Sequential Bayesian inference for static parameters in dynamic state space models

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters (or hyper-parameters), so that in principle the posterior can be computed and stored on a discrete grid of practical size which can be tracked dynamically. Further to this, this approach is able to use any existing methodology which computes the filtering and prediction distributions of the state process. Kalman filter and its extensions to non-linear/non-Gaussian situations have been used in this paper. This is illustrated using several applications: linear Gaussian model, Binomial model, stochastic volatility model and the extremely non-linear univariate non-stationary growth model. Performance has been compared to both existing on-line method and off-line methods

Ethnic Segretation in England's Schools

We document ethnic segregation in secondary schools in England in 2001 in order to contribute to the debate on the degree of ethnic group social integration. We use indices of dissimilarity and isolation to compare the patterns of segregation across nine ethnic groups. We find that levels of ethnic segregation in England¿s schools are high, with considerable variation both across LEAs and across different minority ethnic groups. By combining the two indices we are able to identify areas of particular concern as scoring highly on both. Finally, we show that ethnic segregation is only weakly related to income segregation.England, ethnic segregation, segregation indices, schools, minority group differences, spatial income clustering

Ethnic Segregation in England's Schools

We document ethnic segregation in secondary schools in England in 2001 in order to contribute to the debate on the degree of ethnic group social integration. We use indices of dissimilarity and isolation to compare the patterns of segregation across nine ethnic groups. We find that levels of ethnic segregation in England’s schools are high, with considerable variation both across LEAs and across different minority ethnic groups. By combining the two indices we are able to identify areas of particular concern as scoring highly on both. For pupils of Asian origin, we find that these areas coincide almost exactly with the locations of the severe disorders in the summer of 2001. Finally, we show that ethnic segregation is only weakly related to income segregation.ethnic segregation, schools, spatial income clustering

A bayesian analysis of beta testing

In this article, we define a model for fault detection during the beta testing phase of a software design project. Given sampled data, we illustrate how to estimate the failure rate and the number of faults in the software using Bayesian statistical methods with various different prior distributions. Secondly, given a suitable cost function, we also show how to optimise the duration of a further test period for each one of the prior distribution structures considered

Regional economic impacts of a plant disease incursion using a general equilibrium approach

The present study uses a dynamic multiregional computable general equilibrium (CGE) model to estimate the micro- andmacroeconomic effects of a hypothetical disease or pest outbreak. Our example is a Karnal bunt incursion in wheat in Western Australia. The extent of the incursion, the impact of the disease or pest on plant yields, the response of buyers, the costs of eradication and the time path of the scenario contribute to outcomes at the industry, regional, state and national levels. We decompose the contribution of these individual direct effects to the overall impact of the incursion. This might provide some guidance regarding areas for priority in attempting to eradicate or minimise the impacts of a disease or pest. The study also introduces a theory of dynamic regional labour adjustment in which economic events may lead to both real wage differentials and worker migration between regions.Crop Production/Industries,

Maximising revenue for non-firm distributed wind generation with energy storage in an active management scheme

The connection of high penetrations of renewable generation such as wind to distribution networks requires new active management techniques. Curtailing distributed generation during periods of network congestion allows for a higher penetration of distributed wind to connect, however, it reduces the potential revenue from these wind turbines. Energy storage can be used to alleviate this and the store can also be used to carry out other tasks such as trading on an electricity spot market, a mode of operation known as arbitrage. The combination of available revenue streams is crucial in the financial viability of energy storage. This study presents a heuristic algorithm for the optimisation of revenue generated by an energy storage unit working with two revenue streams: generation-curtailment reduction and arbitrage. The algorithm is used to demonstrate the ability of storage to generate revenue and to reduce generation curtailment for two case study networks. Studies carried out include a single wind farm and multiple wind farms connected under a 'last-in-first-out' principle of access. The results clearly show that storage using both operating modes increases revenue over either mode individually. Moreover, energy storage is shown to be effective at reducing curtailment while increasing the utilisation of circuits linking the distribution and transmission networks. Finally, renewable subsidies are considered as a potential third revenue stream. It is interesting to note that under current market agreements such subsidies have the potential to perversely encourage the installation of inefficient storage technologies, because of increased losses facilitating greater "utilisation" of renewable generation