QuantexRESEARCH
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Introduction (next)
Quantex RESEARCH is a consultancy
specialising in the statistical analysis of information. So let's
first discuss some definitions of statistics.
Sir Ronald Fisher - one of the founding greats of the discipline - wrote
in 1925 that "The science of statistics is essentially a branch of Applied
Mathematics, and may be regarded as mathematics applied to observational
data" (Statistical Methods for Research Workers). It may therefore be defined
as the theory and practice of collecting, analysing and summarising data
in order to make inferences or take decisions in practical situations where
uncertainty is involved - ultimately it may be viewed as the quantification
of uncertainty. In some areas statistics is extremely difficult to penetrate
and it is little wonder that some people are puzzled or threatened by it
since it can be and is used to change our lives in some way or another.
There is a fashion today of indicating the statistical part to a subject
area by appending 'metric' to the discipline title. Thus we have everything
from biometrics to econometrics via chemometrics, infometrics, scientometrics,
psychometrics and many more. These disciplines - as well as those such
as neural networks and epidemiology for example - sound much sexier than
statistics yet their practices are fundamentally statistical.
It is often easier to define the complement of an action and this is true
here. We are sometimes asked to do two things that are outside our remit:
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We do not provide information on companies, economic statistics, etc. In
general such information may be found in libraries, on the Internet or
from economic and social research foundations.
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We do not involve ourselves in an individual's research where the work
is towards a qualification since we consider this unethical.
The principal area of interest for Quantex
RESEARCH is in engineering and industry. Statistics is involved
in this area with applications in many processes.
While many problems may appear to be soluble by fairly standard approaches,
few real data issues are actually so simple. Specialist knowledge in the
applications area is very helpful. Because of the breadth of subjects covered
within engineering and industry, it is therefore sensible to focus on certain
areas where the main experience lies, while not excluding statistical general
work. There are three main platforms for Quantex
RESEARCH:
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Engineering statistics 23
- with particular emphasis on the problems of power engineering. This implies
trying to make sense out of plant or laboratory measurements, in which
Quantex
RESEARCH has many years experience.
Statistical issues of interest include:
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analysis of errors conditional on the deterministic parts of the predictive
model eg the laws of physics possibly represented by mathematical models.
These are generally much better known (or believed) than in the soft sciences
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unbalanced data - experiments are rarely planned and the data to be analysed
are unlikely to represent the various categories equally
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censoring - tests removed before failure or that failed well before removal
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measurement errors that may be either systematic (possibly common to a
number of transducers) or random
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prior knowledge for example from laboratory studies
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correlated measurements
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coefficients that are fundamentally random in nature rather than being
fixed values for which we do not have precise knowledge
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hierarchical or multilevel data - some measurements may be on replicate
samples from a batch which would be expected to yield similar responses
while others may from different batches
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repeated observations on the same variable (which can be regarded as a
special case of hierarchical data)
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data that is not normally distributed and may have a theoretically based
distributional form
Most work is done for the nuclear industry on material science data
such as in corrosion, weld cracking, failure rates etc. but the skills
are immediately applicable in conventional power plant areas as well as
in industries such as oil, petrochemical, aerospace and marine.
Particular areas of application include:
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Analysis of performance data - the investigation by statistical and deterministic
models of the plant measurements in order to optimise the operating regime
for safety, reliability and/or output
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Calculation of damage fractions, remanent life etc from temperature/stress
histories
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Risk assessment using statistical and probabilistic calculations to assist
in determination of failure probabilities
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Longitudinal modelling - that is representing the effect of a process with
time eg from corrosion measurements
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Analysis of failure time data from accelerated and other tests or from
plant measurements
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Spatial statistics - probabilities of events in an area - eg cracks on
a pipe
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Extreme value techniques - statistics of data which is essentially largest
or smallest in nature rather than average
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Analysis of categorical and ordinal data such as counts of weld failures
- leading to log-linear models
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Analysis of multivariate data from balanced or unbalanced experimental
designs with hierarchical or cross classification - leading to multilevel
analysis or random effects models
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Multivariate techniques can be used to some benefit since data is frequently
high-dimensional. Graphical models are a powerful tool in this context
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Expert peer review of documents and verification. Resources are frequently
stretched and therefore unavailable for such work. The eye of an experienced
analyst is invaluable in ensuring that results and calculations are fit
for purpose.
The increasing sophistication of statistical techniques tends to integrate
some of these areas and the future holds considerable challenges as more
complex problems become soluble.
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General work 3
is also welcome. This work is usually much simpler to do than the engineering
work above and may consist merely of tabulation or presentation of the
results of client surveys. Survey analysis has been carried out for various
organisations both large and small, as seen in the examples below.
Interpretation may also use some of the advanced techniques mentioned
above - log-linear models, graphical models etc. The aim of quality is
the same whatever the problem.
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Computer applications 4
in various operating systems and languages - Unix (particularly x86 Linux),
DOS/Windows, OS/370, Fortran, Pascal - as well as many statistical programming
tools.
Many people think that statistical analysis is merely a case of selecting
a spreadsheet, clicking the mouse and out pops the answer. Would that it
were as simple. While it is understandable that the innumerate view statistics
in this way, it is also perpetrated by people who should know better. The
truth is far removed from this for two reasons - firstly the best model
nearly always has to be tailored to the data and secondly data rarely arrives
in anything like the right format - even from computer literate clients.
Therefore computing is frequently required as part of routine analysis
as the data has to be rendered into a suitable format for the computing
or statistical tools used. In addition it is necessary to understand the
algorithms employed in the solution. Thus a substantial part of all work
is computational in nature.
While computing is frequently treated as a clerical tool - which in
many ways it is - where data is being analysed there are good reasons for
using the skills of an analyst who has a full appreciation of how the data
was measured, what it means and how the results are to be used. For situations
where statistical analysis is part of the function, it may be essential
to employ such skills to ensure that the calculations are done correctly
and it is frequently easier to use a statistician (who must almost by definition
be an expert in many aspects of computing) in critical phases of software
development.
Quantex RESEARCH is frequently
asked to develop or verify software in this area.
Commercial (next)
work is also of interest. Many statistical techniques can be applied
to purely commercial data - sales and marketing for example. The
world is fast moving to a state where, from individual purchases and other
characteristics, businesses can apply data mining techniques to their data
wharehouses (a picturesque name for a large amount of data) held primarily
in relational databases and target their marketing activities. This
principally uses cluster analysis (both heirarchical and non-heirarchical)
but more complex models can be developed using graphical models and complex
longitudinal approaches. Another application can be seen on the Organise
web page where optimal structures can be elicited particularly in high
skill industry.
The examples below illustrate some of the problems that have been tackled
within the experience available to Quantex RESEARCH.
Some of these have been solved within large multi-disciplinary teams while
others are essentially solo work. The institution(s) involved are not specified
but in some cases it will be obvious.
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Engineering ... 23
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The corrosion properties of 9%Cr superheater boiler tubing were not initially
appreciated. The oxidation mode could change from safe protective behaviour
to a type of corrosion known as breakaway oxidation where the tube wall
could be consumed in a few thousand hours. The materials on test were of
various geometries, silicon contents and manufacturers. Analysis of the
protective corrosion rates enabled identification of the important causal
factors and quantification of the plant risk.
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Inspection revealed occasional deep cracks in a transition weld assembly
and it was necessary to assess the depths and lengths of the cracks from
semi-regular inspections, including observation uncertainties. A model
enabled quantification of the risk of a through-wall crack within pre-set
times, thus justifying the inspection intervals for return to service.
The weld design was eventually changed.
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The (still) present ISO standard for high temperature, high stress creep
failure has a number of predominantly statistical weaknesses by present
standards. An analytical technique was developed along likelihood-based
statistical lines within a generalised linear model using a gamma error
distribution with censoring. This work has been furthered at Lancaster
University Centre for Applied Statistics
both as a new British Standard (PD6605) and as a candidate European Standard.
Quantex
RESEARCH has been involved in the computing side of
this exercise (see below).
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If a major boiler tube leak were ever to occur in a Magnox power station,
it would lead not only to immediate increase in pressure from the evaporating
steam but also to corrosion of the magnesium part of the fuel can in the
moist hot atmosphere. The resultant friable product could affect the safety
relief valve discharge rates by impeding filter flow. A model was evolved
that quantified this effect based on available codes and laboratory measurements.
This work led to a program of relief valve filter testing and in some cases
replacement to ensure continued safe operation of the plant under this
unlikely fault scenario.
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The probability of pin-hole failure in some of the older mild steel radioactive
waste disposal tanks used on nuclear power stations has been calculated
using an intricate model of the corrosion and pitting processes. While
the implications of a tank leak are not severe, it was still necessary
to quantify the risk and identify the major factors.
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A periodic review of a reactor pressure vessel integrity identified a shortcoming
in the estimates for failure rate from a penetration weld. The only easily
available data was a contingency table in the public domain and a model
was generated from this data to calculate the probability of failure for
the (large) pressure vessel which had many penetrations. This included
implementation for the target vessel but application to similar vessels
is immediate.
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Examination of reactor channel gas outlet tempertures to estimate the size
of the uncertainty for unmeasured channnels. This was collaborative work
with the Mathematics and Statistics
Department at Lancaster University. By using kernel smoothing techniques
and examining the residual distribution tails, it enabled the Health and
Safety Inspectorate to verify the present procedures and potentially enables
the Licensee to optimise the reactor output.
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The reactor pressure vessel temperature is an important parameter since
irradiation damage raises the ductile transisition temperature. Accurate
calculation is therefore important and work has been done to estimate the
likely uncertainties in such results from deterministic models. The work
also identified the statistical linkages between the main parameters by
using multivariate analysis and statistical graphical models.
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Some cracks were noted in flanges of an assembly that were initiated at
the internal corners of cut-outs made at the time of manufacture and which
conventional crack growth models could not explain. Many of the sites
did not initiate any cracks but some of the cracks proceeded all through
the flange within a single observation period. Using non-parametric
maximum likelihood, a compound model was built that characterised both
the crack probability and the crack growth rate. This approach was
able to identify new sites at risk for the next observation.
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A cracked weld was found in an assembly that was made of the wrong material.
There were a large number of other welds, most of which could be checked
but some were inaccessible. A second crack was also found.
These welds were made many years ago and no documentation existed to indicate
which welds were made when and from which roll of filler. A comprehensive
model was generated that took all the information available, including
soft opinion, and estimated the probability of these unobservable welds
also being constructed of the wrong material. The techniques used
included acceptance sampling, meta analysis and logistic ridge regression.
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Measurements were available of oxidation rates for high tensile steels
which had historically been used to evaluate strains in bolted assemblies.
Some of the measurements were from destructive tests - therefore end of
life and only one per assembly - while others were repeated measurements
of extension. Using the latter, a random effects model was built
to estimate the strain rate and uncertainties to be applied. The
results showed that the original approach was considerably inaccurate but
also pessimistic.
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General ... 3
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Analysis of a survey for the CER
(Centre for Employment Research) at Manchester Metropolitan University
dealing with the use of telematic facilites by international trade union
organisations
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Analysis of a survey by a medical practice wanting to evaluate patient
satisfaction with out-of-hours services
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Checking lottery results for randomness
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Computing ... (next)
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The sensitive boiler design of two of the AGR stations meant that the thermal
hydraulic boiler model was also very sensitive and difficult to align with
the plant. A major role was taken in implementing this from design measurements
and data from the operating reactors. It involved carrying out plant tests
to establish parameters to the model, integration with plant data extraction
tools as well as making extensive modifications to the computer model so
that model-plant alignment was more automated.
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Various cases of design and implementation of software for routine data
extraction from source and presentation to end users for examination.
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Algorithms have been developed to analyse further creep failure data using
the GLIM program. These are for Weibull and log-logistic distributions
in the presence of both censoring and variance heterogeneity. This was
carried out for the Centre for Applied
Statistics at Lancaster University as part of BS PD6605 mentioned above.
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Assessment of mild steel oxidation allowances. The older nuclear stations
were made predominantly of mild steel and an extensive assessment methodology
had already been developed, based on older approaches and using main frame
programs. The calculation approach has been verified and the programs ported
to a PC environment. Verification and substantial development of the programs
has been carried out. The calculation route is being simplified to enable
assessment to be carried out much more speedily.
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The innovative analysis for the UK Foresight Technology programme required
some programming effort to create the chain lists of nominees and co-nominees
and prepare the input matrices for the main analysis program used to identify
the national expert groups . This software development was carried out
for PREST (Policy Research in Engineering,
Science and Technology) at Manchester University. More recently, the
software has been modified for the South African Foresight Technology programme.
Because statistics is difficult to assign to a particular managerial unit
it is difficult to contain within a conventional hierarchically structured
business. Few businesses can afford to retain such skills and yet all businesses
require some statistical analysis from time to time. It is essential to
the proper analysis of any data and it may therefore be appropriate to
use a consultancy for those businesses without in-house skills.
Statistical problems are frequently self-contained and do not require
continuous presence at the client's premises. New technology - personal
computers and workstations - as well as telematics - electronic mail, hypertext,
video conferencing etc - can all be used to avoid the problem of excessive
travel which wastes time and resources.
Such high skill technical work is therefore moving away from formal
structures to a freer and more independent approach. The increasing complexity
of knowledge combines with today's technological changes to enable specialist
consultants to work independently, freeing the work place, ensuring that
their services are available to a wider audience while not insisting that
an employer should find them continuous work. The direct consultant-client
contact enables close control by both parties and ensures a mutually successful
outcome.
A statistical consultant will then have the advantage of continuous
technical contact with a wide variety of problems, as well as with other
people within the statistical community. The freedom offered by working
as a consultant also means that conferences, courses, lectures and seminars
can be attended without particular reference. Continuing contact with academia
offers support in depth for particularly intricate problems and facilities
for continuing training.
Quantex RESEARCH has academic
statistical contacts at Lancaster University - one of the premier statistical
groups in the UK - with the Centre
for Applied Statistics and the Mathematics
and Statistics Department, with both of whom collaborative work has
been done. Other work has been carried out with the Statistical
Advisory Unit at UMIST . Clients include some of the main UK power
generators, various local small businesses, PREST
(Policy Research in Engineering, Science and Technology) at Manchester
University and CER
(Centre for Employment Research) at Manchester Metropolitan University.
Quantex RESEARCH has no interest
in becoming an agency, managing third party work unless specifically required
by a client, nor of becoming a large organisation of partner consultants
and employed support staff. But it is in touch with other consultancies
and is interested in all types of collaborative working arrangements.
Situated in Manchester, UK, Quantex RESEARCH
is close to the national rail and motorway networks as well as a main international
airport.
Quantex RESEARCH has an open-door
philosophy. Brief enquiries are encouraged and may well be serviced without
charge - for example advice on a simple statistical programming problem.
A client will be told if a piece of work is chargeable. Extra work, additional
travel, subsistence and excessive telecommunications costs can incur supplementary
charges.
While some work can be done on a daily basis - particularly where Call-Off
Contracts are involved, fees are generally not by time but by project.
The project fee will be negotiated at the outset - perhaps with some contingency
or staging on both sides. Complex projects may be split up and in general,
projects of over a month will require regular staged payment.
In general, work is carried out at Quantex RESEARCH
offices with client visits as required. It is possible to offer ISDN dialin
to minimise travelling if it is necessary to access client's computers.
While it is not policy to charge specifically for site meetings, where
site work is required, sensible extra charges are involved to reflect the
time away from base. This approach has evolved over a period of time and
has proved satisfactory to all concerned.
If you or your organisation have problems to solve and these arrangements
seem sensible, do not hesitate to contact Quantex RESEARCH
via email John Logsdon or
telephone +44 (0) 161 445 4951.
This sub-document is self contained apart from the images so that
you may easily print it. Last updated 8/10/2000