Applied Mathematics Commons^™

Interpreting Shift Encoders As State Space Models For Stationary Time Series, Patrick Donkoh

Electronic Theses and Dissertations

Time series analysis is a statistical technique used to analyze sequential data points collected or recorded over time. While traditional models such as autoregressive models and moving average models have performed sufficiently for time series analysis, the advent of artificial neural networks has provided models that have suggested improved performance. In this research, we provide a custom neural network; a shift encoder that can capture the intricate temporal patterns of time series data. We then compare the sparse matrix of the shift encoder to the parameters of the autoregressive model and observe the similarities. We further explore how we can …

Convolution And Autoencoders Applied To Nonlinear Differential Equations, Noah Borquaye

Electronic Theses and Dissertations

Autoencoders, a type of artificial neural network, have gained recognition by researchers in various fields, especially machine learning due to their vast applications in data representations from inputs. Recently researchers have explored the possibility to extend the application of autoencoders to solve nonlinear differential equations. Algorithms and methods employed in an autoencoder framework include sparse identification of nonlinear dynamics (SINDy), dynamic mode decomposition (DMD), Koopman operator theory and singular value decomposition (SVD). These approaches use matrix multiplication to represent linear transformation. However, machine learning algorithms often use convolution to represent linear transformations. In our work, we modify these approaches to …

Exploration And Statistical Modeling Of Profit, Caleb Gibson

Undergraduate Honors Theses

For any company involved in sales, maximization of profit is the driving force that guides all decision-making. Many factors can influence how profitable a company can be, including external factors like changes in inflation or consumer demand or internal factors like pricing and product cost. Understanding specific trends in one's own internal data, a company can readily identify problem areas or potential growth opportunities to help increase profitability.

In this discussion, we use an extensive data set to examine how a company might analyze their own data to identify potential changes the company might investigate to drive better performance. Based …

Applying Deep Learning To The Ice Cream Vendor Problem: An Extension Of The Newsvendor Problem, Gaffar Solihu

Electronic Theses and Dissertations

The Newsvendor problem is a classical supply chain problem used to develop strategies for inventory optimization. The goal of the newsvendor problem is to predict the optimal order quantity of a product to meet an uncertain demand in the future, given that the demand distribution itself is known. The Ice Cream Vendor Problem extends the classical newsvendor problem to an uncertain demand with unknown distribution, albeit a distribution that is known to depend on exogenous features. The goal is thus to estimate the order quantity that minimizes the total cost when demand does not follow any known statistical distribution. The …

Data Science And The Ice-Cream Vendor Problem, Makafui Azasoo

Electronic Theses and Dissertations

Newsvendor problems in Operations Research predict the optimal inventory levels necessary to meet uncertain demands. This thesis examines an extended version of a single period multi-product newsvendor problem known as the ice cream vendor problem. In the ice cream vendor problem, there are two products – ice cream and hot chocolate – which may be substituted for one another if the outside temperature is no too hot or not too cold. In particular, the ice cream vendor problem is a data-driven extension of the conventional newsvendor problem which does not require the assumption of a specific demand distribution, thus allowing …

Manifold Learning With Tensorial Network Laplacians, Scott Sanders

Electronic Theses and Dissertations

The interdisciplinary field of machine learning studies algorithms in which functionality is dependent on data sets. This data is often treated as a matrix, and a variety of mathematical methods have been developed to glean information from this data structure such as matrix decomposition. The Laplacian matrix, for example, is commonly used to reconstruct networks, and the eigenpairs of this matrix are used in matrix decomposition. Moreover, concepts such as SVD matrix factorization are closely connected to manifold learning, a subfield of machine learning that assumes the observed data lie on a low-dimensional manifold embedded in a higher-dimensional space. Since …

The Food Truck Problem, Supply Chains And Extensions Of The Newsvendor Problem, Dennis Quayesam

Electronic Theses and Dissertations

Inventory control is important to ensuring sufficient quantities of items are available tomeet demands of customers. The Newsvendor problem is a model used in Operations Research to determine optimal inventory levels for fulfilling future demands. Our study extends the newsvendor problem to a food truck problem. We used simulation to show that the food truck does not reduce to a newsvendor problem if demand depends on exogenous factors such temperature, time etc. We formulate the food truck problem as a multi-product multi-period linear program and found the dual for a single item. We use Discrete Event Simulation to solve the …

Zeta Function Regularization And Its Relationship To Number Theory, Stephen Wang

Electronic Theses and Dissertations

While the "path integral" formulation of quantum mechanics is both highly intuitive and far reaching, the path integrals themselves often fail to converge in the usual sense. Richard Feynman developed regularization as a solution, such that regularized path integrals could be calculated and analyzed within a strictly physics context. Over the past 50 years, mathematicians and physicists have retroactively introduced schemes for achieving mathematical rigor in the study and application of regularized path integrals. One such scheme was introduced in 2007 by the mathematicians Klaus Kirsten and Paul Loya. In this thesis, we reproduce the Kirsten and Loya approach to …

Function Space Tensor Decomposition And Its Application In Sports Analytics, Justin Reising

Electronic Theses and Dissertations

Recent advancements in sports information and technology systems have ushered in a new age of applications of both supervised and unsupervised analytical techniques in the sports domain. These automated systems capture large volumes of data points about competitors during live competition. As a result, multi-relational analyses are gaining popularity in the field of Sports Analytics. We review two case studies of dimensionality reduction with Principal Component Analysis and latent factor analysis with Non-Negative Matrix Factorization applied in sports. Also, we provide a review of a framework for extending these techniques for higher order data structures. The primary scope of this …

Performance Assessment Of The Extended Gower Coefficient On Mixed Data With Varying Types Of Functional Data., Obed Koomson

Electronic Theses and Dissertations

Clustering is a widely used technique in data mining applications to source, manage, analyze and extract vital information from large amounts of data. Most clustering procedures are limited in their performance when it comes to data with mixed attributes. In recent times, mixed data have evolved to include directional and functional data. In this study, we will give an introduction to clustering with an eye towards the application of the extended Gower coefficient by Hendrickson (2014). We will conduct a simulation study to assess the performance of this coefficient on mixed data whose functional component has strictly-decreasing signal curves and …

A Normal Form For Words In The Temperley-Lieb Algebra And The Artin Braid Group On Three Strands, Jack Hartsell

Electronic Theses and Dissertations

The motivation for this thesis is the computer-assisted calculation of the Jones poly- nomial from braid words in the Artin braid group on three strands, denoted B3. The method used for calculation of the Jones polynomial is the original method that was created when the Jones polynomial was first discovered by Vaughan Jones in 1984. This method utilizes the Temperley-Lieb algebra, and in our case the Temperley-Lieb Algebra on three strands, denoted A3, thus generalizations about A3 that assist with the process of calculation are pursued.

Clustering Mixed Data: An Extension Of The Gower Coefficient With Weighted L2 Distance, Augustine Oppong

Electronic Theses and Dissertations

Sorting out data into partitions is increasing becoming complex as the constituents of data is growing outward everyday. Mixed data comprises continuous, categorical, directional functional and other types of variables. Clustering mixed data is based on special dissimilarities of the variables. Some data types may influence the clustering solution. Assigning appropriate weight to the functional data may improve the performance of the clustering algorithm. In this paper we use the extension of the Gower coefficient with judciously chosen weight for the L2 to cluster mixed data.The benefits of weighting are demonstrated both in in applications to the Buoy data set …

Developing Optimization Techniques For Logistical Tendering Using Reverse Combinatorial Auctions, Jennifer Kiser

Electronic Theses and Dissertations

In business-to-business logistical sourcing events, companies regularly use a bidding process known as tendering in the procurement of transportation services from third-party providers. Usually in the form of an auction involving a single buyer and one or more sellers, the buyer must make decisions regarding with which suppliers to partner and how to distribute the transportation lanes and volume among its suppliers; this is equivalent to solving the optimization problem commonly referred to as the Winner Determination Problem. In order to take into account the complexities inherent to the procurement problem, such as considering a supplier’s network, economies of scope, …

Classifying Textual Fast Food Restaurant Reviews Quantitatively Using Text Mining And Supervised Machine Learning Algorithms, Lindsey Wright

Undergraduate Honors Theses

Companies continually seek to improve their business model through feedback and customer satisfaction surveys. Social media provides additional opportunities for this advanced exploration into the mind of the customer. By extracting customer feedback from social media platforms, companies may increase the sample size of their feedback and remove bias often found in questionnaires, resulting in better informed decision making. However, simply using personnel to analyze the thousands of relative social media content is financially expensive and time consuming. Thus, our study aims to establish a method to extract business intelligence from social media content by structuralizing opinionated textual data using …

Graph Analytics Methods In Feature Engineering, Theophilus Siameh

Electronic Theses and Dissertations

High-dimensional data sets can be difficult to visualize and analyze, while data in low-dimensional space tend to be more accessible. In order to aid visualization of the underlying structure of a dataset, the dimension of the dataset is reduced. The simplest approach to accomplish this task of dimensionality reduction is by a random projection of the data. Even though this approach allows some degree of visualization of the underlying structure, it is possible to lose more interesting underlying structure within the data. In order to address this concern, various supervised and unsupervised linear dimensionality reduction algorithms have been designed, such …

Application Of Symplectic Integration On A Dynamical System, William Frazier

Electronic Theses and Dissertations

Molecular Dynamics (MD) is the numerical simulation of a large system of interacting molecules, and one of the key components of a MD simulation is the numerical estimation of the solutions to a system of nonlinear differential equations. Such systems are very sensitive to discretization and round-off error, and correspondingly, standard techniques such as Runge-Kutta methods can lead to poor results. However, MD systems are conservative, which means that we can use Hamiltonian mechanics and symplectic transformations (also known as canonical transformations) in analyzing and approximating solutions. This is standard in MD applications, leading to numerical techniques known as symplectic …

Electrodynamical Modeling For Light Transport Simulation, Michael G. Saunders

Undergraduate Honors Theses

Modernity in the computer graphics community is characterized by a burgeoning interest in physically based rendering techniques. That is to say that mathematical reasoning from first principles is widely preferred to ad hoc, approximate reasoning in blind pursuit of photorealism. Thereby, the purpose of our research is to investigate the efficacy of explicit electrodynamical modeling by means of the generalized Jones vector given by Azzam [1] and the generalized Jones matrix given by Ortega-Quijano & Arce-Diego [2] in the context of stochastic light transport simulation for computer graphics. To augment the status quo path tracing framework with such a modeling …

Inventory Optimization Using A Simpy Simulation Model, Lauren Holden

Electronic Theses and Dissertations

Existing multi-echelon inventory optimization models and formulas were studied to get an understanding of how safety stock levels are determined. Because of the restrictive distribution assumptions of the existing safety stock formula, which are not necessarily realistic in practice, a method to analyze the performance of this formula in a more realistic setting was desired. A SimPy simulation model was designed and implemented for a simple two-stage supply chain as a way to test the performance of the safety stock formula. This implementation produced results which led to the conclusion that the safety stock formula tends to underestimate the level …

Quantifying The Structure Of Misfolded Proteins Using Graph Theory, Walter G. Witt

Electronic Theses and Dissertations

The structure of a protein molecule is highly correlated to its function. Some diseases such as cystic fibrosis are the result of a change in the structure of a protein so that this change interferes or inhibits its function. Often these changes in structure are caused by a misfolding of the protein molecule. To assist computational biologists, there is a database of proteins together with their misfolded versions, called decoys, that can be used to test the accuracy of protein structure prediction algorithms. In our work we use a nested graph model to quantify a selected set of proteins that …

Differentiating Between A Protein And Its Decoy Using Nested Graph Models And Weighted Graph Theoretical Invariants, Hannah E. Green

Electronic Theses and Dissertations

To determine the function of a protein, we must know its 3-dimensional structure, which can be difficult to ascertain. Currently, predictive models are used to determine the structure of a protein from its sequence, but these models do not always predict the correct structure. To this end we use a nested graph model along with weighted invariants to minimize the errors and improve the accuracy of a predictive model to determine if we have the correct structure for a protein.

An Algorithm For The Machine Calculation Of Minimal Paths, Robert Whitinger

Electronic Theses and Dissertations

Problems involving the minimization of functionals date back to antiquity. The mathematics of the calculus of variations has provided a framework for the analytical solution of a limited class of such problems. This paper describes a numerical approximation technique for obtaining machine solutions to minimal path problems. It is shown that this technique is applicable not only to the common case of finding geodesics on parameterized surfaces in R³, but also to the general case of finding minimal functionals on hypersurfaces in Rⁿ associated with an arbitrary metric.

Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh

Electronic Theses and Dissertations

Newsvendor Models with Monte Carlo Sampling by Ijeoma Winifred Ekwegh The newsvendor model is used in solving inventory problems in which demand is random. In this thesis, we will focus on a method of using Monte Carlo sampling to estimate the order quantity that will either maximizes revenue or minimizes cost given that demand is uncertain. Given data, the Monte Carlo approach will be used in sampling data over scenarios and also estimating the probability density function. A bootstrapping process yields an empirical distribution for the order quantity that will maximize the expected profit. Finally, this method will be used …

Takens Theorem With Singular Spectrum Analysis Applied To Noisy Time Series, Thomas K. Torku

Electronic Theses and Dissertations

The evolution of big data has led to financial time series becoming increasingly complex, noisy, non-stationary and nonlinear. Takens theorem can be used to analyze and forecast nonlinear time series, but even small amounts of noise can hopelessly corrupt a Takens approach. In contrast, Singular Spectrum Analysis is an excellent tool for both forecasting and noise reduction. Fortunately, it is possible to combine the Takens approach with Singular Spectrum analysis (SSA), and in fact, estimation of key parameters in Takens theorem is performed with Singular Spectrum Analysis. In this thesis, we combine the denoising abilities of SSA with the Takens …

A Physiologically-Based Pharmacokinetic Model For The Antibiotic Levofloxacin, Paezha M. Mccartt

Undergraduate Honors Theses

Levofloxacin is in a class of antibiotics known as fluoroquinolones, which treat infections by killing the bacteria that cause them. A physiologically-based pharmacokinetic (PBPK) model was developed to investigate the uptake, distribution, and elimination of Levofloxacin after a single dose. PBPK modeling uses parameters such as body weight, blood flow rates, partition coefficients, organ volumes, and several other parameters in order to model the distribution of a particular drug throughout the body. Levofloxacin is only moderately bound in human blood plasma, and, thus, for the purposes of this paper, linear bonding is incorporated into the model because the free or …

Consensus Model Of Families Of Images Using Tensor-Based Fourier Analysis, Joel A. Shelton

Electronic Theses and Dissertations

A consensus model is a statistical approach that uses a family of signals or in our case, a family of images to generate a predictive model. In this thesis, we consider a family of images that are represented as tensors. In particular, our images are (2,0)-tensors. The consensus model is produced by utilizing the quantum Fourier transform of a family of images as tensors to transform images to images. We write a quantum Fourier transform in the numerical computation library for Python, known as Theano to produce the consensus spectrum. From the consensus spectrum, we produce the consensus model via …

A Physiologically-Based Pharmacokinetic Model For Vancomycin, Rebekah White

Undergraduate Honors Theses

Vancomycin is an antibiotic used for the treatment of systemic infections. It is given

intravenously usually every twelve or twenty-four hours. This particular drug has a

medium level of boundedness, with approximately fty percent of the drug being free

and thus physiologically eective. A physiologically-based pharmacokinetic (PBPK)

model was used to better understand the absorption, distribution, and elimination of

the drug. Using optimal parameters, the model could be used in the future to test

how various factors, such as BMI or excretion levels, might aect the concentration

of the antibiotic.

Comparison Of Two Parameter Estimation Techniques For Stochastic Models, Thomas C. Robacker

Electronic Theses and Dissertations

Parameter estimation techniques have been successfully and extensively applied to deterministic models based on ordinary differential equations but are in early development for stochastic models. In this thesis, we first investigate using parameter estimation techniques for a deterministic model to approximate parameters in a corresponding stochastic model. The basis behind this approach lies in the Kurtz limit theorem which implies that for large populations, the realizations of the stochastic model converge to the deterministic model. We show for two example models that this approach often fails to estimate parameters well when the population size is small. We then develop a …

Modeling Enrollment At A Regional University Using A Discrete-Time Markov Chain, Zachary T. Helbert

Undergraduate Honors Theses

A discrete time Markov Chain is used to model enrollment at a regional university. A preliminary analysis is conducted on the data set in order to determine the classes for the Markov chain model. The semester, yearly, and long term results of the model are examined thoroughly. A sensitivity analysis of the probability matrix entries is then conducted to determine the overall greatest influence on graduation rates.

A Hierarchical Graph For Nucleotide Binding Domain 2, Samuel Kakraba

Electronic Theses and Dissertations

One of the most prevalent inherited diseases is cystic fibrosis. This disease is caused by a mutation in a membrane protein, the cystic fibrosis transmembrane conductance regulator (CFTR). CFTR is known to function as a chloride channel that regulates the viscosity of mucus that lines the ducts of a number of organs. Generally, most of the prevalent mutations of CFTR are located in one of two nucleotide binding domains, namely, the nucleotide binding domain 1 (NBD1). However, some mutations in nucleotide binding domain 2 (NBD2) can equally cause cystic fibrosis. In this work, a hierarchical graph is built for NBD2. …

Mathematical Modeling Of Immune Responses To Hepatitis C Virus Infection, Ivan Ramirez

Electronic Theses and Dissertations

An existing mathematical model of ordinary differential equations was studied to better understand the interactions between hepatitis C virus (HCV) and the immune system cells in the human body. Three possible qualitative scenarios were explored: dominant CTL response, dominant antibody response, and coexistence. Additionally, a sensitivity analysis was carried out to rank model parameters for each of these scenarios. Therapy was addressed as an optimal control problem. Numerical solutions of optimal controls were computed using a forward-backward sweep scheme for each scenario. Model parameters were estimated using ordinary least squares fitting from longitudinal data (serum HCV RNA measurements) given in …