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Longitudinal Data Analysis and Time Series Commons

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All Articles in Longitudinal Data Analysis and Time Series

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Time Series Copulas For Heteroskedastic Data, Ruben Loaiza-Maya, Michael S. Smith, Worapree Maneesoonthorn 2017 Melbourne Business School

Time Series Copulas For Heteroskedastic Data, Ruben Loaiza-Maya, Michael S. Smith, Worapree Maneesoonthorn

Michael Stanley Smith

We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and multivariate series. We derive the copula of a volatility proxy, based on which we propose new measures of volatility dependence, including co-movement and spillover in multivariate series. In general, these depend upon the marginal distributions of the series. Using exchange rate returns, we show that the resulting copula models can capture their marginal distributions more accurately than univariate and multivariate GARCH models, and produce more accurate value at risk forecasts.


Environmentally-Driven Variation In The Population Dynamics Of Gulf Menhaden (Brevoortia Patronus), Grant D. Adams 2017 University of Southern Mississippi

Environmentally-Driven Variation In The Population Dynamics Of Gulf Menhaden (Brevoortia Patronus), Grant D. Adams

Master's Theses

Gulf Menhaden (Brevoortia patronus) is an abundant forage fish distributed throughout the Northern Gulf of Mexico (NGOM). Gulf Menhaden support the second largest fishery, by weight, in the United States and represent a key linkage between upper and lower trophic levels. Variation in the population dynamics can, therefore, pose consequences for the ecology and economy in the NGOM. Here we aim to understand variation in the individual and population dynamics of Gulf Menhaden throughout ontogeny and how such variation relates to environmental processes. We utilized a suite of fishery-dependent and –independent, remote sensing, modeled, and in situ data to explicitly ...


Socioeconomic Status, Air Quality And Geographic Variation In Emergency Room Visits For Acute Bronchitis On The California Central Coast, Sean Lang-Brown, Heather W. Starnes, Gary B. Hughes 2017 California Polytechnic State University

Socioeconomic Status, Air Quality And Geographic Variation In Emergency Room Visits For Acute Bronchitis On The California Central Coast, Sean Lang-Brown, Heather W. Starnes, Gary B. Hughes

Symposium

IMPORTANCE: Analysis of geospatial variation in acute bronchitis due to socioeconomic and environmental factors can allow the efficient delivery of resources to populations most at risk.

OBJECTIVE: We sought to determine if small scale variation in socioeconomic factors and emergency room (ER) visits for acute bronchitis are associated in small cities or rural communities. We also modeled the effects of air quality on daily rates of ER visits for acute bronchitis in the context of socioeconomic factors to investigate modifying relationships.

DESIGN, SETTING, AND PARTICIPANTS: We examined ER visits for acute bronchitis in San Luis Obispo and Santa Barbara counties ...


Burden Of Atopic Dermatitis In The United States: Analysis Of Healthcare Claims Data In The Commercial, Medicare, And Medi-Cal Databases, Sulena Shrestha, Raymond Miao, Li Wang, Jingdong Chao, Huseyin Yuce, Wenhui Wei 2017 STATinMED Research/SIMR, Inc.

Burden Of Atopic Dermatitis In The United States: Analysis Of Healthcare Claims Data In The Commercial, Medicare, And Medi-Cal Databases, Sulena Shrestha, Raymond Miao, Li Wang, Jingdong Chao, Huseyin Yuce, Wenhui Wei

Publications and Research

Comparative data on the burden of atopic dermatitis (AD) in adults relative to the general population are limited. We performed a large-scale evaluation of the burden of disease among US adults with AD relative to matched non-AD controls, encompassing comorbidities, healthcare resource utilization (HCRU), and costs, using healthcare claims data. The impact of AD disease severity on these outcomes was also evaluated.


Determining Graduation Rates In Engineering For Community College Transfer Students Using Data Mining, Marcia Laugerman, Diane T. Rover, Mack C. Shelley, Steven K. Mickelson 2017 Iowa State University

Determining Graduation Rates In Engineering For Community College Transfer Students Using Data Mining, Marcia Laugerman, Diane T. Rover, Mack C. Shelley, Steven K. Mickelson

Diane Rover

This study presents a unique synthesized set of data for community college students entering the university with the intention of earning a degree in engineering. Several cohorts of longitudinal data were combined with transcript-level data from both the community college and the university to measure graduation rates in engineering. The emphasis of the study is to determine academic variables that had significant correlations with graduation in engineering, and levels of these academic variables. The article also examines the utility of data mining methods for understanding the academic variables related to achievement in science, technology, engineering, and mathematics. The practical purpose ...


The Acquisition And Analysis Of Electroencephalogram Data For The Classification Of Benign Partial Epilepsy Of Childhood With Centrotemporal Spikes, Jessica A. Scarborough 2017 University of San Francisco

The Acquisition And Analysis Of Electroencephalogram Data For The Classification Of Benign Partial Epilepsy Of Childhood With Centrotemporal Spikes, Jessica A. Scarborough

Master's Theses

In this thesis, I will expand upon each step in the process of acquiring and analyzing electroencephalogram (EEG) for the classification of benign childhood epilepsy with centrotemporal spikes. Despite huge advancements in the field of health informatics—natural language processing, machine learning, predictive modeling—there are significant barriers to the access of clinical data. These barriers include information blocking, privacy policy concerns, and a lack of stakeholder support. We will see that these roadblocks are all responsible for stunting biomedical research in some way, including my own experiences in acquiring the data for the second chapter of this thesis.

This ...


Washington State Public Teachers' Ambient Positional Instability From A Statistical Approach Of Retrospective Study & Prospective Study, Bowen Cai, Robert Boruch 2017 University of Pennsylvania

Washington State Public Teachers' Ambient Positional Instability From A Statistical Approach Of Retrospective Study & Prospective Study, Bowen Cai, Robert Boruch

GSE Publications

The purpose of this research is to study the movements of teachers’ churn rate in the state of Washington over the past 14 years. The research of teachers’ churn rate is an integrative study, with retrospective part and prospective part. Retrospective study includes the analysis of descriptive statistics (level I), statistical inference (level II) and causal inference (level III) (Berk, R.A. (2016) Statistical Learning from a Regression Perspective. Philadelphia, PA: Springer). Prospective study is mainly about forecasting and statistical inference that generated from the predictions. In this research, we are using longitudinal data analysis. The good point of longitudinal ...


Market Risk Management For Financial Institutions Based On Garch Family Models, Qiandi Chen 2017 Washington University in St. Louis

Market Risk Management For Financial Institutions Based On Garch Family Models, Qiandi Chen

Arts & Sciences Electronic Theses and Dissertations

The financial stock market turned out to rise and fall suddenly and sharply in recent years, which means that volatility and uncertainty is very significant in market and measuring the market risk accurately is of great importance. I collect the historical close price of S&P 500 Financials Sector Index from January 19th 2011 to January 31st 2017, and use the daily logarithm yield as time series data to build 2 ARMA models and 5 GARCH family models using t-distribution. Then I calculate future 10 days’ relative VAR in 1-day horizon under 99\% confidence level based on the selected model ...


An Empirical Look At The Controversy Surrounding The Nobel Prize For Magnetic Resonance Imaging, Anthony Breitzman 2017 Rowan University

An Empirical Look At The Controversy Surrounding The Nobel Prize For Magnetic Resonance Imaging, Anthony Breitzman

Faculty Scholarship for the College of Science & Mathematics

Disputes between researchers over who deserves credit for technological breakthroughs are not unusual. Few such disputes, however, have attracted as much attention as the arguments surrounding the award of the 2003 Nobel Prize for Medicine. This prize was awarded to Paul Lauterbur and Peter Mansfield to honor “discoveries concerning the development of magnetic resonance imaging” – i.e. MRI. Soon after the award, another scientist, Raymond Damadian, took out full-page advertisements in national newspapers, decrying the award and stating that he should have been included alongside Lauterbur and Mansfield. This technical report examines Damadian’s claim from a strictly empirical perspective ...


The Interactions Of Relationships, Interest, And Self-Efficacy In Undergraduate Physics, Remy Dou 2017 Florida International University

The Interactions Of Relationships, Interest, And Self-Efficacy In Undergraduate Physics, Remy Dou

FIU Electronic Theses and Dissertations

This collected papers dissertation explores students’ academic interactions in an active learning, introductory physics settings as they relate to the development of physics self-efficacy and interest. The motivation for this work extends from the national call to increase participation of students in the pursuit of science, technology, engineering, and mathematics (STEM) careers. Self-efficacy and interest are factors that play prominent roles in popular, evidence-based, career theories, including the Social cognitive career theory (SCCT) and the identity framework. Understanding how these constructs develop in light of the most pervasive characteristic of the active learning introductory physics classroom (i.e., peer-to-peer interactions ...


A Variance Components Model For Statistical Inference On Functional Connectivity Networks, Mark Fiecas, Ivor Cribben, Reyhaneh Bahktiari, Jacqueline Cummine 2016 University of Minnesota

A Variance Components Model For Statistical Inference On Functional Connectivity Networks, Mark Fiecas, Ivor Cribben, Reyhaneh Bahktiari, Jacqueline Cummine

Mark Fiecas

We propose a variance components linear modeling framework for statistical inference on functional connectivity networks that accounts for the temporal autocorrelation inherent in functional magnetic resonance imaging (fMRI) time series data and for the heterogeneity across subjects.  The novel method estimates the former in a nonparametric and subject-specific manner, and estimates the latter using iterative least squares and residual maximum likelihood.  We apply the new model to a resting-state fMRI study to compare the functional connectivity networks in both typical and reading impaired young adults in order to characterize the resting state networks that are related to reading processes. We ...


A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz 2016 Washington University in St. Louis

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with ...


Analysis Of Break-Points In Financial Time Series, Jean Remy Habimana 2016 University of Arkansas, Fayetteville

Analysis Of Break-Points In Financial Time Series, Jean Remy Habimana

Theses and Dissertations

A time series is a set of random values collected at equal time intervals; this randomness makes these types of series not easy to predict because the structure of the series may change at any time. As discussed in previous research, the structure of time series may change at any time due to the change in mean and/or variance of the series. Consequently, based on this structure, it is wise not to assume that these series are stationary. This paper, discusses, a method of analyzing time series by considering the entire series non-stationary, assuming there is random change in ...


Nondestructive Testing And Structural Health Monitoring Based On Adams And Svm Techniques, Gang Jiang, Yi Ming Deng, Ji Tai Niu 2016 Southwest University of Science and Technology

Nondestructive Testing And Structural Health Monitoring Based On Adams And Svm Techniques, Gang Jiang, Yi Ming Deng, Ji Tai Niu

The 8th International Conference on Physical and Numerical Simulation of Materials Processing

No abstract provided.


Longitudinal Tidal Dispersion Coefficient Estimation And Total Suspended Solids Transport Characterization In The James River, Beatriz Eugenia Patino 2016 Old Dominion University

Longitudinal Tidal Dispersion Coefficient Estimation And Total Suspended Solids Transport Characterization In The James River, Beatriz Eugenia Patino

Civil & Environmental Engineering Theses & Dissertations

The longitudinal dispersion coefficient is a parameter used to evaluate the effect of cross-sectional variations on substance mixing mechanisms in estuaries influenced by tide, wind and internal density variations. Considering a two dimensional approach, this study aims at evaluating a tidal area of the lower James River at approximately 19 miles upstream from the mouth at the Chesapeake Bay, in the City of Newport News, and applies an experimental procedure based on in-situ salinity concentrations to estimate the dispersion coefficient in the area where receives a discharge from the HRSD James River Wastewater Treatment Plant, and further characterizes Total Suspended ...


Advances In Portmanteau Diagnostic Tests, Jinkun Xiao 2016 The University of Western Ontario

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 ...


Passive Visual Analytics Of Social Media Data For Detection Of Unusual Events, Kush Rustagi, Junghoon Chae 2016 Purdue University

Passive Visual Analytics Of Social Media Data For Detection Of Unusual Events, Kush Rustagi, Junghoon Chae

The Summer Undergraduate Research Fellowship (SURF) Symposium

Now that social media sites have gained substantial traction, huge amounts of un-analyzed valuable data are being generated. Posts containing images and text have spatiotemporal data attached as well, having immense value for increasing situational awareness of local events, providing insights for investigations and understanding the extent of incidents, their severity, and consequences, as well as their time-evolving nature. However, the large volume of unstructured social media data hinders exploration and examination. To analyze such social media data, the S.M.A.R.T system provides the analyst with an interactive visual spatiotemporal analysis and spatial decision support environment that ...


Regional Dynamic Price Relationships Of Distillers Dried Grains In U.S. Feed Markets, Matthew Fulton Johnson 2016 University of Tennessee, Knoxville

Regional Dynamic Price Relationships Of Distillers Dried Grains In U.S. Feed Markets, Matthew Fulton Johnson

Masters Theses

Distillers dried grains with solubles (DDGS) is now a mainstream substitute in U.S. animal feed rations. DDGS is rich in fat and protein content and serves as a competitive feed source in livestock markets. The objective of this study is to identify dynamic price relationships among DDGS, corn, soybean meal, and livestock outputs in context of specific livestock sectors and their geographic location. Four locations associated with a predominant livestock sector are selected for analysis by measuring density and relative proportion of a livestock sector’s grain consumption at the county level. A vector error correction model is applied ...


Spatio-Temporal Analysis Of Point Patterns, Abdul-Nasah Soale 2016 East Tennessee State University

Spatio-Temporal Analysis Of Point Patterns, Abdul-Nasah Soale

Electronic Theses and Dissertations

In this thesis, the basic tools of spatial statistics and time series analysis are applied to the case study of the earthquakes in a certain geographical region and time frame. Then some of the existing methods for joint analysis of time and space are described and applied. Finally, additional research questions about the spatial-temporal distribution of the earthquakes are posed and explored using statistical plots and models. The focus in the last section is in the relationship between number of events per year and maximum magnitude and its effect on how clustered the spatial distribution is and the relationship between ...


Tornado Density And Return Periods In The Southeastern United States: Communicating Risk And Vulnerability At The Regional And State Levels, Michelle Bradburn 2016 East Tennessee State University

Tornado Density And Return Periods In The Southeastern United States: Communicating Risk And Vulnerability At The Regional And State Levels, Michelle Bradburn

Electronic Theses and Dissertations

Tornado intensity and impacts vary drastically across space, thus spatial and statistical analyses were used to identify patterns of tornado severity in the Southeastern United States and to assess the vulnerability and estimated recurrence of tornadic activity. Records from the Storm Prediction Center's tornado database (1950-2014) were used to estimate kernel density to identify areas of high and low tornado frequency at both the regional- and state-scales. Return periods (2-year, 5-year, 10-year, 25-year, 50-year, and 100-year) were calculated at both scales as well using a composite score that included EF-scale magnitude, injury counts, and fatality counts. Results showed that ...


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