randomization of lens-presentation order and/or letter sequences, or lack of, did not affect the measured defocus curves (P>.05, analysis of variance). The range of defocus that maintains highest achievable visual acuity (allowing for variability of repeated measurement) was better correlated to (r = 0.84) and agreed best with ( 0.50 D) subjective push-up AoA than any other relative or absolute acuity criterion used in previous studies. CONCLUSIONS: Nonrandomized letters and lens presentation on their own did not affect subjective AoA measured by defocus curves, although their combination should be avoided. Quantification of subjective AoA from defocus curves should be standardized to the range of defocus that maintains the best achievable visual acuity.

Individual variability analysis of fluorescence parameters measured in skin with different levels of nutritive blood flow

Fluorescence spectroscopy has recently become more common in clinical medicine. However, there are still many unresolved issues related to the methodology and implementation of instruments with this technology. In this study, we aimed to assess individual variability of fluorescence parameters of endogenous markers (NADH, FAD, etc.) measured by fluorescent spectroscopy (FS) in situ and to analyse the factors that lead to a significant scatter of results. Most studied fluorophores have an acceptable scatter of values (mostly up to 30%) for diagnostic purposes. Here we provide evidence that the level of blood volume in tissue impacts FS data with a significant inverse correlation. The distribution function of the fluorescence intensity and the fluorescent contrast coefficient values are a function of the normal distribution for most of the studied fluorophores and the redox ratio. The effects of various physiological (different content of skin melanin) and technical (characteristics of optical filters) factors on the measurement results were additionally studied.The data on the variability of the measurement results in FS should be considered when interpreting the diagnostic parameters, as well as when developing new algorithms for data processing and FS devices.

Identification of key temperature measurement technologies for the enhancement of product and equipment integrity in the light controlled factory

Thermal effects in uncontrolled factory environments are often the largest source of uncertainty in large volume dimensional metrology. As the standard temperature for metrology of 20°C cannot be achieved practically or economically in many manufacturing facilities, the characterisation and modelling of temperature offers a solution for improving the uncertainty of dimensional measurement and quantifying thermal variability in large assemblies. Technologies that currently exist for temperature measurement in the range of 0-50°C have been presented alongside discussion of these temperature measurement technologies' usefulness for monitoring temperatures in a manufacturing context. Particular aspects of production where the technology could play a role are highlighted as well as practical considerations for deployment. Contact sensors such as platinum resistance thermometers can produce accuracy closest to the desired accuracy given the most challenging measurement conditions calculated to be ∼0.02°C. Non-contact solutions would be most practical in the light controlled factory (LCF) and semi-invasive appear least useful but all technologies can play some role during the initial development of thermal variability models.

Early design verification of complex assembly variability using a hybrid - model based and physical testing - methodology

Design verification in the digital domain, using model-based principles, is a key research objective to address the industrial requirement for reduced physical testing and prototyping. For complex assemblies, the verification of design and the associated production methods is currently fragmented, prolonged and sub-optimal, as it uses digital and physical verification stages that are deployed in a sequential manner using multiple systems. This paper describes a novel, hybrid design verification methodology that integrates model-based variability analysis with measurement data of assemblies, in order to reduce simulation uncertainty and allow early design verification from the perspective of satisfying key assembly criteria.

Measurement of scleral thickness in humans using anterior segment optical coherent tomography

Anterior segment optical coherent tomography (AS-OCT, Visante; Zeiss) is used to examine meridional variation in anterior scleral thickness (AST) and its association with refractive error, ethnicity and gender. Scleral cross-sections of 74 individuals (28 males; 46 females; aged between 18-40 years (27.7±5.3)) were sampled twice in random order in 8 meridians: [superior (S), inferior (I), nasal (N), temporal (T), superior-temporal (ST), superior-nasal (SN), inferior-temporal (IT) and inferior-nasal (IN)]. AST was measured in 1mm anterior-toposterior increments (designated the A-P distance) from the scleral spur (SS) over a 6mm distance. Axial length and refractive error were measured with a Zeiss IOLMaster biometer and an open-view binocular Shin-Nippon autorefractor. Intra- And inter-observer variability of AST was assessed for each of the 8 meridians. Mixed repeated measures ANOVAs tested meridional and A-P distance differences in AST with refractive error, gender and ethnicity. Only right eye data were analysed. AST (mean±SD) across all meridians and A-P distances was 725±46μm. Meridian SN was the thinnest (662±57μm) and I the thickest (806 ±60μm). Significant differences were found between all meridians (p<0.001), except S:ST, IT:IN, IT:N and IN:N. Significant differences between A-P distances were found except between SS and 6 mm and between 2 and 4mm. AST measurements at 1mm (682±48 μm) were the thinnest and at 6mm (818±49 μm) the thickest (p<0.001); a significant interaction occurred between meridians and A-P distances (p<0.001). AST was significantly greater (p<0.001) in male subjects but no significant differences were found between refractive error or ethnicity. Significant variations in AST occur with regard to meridian and distance from the SS and may have utility in selecting optimum sites for pharmaceutical or surgical intervention.

A gold sol particle immunoassay for measurement of von willebrand factor using the CA-6000 analyzer

The diagnosis of Von Willebrand's disease (VWD) may sometimes be difficult because of the variability of the results obtained over time in individuals. Moreover, blood group, age, pregnancy and inflammatory stimuli influence the level of Von Willebrand Factor (VWF). The purpose of this thesis was to screen and characterize antibodies to Von Willebrand factor and to evaluate the most promising ones in a gold- Sol assay for VWF on the CA-6000 analyzer. Seven different lots of Anti-VWF antibodies, 3 polyclonal and 4 monoclonal Ab's were screened and evaluated. Two of these antibodies (Sunol R01358 and MAVWF-AP) were selected for preparation of a Gold coated antibody solution. The preliminary testing of these gold coated antibodies on CA-6000 Analyzer showed no immunoreactivity toward VWF for both individual and pooled plasma (from normal healthy donors). Although measurement of VWF for normal plasma with this technique was not demonstrated, these data will be valuable for future work on the design of sensitive and accurate automated sol Gold Immunoassays for the diagnosis of VWD.

Compositional data analysis of Holocene sediments from the West Bengal Sundarbans, India: Geochemical proxies for grain-size variability in a delta environment

This paper is part of a special issue of Applied Geochemistry focusing on reliable applications of compositional multivariate statistical methods. This study outlines the application of compositional data analysis (CoDa) to calibration of geochemical data and multivariate statistical modelling of geochemistry and grain-size data from a set of Holocene sedimentary cores from the Ganges-Brahmaputra (G-B) delta. Over the last two decades, understanding near-continuous records of sedimentary sequences has required the use of core-scanning X-ray fluorescence (XRF) spectrometry, for both terrestrial and marine sedimentary sequences. Initial XRF data are generally unusable in ‘raw-format’, requiring data processing in order to remove instrument bias, as well as informed sequence interpretation. The applicability of these conventional calibration equations to core-scanning XRF data are further limited by the constraints posed by unknown measurement geometry and specimen homogeneity, as well as matrix effects. Log-ratio based calibration schemes have been developed and applied to clastic sedimentary sequences focusing mainly on energy dispersive-XRF (ED-XRF) core-scanning. This study has applied high resolution core-scanning XRF to Holocene sedimentary sequences from the tidal-dominated Indian Sundarbans, (Ganges-Brahmaputra delta plain). The Log-Ratio Calibration Equation (LRCE) was applied to a sub-set of core-scan and conventional ED-XRF data to quantify elemental composition. This provides a robust calibration scheme using reduced major axis regression of log-ratio transformed geochemical data. Through partial least squares (PLS) modelling of geochemical and grain-size data, it is possible to derive robust proxy information for the Sundarbans depositional environment. The application of these techniques to Holocene sedimentary data offers an improved methodological framework for unravelling Holocene sedimentation patterns.

Characteristics of aerosols over the Indian region and their variability associated with atmospheric conditions

The aerosols in the atmosphere play major role in the radiation balance of the Earthatmosphere system. Direct and indirect impact of aerosols on the weather and climate still remains as a topic to be investigated in detail. The effect of aerosols on the radiation budget and thereby circulation pattern is important and requires further study. A detailed analysis of the aerosol properties, their variability and meteorological processes that affect the aerosol properties and distribution over the Indian region is performed in the thesis. The doctoral thesis entitled “Characteristics of aerosols over the Indian region and their variability associated with atmospheric conditions” contains 7 chapters. This thesis presents results on the analysis on the distribution (spatial and temporal) and characteristics of the aerosols over the Indian region and adjoining seas. Regional and stationwise data were analysed and methods such as modeling and statistical analysis are implemented to understand the aerosol properties, classification and transportation. Chapter-1 presents a brief introduction on the aerosols, their measurement techniques, impact of aerosols on the atmospheric radiation budget, climatic and geographic features of the study area and the literature review on the previous studies. It provides a basic understanding in the field of study and objective of the thesis. Definition of the aerosols, their sources/sinks and classification of the particles according to optical and microphysical properties are described. Different measurement techniques such as sampling and remote sensing methods are explained in detail. Physical parameters used to describe aerosol properties and effect of aerosols on the radiation distribution are also discussed. The chapter also explains the objectives of the thesis and description of climatic features of the study area.

A comparison of neck bending and flexion measurement methods for assessment of ergonomic risk

International audience