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

Multivariate Analysis Commons

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

387 Full-Text Articles 617 Authors 207,880 Downloads 81 Institutions

All Articles in Multivariate Analysis

Faceted Search

387 full-text articles. Page 1 of 16.

Portfolio Optimization Analysis In The Family Of 4/2 Stochastic Volatility Models, Yuyang Cheng 2022 The University of Western Ontario

Portfolio Optimization Analysis In The Family Of 4/2 Stochastic Volatility Models, Yuyang Cheng

Electronic Thesis and Dissertation Repository

Over the last two decades, trading of financial derivatives has increased significantly along with richer and more complex behaviour/traits on the underlying assets. The need for more advanced models to capture traits and behaviour of risky assets is crucial. In this spirit, the state-of-the-art 4/2 stochastic volatility model was recently proposed by Grasselli in 2017 and has gained great attention ever since. The 4/2 model is a superposition of a Heston (1/2) component and a 3/2 component, which is shown to be able to eliminate the limitations of these two individual models, bringing the best ...


Predicting Insulin Pump Therapy Settings, Riccardo L. Ferraro, David Grijalva, Alex Trahan 2022 Southern Methodist University & Tandem Diabetes Care, Inc

Predicting Insulin Pump Therapy Settings, Riccardo L. Ferraro, David Grijalva, Alex Trahan

SMU Data Science Review

Millions of people live with diabetes worldwide [7]. To mitigate some of the many symptoms associated with diabetes, an estimated 350,000 people in the United States rely on insulin pumps [17]. For many of these people, how effectively their insulin pump performs is the difference between sleeping through the night and a life threatening emergency treatment at a hospital. Three programmed insulin pump therapy settings governing effective insulin pump function are: Basal Rate (BR), Insulin Sensitivity Factor (ISF), and Carbohydrate Ratio (ICR). For many people using insulin pumps, these therapy settings are often not correct, given their physiological needs ...


The Short-Term Effects Of Fine Airborne Particulate Matter And Climate On Covid-19 Disease Dynamics, El Hussain Shamsa, Kezhong Zhang 2022 Wayne State University

The Short-Term Effects Of Fine Airborne Particulate Matter And Climate On Covid-19 Disease Dynamics, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

Background: Despite more than 60% of the United States population being fully vaccinated, COVID-19 cases continue to spike in a temporal pattern. These patterns in COVID-19 incidence and mortality may be linked to short-term changes in environmental factors.

Methods: Nationwide, county-wise measurements for COVID-19 cases and deaths, fine-airborne particulate matter (PM2.5), and maximum temperature were obtained from March 20, 2020 to March 20, 2021. Multivariate Linear Regression was used to analyze the association between environmental factors and COVID-19 incidence and mortality rates in each season. Negative Binomial Regression was used to analyze daily fluctuations of COVID-19 cases and ...


How Blockchain Solutions Enable Better Decision Making Through Blockchain Analytics, Sammy Ter Haar 2022 University of Arkansas, Fayetteville

How Blockchain Solutions Enable Better Decision Making Through Blockchain Analytics, Sammy Ter Haar

Information Systems Undergraduate Honors Theses

Since the founding of computers, data scientists have been able to engineer devices that increase individuals’ opportunities to communicate with each other. In the 1990s, the internet took over with many people not understanding its utility. Flash forward 30 years, and we cannot live without our connection to the internet. The internet of information is what we called early adopters with individuals posting blogs for others to read, this was known as Web 1.0. As we progress, platforms became social allowing individuals in different areas to communicate and engage with each other, this was known as Web 2.0 ...


Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano 2022 University of New Mexico

Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano

Electrical and Computer Engineering ETDs

Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect ...


Analysis Of Minor League Rule Changes Effect On Stolen Bases, Zachary Houghtaling 2022 The University of Akron

Analysis Of Minor League Rule Changes Effect On Stolen Bases, Zachary Houghtaling

Williams Honors College, Honors Research Projects

This study uses various statistical analyses to evaluate the justification of rule changes for Major League Baseball that were implemented within the Minor Leagues during the 2021 minor league season. The primary focus of the study is predicting how some of these Minor League rule changes could affect the stolen base success rate and the number of attempts per game within the Major Leagues. A survey was conducted to evaluate how fans feel about stolen bases within the current game and if rules should be altered to increase the number of stolen bases that occur. Additionally, recorded Major and Minor ...


Predictors Of Poor Glycemic Control In Diabetic Clients With Mental Health Illness, Community Alliance, Omaha, Nebraska, Rachelle Flick 2021 University of Nebraska Medical Center

Predictors Of Poor Glycemic Control In Diabetic Clients With Mental Health Illness, Community Alliance, Omaha, Nebraska, Rachelle Flick

Capstone Experience

People with severe mental illness tend to die 10-25 years earlier than the general population (WHO). Main contributors to these premature deaths include comorbidities such as hypertension, cardiovascular disease, and diabetes. Diabetes prevalence in mentally ill people is 2 times higher than the general population (WHO). The World Health Organization is taking action to improve the health of people with severe mental illness. These efforts include creating protocols of prevention, identification, assessment, and treatment for mentally ill people, as well as improving access to general health services through the integration of physical and mental health services. Community Alliance, located in ...


Functional Mixed Data Clustering With Fourier Basis Smoothing, Ishmael Amartey 2021 East Tennessee State University

Functional Mixed Data Clustering With Fourier Basis Smoothing, Ishmael Amartey

Electronic Theses and Dissertations

Clustering is an important analytical technique that has proven to affect human life positively through its application in cancer research, market segmentation, city planning etc. In this time of growing technological systems, mixed data has seen another face of longitudinal, directional and functional attributes which is worth paying attention to and analyzing. Previous research works on clustering relied largely on the inverse weight technique and B-spline in smoothing data and assessing the performance of various clustering algorithms. In 1971, Gower proposed a method of clustering for mixed variable types which has been extended to include functional and directional variables by ...


R Shiny's Self-Organizing Map, Zury Betzab Marroquin, Joshua Walsh, Trenton Wesley 2021 Scripps College

R Shiny's Self-Organizing Map, Zury Betzab Marroquin, Joshua Walsh, Trenton Wesley

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.


Monitoring Mammals At Multiple Scales: Case Studies From Carnivore Communities, Kadambari Devarajan 2021 University of Massachusetts Amherst

Monitoring Mammals At Multiple Scales: Case Studies From Carnivore Communities, Kadambari Devarajan

Doctoral Dissertations

Carnivores are distributed widely and threatened by habitat loss, poaching, climate change, and disease. They are considered integral to ecosystem function through their direct and indirect interactions with species at different trophic levels. Given the importance of carnivores, it is of high conservation priority to understand the processes driving carnivore assemblages in different systems. It is thus essential to determine the abiotic and biotic drivers of carnivore community composition at different spatial scales and address the following questions: (i) What factors influence carnivore community composition and diversity? (ii) How do the factors influencing carnivore communities vary across spatial and temporal ...


Spatial Analysis Of Landscape Characteristics, Anthropogenic Factors, And Seasonality Effects On Water Quality In Portland, Oregon, Katherine Gelsey, Daniel Ramirez 2021 Portland State University

Spatial Analysis Of Landscape Characteristics, Anthropogenic Factors, And Seasonality Effects On Water Quality In Portland, Oregon, Katherine Gelsey, Daniel Ramirez

REU Final Reports

Urban areas often struggle with deteriorated water quality as a result of complex interactions between landscape factors such as land cover, use, and management as well as climatic variables such as weather, precipitation, and atmospheric conditions. Green stormwater infrastructure (GSI) has been introduced as a strategy to reintroduce pre-development hydrological conditions in cities, but questions remain as to how GSI interacts with other landscape factors to affect water quality. We conducted a statistical analysis of six relevant water quality indicators in 131 water quality stations in four watersheds around Portland, Oregon using data from 2015 to 2021. Indiscriminate of station ...


Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin 2021 University of Louisville

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin

Electronic Theses and Dissertations

In this work, we seek to develop a variable screening and selection method for Bayesian mixture models with longitudinal data. To develop this method, we consider data from the Health and Retirement Survey (HRS) conducted by University of Michigan. Considering yearly out-of-pocket expenditures as the longitudinal response variable, we consider a Bayesian mixture model with $K$ components. The data consist of a large collection of demographic, financial, and health-related baseline characteristics, and we wish to find a subset of these that impact cluster membership. An initial mixture model without any cluster-level predictors is fit to the data through an MCMC ...


Nature, Nurture, Or Both? Study Of Sex And Gender And Their Effects On Pain, Maryam Ghodrati 2021 The University of Western Ontario

Nature, Nurture, Or Both? Study Of Sex And Gender And Their Effects On Pain, Maryam Ghodrati

Electronic Thesis and Dissertation Repository

As a pain researcher, in order to have a better understanding of pain, we should adopt a multidimensional view, such as the biopsychosocial (BPS) model and consider physical, psychological, and social elements altogether. The studies in this dissertation are part of the bigger project of SYMBIOME in which the aim is to help to create and develop a prognostic clinical phenotype in people post musculoskeletal (MSK) trauma. Chapter 2 presents a Confirmatory Factor Analysis (CFA) in order to assess the structural validity of the first section of the new Gender Pain and Expectation Scale (GPES). Our analysis indicated a 3-factor ...


Model-Free Descriptive Modeling For Multivariate Categorical Data With An Ordinal Dependent Variable, Li Wang 2021 University of Massachusetts Amherst

Model-Free Descriptive Modeling For Multivariate Categorical Data With An Ordinal Dependent Variable, Li Wang

Doctoral Dissertations

In the process of statistical modeling, the descriptive modeling plays an essential role in accelerating the formulation of plausible hypotheses in the subsequent explanatory modeling and facilitating the selection of potential variables in the subsequent predictive modeling. Especially, for multivariate categorical data analysis, it is desirable to use the descriptive modeling methods for uncovering and summarizing the potential association structure among multiple categorical variables in a compact manner. However, many classical methods in this case either rely on strong assumptions for parametric models or become infeasible when the data dimension is higher. To this end, we propose a model-free method ...


On The Use Of Minimum Penalties In Statistical Learning, Ben Sherwood, Bradley S. Price 2021 University of Kansas

On The Use Of Minimum Penalties In Statistical Learning, Ben Sherwood, Bradley S. Price

Faculty & Staff Scholarship

Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do so typically through an error covariance matrix in multivariate regression which does not scale to other types of models. In this article we proposed the MinPEN framework to simultaneously estimate regression coefficients associated with the multivariate regression model and the relationships between outcome variables using mild assumptions. The MinPen framework utilizes a novel penalty based on the minimum function to exploit detected relationships between responses. An iterative algorithm that ...


Evaluating The Efficiency Of Markov Chain Monte Carlo Algorithms, Thuy Scanlon 2021 University of Arkansas, Fayetteville

Evaluating The Efficiency Of Markov Chain Monte Carlo Algorithms, Thuy Scanlon

Graduate Theses and Dissertations

Markov chain Monte Carlo (MCMC) is a simulation technique that produces a Markov chain designed to converge to a stationary distribution. In Bayesian statistics, MCMC is used to obtain samples from a posterior distribution for inference. To ensure the accuracy of estimates using MCMC samples, the convergence to the stationary distribution of an MCMC algorithm has to be checked. As computation time is a resource, optimizing the efficiency of an MCMC algorithm in terms of effective sample size (ESS) per time unit is an important goal for statisticians. In this paper, we use simulation studies to demonstrate how the Gibbs ...


Count Data Regression Analysis: Concepts, Overdispersion Detection, Zero-Inflation Identification, And Applications With R, Luiz Paulo Fávero, Rafael de Freitas Souza, Patrícia Belfiore, Hamilton Luiz Corrêa, Michel F. C. Haddad 2021 University of São Paulo

Count Data Regression Analysis: Concepts, Overdispersion Detection, Zero-Inflation Identification, And Applications With R, Luiz Paulo Fávero, Rafael De Freitas Souza, Patrícia Belfiore, Hamilton Luiz Corrêa, Michel F. C. Haddad

Practical Assessment, Research, and Evaluation

In this paper is proposed a straightforward model selection approach that indicates the most suitable count regression model based on relevant data characteristics. The proposed selection approach includes four of the most popular count regression models (i.e. Poisson, negative binomial, and respective zero-inflated frameworks). Moreover, it addresses two of the most relevant problems commonly found in real-world count datasets, namely overdispersion and zero-inflation. The entire selection approach may be performed using the programme language R, being all commands used throughout the paper availabe for practical purposes. It is worth mentioning that counting regression models are still not widespread within ...


Modeling And Solving The Outsourcing Risk Management Problem In Multi-Echelon Supply Chains, Arian A. Nahangi 2021 California Polytechnic State University, San Luis Obispo

Modeling And Solving The Outsourcing Risk Management Problem In Multi-Echelon Supply Chains, Arian A. Nahangi

Master's Theses

Worldwide globalization has made supply chains more vulnerable to risk factors, increasing the associated costs of outsourcing goods. Outsourcing is highly beneficial for any company that values building upon its core competencies, but the emergence of the COVID-19 pandemic and other crises have exposed significant vulnerabilities within supply chains. These disruptions forced a shift in the production of goods from outsourcing to domestic methods.

This paper considers a multi-echelon supply chain model with global and domestic raw material suppliers, manufacturing plants, warehouses, and markets. All levels within the supply chain network are evaluated from a holistic perspective, calculating a total ...


Machine Learning Based Restaurant Sales Forecasting, Austin B. Schmidt 2021 University of New Orleans

Machine Learning Based Restaurant Sales Forecasting, Austin B. Schmidt

University of New Orleans Theses and Dissertations

To encourage proper employee scheduling for managing crew load, restaurants have a need for accurate sales forecasting. We predict partitions of sales days, so each day is broken up into three sales periods: 10:00 AM-1:59 PM, 2:00 PM-5:59 PM, and 6:00 PM-10:00 PM. This study focuses on the middle timeslot, where sales forecasts should extend for one week. We gather three years of sales between 2016-2019 from a local restaurant, to generate a new dataset for researching sales forecasting methods.

Outlined are methodologies used when going from raw data to a workable dataset. We ...


Lecture 04: Spatial Statistics Applications Of Hrl, Trl, And Mixed Precision, David Keyes 2021 King Abdullah University of Science and Technology

Lecture 04: Spatial Statistics Applications Of Hrl, Trl, And Mixed Precision, David Keyes

Mathematical Sciences Spring Lecture Series

As simulation and analytics enter the exascale era, numerical algorithms, particularly implicit solvers that couple vast numbers of degrees of freedom, must span a widening gap between ambitious applications and austere architectures to support them. We present fifteen universals for researchers in scalable solvers: imperatives from computer architecture that scalable solvers must respect, strategies towards achieving them that are currently well established, and additional strategies currently being developed for an effective and efficient exascale software ecosystem. We consider recent generalizations of what it means to “solve” a computational problem, which suggest that we have often been “oversolving” them at the ...


Digital Commons powered by bepress