Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

Assessment of commercial network RTK user positioning performance over long inter-station distances

The paper provides an assessment of the performance of commercial Real Time Kinematic (RTK) systems over longer than recommended inter-station distances. The experiments were set up to test and analyse solutions from the i-MAX, MAX and VRS systems being operated with three triangle shaped network cells, each having an average inter-station distance of 69km, 118km and 166km. The performance characteristics appraised included initialization success rate, initialization time, RTK position accuracy and availability, ambiguity resolution risk and RTK integrity risk in order to provide a wider perspective of the performance of the testing systems. ----- ----- The results showed that the performances of all network RTK solutions assessed were affected by the increase in the inter-station distances to similar degrees. The MAX solution achieved the highest initialization success rate of 96.6% on average, albeit with a longer initialisation time. Two VRS approaches achieved lower initialization success rate of 80% over the large triangle. In terms of RTK positioning accuracy after successful initialisation, the results indicated a good agreement between the actual error growth in both horizontal and vertical components and the accuracy specified in the RMS and part per million (ppm) values by the manufacturers. ----- ----- Additionally, the VRS approaches performed better than the MAX and i-MAX when being tested under the standard triangle network with a mean inter-station distance of 69km. However as the inter-station distance increases, the network RTK software may fail to generate VRS correction and then may turn to operate in the nearest single-base RTK (or RAW) mode. The position uncertainty reached beyond 2 meters occasionally, showing that the RTK rover software was using an incorrect ambiguity fixed solution to estimate the rover position rather than automatically dropping back to using an ambiguity float solution. Results identified that the risk of incorrectly resolving ambiguities reached 18%, 20%, 13% and 25% for i-MAX, MAX, Leica VRS and Trimble VRS respectively when operating over the large triangle network. Additionally, the Coordinate Quality indicator values given by the Leica GX1230 GG rover receiver tended to be over-optimistic and not functioning well with the identification of incorrectly fixed integer ambiguity solutions. In summary, this independent assessment has identified some problems and failures that can occur in all of the systems tested, especially when being pushed beyond the recommended limits. While such failures are expected, they can offer useful insights into where users should be wary and how manufacturers might improve their products. The results also demonstrate that integrity monitoring of RTK solutions is indeed necessary for precision applications, thus deserving serious attention from researchers and system providers.

Constructing Ethical Patterns in Times of Globalization : Hans Küng's Global Ethic Project and Beyond

The purpose of this study is to evaluate contemporary philosophical models for global ethics in light of the Catholic theologian Hans Küng s Global Ethic Project (Projekt Weltethos). Küng s project starts with the motto, No survival without world ethos. No global peace without peace between religions. I will use the philosophically multidimensional potential of Projekt Weltethos in terms of its possible philosophical interpretations to evaluate the general discussion of global ethics within political philosophy today. This is important in its own right, but also because through it, opportunities will emerge to articulate Küng s relatively general argument in a way that leaves less room for mutually contradictory concretizations of what global ethics ultimately should be like. The most important question in this study is the problem of religious and ideological exclusivism and its relation to the ethically consistent articulation of global ethics. I will first explore the question of the role of religion as the basis for ethics in general and what Küng may mean by his claim that only the unconditional can oblige unconditionally. I will reconstruct two different overall philosophical interpretations of the relationship between religious faith and human rationality, each having two different sub-divisions: a liberal interpretation amounts to either a Kantian-Scheiermacherian or a Jaspersian view, whereas what I call postliberal interpretation amounts to either an Aristotelian-Thomistic or an Augustinian view. Thereafter, I will further clarify how Küng views the nature of ethics beyond the question of its principal foundation in religious faith: Küng searches for a middle way between consequentialist and non-consequentialist ethics, a way in which the latter dimension has the final stake. I will then set out to concretize further this more or less general notion of the theoretical potential of Projekt Weltethos in terms of certain precise philosophico-political models. I categorize these models according to their liberal or postliberal orientation. The liberal concretization leads me to consider a wide spectrum of post-Kantian and post-Hegelian models from Rawls to Derrida, while the alternative concretization opens up my ultimate argument in favor of a postliberal type of modus vivendi. I will suggest that the only theoretically and practically plausible way to promote global ethics, in itself a major imperative today, is the recognition of a fundamental and necessary contest between mutually exclusive ideologies in the public sphere. On this basis I will proceed to my postliberal proposal, namely, that a constructive and peaceful encountering of exclusive difference as an ethical vantage point for an intercultural and inter-religious peace dialogue is the most acute challenge for global ethics today.

Bayesian Analysis of a Superimposed Renewal Process

Stochastic behavior of an aero-engine failure/repair process has been analyzed from a Bayesian perspective. Number of failures/repairs in the component-sockets of this multi-component system are assumed to follow independent renewal processes with Weibull inter-arrival times. Based on the field failure/repair data of a large number of such engines and independent Gamma priors on the scale parameters and log-concave priors on the shape parameters, an exact method of sampling from the resulting posterior distributions of the parameters has been proposed. These generated parameter values are next utilised in obtaining the posteriors of the expected number of system repairs, system failure rate, and the conditional intensity function, which are computed using a recursive formula.

An effective method for comparing the turbulence intensity from LDA measurements and CFD predictions within a ship propeller jet

The mean velocity and turbulence intensity are the two main inputs to investigate the ship propeller induced seabed scouring resulting from a vessel is manoeuvring within a port where the underkeel clearances are low. More accurate data including the turbulence intensity is now available by using the laser doppler anemometry (LDA) measurement system and computational fluid dynamics (CFD) approach. Turbulence intensity has a loose definition, which is the velocity fluctuation as the root mean square (RMS) referenced to a mean flow velocity. However, the velocity fluctuation and mean velocity can be the overall value includingx, y and z directions or the value of a single component. LDA and CFD results were obtained from two different acquisition systems (Dantec LDA system and Fluent CFD package) and therefore the outputs cannot be compared directly. An effective method is proposed for comparing the turbulence intensity between the experimental measurements and the computational predictions within a ship propeller jet. The flow patterns of turbulence intensity within a ship propeller jet are presented by using the LDA measurements and CFD results from turbulence models of standard k-e, RNG k-e, realizable k–e, standard k–?, SST k–?and Reynolds stresses.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Analysis of Some Single and Two Commodity Inventory Problems

This thesis is devoted to the study of some stochastic models in inventories. An inventory system is a facility at which items of materials are stocked. In order to promote smooth and efficient running of business, and to provide adequate service to the customers, an inventory materials is essential for any enterprise. When uncertainty is present, inventories are used as a protection against risk of stock out. It is advantageous to procure the item before it is needed at a lower marginal cost. Again, by bulk purchasing, the advantage of price discounts can be availed. All these contribute to the formation of inventory. Maintaining inventories is a major expenditure for any organization. For each inventory, the fundamental question is how much new stock should be ordered and when should the orders are replaced. In the present study, considered several models for single and two commodity stochastic inventory problems. The thesis discusses two models. In the first model, examined the case in which the time elapsed between two consecutive demand points are independent and identically distributed with common distribution function F(.) with mean  (assumed finite) and in which demand magnitude depends only on the time elapsed since the previous demand epoch. The time between disasters has an exponential distribution with parameter . In Model II, the inter arrival time of disasters have general distribution (F.) with mean  ( ) and the quantity destructed depends on the time elapsed between disasters. Demands form compound poison processes with inter arrival times of demands having mean 1/. It deals with linearly correlated bulk demand two Commodity inventory problem, where each arrival demands a random number of items of each commodity C1 and C2, the maximum quantity demanded being a (< S1) and b(

Análise da precipitação no semi-árido potiguar

The semiarid rainfall regime is northeastern Brazil is highly variable. Climate processes associated with rainfall are complex and their effects may represent extreme situations of drought or floods, which can have adverse effects on society and the environment. The regional economy has a significant agricultural component, which is strongly influenced by weather conditions. Maximum precipitation analysis is traditionally performed using the intensity-duration-frequency (IDF) probabilistic approach. Results from such analysis are typically used in engineering projects involving hydraulic structures such as drainage network systems and road structures. On the other hand, precipitation data analysis may require the adoption of some kind of event identification criteria. The minimum inter-event duration (IMEE) is one of the most used criteria. This study aims to analyze the effect of the IMEE on the obtained rain event properties. For this purpose, a nine-year precipitation time series (2002- 2011) was used. This data was obtained from an automatic raingauge station, installed in an environmentally protected area, Ecological Seridó Station. The results showed that adopted IMEE values has an important effect on the number of events, duration, event height, mean rainfall rate and mean inter-event duration. Furthermore, a higher occurrence of extreme events was observed for small IMEE values. Most events showed average rainfall intensity higher than 2 mm.h-1 regardless of IMEE. The storm coefficient of advance was, in most cases, within the first quartile of the event, regardless of the IMEE value. Time series analysis using partial time series made it possible to adjust the IDF equations to local characteristics

Assessment of Gastrointestinal Motility in Renal Transplant Recipients by Alternate Current Biosusceptometry

Background. Gastrointestinal (GI) complications are common after renal transplantation, mainly owing to immunosuppressive therapy. Assessment of GI transit time can facilitate rational management of these disorders.Objective. We evaluate the GI transit parameters in renal transplant recipients taking tacrolimus, azathioprine, and prednisone with the use of the alternate current biosusceptometry (ACB) technique and compared them with healthy volunteers.Methods. Ten renal transplant recipients and 10 healthy volunteers were enrolled in this study. After an overnight fast, patients and volunteers ingested a standard meal containing magnetic markers. The biomagnetic monitoring was performed at 10-minute intervals for at least 8 hours to obtain gastric emptying as well as the colonic arrival time-intensity curves. Mean gastric emptying time (MGET), mean colon arrival time (MCAT), and mean small intestinal transit time (MSITT) were quantified and compared between control and patient groups with results expressed as mean +/- SD.Results. The MGET measured by the ACB technique was 48 +/- 31 minutes and 197 +/- 50 minutes for patients and healthy subjects, respectively. MSITT and MCAT values calculated for patients versus volunteers were 171 +/- 71 minutes versus 197 +/- 71 minutes and 219 +/- 83 minutes versus 373 +/- 52 minutes, respectively. Renal transplant recipients showed significantly faster; gastric emptying and colon arrival times (P < .001) compared with normal volunteers; however, small intestinal transit time was not significantly different (P = .44).Conclusions. In stable renal transplant recipients, the GI transit parameters were significantly faster than in normal healthy volunteers. ACB sensors are versatile technologies that can be used for clinical research, because they offer an excellent opportunity to evaluate GI transit in a noninvasive manner without the use of ionizing radiation.

Minimum Mean Square Error Approach in Images Processing for Full-field Displacements and Deformation Measurements

A vision system is applied to full-field displacements and deformation measurements in solid mechanics. A speckle like pattern is preliminary formed on the surface under investigation. To determine displacements field of one speckle image with respect to a reference speckle image, sub-images, referred to Zones Of Interest (ZOI) are considered. The field is obtained by matching a ZOI in the reference image with the respective ZOI in the moved image. Two image processing techniques are used for implementing the matching procedure: – cross correlation function and minimum mean square error (MMSE) of the ZOI intensity distribution. The two algorithms are compared and the influence of the ZOI size on the accuracy of measurements is studied.

Using honeypots to analyse anomalous Internet activities

Monitoring Internet traffic is critical in order to acquire a good understanding of threats to computer and network security and in designing efficient computer security systems. Researchers and network administrators have applied several approaches to monitoring traffic for malicious content. These techniques include monitoring network components, aggregating IDS alerts, and monitoring unused IP address spaces. Another method for monitoring and analyzing malicious traffic, which has been widely tried and accepted, is the use of honeypots. Honeypots are very valuable security resources for gathering artefacts associated with a variety of Internet attack activities. As honeypots run no production services, any contact with them is considered potentially malicious or suspicious by definition. This unique characteristic of the honeypot reduces the amount of collected traffic and makes it a more valuable source of information than other existing techniques. Currently, there is insufficient research in the honeypot data analysis field. To date, most of the work on honeypots has been devoted to the design of new honeypots or optimizing the current ones. Approaches for analyzing data collected from honeypots, especially low-interaction honeypots, are presently immature, while analysis techniques are manual and focus mainly on identifying existing attacks. This research addresses the need for developing more advanced techniques for analyzing Internet traffic data collected from low-interaction honeypots. We believe that characterizing honeypot traffic will improve the security of networks and, if the honeypot data is handled in time, give early signs of new vulnerabilities or breakouts of new automated malicious codes, such as worms. The outcomes of this research include: • Identification of repeated use of attack tools and attack processes through grouping activities that exhibit similar packet inter-arrival time distributions using the cliquing algorithm; • Application of principal component analysis to detect the structure of attackers’ activities present in low-interaction honeypots and to visualize attackers’ behaviors; • Detection of new attacks in low-interaction honeypot traffic through the use of the principal component’s residual space and the square prediction error statistic; • Real-time detection of new attacks using recursive principal component analysis; • A proof of concept implementation for honeypot traffic analysis and real time monitoring.

Retinal and choroidal thickness in myopic anisometropia

PURPOSE: To examine the foveal retinal thickness (RT) and subfoveal choroidal thickness (ChT) between the fellow eyes of myopic anisometropes. METHODS: Twenty-two young (mean age 23 ± 5 years), healthy myopic anisometropes (≥ 1 D spherical equivalent [SEq] anisometropia) without amblyopia or strabismus were recruited. Spectral domain optical coherence tomography (SD-OCT) was used to capture images of the retina and choroid. Customised software was used to register, align and average multiple foveal OCT B-Scan images from each subject in order to enhance image quality. Two independent masked observers then manually determined the RT and ChT at the centre of the fovea from each SD-OCT image, which were then averaged. Axial length was measured using optical low coherence biometry during relaxed accommodation. RESULTS: The mean absolute SEq anisometropia was 1.74 ± 0.95 D and the mean interocular difference in axial length was 0.58 ± 0.41 mm. There was a strong correlation between SEq anisometropia and the interocular difference in axial length (r = 0.90, p < 0.001). Measures of RT and ChT were highly correlated between the two observers (r = 0.99 and 0.97 respectively) and in close agreement (mean inter-observer difference: RT 1.3 ± 2.2 µm, ChT 1.5 ± 13.7 µm). There was no significant difference in RT between the more (218 ± 18 µm) and less myopic eyes (215 ± 18 µm) (p > 0.05). However, the mean subfoveal ChT was significantly thinner in the more myopic eye (252 ± 46 µm) compared to the fellow, less myopic eye (286 ± 58 µm) (p < 0.001). There was a moderate correlation between the interocular difference in ChT and the interocular difference in axial length (r = -0.50, p < 0.01). CONCLUSIONS: Foveal RT was similar between the fellow eyes of myopic anisometropes; however, the subfoveal choroid was significantly thinner in the more myopic (longer) eye of our anisometropic cohort. The interocular difference in ChT correlated with the magnitude of axial anisometropia.

Reliable estimation via simulation

Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

The reproducibility of acquiring three dimensional gait and plantar pressure data using established protocols in participants with and without type 2 diabetes and foot ulcers

Background Several prospective studies have suggested that gait and plantar pressure abnormalities secondary to diabetic peripheral neuropathy contributes to foot ulceration. There are many different methods by which gait and plantar pressures are assessed and currently there is no agreed standardised approach. This study aimed to describe the methods and reproducibility of three-dimensional gait and plantar pressure assessments in a small subset of participants using pre-existing protocols. Methods Fourteen participants were conveniently sampled prior to a planned longitudinal study; four patients with diabetes and plantar foot ulcers, five patients with diabetes but no foot ulcers and five healthy controls. The repeatability of measuring key biomechanical data was assessed including the identification of 16 key anatomical landmarks, the measurement of seven leg dimensions, the processing of 22 three-dimensional gait parameters and the analysis of four different plantar pressures measures at 20 foot regions. Results The mean inter-observer differences were within the pre-defined acceptable level (<7 mm) for 100 % (16 of 16) of key anatomical landmarks measured for gait analysis. The intra-observer assessment concordance correlation coefficients were > 0.9 for 100 % (7 of 7) of leg dimensions. The coefficients of variations (CVs) were within the pre-defined acceptable level (<10 %) for 100 % (22 of 22) of gait parameters. The CVs were within the pre-defined acceptable level (<30 %) for 95 % (19 of 20) of the contact area measures, 85 % (17 of 20) of mean plantar pressures, 70 % (14 of 20) of pressure time integrals and 55 % (11 of 20) of maximum sensor plantar pressure measures. Conclusion Overall, the findings of this study suggest that important gait and plantar pressure measurements can be reliably acquired. Nearly all measures contributing to three-dimensional gait parameter assessments were within predefined acceptable limits. Most plantar pressure measurements were also within predefined acceptable limits; however, reproducibility was not as good for assessment of the maximum sensor pressure. To our knowledge, this is the first study to investigate the reproducibility of several biomechanical methods in a heterogeneous cohort.

Optimal control of arrivals to queues with delayed queue length information

We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.