Physical Sciences and Mathematics Commons^™

Applications Of Credit Scoring Models, Mimi Mei Ling Chong

Electronic Thesis and Dissertation Repository

The application of credit scoring on consumer lending is an automated, objective and consistent tool which helps lenders to provide quick loan decisions. In order to apply for a loan, applicants must provide their attributes by filling out an application form. Certain attributes are then selected as inputs to a credit scoring model which generates a credit score. The magnitude of this credit score is proved to be related to the credit quality of the loan applicant. As such, it is used to determine whether the loan will be granted, and also the amount of interest being charged. Currently, little …

Joint Models For Spatial And Spatio-Temporal Point Processes, Alisha Albert-Green

Electronic Thesis and Dissertation Repository

In biostatistics and environmetrics, interest often centres around the development of models and methods for making inference on observed point patterns assumed to be generated by latent spatial or spatio-temporal processes. Such analyses, however, are challenging as these data are typically hierarchical with complex correlation structures. In instances where data are spatially aggregated by reporting region and rates are low, further complications may result from zero-inflation.

In this research, motivated by the analysis of spatio-temporal storm cell data, we generalize the Neyman-Scott parent-child process to account for hierarchical clustering. This is accomplished by allowing the parents to follow a log-Gaussian …

Multiscale Wind Modelling For Sustainability And Resilience, Djordje Romanic

Electronic Thesis and Dissertation Repository

The research presented herein is a mix of meteorological and wind engineering disciplines. In many cases, there is a gap between these two fields and this thesis is an attempt to bridge that gap through multiscale wind modelling approaches. Data and methods used in this study cover a multitude of spatial and temporal scales. Applications are in the fields of sustainability and resilience. This relationship between multiscale wind modelling and sustainability and resilience is investigated examining several case studies of three different developments: urban, rural and coastal.

An urban wind modelling methodology is proposed and applied for a specific development …

Development Of Anatomical And Functional Magnetic Resonance Imaging Measures Of Alzheimer Disease, Samaneh Kazemifar

Electronic Thesis and Dissertation Repository

Alzheimer disease is considered to be a progressive neurodegenerative condition, clinically characterized by cognitive dysfunction and memory impairments. Incorporating imaging biomarkers in the early diagnosis and monitoring of disease progression is increasingly important in the evaluation of novel treatments. The purpose of the work in this thesis was to develop and evaluate novel structural and functional biomarkers of disease to improve Alzheimer disease diagnosis and treatment monitoring. Our overarching hypothesis is that magnetic resonance imaging methods that sensitively measure brain structure and functional impairment have the potential to identify people with Alzheimer’s disease prior to the onset of cognitive decline. …

Advances In Portmanteau Diagnostic Tests, Jinkun Xiao

Electronic Thesis and Dissertation Repository

Portmanteau test serves an important role in model diagnostics for Box-Jenkins Modelling procedures. A large number of Portmanteau test based on the autocorrelation function are proposed for a general purpose goodness-of-fit test. Since the asymptotic distributions for the statistics has a complicated form which makes it hard to obtain the p-value directly, the gamma approximation is introduced to obtain the p-value. But the approximation will inevitably introduce approximation errors and needs a large number of observations to yield a good approximation. To avoid some pitfalls in the approximation, the Lin-Mcleod Test is further proposed to obtain a numeric solution to …

Actuarial Modelling With Mixtures Of Markov Chains, Yuzhou Zhang

Electronic Thesis and Dissertation Repository

Multi-state models are widely used in actuarial science because that they provide a convenient way of representing changes in people's statuses. Calculations are easy if one assumes that the model is a Markov chain. However, the memoryless property of a Markov chain is rarely appropriate.

This thesis considers several mixtures of Markov chains to capture the heterogeneity of people's mortality rates, morbidity rates, recovery rates, and ageing speeds. This heterogeneity may be the result of unobservable factors that affect individuals' health. The focus of this thesis is on investigating the behaviours of intensities of the observable transitions in the mixture …

Joint Analysis Of Zero-Heavy Longitudinal Outcomes: Models And Comparison Of Study Designs, Erin R. Lundy

Electronic Thesis and Dissertation Repository

Understanding the patterns and mechanisms of the process of desistance from criminal activity is imperative for the development of effective sanctions and legal policy. Methodological challenges in the analysis of longitudinal criminal behaviour data include the need to develop methods for multivariate longitudinal discrete data, incorporating modulating exposure variables and several possible sources of zero-inflation. We develop new tools for zero-heavy joint outcome analysis which address these challenges and provide novel insights on processes related to offending patterns. Comparisons with existing approaches demonstrate the benefits of utilizing modeling frameworks which incorporate distinct sources of zeros. An additional concern in this …

Total Versus Partial Splenectomy In Pediatric Hereditary Spherocytosis: A Systematic Review And Meta-Analysis, Leonardo Guizzetti

Epidemiology and Biostatistics Publications

To compare the clinical effectiveness of total (TS) or partial (PS) splenectomy in pediatric hereditary spherocytosis, a systematic review and meta-analysis was performed (PROSPERO registration CRD42015030056). There were 14 observational studies comparing pre- and post- operative hematologic parameters. Secondary outcomes include in-hospital infections, surgical complications, symptomatic recurrence and biliary disease. TS is more effective than PS to increase hemoglobin (3.6 g/dL vs 2.2 g/dL) and reduce reticulocytes (12.5% vs 6.5%) after one year; outcomes following PS are stable for at least 6 years. There were no cases of overwhelming post-splenectomy sepsis. A population-based patient registry is needed for long-term follow-up.

Joint Modelling In Liver Transplantation, Elizabeth M. Renouf

Electronic Thesis and Dissertation Repository

In the setting of liver transplantation, clinical trials and transplant registries regularly collect repeated measurements of clinical biomarkers which may be strongly associated with a time-to-event such as graft failure or disease recurrence. Multiple time-to-event outcomes are routinely collected. However, joint models are rarely used. This thesis will describe important considerations for joint modelling in the setting of liver transplantation. We will focus on transplant registry data from the United States. We develop a new tool for joint modelling in the context where a critical health event can be tracked in the longitudinal biomarker and often presents as a non-linear …

A Link Between Paediatric Asthma And Obesity: Are They Caused By The Same Environmental Conditions?, Phylicia Gonsalves

Electronic Thesis and Dissertation Repository

The highly associated paediatric conditions of asthma and overweight have seen dramatic increases over the past few decades. This thesis explored air pollution exposure as a potential underlying mechanism of co-morbid asthma and overweight among adolescents aged 12 to 18 years. Data from the Canadian Community Health Survey were merged with a database containing estimates of air pollution as assessed by particulate matter ≤ 2.5 microns (PM_2.5) concentrations at the postal code centroid in southwestern Ontario. Logistic regression was used to conduct the analysis. Adolescents were more likely to be overweight as PM_2.5 concentrations increased. There was …

Data Smoothing Techniques: Historical And Modern, Lori L. Murray

Electronic Thesis and Dissertation Repository

Some elementary data smoothing techniques emerged during the eighteenth century. At that time, smoothing techniques consisted of simple interpolation of the data and eventually evolved into more complex modern methods. Some of the significant milestones of smoothing or graduation of population data will be described including the smoothing methods of W.F. Sheppard in the early twentieth century. Sheppard's statistical interests focused on data smoothing, the construction of mathematical tables and education. Throughout his career, Sheppard consulted Karl Pearson for advice pertaining to his statistical research. An examination of his correspondence to Pearson will be presented and his smoothing methods will …

Probability Models For Health Care Operations With Application To Emergency Medicine, Azaz Bin Sharif

Electronic Thesis and Dissertation Repository

This thesis consists of four contributing chapters; two of which are inspired by practical problems related to emergency department (ED) operations management and the remaining two are motivated by the theoretical problem related to the time-dependent priority queue. Unlike classical priority queue, priorities in the time-dependent priority queue depends on the amount of time an arrival waits for service in addition to the priority class they belong. The mismatch between the demand for ED services and the available resources have direct and indirect negative consequences. Moreover, ED physician pay in some jurisdictions reflects pay-for-performance contracts based on operational benchmarks. To …