Forecasting Helicoverpa populations in Australia: A comparison of regression based models and a bio-climatic based modeling approach

Long-term forecasts of pest pressure are central to the effective management of many agricultural insect pests. In the eastern cropping regions of Australia, serious infestations of Helicoverpa punctigera (Wallengren) and H. armigera (Hübner)(Lepidoptera: Noctuidae) are experienced annually. Regression analyses of a long series of light-trap catches of adult moths were used to describe the seasonal dynamics of both species. The size of the spring generation in eastern cropping zones could be related to rainfall in putative source areas in inland Australia. Subsequent generations could be related to the abundance of various crops in agricultural areas, rainfall and the magnitude of the spring population peak. As rainfall figured prominently as a predictor variable, and can itself be predicted using the Southern Oscillation Index (SOI), trap catches were also related to this variable. The geographic distribution of each species was modelled in relation to climate and CLIMEX was used to predict temporal variation in abundance at given putative source sites in inland Australia using historical meteorological data. These predictions were then correlated with subsequent pest abundance data in a major cropping region. The regression-based and bioclimatic-based approaches to predicting pest abundance are compared and their utility in predicting and interpreting pest dynamics are discussed.

Computer simulation and modeling in railway applications

An electrified railway system includes complex interconnections and interactions of several subsystems. Computer simulation is the only viable means for system evaluation and analysis. This paper discusses the difficulties and requirements of effective simulation models for this specialized industrial application; and the development of a general-purpose multi-train simulator.

Surveillance of dengue fever virus: a review of epidemiological models and early warning systems

Dengue fever is one of the world’s most important vector-borne diseases. The transmission area of this disease continues to expand due to many factors including urban sprawl, increased travel and global warming. Current preventative techniques are primarily based on controlling mosquito vectors as other prophylactic measures, such as a tetravalent vaccine are unlikely to be available in the foreseeable future. However, the continually increasing dengue incidence suggests that this strategy alone is not sufficient. Epidemiological models attempt to predict future outbreaks using information on the risk factors of the disease. Through a systematic literature review, this paper aims at analyzing the different modeling methods and their outputs in terms of accurately predicting disease outbreaks. We found that many previous studies have not sufficiently accounted for the spatio-temporal features of the disease in the modeling process. Yet with advances in technology, the ability to incorporate such information as well as the socio-environmental aspect allowed for its use as an early warning system, albeit limited geographically to a local scale.

Some major problems with existing models and terminology associated with kimberlite pipes from a volcanological perspective, and some suggestions

Five significant problems hinder advances in understanding of the volcanology of kimberlites: (1) kimberlite geology is very model driven; (2) a highly genetic terminology drives deposit or facies interpretation; (3) the effects of alteration on preserved depositional textures have been grossly underestimated; (4) the level of understanding of the physical process significance of preserved textures is limited; and, (5) some inferred processes and deposits are not based on actual, modern volcanological processes. These issues need to be addressed in order to advance understanding of kimberlite volcanological pipe forming processes and deposits. The traditional, steep-sided southern African pipe model (Class I) consists of a steep tapering pipe with a deep root zone, a middle diatreme zone and an upper crater zone (if preserved). Each zone is thought to be dominated by distinctive facies, respectively: hypabyssal kimberlite (HK, descriptively called here massive coherent porphyritic kimberlite), tuffisitic kimberlite breccia (TKB, descriptively here called massive, poorly sorted lapilli tuff) and crater zone facies, which include variably bedded pyroclastic kimberlite and resedimented and reworked volcaniclastic kimberlite (RVK). Porphyritic coherent kimberlite may, however, also be emplaced at different levels in the pipe, as later stage intrusions, as well as dykes in the surrounding country rock. The relationship between HK and TKB is not always clear. Sub-terranean fluidisation as an emplacement process is a largely unsubstantiated hypothesis; modern in-vent volcanological processes should initially be considered to explain observed deposits. Crater zone volcaniclastic deposits can occur within the diatreme zone of some pipes, indicating that the pipe was largely empty at the end of the eruption, and subsequently began to fill-in largely through resedimentation and sourcing of pyroclastic deposits from nearby vents. Classes II and III Canadian kimberlite models have a more factual, descriptive basis, but are still inadequately documented given the recency of their discovery. The diversity amongst kimberlite bodies suggests that a three-model classification is an over-simplification. Every kimberlite is altered to varying degrees, which is an intrinsic consequence of the ultrabasic composition of kimberlite and the in-vent context; few preserve original textures. The effects of syn- to post-emplacement alteration on original textures have not been adequately considered to date, and should be back-stripped to identify original textural elements and configurations. Applying sedimentological textural configurations as a guide to emplacement processes would be useful. The traditional terminology has many connotations about spatial position in pipe and of process. Perhaps the traditional terminology can be retained in the industrial situation as a general lithofacies-mining terminological scheme because it is so entrenched. However, for research purposes a more descriptive lithofacies terminology should be adopted to facilitate detailed understanding of deposit characteristics, important variations in these, and the process origins. For example every deposit of TKB is different in componentry, texture, or depositional structure. However, because so many deposits in many different pipes are called TKB, there is an implication that they are all similar and that similar processes were involved, which is far from clear.

Gene flow from transgenic plant populations: models and applications for risk assessment

The future use of genetically modified (GM) plants in food, feed and biomass production requires a careful consideration of possible risks related to the unintended spread of trangenes into new habitats. This may occur via introgression of the transgene to conventional genotypes, due to cross-pollination, and via the invasion of GM plants to new habitats. Assessment of possible environmental impacts of GM plants requires estimation of the level of gene flow from a GM population. Furthermore, management measures for reducing gene flow from GM populations are needed in order to prevent possible unwanted effects of transgenes on ecosystems. This work develops modeling tools for estimating gene flow from GM plant populations in boreal environments and for investigating the mechanisms of the gene flow process. To describe spatial dimensions of the gene flow, dispersal models are developed for the local and regional scale spread of pollen grains and seeds, with special emphasis on wind dispersal. This study provides tools for describing cross-pollination between GM and conventional populations and for estimating the levels of transgenic contamination of the conventional crops. For perennial populations, a modeling framework describing the dynamics of plants and genotypes is developed, in order to estimate the gene flow process over a sequence of years. The dispersal of airborne pollen and seeds cannot be easily controlled, and small amounts of these particles are likely to disperse over long distances. Wind dispersal processes are highly stochastic due to variation in atmospheric conditions, so that there may be considerable variation between individual dispersal patterns. This, in turn, is reflected to the large amount of variation in annual levels of cross-pollination between GM and conventional populations. Even though land-use practices have effects on the average levels of cross-pollination between GM and conventional fields, the level of transgenic contamination of a conventional crop remains highly stochastic. The demographic effects of a transgene have impacts on the establishment of trangenic plants amongst conventional genotypes of the same species. If the transgene gives a plant a considerable fitness advantage in comparison to conventional genotypes, the spread of transgenes to conventional population can be strongly increased. In such cases, dominance of the transgene considerably increases gene flow from GM to conventional populations, due to the enhanced fitness of heterozygous hybrids. The fitness of GM plants in conventional populations can be reduced by linking the selectively favoured primary transgene to a disfavoured mitigation transgene. Recombination between these transgenes is a major risk related to this technique, especially because it tends to take place amongst the conventional genotypes and thus promotes the establishment of invasive transgenic plants in conventional populations.

Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Examining and Modeling the Dynamics of the Volatility Surface

The objective of this paper is to investigate and model the characteristics of the prevailing volatility smiles and surfaces on the DAX- and ESX-index options markets. Continuing on the trend of Implied Volatility Functions, the Standardized Log-Moneyness model is introduced and fitted to historical data. The model replaces the constant volatility parameter of the Black & Scholes pricing model with a matrix of volatilities with respect to moneyness and maturity and is tested out-of-sample. Considering the dynamics, the results show support for the hypotheses put forward in this study, implying that the smile increases in magnitude when maturity and ATM volatility decreases and that there is a negative/positive correlation between a change in the underlying asset/time to maturity and implied ATM volatility. Further, the Standardized Log-Moneyness model indicates an improvement to pricing accuracy compared to previous Implied Volatility Function models, however indicating that the parameters of the models are to be re-estimated continuously for the models to fully capture the changing dynamics of the volatility smiles.

Homomorphic Analysis and Modeling of ECG Signals

Homomorphic analysis and pole-zero modeling of electrocardiogram (ECG) signals are presented in this paper. Four typical ECG signals are considered and deconvolved into their minimum and maximum phase components through cepstral filtering, with a view to study the possibility of more efficient feature selection from the component signals for diagnostic purposes. The complex cepstra of the signals are linearly filtered to extract the basic wavelet and the excitation function. The ECG signals are, in general, mixed phase and hence, exponential weighting is done to aid deconvolution of the signals. The basic wavelet for normal ECG approximates the action potential of the muscle fiber of the heart and the excitation function corresponds to the excitation pattern of the heart muscles during a cardiac cycle. The ECG signals and their components are pole-zero modeled and the pole-zero pattern of the models can give a clue to classify the normal and abnormal signals. Besides, storing only the parameters of the model can result in a data reduction of more than 3:1 for normal signals sampled at a moderate 128 samples/s

Design and Modeling of an Active Five-Axis Compliant Micromanipulator

This paper presents the design and modeling of an active five-axis compliant micromanipulator whose tip orientation can be independently controlled by large angles about two axes and the tip-position can be controlled in three dimensions. These features enable precise control of the contact point of the tip and the tip-sample interaction forces with three-dimensional nanoscale objects, including those features that are conventionally inaccessible. Control of the tip-motion is realized by means of electromagnetic actuation combined with a novel kinematic and structural design of the micromanipulator, which, in addition, also ensures compatibility with existing high-resolution motion-measurement systems. The design and analysis of the manipulator structure and those of the actuation system are first presented. Quasi-static and dynamic lumped-parameter (LP) models are then derived for the five-axis compliant micromanipulator. Finite element (FE) analysis is employed to validate these models, which are subsequently used to study the effects of tip orientation on the mechanical characteristics of the five-axis micromanipulator. Finally, a prototype of the designed five-axis manipulator is fabricated by means of focused ion-beam milling (FIB).

Growth of Silicon Carbide Bulk Crystals by Physical Vapor Transport Method and Modeling Efforts in the Process Optimization

Silicon carbide bulk crystals were grown in an induction-heating furnace using the physical vapor transport method. Crystal growth modeling was performed to obtain the required inert gas pressure and temperatures for sufficiently large growth rates. The SiC crystals were expanded by designing a growth chamber having a positive temperature gradient along the growth interface. The obtained 6H-SiC crystals were cut into wafers and characterized by Raman scattering spectroscopy and X-ray diffraction, and the results showed that most parts of the crystals had good crystallographic structures.

Models and algorithms for detection and tracking of coordinated groups

In this paper, we describe models and algorithms for detection and tracking of group and individual targets. We develop two novel group dynamical models, within a continuous time setting, that aim to mimic behavioural properties of groups. We also describe two possible ways of modeling interactions between closely using Markov Random Field (MRF) and repulsive forces. These can be combined together with a group structure transition model to create realistic evolving group models. We use a Markov Chain Monte Carlo (MCMC)-Particles Algorithm to perform sequential inference. Computer simulations demonstrate the ability of the algorithm to detect and track targets within groups, as well as infer the correct group structure over time. ©2008 IEEE.

Models and algorithms for tracking of maneuvering objects using variable rate particle filters

Standard algorithms in tracking and other state-space models assume identical and synchronous sampling rates for the state and measurement processes. However, real trajectories of objects are typically characterized by prolonged smooth sections, with sharp, but infrequent, changes. Thus, a more parsimonious representation of a target trajectory may be obtained by direct modeling of maneuver times in the state process, independently from the observation times. This is achieved by assuming the state arrival times to follow a random process, typically specified as Markovian, so that state points may be allocated along the trajectory according to the degree of variation observed. The resulting variable dimension state inference problem is solved by developing an efficient variable rate particle filtering algorithm to recursively update the posterior distribution of the state sequence as new data becomes available. The methodology is quite general and can be applied across many models where dynamic model uncertainty occurs on-line. Specific models are proposed for the dynamics of a moving object under internal forcing, expressed in terms of the intrinsic dynamics of the object. The performance of the algorithms with these dynamical models is demonstrated on several challenging maneuvering target tracking problems in clutter. © 2006 IEEE.

On the relationship between hidden Markov Models and convex functional transforms for simulating scanning probe Microscopy

Models for simulating Scanning Probe Microscopy (SPM) may serve as a reference point for validating experimental data and practice. Generally, simulations use a microscopic model of the sample-probe interaction based on a first-principles approach, or a geometric model of macroscopic distortions due to the probe geometry. Examples of the latter include use of neural networks, the Legendre Transform, and dilation/erosion transforms from mathematical morphology. Dilation and the Legendre Transform fall within a general family of functional transforms, which distort a function by imposing a convex solution.In earlier work, the authors proposed a generalized approach to modeling SPM using a hidden Markov model, wherein both the sample-probe interaction and probe geometry may be taken into account. We present a discussion of the hidden Markov model and its relationship to these convex functional transforms for simulating and restoring SPM images.©2009 SPIE.

Understanding and Modeling the Behavior of a Harmonic Drive Gear Transmission

In my research, I have performed an extensive experimental investigation of harmonic-drive properties such as stiffness, friction, and kinematic error. From my experimental results, I have found that these properties can be sharply non-linear and highly dependent on operating conditions. Due to the complex interaction of these poorly behaved transmission properties, dynamic response measurements showed surprisingly agitated behavior, especially around system resonance. Theoretical models developed to mimic the observed response illustrated that non-linear frictional effects cannot be ignored in any accurate harmonic-drive representation. Additionally, if behavior around system resonance must be replicated, kinematic error and transmission compliance as well as frictional dissipation from gear-tooth rubbing must all be incorporated into the model.