Visualization of predictive distributions for discrete spatial-temporal log Cox processes approximated with MCMC

An important aspect of decision support systems involves applying sophisticated and flexible statistical models to real datasets and communicating these results to decision makers in interpretable ways. An important class of problem is the modelling of incidence such as fire, disease etc. Models of incidence known as point processes or Cox processes are particularly challenging as they are ‘doubly stochastic’ i.e. obtaining the probability mass function of incidents requires two integrals to be evaluated. Existing approaches to the problem either use simple models that obtain predictions using plug-in point estimates and do not distinguish between Cox processes and density estimation but do use sophisticated 3D visualization for interpretation. Alternatively other work employs sophisticated non-parametric Bayesian Cox process models, but do not use visualization to render interpretable complex spatial temporal forecasts. The contribution here is to fill this gap by inferring predictive distributions of Gaussian-log Cox processes and rendering them using state of the art 3D visualization techniques. This requires performing inference on an approximation of the model on a discretized grid of large scale and adapting an existing spatial-diurnal kernel to the log Gaussian Cox process context.

Essays on momentum investing strategies

The momentum investment strategy, which buys recent winner stocks and sells recent loser stocks, earns returns that are simply too good to be explained by traditional finance theories. This thesis extends our understanding of the sources of momentum profits. The research shows that part of the seemingly anomalous returns can be explained by the market's reaction to public news, is affected by how delisting returns are calculated, and is biased by ignoring the time-varying risk of the trading strategy.

Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions

The issue of using informative priors for estimation of mixtures at multiple time points is examined. Several different informative priors and an independent prior are compared using samples of actual and simulated aerosol particle size distribution (PSD) data. Measurements of aerosol PSDs refer to the concentration of aerosol particles in terms of their size, which is typically multimodal in nature and collected at frequent time intervals. The use of informative priors is found to better identify component parameters at each time point and more clearly establish patterns in the parameters over time. Some caveats to this finding are discussed.

Charge carrier velocity distributions in high mobility polymer field-effect transistors

In this letter, the velocity distributions of charge carriers in high-mobility polymer thin-film transistors (TFTs) with a diketopyrrolopyrrole- naphthalene copolymer (PDPP-TNT) semiconductor active layer are reported. The velocity distributions are found to be strongly dependent on measurement temperatures as well as annealing conditions. Considerable inhomogeneity is evident at low measurement temperatures and for low annealing temperatures. Such transient transport measurements can provide additional information about charge carrier transport in TFTs which are unavailable using steady-state transport measurements.

Charge-carrier velocity distributions in high-mobility polymer dual-gate thin-film transistors

We report charge-carrier velocity distributions in high-mobility polymer thin-film transistors (PTFTs) employing a dual-gate configuration. Our time-domain measurements of dual-gate PTFTs indicate higher effective mobility as well as fewer low-velocity carriers than in single-gate operation. Such nonquasi-static (NQS) measurements support and clarify the previously reported results of improved device performance in dual-gate devices by various groups. We believe that this letter demonstrates the utility of NQS measurements in studying charge-carrier transport in dual-gate thin-film transistors.

Particle size distribution effects on preferential deposition areas in metal foam wrapped tube bundle

This paper presents a numerical model for understanding particle transport and deposition in metal foam heat exchangers. Two-dimensional steady and unsteady numerical simulations of a standard single row metal foam-wrapped tube bundle are performed for different particle size distributions, i.e. uniform and normal distributions. Effects of different particle sizes and fluid inlet velocities on the overall particle transport inside and outside the foam layer are also investigated. It was noted that the simplification made in the previously-published numerical works in the literature, e.g. uniform particle deposition in the foam, is not necessarily accurate at least for the cases considered here. The results highlight the preferential particle deposition areas both along the tube walls and inside the foam using a developed particle deposition likelihood matrix. This likelihood matrix is developed based on three criteria being particle local velocity, time spent in the foam, and volume fraction. It was noted that the particles tend to deposit near both front and rear stagnation points. The former is explained by the higher momentum and direct exposure of the particles to the foam while the latter only accommodate small particles which can be entrained in the recirculation region formed behind the foam-wrapped tubes.

Theoretical modelling of momentum transfer function of bi-disperse porous media

The aim of this paper is to obtain the momentum transfer coefficient between the two phases, denoted by f and p, occupying a bi-disperse porous medium by mapping the available experimental data to the theoretical model proposed by Nield and Kuznetsov. Data pertinent to plate-fin heat exchangers, as bi-disperse porous media, were used. The measured pressure drops for such heat exchangers are then used to give the overall permeability which is linked to the porosity and permeability of each phase as well as the interfacial momentum transfer coefficient between the two phases. Accordingly, numerical values are obtained for the momentum transfer coefficient for three different fin spacing values considered in the heat exchanger experiments.

Photon beam dose distributions for patients with implanted temporary tissue expanders

This study examines the effects of temporary tissue expanders (TTEs) on the dose distributions of photon beams in breast cancer radiotherapy treatments. EBT2 radiochromic film and ion chamber measurements were taken to quantify the attenuation and backscatter effects of the inhomogeneity. Results illustrate that the internal magnetic port present in a tissue expander causes a dose reduction of approximately 25% in photon tangent fields immediately downstream of the implant. It was also shown that the silicone elastomer shell of the tissue expander reduced the dose to the target volume by as much as 8%. This work demonstrates the importance for an accurately modelled high-density implant in the treatment planning system for post-mastectomy breast cancer patients.

Establishing the impact of temporary tissue expanders on electron and photon beam dose distributions

Purpose: This study investigates the effects of temporary tissue expanders (TTEs) on the dose distributions in breast cancer radiotherapy treatments under a variety of conditions. Methods: Using EBT2 radiochromic film, both electron and photon beam dose distribution measurements were made for different phantoms, and beam geometries. This was done to establish a more comprehensive understanding of the implant’s perturbation effects under a wider variety of conditions. Results: The magnetic disk present in a tissue expander causes a dose reduction of approximately 20% in a photon tangent treatment and 56% in electron boost fields immediately downstream of the implant. The effects of the silicon elastomer are also much more apparent in an electron beam than a photon beam. Conclusions: Evidently, each component of the TTE attenuates the radiation beam to different degrees. This study has demonstrated that the accuracy of photon and electron treatments of post-mastectomy patients is influenced by the presence of a tissue expander for various beam orientations. The impact of TTEs on dose distributions establishes the importance of an accurately modelled high-density implant in the treatment planning system for post-mastectomy patients.

Power law distributions in entrepreneurship : implications for theory and research

A long-held assumption in entrepreneurship research is that normal (i.e., Gaussian) distributions characterize variables of interest for both theory and practice. We challenge this assumption by examining more than 12,000 nascent, young, and hyper-growth firms. Results reveal that variables which play central roles in resource-, cognition-, action-, and environment-based entrepreneurship theories exhibit highly skewed power law distributions, where a few outliers account for a disproportionate amount of the distribution's total output. Our results call for the development of new theory to explain and predict the mechanisms that generate these distributions and the outliers therein. We offer a research agenda, including a description of non-traditional methodological approaches, to answer this call.

Delisted stocks and momentum: Evidence from a new Australian dataset

We explore the impact of delisting on the performance of the momentum trading strategy in Australia. We employ a new dataset of hand-collected delisting returns for all Australian stocks and provide the first study outside the U.S. to jointly examine the effects of delisting and missing returns on the magnitude of momentum profits. In the sample of all stocks, we find that the profitability of momentum strategies depends crucially on the returns of delisted stocks, especiallyon bankrupt firms. In the sample of large stocks, however, the momentum effect remains strong after controlling for the effect of delisted stocks, in contrast to the U.S. evidence in which delisting returns can explain 40% of momentum profits. As these large stocks are less exposed to liquidity risks, the momentum effect in Australia is even more puzzling than in the U.S.

The effects of gas and air flow distributions on the performance of the Farleigh No. 3 boiler

As more raw sugar factories become involved in the manufacture of by-products and cogeneration, bagasse is becoming an increasingly valuable commodity. However, in most factories, most of the bagasse produced is used to generate steam in relatively old and inefficient boilers. Efficient bagasse fired boilers are a high capital cost item and the cost of supplying the steam required to run a sugar factory by other means is prohibitive. For many factories a more realistic way to reduce bagasse consumption is to increase the efficiency of existing boilers. The Farleigh No. 3 boiler is a relatively old low efficiency boiler. Like many in the industry, the performance of this boiler has been adversely affected by uneven gas and air flow distributions and air heater leaks. The combustion performance and efficiency of this boiler have been significantly improved by making the gas and air flow distributions through the boiler more uniform and repairing the air heater. The estimated bagasse savings easily justify the cost of the boiler improvements.

An analysis of MONTBLEX data on heat and momentum flux at Jodhpur

Parameterization of sensible heat and momentum fluxes as inferred from an analysis of tower observations archived during MONTBLEX-90 at Jodhpur is proposed, both in terms of standard exchange coefficients C-H and C-D respectively and also according to free convection scaling. Both coefficients increase rapidly at low winds (the latter more strongly) and with increasing instability. All the sensible heat flux data at Jodhpur (wind speed at 10m <(U)over bar (10)>, < 8ms(-1)) also obey free convection scaling, with the flux proportional to the '4/3' power of an appropriate temperature difference such as that between 1 and 30 m. Furthermore, for <(U)over bar (10)> < 4 ms(-1) the momentum flux displays a linear dependence on wind speed.

Homogeneous isotropic turbulence: large momentum expansion

High temperature expansion is an effective tool for studying second order phase transitions. With this in mind, we have looked at a high momentum expansion for homogeneous isotropic turbulence. Combining our results with those of the inertial range, we give another view of extended self-similarity (ESS).

Energy-momentum conserving algorithm for nonlinear transient analysis within the framework of hybrid elements

This work deals with the formulation and implementation of an energy-momentum conserving algorithm for conducting the nonlinear transient analysis of structures, within the framework of stress-based hybrid elements. Hybrid elements, which are based on a two-field variational formulation, are much less susceptible to locking than conventional displacement-based elements within the static framework. We show that this advantage carries over to the transient case, so that not only are the solutions obtained more accurate, but they are obtained in fewer iterations. We demonstrate the efficacy of the algorithm on a wide range of problems such as ones involving dynamic buckling, complicated three-dimensional motions, et cetera.