An intelligent information forwarder for healthcare big data systems with distributed wearable sensors

© 2016 IEEE. An increasing number of the elderly population wish to live an independent lifestyle, rather than rely on intrusive care programmes. A big data solution is presented using wearable sensors capable of carrying out continuous monitoring of the elderly, alerting the relevant caregivers when necessary and forwarding pertinent information to a big data system for analysis. A challenge for such a solution is the development of context-awareness through the multidimensional, dynamic and nonlinear sensor readings that have a weak correlation with observable human behaviours and health conditions. To address this challenge, a wearable sensor system with an intelligent data forwarder is discussed in this paper. The forwarder adopts a Hidden Markov Model for human behaviour recognition. Locality sensitive hashing is proposed as an efficient mechanism to learn sensor patterns. A prototype solution is implemented to monitor health conditions of dispersed users. It is shown that the intelligent forwarders can provide the remote sensors with context-awareness. They transmit only important information to the big data server for analytics when certain behaviours happen and avoid overwhelming communication and data storage. The system functions unobtrusively, whilst giving the users peace of mind in the knowledge that their safety is being monitored and analysed

Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices

This paper investigates the determinants of the iTraxx CDS Europe indices, finding strong evidence that they are regime dependent. During volatile periods credit spreads become highly sensitive to stock volatility and more sensitive to this than to stock returns. They are also almost immune to interest rates changes. During tranquil periods credit spreads are more sensitive to stock returns than to volatility and most indices are sensitive to interest rate moves. However for companies in the financial sector interest rates have no significant influence in either regime. We also found some evidence that raising interest rates can decrease the probability of credit spreads entering a volatile period. Our findings are useful for policy makers and, since equity hedge ratios based on single-state models cannot capture the regime dependent behaviour of credit spreads, our results may also help traders to improve the efficiency of hedging credit default swaps. Finally, the volatility clustering and autocorrelation that we have identified in the price dynamics of iTraxx indices should prove useful for pricing the iTraxx options that are now being actively traded over-the-counter.iTraxx, Credit Default Swap Index, Markov Switching, Credit Spreads

A General Framework for Observation Driven Time-Varying Parameter Models

We propose a new class of observation driven time series models that we refer to as Generalized Autoregressive Score (GAS) models. The driving mechanism of the GAS model is the scaled likelihood score. This provides a unified and consistent framework for introducing time-varying parameters in a wide class of non-linear models. The GAS model encompasses other well-known models such as the generalized autoregressive conditional heteroskedasticity, autoregressive conditional duration, autoregressive conditional intensity and single source of error models. In addition, the GAS specification gives rise to a wide range of new observation driven models. Examples include non-linear regression models with time-varying parameters, observation driven analogues of unobserved components time series models, multivariate point process models with time-varying parameters and pooling restrictions, new models for time-varying copula functions and models for time-varying higher order moments. We study the properties of GAS models and provide several non-trivial examples of their application.dynamic models, time-varying parameters, non-linearity, exponential family, marked point processes, copulas

Optimising maintenance operations in photovoltaic solar plants using data analysis for predictive maintenance

In PV (photovoltaic) solar power plants, high reliability of critical assets must be ensured— these include inverters, which combine the power from multiple solar cell modules. While avoiding unexpected failures and downtime, maintenance schedules aim to take advantage of the full equipment lifetime. Predictive maintenance schedules trigger maintenance actions by modelling the current equipment condition and the time until a particular failure type occurs, known as residual useful lifetime (RUL). However, predicting the RUL of an equipment is complex in this case since the equipment condition is not directly measurable; it is affected by numerous error types with corresponding influencing factors. This work compares statistical and machine learning models using sensor and weather data for the purpose of optimising maintenance decisions. Our methods allow the user to perform maintenance before failure occurs and hence, contribute to maximising reliability. We present two distinct data handling and analysis pipelines for predictive maintenance: The first method is based on a Hidden Markov Model, which estimates the degree of degradation on a discrete scale of latent states. The multivariate input time series is transformed using PCA to reduce dimensionality. This approach delivers a profound statistical model providing insight into the temporal dynamics of the degradation process. The second method pursues a machine learning approach by using a Random Forest Regression algorithm, on top of a feature selection step from time series data. Both methods are assessed by their abilities to predict the RUL from a random point in time prior to failure. The machine learning approach is able to exploit its favourable properties in high-dimensional input data and delivers high predictive performance. Further, we discuss qualitative aspects, such as the interpretability of model parameters and results. Both approaches are benchmarked and compared to one another. We conclude that both approaches have practical merits and may contribute to more favourable decisions and optimised maintenance operations.submittedVersionM-D

A Review of Atrial Fibrillation Detection Methods as a Service

Atrial Fibrillation (AF) is a common heart arrhythmia that often goes undetected, and even if it is detected, managing the condition may be challenging. In this paper, we review how the RR interval and Electrocardiogram (ECG) signals, incorporated into a monitoring system, can be useful to track AF events. Were such an automated system to be implemented, it could be used to help manage AF and thereby reduce patient morbidity and mortality. The main impetus behind the idea of developing a service is that a greater data volume analyzed can lead to better patient outcomes. Based on the literature review, which we present herein, we introduce the methods that can be used to detect AF efficiently and automatically via the RR interval and ECG signals. A cardiovascular disease monitoring service that incorporates one or multiple of these detection methods could extend event observation to all times, and could therefore become useful to establish any AF occurrence. The development of an automated and efficient method that monitors AF in real time would likely become a key component for meeting public health goals regarding the reduction of fatalities caused by the disease. Yet, at present, significant technological and regulatory obstacles remain, which prevent the development of any proposed system. Establishment of the scientific foundation for monitoring is important to provide effective service to patients and healthcare professionals

Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey

Wireless sensor networks (WSNs) consist of autonomous and resource-limited devices. The devices cooperate to monitor one or more physical phenomena within an area of interest. WSNs operate as stochastic systems because of randomness in the monitored environments. For long service time and low maintenance cost, WSNs require adaptive and robust methods to address data exchange, topology formulation, resource and power optimization, sensing coverage and object detection, and security challenges. In these problems, sensor nodes are to make optimized decisions from a set of accessible strategies to achieve design goals. This survey reviews numerous applications of the Markov decision process (MDP) framework, a powerful decision-making tool to develop adaptive algorithms and protocols for WSNs. Furthermore, various solution methods are discussed and compared to serve as a guide for using MDPs in WSNs

Modeling, Simulation, and Analysis of Cascading Outages in Power Systems

Interconnected power systems are prone to cascading outages leading to large-area blackouts. Modeling, simulation, analysis, and mitigation of cascading outages are still challenges for power system operators and planners.Firstly, the interaction model and interaction graph proposed by [27] are demonstrated on a realistic Northeastern Power Coordinating Council (NPCC) power system, identifying key links and components that contribute most to the propagation of cascading outages. Then a multi-layer interaction graph for analysis and mitigation of cascading outages is proposed. It provides a practical, comprehensive framework for prediction of outage propagation and decision making on mitigation strategies. It has multiple layers to respectively identify key links and components, which contribute the most to outage propagation. Based on the multi-layer interaction graph, effective mitigation strategies can be further developed. A three-layer interaction graph is constructed and demonstrated on the NPCC power system.Secondly, this thesis proposes a novel steady-state approach for simulating cascading outages. The approach employs a power flow-based model that considers static power-frequency characteristics of both generators and loads. Thus, the system frequency deviation can be calculated under cascading outages and control actions such as under-frequency load shedding can be simulated. Further, a new AC optimal power flow model considering frequency deviation (AC-OPFf) is proposed to simulate remedial control against system collapse. Case studies on the two-area, IEEE 39-bus, and NPCC power systems show that the proposed approach can more accurately capture the propagation of cascading outages when compared with a conventional approach using the conventional power flow and AC optimal power flow models.Thirdly, in order to reduce the potential risk caused by cascading outages, an online strategy of critical component-based active islanding is proposed. It is performed when any component belonging to a predefined set of critical components is involved in the propagation path. The set of critical components whose fail can cause large risk are identified based on the interaction graph. Test results on the NPCC power system show that the cascading outage risk can be reduced significantly by performing the proposed active islanding when compared with the risk of other scenarios without active islanding

Detecting money laundering using hidden Markov model

Recent money laundering scandals, like the Danske Bank and Swedbank’s failure to mitigate money laundering risks (Kim, 2019), have made “anti money laundering” (AML) a much discussed topic. Governments are making AML regulations tougher and financial institutions are struggling to comply, one of the requirements is to actively monitor financial transactions to detect suspicious ones. Most of the financial industry applies simple rule-based methods for monitoring. This thesis provides a practical model to detect suspicious transactions using the hidden Markov model (HMM). The use of HMM is justified, because the criminal nature of a transaction is hidden to the financial institution, only transaction parameters can be observed. By using past data, a model is built to detect if current transaction is suspicious or not. The model is assessed with artificial and real transactions data. It was concluded that this model performs better than a classical k-means clustering algorithm