Digital Commons Network^™

Pointwise And Uniform Convergence Of Fourier Series On Su(2), Donald Forrest Myers

Doctoral Dissertations

"Let f be a Lipschitz function on the special unitary group SU (2). We prove that the Fourier partial sums of f converge to f uniformly on SU (2), thereby extending theorems of Caccioppoli, Mayer, and a special case of Ragozin. Pointwise convergence theorems for the Fourier series of functions on SU (2), due to Liu and Qian, were obtained by Clifford algebra techniques. We obtain similar versions of these theorems using simpler proof techniques: classical harmonic analysis and group theory"--Abstract, page iii.

On The Double Chain Ladder For Reserve Estimation With Bootstrap Applications, Larissa Schoepf

Masters Theses

"To avoid insolvency, insurance companies must have enough reserves to fulfill their present and future commitment-refer to in this thesis as outstanding claims towards policyholders. This entails having an accurate and reliable estimate of funds necessary to cover those claims as they are presented. One of the major techniques used by practitioners and researchers is the single chain ladder method. However, though most popular and widely used, the method does not offer a good understanding of the distributional properties of the way claims evolve. In a series of recent papers, researchers have focused on two potential components of outstanding claims, …

A Linear Matrix Inequality-Based Approach For The Computation Of Actuator Bandwidth Limits In Adaptive Control, Daniel Robert Wagner

Masters Theses

"Linear matrix inequalities and convex optimization techniques have become popular tools to solve nontrivial problems in the field of adaptive control. Specifically, the stability of adaptive control laws in the presence of actuator dynamics remains as an important open control problem. In this thesis, we present a linear matrix inequalities-based hedging approach and evaluate it for model reference adaptive control of an uncertain dynamical system in the presence of actuator dynamics. The ideal reference dynamics are modified such that the hedging approach allows the correct adaptation without being hindered by the presence of actuator dynamics. The hedging approach is first …

Discrete Analogues Of Some Classical Special Functions, Thomas Joseph Cuchta

Doctoral Dissertations

"Analogues of special functions on time scales are studied with special focus on the time scale 𝕋 = hℤ. Functions investigated in particular include complex monomials, new trigonometric functions, Gaussian bell, Hermite and Laguerre polynomials, Bessel functions, and hypergeometric series"--Abstract, page iii.

Small Sample Umpu Equivalence Testing Based On Saddlepoint Approximations, Renren Zhao

Doctoral Dissertations

"In the first section, we consider small sample equivalence tests for exponentiality. Statistical inference in this setting is particularly challenging since equivalence testing procedures typically require a much larger sample size, in comparison to classical "difference tests", to perform well. We make use of Butler's marginal likelihood for the shape parameter of a gamma distribution in our development of equivalence tests for exponentiality. We consider two procedures using the principle of confidence interval inclusion, four Bayesian methods, and the uniformly most powerful unbiased (UMPU) test where a saddlepoint approximation to the intractable distribution of a canonical sufficient statistic is used. …

Some Combinatorial Applications Of Sage, An Open Source Program, Jessica Ruth Chowning

Masters Theses

"In this thesis, we consider the usefulness of Sage, an online and open-source program, in analyzing permutation puzzles such as the Rubik's cube and a specific combinatorial structure called the projective plane. Many programs exist to expedite calculations in research and provide previously-unavailable solutions; some require purchase, while others, such as Sage, are available for free online. Sage is asked to handle a small permutation puzzle called Swap, and then we explore how it calculates solutions for a Rubik's cube. We then discuss projective planes, Sage's library of functions for dealing with projective planes, and how they relate to the …

On Testing Common Indices For Several Multi-Index Models: A Link-Free Approach, Xuejing Liu

Doctoral Dissertations

"To avoid the curse of dimensionality, and to help us better understand the structure of the high dimensional data, methods for dimension reduction are clearly called for. The common linear dimension reduction techniques for single population include principal component analysis (PCA) which is unsupervised in regression and supervised Partial Least Squares (PLS). Modern sufficient dimension reduction techniques, like the ones we consider, constitute a form of supervised linear dimension reduction which outperform PCA and PLS without the underlying model assumptions.

In practice, we often deal with situations where the same variables are being measured on objects from different groups, and …

Volterra Difference Equations, Nasrin Sultana

Doctoral Dissertations

"This dissertation consists of five papers in which discrete Volterra equations of different types and orders are studied and results regarding the behavior of their solutions are established. The first paper presents some fundamental results about subexponential sequences. It also illustrates the subexponential solutions of scalar linear Volterra sum-difference equations are asymptotically stable. The exact value of the rate of convergence of asymptotically stable solutions is found by determining the asymptotic behavior of the transient renewal equations. The study of subexponential solutions is also continued in the second and third articles. The second paper investigates the same equation using the …

Small Sample Saddlepoint Confidence Intervals In Epidemiology, Pasan Manuranga Edirisinghe

Doctoral Dissertations

"In section 1, we develop a novel method of confidence interval construction for directly standardized rates. These intervals involve saddlepoint approximations to the intractable distribution of a weighted sum of Poisson random variables and the determination of hypothetical Poisson mean values for each of the age groups. Simulation studies show that, in terms of coverage probability and length, the saddlepoint confidence interval (SP) outperforms four competing confidence intervals obtained from the moment matching (M8), gamma-based (G1,G4) and ABC bootstrap (ABC) methods.

In section 2, we first consider Brillinger's classical model for a vital rate estimate with a random denominator. We …

Essays On Unit Root Testing In Time Series, Xiao Zhong

Doctoral Dissertations

"Unit root tests are frequently employed by applied time series analysts to determine if the underlying model that generates an empirical process has a component that can be well-described by a random walk. More specifically, when the time series can be modeled using an autoregressive moving average (ARMA) process, such tests aim to determine if the autoregressive (AR) polynomial has one or more unit roots. The effect of economic shocks do not diminish with time when there is one or more unit roots in the AR polynomial, whereas the contribution of shocks decay geometrically when all the roots are outside …

Generation And Validation Of Optimal Topologies For Solid Freeform Fabrication, Purnajyoti Bhaumik

Masters Theses

"The study of fabricating topologically optimized parts is presented hereafter. The mapping of topology optimization results for Standard Tessellation Language (STL) writing would enable the solid freeform fabrication of lightweight mechanisms. Aerospace leaders such as NASA, Boeing, Airbus, European Aeronautic Defense And Space Company (EADS), and GE Aero invest in topology optimization research for the production of lightweight materials. Certain concepts such as microstructural homogenization, discretization, and mapping are reviewed and presented in the context of topology optimization. Future biomedical applications of solid freeform fabrication such as organ printing stand to save millions of lives through the robust development of …

Day Of The Week Effect In Returns And Volatility Of The S&P 500 Sector Indices, Juan Liu

Masters Theses

"Previous studies have shown that returns associated with the stock market or foreign exchange's futures show variations across the day of the week. On such study, that employs a modified GARCH model for estimation, shows that returns associated with the S&P 500 stock index is highest on Wednesday and lowest returns on Monday. The same study shows that volatility is highest on Fridays and lowest on Wednesdays. In this study we investigate if this day-of-the-week effect on returns and volatility is present in the different sectors that constitute the S&P 500 index. The data set used provides daily returns from …

On Some Inferential Problems With Recurrent Event Models, Withanage Ajith Raveendra De Mel

Doctoral Dissertations

"Recurrent events (RE) occur in many disciplines, such as biomedical, engineering, actuarial science, sociology, economy to name a few. It is then important to develop dynamic models for their modeling and analysis. Of interest with data collected in a RE monitoring are inferential problems pertaining to the distribution function F of the time between occurrences, or that of the distribution function G of the monitoring window, and their functionals such as quantiles, mean. These problems include, but not limited to: estimating F parametrically or nonparametrically; goodness of fit tests on an hypothesized family of distributions; efficient of tests; regression-type models, …

Adaptive Wavelet Discretization Of Tensor Products In H-Tucker Format, Mazen Ali

Masters Theses

"In previous work, the solution to a system of coupled parabolic PDEs, modeling the price of a CDO, was approximated numerically. Due to the nature of the problem, the system involved a large number of equations such that the parameters cannot be stored explicitly. The authors combined the data sparse H-Tucker storage format with the Galerkin method to approximate the solution, using wavelets for the space discretization together with time stepping (Method of Lines). The aforementioned approximation is of the linear kind, i.e., using a nonadaptive method. In this work, three methods for solving such systems adaptively are presented, together …

An Iterative Algorithm For Variational Data Assimilation Problems, Xin Shen

Masters Theses

"Data assimilation is a very powerful and efficient tool to use collected raw data for improving model prediction in numerical weather forecasting, hydrology, and many other areas of geosciences. In this thesis, an iterative algorithm [23] of variational data assimilation with finite element method is utilized to study different models. One motivation for this fundamental mathematical study is to provide a potential tool for simulation of CO₂ sequestration by extending it to more realistic and sophisticated models in the future. The basic idea of variational data assimilation is to utilize the framework of optimal control problems. We apply the …

Sparse Group Sufficient Dimension Reduction And Covariance Cumulative Slicing Estimation, Bilin Zeng

Doctoral Dissertations

"This dissertation contains two main parts: In Part One, for regression problems with grouped covariates, we adopt the idea of sparse group lasso (Friedman et al., 2010) to the framework of the sufficient dimension reduction. We propose a method called the sparse group sufficient dimension reduction (sgSDR) to conduct group and within group variable selections simultaneously without assuming a specific model structure on the regression function. Simulation studies show that our method is comparable to the sparse group lasso under the regular linear model setting, and outperforms sparse group lasso with higher true positive rates and substantially lower false positive …

Economics And Finance On Time Scales, Julius Severin Heim

Doctoral Dissertations

"This thesis consists of 6 papers that investigate models in economics and finance based on so-called dynamic equations on time scales. The first paper covers multiplier-accelerator models that can be described by linear second-order dynamic equations. The possibility of taxes as well as the possibility of foreign trade is taken into consideration. The second paper discusses cobweb models, which describe cyclical supply and demand in markets, where the supply is determined before the observation of the price. Cobweb models that can be formulated with first-order linear, second-order linear, and nonlinear dynamic equations are being considered. The third and fourth papers …

Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert

Masters Theses

"In this work, we study Abel dynamic equations of the first and the second kind. After a brief introduction to time scales, we introduce the Abel differential equations of the first and the second kind, as well as the canonical Abel form in the continuous case. Using the existing information, we derive novel results for time scales. We provide formulas for the Abel dynamic equations of the second kind and present a solution method. We furthermore achieve a special class of Abel equations of the first kind and discuss the canonical Abel equation. We get relations between common dynamic equations …

Periodic Q-Difference Equations, Rotchana Chieochan

Doctoral Dissertations

"The concept of periodic functions defined on the real numbers or on the integers is a classical topic and has been studied intensively, yielding numerous applications in every kind of science. It is of importance that the real numbers and the integers are closed with respect to addition. However, for a number q > 1, the so-called q-time scale, i.e., the set of nonnegative integer powers of q, is not closed with respect to addition, and therefore it was not possible to define periodic functions on the q-time scale in an obvious way. In this thesis, this important open problem has …

Small Sample Inference For Exponential Survival Times With Heavy Right-Censoring, Noroharivelo Volaniaina Randrianampy

Doctoral Dissertations

"We develop a saddlepoint-based method and several generalized Bartholomew methods for generating confidence intervals about the rate parameter of an exponential distribution in the presence of heavy random right-censoring. Butler's conditional moment generating function formula is used to derive the relevant moment generating function for the rate parameter score function which provides access to a saddlepoint-based bootstrap method. Moment generating functions also play a key role in the generalized Bartholomew methods we develop. Since heavy censoring is assumed, the possible non-existence of the rate parameter maximum likelihood estimate (MLE) is nonignorable. The overwhelming majority of existing methods condition upon the …

Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe

Doctoral Dissertations

"The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the application of the sieve bootstrap to ARIMA and FARIMA processes. The asymptotic properties of the sieve bootstrap prediction intervals for …

Minimal And Near Minimal Congruence Lattice Representations Of Finite Lattices By Finite Algebras On Sets Of Integers, Roger Lee Bunn

Doctoral Dissertations

"We give finite congruence lattice representations of some finite distributive, modular and nonmodular lattices by means of finite algebras on sets of integers. These representations are minimal or near minimal as determined by ρ, a mapping from the class R of finitely representable lattices into the natural numbers N"--Abstract, page iii.

Modeling Hourly Electricity Prices: A Structural Time Series Approach Incorporating Modified Garch Innovations, Edirisinghe Mudiyanselage Asitha Edirisinghe

Doctoral Dissertations

"The main objective of this research is to develop time series based procedures for modeling day-ahead and real-time hourly electricity prices. Such empirical processes exhibit features that make the direct application of standard time series models infeasible. Four years of hourly day-ahead and real-time electricity price data from the region supplied by the American Electric Power (AEP) company through the PJM Regional Transmission Organization (RTO) and one half years of real-time electricity prices from the MISO RTO are utilized as an empirical basis for developing such procedures. The price data show several features, such as irregular seasonal behavior, weekly and …

Probability Theory On Time Scales And Applications To Finance And Inequalities, Thomas Matthews

Doctoral Dissertations

"In this dissertation, the recently discovered concept of time scales is applied to probability theory, thus unifying discrete, continuous and many other cases. A short introduction to the theory of time scales is provided. Following this preliminary overview, the moment generating function is derived using a Laplace transformation on time scales. Various unifications of statements and new theorems in statistics are shown. Next, distributions on time scales are defined and their properties are studied. Most of the derived formulas and statements correspond exactly to those from discrete and continuous calculus and extend the applicability to many other cases. Some theorems …

Inverse Limits With Upper Semi-Continuous Set Valued Bonding Functions: An Example, Christopher David Jacobsen

Masters Theses

"While there is a wealth of information pertaining to inverse limits with single valued bonding maps, comparatively little is known about inverse limits with upper semi-continuous set valued bonding functions. In order to add somewhat to the communal knowledge on the subject, this paper provides an example of an inverse limit with a single upper semi-continuous set valued bonding function. It is then shown that the space is a continuum, and its structure is examined via its arc components and through various of its properties, such as dimension and decomposability"--Abstract, page iii.

The Kalman Filter On Time Scales, Nicholas J. Wintz

Doctoral Dissertations

"In this work, we study concepts in optimal control for dynamic equations on time scales, which unfies the discrete and continuous cases. After a brief introduction of dynamic equations on time scales, we will examine controllability and observability for linear systems. Then we construct and solve the linear quadratic regulator for arbitrary time scales. Here, we seek to find an optimal control that minimizes a given cost function associated with a linear system. We will find such an input under two different settings; when the final state is fixed and when it is free. Later, we extend these results to …

Holomorphic Extensions In Toric Varieties, Malgorzata Aneta Marciniak

Doctoral Dissertations

"The dissertation describes the Hartogs and the Hartogs-Bochner extension phenomena in smooth toric varieties and their connection with the first cohomology group with compact support and sheaf coefficients. The affirmative and negative results are proved for toric surfaces and for line bundles over toric varieties using topological, analytic, and algebraic methods"--Abstract, page iii.

Estimating Bounds For Nonidentifiale Parameters Using Potential Outcomes, Thidaporn Supapakorn

Doctoral Dissertations

"Conclusions from studies vary regarding the association of weight loss among obese people and measures of health and/or mortality. Total weight loss for individuals in a population may be a combination of intentional weight loss (IWL) and unintentional weight loss (UWL). Among people who have no intention to lose weight, the total weight loss observed is UWL. Among people who have intention to lose weight, the total weight loss is assumed to be UWL and IWL. Note that total weight loss among subjects intending to lose weight is observable but IWL itself is not and, therefore, the latent variable that …

Inverse Limits Of Permutation Maps, Robbie A. Beane

Doctoral Dissertations

"In this paper we study the topological properties of continua which arise as inverse limits on [0; 1] with bonding maps chosen from the permutation family of Markov maps. For such inverse limits, we examine the occurrence of indecomposability, the number of end points in the continuum, and the types of subcontinua present in the continuum. We provide a process for determining the topological structure of the inverse limit generated by a single permutation map, or by the composition of several such maps. Additionally, we show that all such inverse limits are Kelley continua. We will apply these results to …

Bootstrap Prediction Intervals For Multivariate Time Series, Florian Sebastian Rueck

Doctoral Dissertations

"The theory and methodology of obtaining bootstrap prediction intervals for univariate time series using the forward representation of the series is extended to vector autoregressive (VAR) models. Kim has shown that simultaneous prediction intervals based on the Bonferroni method and the backward representation of the time series achieve coverage close to nominal when the parameter estimates are corrected for small sample bias. To utilize his method, it is necessary to assume that the innovations are normally distributed to maintain independence of the innovations associated with the backward representation of the time series. This assumption is not necessary if the forward …