Signal detection from Adverse Event Reports (AERs) is important for identifying and analysing drug safety concern after a drug has been released into the market. A safety signal is defined as a possible causal relation between an adverse event and a drug. There are a number of safety signal detection algorithms available for detecting drug safety concern. They compare the ratio of observed count to expected count to find instances of disproportionate reportings of an event for a drug or combination of events for a drug. In this thesis, we present an algorithm to mine the AERs to identify drugs which show sudden and large changes in patterns of reporting of adverse events. Unlike other algorithms, the proposed algorithm creates time series for each drug and use it to identify start of a potential safety problem. A novel vectorized timeseries utilizing multiple attributes has been proposed here. First a time series with a small time period was created; then to remove local variations of the number of reports in a time period, a time-window based averaging was done. This method helped to keep a relatively long time-series, but eliminated local variations. The steps in the algorithm include partitioning the counts on attribute values, creating a vector out of the partitioned counts for each time period, use of a sliding time window, normalizing the vectors and computing vector differences to find the changes in reporting over time. Weights have been assigned to attributes to highlight changes in the more significant attributes. The algorithm was tested with Adverse Event Reporting System (AERS) datasets from Food and Drug Administation (FDA). From AERS datasets the proposed algorithm identified five drugs that may have safety concern. After searching literature and the Internet it was found that the five drugs the algorithm identified, two were recalled, one was suspended, one had to undergo label change and the other one has a lawsuit pending against it.

The present work introduces a methodology to obtain a discrete time state space representation of an electrical network using the nodal [G] matrix of the Electromagnetic Transients Program (EMTP) solution. This is the first time the connection between the EMTP nodal analysis solution and a corresponding state-space formulation is presented. Compared to conventional state space solutions, the nodal EMTP solution is computationally much more efficient. Compared to the phasor solutions used in transient stability analysis, the proposed approach captures a much wider range of eigenvalues and system operating states. A fundamental advantage of extracting the system eigenvalues directly from the EMTP solution is the ability of the EMTP to follow the characteristics of nonlinearities. The system's trajectory can be accurately traced and the calculated eigenvalues and eigenvectors correctly represent the system's instantaneous dynamics. In addition, the algorithm can be used as a tool to identify network partitioning subsystems suitable for real-time hybrid power system simulator environments, including the implementation of multi-time scale solutions. The proposed technique can be implemented as an extension to any EMTP-based simulator. Within our UBC research group, it is aimed at extending the capabilities of our real-time PC-cluster Object Virtual Network Integrator (OVNI) simulator.

Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted penalty function not only provides a systematic platform to jointly analyze various quantities of interest, but also offers the convenience to extract key pieces of information from a risk management perspective. For example, by eliminating the penalty function, the Gerber-Shiu function becomes the Laplace-Stieltjes transform of the time to ruin, inversion of which results in a series expansion for the associated density of the time to ruin (see, e.g., Dickson and Willmot (2005)). In this thesis, we propose to analyze the long-standing finite-time ruin problem by incorporating the number of claims until ruin into the Gerber-Shiu analysis. As will be seen in Chapter 2, many nice analytic properties of the original Gerber-Shiu function are preserved by this generalized analytic tool. For instance, the Gerber-Shiu function still satisfies a defective renewal equation and can be generally expressed in terms of some roots of Lundberg's generalized equation in the Sparre Andersen risk model. In this thesis, we propose not only to unify previous methodologies on the study of the density of the time to ruin through the use of Lagrange's expansion theorem, but also to provide insight into the nature of the series expansion by identifying the probabilistic contribution of each term in the expansion through analysis involving the distribution of the number of claims until ruin. In Chapter 3, we study the joint generalized density of the time to ruin and the number of claims until ruin in the classical compound Poisson risk model. We also utilize an alternative approach to obtain the density of the time to ruin based on the Lagrange inversion technique introduced by Dickson and Willmot (2005). In Chapter 4, relying on the Lagrange expansion theorem for analytic inversion, the joint density of the time to ruin, the surplus immediately before ruin and the number of claims until ruin is examined in the Sparre Andersen risk model with exponential claim sizes and arbitrary interclaim times. To our knowledge, existing results on the finite-time ruin problem in the Sparre Andersen risk model typically involve an exponential assumption on either the interclaim times or the claim sizes (see, e.g., Borovkov and Dickson (2008)). Among the few exceptions, we mention Dickson and Li (2010, 2012) who analyzed the density of the time to ruin for Erlang-n interclaim times. In Chapter 5, we propose a significant breakthrough by utilizing the multivariate version of Lagrange's expansion theorem to obtain a series expansion for the density of the time to ruin under a more general distribution assumption, namely when interclaim times are distributed as a combination of n exponentials. It is worth emphasizing that this technique can also be applied to other areas of applied probability. For instance, the proposed methodology can be used to obtain the distribution of some first passage times for particular stochastic processes. As an illustration, the duration of a busy period in a queueing risk model will be examined. Interestingly, the proposed technique can also be used to analyze some first passage times for the compound Poisson processes with diffusion. In Chapter 6, we propose an extension to Kendall's identity (see, e.g., Kendall (1957)) by further examining the distribution of the number of jumps before the first passage time. We show that the main result is particularly relevant to enhance our understanding of some problems of interest, such as the finite-time ruin probability of a dual compound Poisson risk model with diffusion and pricing barrier options issued on an insurer's stock price. Another closely related quantity of interest is the so-called occupation times of the surplus process below zero (also referred to as the duration of negative surplus, see, e.g., Egidio dos Reis (1993)) or in a certain interval (see, e.g., Kolkovska et al. (2005)). Occupation times have been widely used as a contingent characteristic to develop advanced derivatives in financial mathematics. In risk theory, it can be used as an important risk management tool to examine the overall health of an insurer's business. The main subject matter of Chapter 7 is to extend the analysis of occupation times to a class of renewal risk processes. We provide explicit expressions for the duration of negative surplus and the double-barrier occupation time in terms of their Laplace-Stieltjes transform. In the process, we revisit occupation times in the content of the classical compound Poisson risk model and examine some results proposed by Kolkovska et al. (2005). Finally, some concluding remarks and discussion of future research are made in Chapter 8.

This study looks into the possibility, and profitability, of expanding a pilot project that has been put into action at GGP Sweden AB in Tranås, a manufacturing company that produces front mowers. The pilot project is meant to give GGP Sweden AB a more precise control of the flow of goods from their suppliers, and its essence has proven to be quite similar to the Japanese Just-in-Time philosophy. The study has been divided into four separate areas; mapping, supplier selection, supplier evaluation and cost analysis. These areas represent a holistic perspective on the expansion of the pilot project and cover topics varying from methods of finding suitable JIT-suppliers, constructing Key Performance Indicators (KPI) to reviewing costs and assessing profitabilities. In this report, the reader will initially take part in the works of mapping GGP’s manufacturing unit, pilot project and supplier base, which results in a list containing the most suitable suppliers for a Just-in-Time based collaboration. Afterwards, the reader will be led into the area of supplier evaluation, where five KPI’s are created with the purpose of ensuring that GGP will be able to evaluate their suppliers and pilot project in an effective way. The recommended KPI’s are precision in deliveries precision in quantities precision in quality tied up capital turnover rate. When a number of suppliers have been identified as suitable for the expansion of the pilot project and GGP has been given the possibility of satisfying evaluation, a cost analysis will be performed on one of the JIT-suppliers. The results from the analysis shows that an expansion of the pilot project is not profitable from a cost perspective due to the increasing cost of transportation outweighing the savings made in reduced stock levels. The report ends with a number of recommendations being presented to GGP and suggestions for future research in areas similar to the ones that this study has concerned. / Den här studien undersöker möjligheten, samt lönsamheten, i att bredda ett pilotprojekt som genomförts vid GGP Sweden AB i Tranås, ett varuproducerande företag som tillverkar åkgräsklippare. Det genomförda pilotprojektet grundar sig i att GGP ska få en mer precis styrning av materialförsörjningen från sina leverantörer, vilket visat sig ha många likheter med den japanska Just-in-Time filosofin. Studien har delats upp i fyra separata områden; kartläggning, leverantörsval, uppföljning och kostnadsanalys. De representerar ett helhetsperspektiv inför breddningen av pilotprojektet som täcker upp allt ifrån att finna lämpliga JIT-leverantörer, konstruera nyckeltal, granska kostnader till att bedöma lönsamhet. I rapporten kommer läsaren att få ta del av hur GGP:s produktionsanläggning, pilotprojekt och leverantörsbas kartläggs med resultatet att en lista med lämpliga leverantörer att bredda pilotprojektet med erhålls. Därefter leds läsaren efter resonemang kring leverantörsval och utvärdering in i området uppföljning, där fem stycken nyckeltal skapas med avsikten att säkerställa att GGP kan utvärdera sina leverantörer och sitt pilotprojekt på ett effektivt sätt. De rekommenderade nyckeltalen är leveransprecision kvantitetsprecision kvalitetsprecision kapitalbindning lageromsättningshastighet. När ett antal leverantörer identifierats som lämpliga till att bredda pilotprojektet med och GGP:s möjlighet till tillfredsställande uppföljning säkerställts utförs en kostnadsanalys på en utav de lämpliga JIT-leverantörerna. Kostnadsanalysen påvisar att en breddning av pilotprojektet inte är lönsamt ur ett kostnadsmässigt perspektiv på grund av att den ökade transportkostnaden överväger de besparingar som fås av att bland annat lagernivåerna kan minskas. Rapporten avslutas med att ett antal övriga rekommendationer ges till GGP samt att förslag ges till områden för fortsatta studier inom samma område som denna studie berört.

Ethernet Switches are widely used in real-time distributed systems as a solution to guarantee the real-time behavior in communication. In this solution there are still some limitations which are the important obstacles obtaining timeliness in the network. These limitations are the limited number of priority levels as well as the possibility of memory overruns with consequent messages. The mentioned limitations can be eliminated using a master/slave technique along with FTT paradigm. The FTT-SE protocol which is a technique based on the master/slave and FTT methods was proposed to overcome the mentioned limitations. However, the FTT-SE protocol has been investigated for a small network architecture with a single switch and master node. Extension of this solution to larger networks is still an open issue. Three different architectures were suggested to scale the FTT-SE to large scale network. In this thesis we propose a solution that extends the FTT-SEprotocol while keeping the real-time behavior of the network. In this solution, we divided the network into a set of sub-networks, each contains one switch, set of slave nodes and one master node that connected to the associated switch in the network. Moreover, the switches are connected together directly without gateways and form a tree topology network. The solution includes both synchronous and asynchronous traffic in the network. We also show that the timeliness of the traffic can still be enforced. Moreover, to validate the solution we have designed and implemented a simulator based on the Matlab/Simulink which is a tool to evaluate different network architecture using Simulink blocks. All transmission can be visualized by the ordinary Scope block in the Simulink. Moreover, the end-to-end delay for all messages is calculated after the simulation running to show the response time of the network. Furthermore, the response time analysis is done for both synchronous and asynchronous messages in this thesis according to the proposed solution. The results from simulation and the analysis are compared together to validate the investigations.

This thesis analyzes the direction of time problem in the framework of philosophy of science. The radiation arrow, Newtonian arrow, thermodynamical arrow and quantum mechanical arrow have been studied in detail. The importance of the structure of space-time concerning direction of time is emphasized.

Children are an often overlooked and understudied population group, whose travel needs are responsible for a significant number of trips made by a household. In addition, children’s travel and activity participation have direct implication for adults’ activity-travel patterns. A better understanding of children’s activity-travel patterns and the linkages between parents and children’s activity-travel needs is necessary for accurate prediction and forecasting of activity-based travel demand modeling systems. In contrast to the need to examine and model children’s activity-travel patterns, existing activity-based research and modeling systems have almost exclusively focused their attention on the activity-travel patterns of adults. Therefore, the goal of this research effort is to contribute to the area of activity-based travel demand analysis by comprehensively examining children’s activity-travel patterns, and by developing a framework for incorporating children within activity-based travel demand modeling systems. This dissertation provides a comprehensive review of previous research on children’s activity engagement and travel by focusing on the dimensions characterizing children’s activity-travel patterns and the factors affecting these dimensions. Further, an exploratory analysis examines the weekday and weekend activity participation characteristics of school-going children. The study focuses on the overall time-use of children in different types of activities, as well as on several dimensions characterizing the context of participation in activities. In addition, the dissertation discusses the treatment of children within current activity-based travel demand modeling systems and conceptualizes an alternative framework for simulating the daily activity-travel patterns of children. An empirical analysis is undertaken of the post-school out-of-home activity-location engagement patterns of children aged 5 to 17 years. Specifically, this research effort utilizes a multinomial logit model to analyze children’s post-school location patterns, and employs a multiple discrete-continuous extreme value (MDCEV) model to study the propensity of children to participate in, and allocate time to, multiple activity episode purpose-location types during the after-school period. Finally, the paper identifies the need and opportunities for further research in the field of children’s travel behavior analysis. / text

An evaluation for Lag time, defined as the time from the centroid of rainfall excess to the centroid of direct runoff, was performed for seven small watersheds in the Southwestern United States. The size of these watersheds range in size from 0.33 to 4.37 ha. The evaluation period goes from 2000 to 2010. This evaluation was compared versus 28 lag time equations.The USDA-ARS Southwest Watershed Research Center has developed an electronic data processing system where rainfall and runoff data is collected from sensors in the field and are transmitted to computers in the office.Prior to these data sets there were no measurable rainfall and runoff data. This digital data is generated by means of synchronized clocks in rain gages and flumes. As a result, the data from this electronic processing system offers a unique opportunity for hydrologic research. This infrastructure is a characteristic not often available in many other sites and a condition not enjoyed in previous investigations.There are several definitions of lag time depending on what particular time period is used to describe the occurrence of unit rainfall and runoff. But, time parameters currently lack commonly-accepted standard definitions.The various definitions for time parameters such as Lag Time, Time of Concentration, Time to Peak, Equilibrium Time and others, sometimes, are used interchangeably. Another aspect is that in Lag time determination, centers of mass play a critical role. This study found out that depending of the loss model chosen to estimate rainfall excess, it shall influence the determination of center of mass and hence the lag time.Some negative values were obtained for lag time when measured from peak of runoff to centroid of effective rainfall. However, in the lag time definition from centroid of effective rainfall to centroid of direct runoff, negative values were not obtained.One field in particular, time parameters currently lacks commonly-accepted standard definitions. This has become a source of profound confusion in this branch of science to the point where teams of scientists writing about and discussing hydrological Time Parameters can be compared to the aftermath at the Tower of Babel.

The present work introduces a methodology to obtain a discrete time state space representation of an electrical network using the nodal [G] matrix of the Electromagnetic Transients Program (EMTP) solution. This is the first time the connection between the EMTP nodal analysis solution and a corresponding state-space formulation is presented. Compared to conventional state space solutions, the nodal EMTP solution is computationally much more efficient. Compared to the phasor solutions used in transient stability analysis, the proposed approach captures a much wider range of eigenvalues and system operating states. A fundamental advantage of extracting the system eigenvalues directly from the EMTP solution is the ability of the EMTP to follow the characteristics of nonlinearities. The system's trajectory can be accurately traced and the calculated eigenvalues and eigenvectors correctly represent the system's instantaneous dynamics. In addition, the algorithm can be used as a tool to identify network partitioning subsystems suitable for real-time hybrid power system simulator environments, including the implementation of multi-time scale solutions. The proposed technique can be implemented as an extension to any EMTP-based simulator. Within our UBC research group, it is aimed at extending the capabilities of our real-time PC-cluster Object Virtual Network Integrator (OVNI) simulator.

Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted penalty function not only provides a systematic platform to jointly analyze various quantities of interest, but also offers the convenience to extract key pieces of information from a risk management perspective. For example, by eliminating the penalty function, the Gerber-Shiu function becomes the Laplace-Stieltjes transform of the time to ruin, inversion of which results in a series expansion for the associated density of the time to ruin (see, e.g., Dickson and Willmot (2005)). In this thesis, we propose to analyze the long-standing finite-time ruin problem by incorporating the number of claims until ruin into the Gerber-Shiu analysis. As will be seen in Chapter 2, many nice analytic properties of the original Gerber-Shiu function are preserved by this generalized analytic tool. For instance, the Gerber-Shiu function still satisfies a defective renewal equation and can be generally expressed in terms of some roots of Lundberg's generalized equation in the Sparre Andersen risk model. In this thesis, we propose not only to unify previous methodologies on the study of the density of the time to ruin through the use of Lagrange's expansion theorem, but also to provide insight into the nature of the series expansion by identifying the probabilistic contribution of each term in the expansion through analysis involving the distribution of the number of claims until ruin. In Chapter 3, we study the joint generalized density of the time to ruin and the number of claims until ruin in the classical compound Poisson risk model. We also utilize an alternative approach to obtain the density of the time to ruin based on the Lagrange inversion technique introduced by Dickson and Willmot (2005). In Chapter 4, relying on the Lagrange expansion theorem for analytic inversion, the joint density of the time to ruin, the surplus immediately before ruin and the number of claims until ruin is examined in the Sparre Andersen risk model with exponential claim sizes and arbitrary interclaim times. To our knowledge, existing results on the finite-time ruin problem in the Sparre Andersen risk model typically involve an exponential assumption on either the interclaim times or the claim sizes (see, e.g., Borovkov and Dickson (2008)). Among the few exceptions, we mention Dickson and Li (2010, 2012) who analyzed the density of the time to ruin for Erlang-n interclaim times. In Chapter 5, we propose a significant breakthrough by utilizing the multivariate version of Lagrange's expansion theorem to obtain a series expansion for the density of the time to ruin under a more general distribution assumption, namely when interclaim times are distributed as a combination of n exponentials. It is worth emphasizing that this technique can also be applied to other areas of applied probability. For instance, the proposed methodology can be used to obtain the distribution of some first passage times for particular stochastic processes. As an illustration, the duration of a busy period in a queueing risk model will be examined. Interestingly, the proposed technique can also be used to analyze some first passage times for the compound Poisson processes with diffusion. In Chapter 6, we propose an extension to Kendall's identity (see, e.g., Kendall (1957)) by further examining the distribution of the number of jumps before the first passage time. We show that the main result is particularly relevant to enhance our understanding of some problems of interest, such as the finite-time ruin probability of a dual compound Poisson risk model with diffusion and pricing barrier options issued on an insurer's stock price. Another closely related quantity of interest is the so-called occupation times of the surplus process below zero (also referred to as the duration of negative surplus, see, e.g., Egidio dos Reis (1993)) or in a certain interval (see, e.g., Kolkovska et al. (2005)). Occupation times have been widely used as a contingent characteristic to develop advanced derivatives in financial mathematics. In risk theory, it can be used as an important risk management tool to examine the overall health of an insurer's business. The main subject matter of Chapter 7 is to extend the analysis of occupation times to a class of renewal risk processes. We provide explicit expressions for the duration of negative surplus and the double-barrier occupation time in terms of their Laplace-Stieltjes transform. In the process, we revisit occupation times in the content of the classical compound Poisson risk model and examine some results proposed by Kolkovska et al. (2005). Finally, some concluding remarks and discussion of future research are made in Chapter 8.