Open Access. Powered by Scholars. Published by Universities.®

Longitudinal Data Analysis and Time Series Commons

Open Access. Powered by Scholars. Published by Universities.®

312 Full-Text Articles 505 Authors 102,259 Downloads 47 Institutions

All Articles in Longitudinal Data Analysis and Time Series

Faceted Search

312 full-text articles. Page 1 of 12.

Building A Better Risk Prevention Model, Steven Hornyak 2018 Houston County Schools

Building A Better Risk Prevention Model, Steven Hornyak

National Youth-At-Risk Conference Savannah

This presentation chronicles the work of Houston County Schools in developing a risk prevention model built on more than ten years of longitudinal student data. In its second year of implementation, Houston At-Risk Profiles (HARP), has proven effective in identifying those students most in need of support and linking them to interventions and supports that lead to improved outcomes and significantly reduces the risk of failure.


Modelling The Common Risk Among Equities Using A New Time Series Model, Jingjia Chu 2018 The University of Western Ontario

Modelling The Common Risk Among Equities Using A New Time Series Model, Jingjia Chu

Electronic Thesis and Dissertation Repository

A new additive structure of multivariate GARCH model is proposed where the dynamic changes of the conditional correlation between the stocks are aggregated by the common risk term. The observable sequence is divided into two parts, a common risk term and an individual risk term, both following a GARCH type structure. The conditional volatility of each stock will be the sum of these two conditional variance terms. All the conditional volatility of the stock can shoot up together because a sudden peak of the common volatility is a sign of the system shock.

We provide sufficient conditions for strict stationarity ...


Variational Bayes Estimation Of Time Series Copulas For Multivariate Ordinal And Mixed Data, Ruben Loaiza-Maya, Michael S. Smith 2017 Melbourne Business School

Variational Bayes Estimation Of Time Series Copulas For Multivariate Ordinal And Mixed Data, Ruben Loaiza-Maya, Michael S. Smith

Michael Stanley Smith

We propose a new variational Bayes method for estimating high-dimensional copulas with discrete, or discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is substantially faster than previous likelihood-based approaches. We use it to estimate drawable vine copulas for univariate and multivariate Markov ordinal and mixed time series. These have dimension $rT$, where $T$ is the number of observations and $r$ is the number of series, and are difficult to estimate using previous methods. The vine pair-copulas are carefully selected to allow for heteroskedasticity, which is a common feature of ordinal ...


Prairie Strips Improve Biodiversity And The Delivery Of Multiple Ecosystem Services From Corn–Soybean Croplands, John C. Tyndall, Lisa A. Schulte-Moore, Jarad Niemi, Matthew J. Helmers, Matthew Z. Liebman, J. Gordon Arbuckle Jr., David E. James, Randall K. Kalka, Matthew E. O'Neal, Mark D. Tomer, Heidi Asbjornsen, Pauline Drobney, Jeri Neal, Gary Van Ryswyk, Christopher C. Witte 2017 Iowa State University

Prairie Strips Improve Biodiversity And The Delivery Of Multiple Ecosystem Services From Corn–Soybean Croplands, John C. Tyndall, Lisa A. Schulte-Moore, Jarad Niemi, Matthew J. Helmers, Matthew Z. Liebman, J. Gordon Arbuckle Jr., David E. James, Randall K. Kalka, Matthew E. O'Neal, Mark D. Tomer, Heidi Asbjornsen, Pauline Drobney, Jeri Neal, Gary Van Ryswyk, Christopher C. Witte

Natural Resource Ecology and Management Publications

Loss of biodiversity and degradation of ecosystem services from agricultural lands remain important challenges in the United States despite decades of spending on natural resource management. To date, conservation investment has emphasized engineering practices or vegetative strategies centered on monocultural plantings of nonnative plants, largely excluding native species from cropland. In a catchment-scale experiment, we quantified the multiple effects of integrating strips of native prairie species amid corn and soybean crops, with prairie strips arranged to arrest run-off on slopes. Replacing 10% of cropland with prairie strips increased biodiversity and ecosystem services with minimal impacts on crop production. Compared with ...


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.


The Importance Of Inhaler Technique In Measuring And Calculating Inhaler Adherence, And Its Clinical Outcomes, Imran Sulaiman 2017 Royal College of Surgeons in Ireland

The Importance Of Inhaler Technique In Measuring And Calculating Inhaler Adherence, And Its Clinical Outcomes, Imran Sulaiman

PhD theses

Depending on the population studied, cross-sectional observational studies suggest that between 14%-90% of patients do not use their pressurized metered dose inhaler correctly, while 50-60% misuse a dry powder inhaler. This means that unless incorrect technique is acounted for a significant underestimation of how much medication the person actually obtained may be made.

The aim of this thesis was to objectively determine the frequency and importance of inhaler technique errors and to combine these with inhaler use to provide an acurate method of calculating adherence. I then investigated different patterns of inhaler use, determinants of inhaler use and the ...


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 ...


Multiple Testing Correction With Repeated Correlated Outcomes: Applications To Epigenetics, Katie Leap 2017 University of Massachusetts Amherst

Multiple Testing Correction With Repeated Correlated Outcomes: Applications To Epigenetics, Katie Leap

Masters Theses

Epigenetic changes (specifically DNA methylation) have been associated with adverse health outcomes; however, unlike genetic markers that are fixed over the lifetime of an individual, methylation can change. Given that there are a large number of methylation sites, measuring them repeatedly introduces multiple testing problems beyond those that exist in a static genetic context. Using simulations of epigenetic data, we considered different methods of controlling the false discovery rate. We considered several underlying associations between an exposure and methylation over time.

We found that testing each site with a linear mixed effects model and then controlling the false discovery rate ...


Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein 2017 Georgia Southern University

Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein

Electronic Theses & Dissertations

This thesis explores how arc length can be modeled and used to measure the risk involved with a financial time series. Having arc length as a measure of volatility can help an investor in sorting which stocks are safer/riskier to invest in. A Gamma autoregressive model of order one(GAR(1)) is proposed to model arc length series. Kernel regression based bias correction is studied when model parameters are estimated using method of moment procedure. As an application, a model-based clustering involving thirty different stocks is presented using k-means++ and hierarchical clustering techniques.


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 ...


Digital Commons powered by bepress