Digital Commons Network^™

Hidden Markov Models For Stock Market Regime Prediction, Meghan Blanch

Electronic Theses & Dissertations (2024 - present)

Hidden Markov Models (HMMs) are a powerful mathematical system used for analyzing time sequences in which the underlying states are unable to be directly observed. This project strives to develop the theory and computation of such models, including deriving the forward and backward variables, the Baum-Welch algorithm, and the Viterbi algorithm. Each of these HMM components are derived and explained to demonstrate the probabilistic principles that allow HMMs to be effective for modeling sequential data.

To demonstrate its practical relevance, the HMM is applied to financial time series. The observable stock market returns tend to be influenced by market regimes …

Entropic Dynamics Approach To The Classical Limit Of Quantum Mechanics: Decoupling Of The Center Of Mass Motion For A Mesoscopic Particle, Fatimah Judayba

Electronic Theses & Dissertations (2024 - present)

In the Entropic Dynamics (ED) approach, quantum mechanics is derived from the principles of entropic inference and information geometry. The ED approach differs from other interpretations by making a clear commitment to distinguishing which variables are ontic (real) and which are epistemic. The classical limit for the center of mass (CM) coordinate is achieved for a large number of particles, M →∞, while Planck’s constant ℏ remains finite. Typically, the emergence of the classical limit requires decoherence through interactions with the external environment. In this work, we investigate whether the classical behavior of the CM coordinate in a mesoscopic system …

Advancing Periodic Time Series Analysis: Application, Bias Assessment, And Optimal Window Selection In The Variable Bandpass Periodic Block Bootstrap Method, Yanan Sun

Electronic Theses & Dissertations (2024 - present)

Time series analysis is essential for understanding long-term patterns, periodic behavior, and underlying correlations in complex datasets. The periodically correlated (PC) time series is a type of time series where the correlation structure repeats over fixed intervals. The Variable Bandpass Periodic Block Bootstrap (VBPBB) has recently been proposed as a resampling method that preserves PC structures through the use of periodogram, bandpass filters, and block bootstrap resampling. Although promising, VBPBB remains underutilized, and its limitations have not been fully examined. This dissertation advances both the application and methodological development of the VBPBB.

The first project applies the VBPBB to a …

Applications Of Machine Learning For Evaluating Downward-Coupled Stratosphere-Troposphere Interactions And Subseasonal Forecasts Of Opportunity, Elena M. Fernandez

Electronic Theses & Dissertations (2024 - present)

Wintertime stratospheric dynamics provide key information for understanding atmospheric teleconnections and improving subseasonal-to-seasonal (S2S) predictions on timescales of two weeks to two months. Periods of enhanced predictability, often referred to as forecasts of opportunity, arise from large-scale teleconnected variability, within which the stratosphere serves as an important precursor for tropospheric states, such as near-surface temperatures. While traditional diagnostics of downward coupled stratosphere-troposphere interactions typically rely on zonal-mean representations of wind and geopotential height, this dissertation presents an alternative vortex-centric framework through metrics that capture the daily geometric and dynamical evolution of the stratospheric polar vortex. The proposed stratospheric …

Time Series Decomposition And Forecasting Of Alzheimer’S Disease Mortality Using A Kolmogorov-Zurbenko Filter, Jack D. Farrell

Electronic Theses & Dissertations (2024 - present)

Alzheimer’s disease mortality has substantially risen in recent history, placing a significant burden on public health infrastructure and highlighting the need for improved analytical methods to better understand mortality data patterns and offer reliable predictions. Time series methods often struggle to balance both accuracy and interpretability, which hinders the ability to gather meaningful insights from time series data. To address these limitations, this study applies the Kolmogorov-Zurbenko (KZ) filter to monthly U.S. Alzheimer’s mortality data spanning from 1999 to 2023 and decomposes the series into long-term trend, seasonal, and noise components on a logarithmic scale. Long-term trend accounts for 86.49% …

Likelihood-Based Inference For Random Networks With Changepoints, Daniel Cirkovic, Tiandong Wang, Xianyang Zhang

Mathematical and Statistical Science Faculty Research and Publications

Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying data-generative mechanism itself is invariant with time. Such observation leads to the study of changepoints or sudden shifts in the distributional structure of the evolving network. In this paper, we propose a likelihood-based methodology to detect changepoints in undirected, affine preferential attachment networks where, upon introduction, a new node selects one old to attach to with probability proportional to its degree. In particular, …

All Games Have Equilibria, M. Ali Khan, Arthur Paul Pedersen, Maxwell B. Stinchcombe

Publications and Research

Research on Nash equilibrium existence for infinite games has grown into a patchwork of technical preconditions and counterexamples. This paper presents a unified program in equilibrium theory by revising the predominant model of mixed strategies based on countable additivity. A game is specified by a nonempty set of players and, for each player, a nonempty action set and a bounded von Neumann-Morgenstern utility function. Every such game is shown to admit a Nash equilibrium in finitely additive mixed strategies. In addition, the equilibrium correspondence for any such game is shown to be nonempty, compact-valued, and upper hemicontinuous, and the same …

Inferential Statistics For Industrial Organizational Psychologists: A Practical Guide For Testing Hypotheses Using R, Caitlin Lapine

Open Touro Created

2026

This text aims to provide a practical guide for students in industrial organizational psychology or related fields to complete inferential statistics using R open-source programming language. It provides information about when to use particular statistical analyses and how to perform those with statistical software.

Seemingly Unrelated Exponetiated Exponential Geometric Regression Model, Oluwaseun Michael Famoni, Bamidele Mustapha Oseni

Al-Bahir

In the class of seemingly unrelated regression models, the dispersion nature of the dependent variable can greatly impact the efficiency and reliability of the parameter estimates for the model. Despite this, the seemingly unrelated Poisson regression model and seemingly unrelated negative binomial model are two most commonly used count data models for these class of regression models. This study introduces the seemingly unrelated exponentiated exponential geometric regression (SUEEGR) for modelling count data which might be equi-, under, or over-dispersed. Parameters estimation for the model was carried out using the method of maximum likelihood. A simulation study was carried out to …

Comparing The Effectiveness Of Eggshell Spectra From Laser-Induced Break-Down Spectroscopy And Near-Infrared Spectroscopy Using Principal Compo-Nent Analysis To Determine The Authenticity Of Organic Eggs, Ahmad Qusthalani, Rara Mitaphonna, Muliadi Ramli, Rajibussalim Rajibussalim, Kurnia Lahna, Nasrullah Zaini, Nasrullah Idris

Makara Journal of Science

This study aimed to explore the potential of modern spectroscopy in the authentication of organic and non-organic chicken eggs using near-infrared spectroscopy (NIRS) and laser-induced breakdown spectroscopy (LIBS) spectra. A total of 175 eggs were analyzed, which were grouped into seven categories based on the source of feed given: 100% organic, 100% non-organic, 75% organic, 75% non-organic, 50% organic, free-range chickens, and eggs obtained from the local traditional market. Each group consisted of 25 eggs. NIRS spectra were recorded in the wavelength range of 350–2500 nm, whereas LIBS spectra were recorded in the range of 200–900 nm. A total of …

(R2141) Analysis Of Map^I_1 , Ph^(Oa)_2 / Ph^I_1 , Ph^O_2 / 1 Retrial Inventory Queue With Two Way Communication, (S, S) Replenishment Policy, Feedback, Bernoulli Vacation And Impatient Customers, G. Ayyappan, V. Ganesan

Applications and Applied Mathematics: An International Journal (AAM)

This work discusses about the topic as the two-way communication retrial inventory queue model, the (s, S) replenishment policy, immediate feedback, Bernoulli vacations, and impatient customers. The assumption we make is that arrivals follow a Markovian arrival process, and the server provides phase type services. When the server is idle and there is a positive inventory, an arriving customer immediately receives service. If not, arriving customers goes to orbit with infinite capacity. Only in the account of positive inventory the server renders rapid feedback for incoming call arrivals, otherwise customer departs. Outgoing calls will only be made by the server …

(R2152) New Bivariate Type-2 Gumbel Distribution Based On The Farlie-Gumbel-Morgenstern Copula: Properties And Its Application In Survival Analysis, Muneeb Javed, Said Farooq Shah, Muhammad Osama, Muhammad Atif, Muhammad Farooq

Applications and Applied Mathematics: An International Journal (AAM)

We introduce a new bivariate probability distribution, termed the Bivariate FGM Type-2 Gumbel Distribution, constructed by combining the Farlie–Gumbel–Morgenstern (FGM) copula with the Type-2 Gumbel marginal distributions. This proposed distribution provides a flexible framework for modeling bivariate data and offers a viable alternative to several existing bivariate distributions, especially in scenarios where capturing dependence between variables is crucial. The theoretical properties of the distribution are thoroughly explored. We derive the marginal and conditional distributions, conditional expectations, moment generating function, and product moments. Procedures for random number generation from the distribution are discussed. Reliability-based characteristics, such as the survival function and …

Shaking Table Test And Numerical Simulation Of Seismic Response Characteristics Of Rock Slope With Muddy Interlayer, Duan Chenggang, Fang Yanlin, Tian Yeqing, Zhou Zhijun

Journal of China & Foreign Highway

In order to study the seismic macroscopic failure process and dynamic response characteristics of rock slope with muddy interlayer and reveal the influence of muddy interlayer on slope stability,a similar slope model with concave and convex slope types was designed,and shaking table test was carried out;finite element analysis was used for numerical modeling analysis,and the results obtained by the two models were compared.The results show that:① The macroscopic deformation and failure process of the model slope is divided into three stages.Muddy interlayer dislocates,and cracks occur;mud interlayer slips,and cracks expand;slope collapses;② The seismic load has a decisive influence on the stability …

Effect Of Lithium Slag Dosage On Strength And Dry Shrinkage Properties Of Cement Stabilized Recycled Macadam, Zhao Ziyu, Gan Xianyong

Journal of China & Foreign Highway

To improve the mechanical properties and dry shrinkage properties of cement stabilized bases formed by cold in-place recycling of cement concrete pavements,lithium slag was mixed into the recycled mixture in mass ratios of 0%,6%,9%,and 12%.The effects of lithium slag dosage on the mechanical,dry shrinkage,and water stability properties of the recycled base were analyzed through the unconfined compressive strength,splitting,dry shrinkage,and water stability tests,and the mechanism underlying the improving effect of lithium slag on the cement stabilized base formed by cold in-place recycling of the cement concrete pavement was analyzed by X-ray diffraction (XRD ) and scanning electron microscopy (SEM ).The results …

Optimization Of Infill Concrete Dimension In Composite Girder Box Based On Igrnn, Wang Yafeng, Liu Jian, Ke Hongjun

Journal of China & Foreign Highway

The mechanical performance of the negative bending moment zone of steel-concrete composite continuous girders has always been a focus of attention in bridge engineering.Existing research mainly proposes improvement measures for the tension of concrete bridge decks,while paying little attention to the common phenomenon of steel girders bearing pressure.The steel girders in steel-concrete composite girders,especially the steel bottom plate in the negative bending moment area of the pier top,bear the highest compressive stress of the entire bridge.Therefore,by taking a steel-concrete composite girder bridge in Zhejiang Province as the engineering background,it is proposed to partially fill the interior of the box girder …

Research On Cable Force Optimization Of Long-Span Cable-Stayed Bridges Based On Rbfnn+Improved Parti Cle Swarm Optimization Algorithm, Deng Da, He Bowen, Liu Guokun

Journal of China & Foreign Highway

In view of the cable force optimization problem of long-span cable-stayed bridges,a cable force optimization method considering the reliability index of stay cables was proposed based on the response surface fitted by the radial basis function neural network (RBFNN ).The RBFNN-based response surface model for solving the reliability index was established by fitting the structural implicit function through RBFNN training.The improved particle swarm optimization algorithm was used to search for the optimal solution of the cable force optimization model considering the reliability index.The research results show that RBFNN can accurately predict the structural responses and fit the structural implicit performance …

Design Optimization And Experimental Study Of Cfrp Plate Anchorage With Clip-Extension Type, Qi Yijia, Xiao Dan, Wang Zhongqiang

Journal of China & Foreign Highway

Existing anchorage is prone to damaging the carbon-fiber reinforced polymer (CFRP ) plate due to the “notch effect ” and uneven distribution of clamping stress.This study proposed a new clip-extension type anchorage for the CFRP plate.This design utilized the ductility of steel for stress diffusion and guided the compressive stress zone in the CFRP plate away from the notched end,realizing a smooth transition of the clamping force of the CFRP plate at the clip port and effectively reducing the “notch effect ”.The design also reduced the strain difference between the carbon fibers,resulting in a more synchronized lateral deformation of the …

Research And Applicat Ion Of Ultra Large-Scale Consolidated Under-Reamed Drilled Shaft Technology Under Special Environmental And Geological Conditions, Ding Yi, Yu Kun, Shi Haiyang, Pei Xiaofeng, Zhu Bo

Journal of China & Foreign Highway

This article aims to add ress the poor economic efficiency of large-diameter and ultra-long piles,the high risk of hole collapse in thick sandy soil,and the limited space across the canal faced by the Bridge over Yellow River Diversion to Qindao Canal on Zhanhua ‒ Linyi Expressway.According to the comparison of conventional drilled cast-in-place piles with combined pile-end and pile-side post-grouting,the industry ’s under-reamed drilled shaft foundation with the largest disc diameter (4.5 m) and the largest single-pile volume (456 m3) was proposed and designed.At the same time,supporting devices such as three-arm rotary cutting drill bits and long arm borehole diameter …

Analysis Of Influence Of Internal Erosion On Deformation Of Subway Station Structure, Qin Tianxin, Wang Chen, Tan Xuyan, Wei Shengming, Liang Fayun

Journal of China & Foreign Highway

Under the long-term effects of disasters such as rainstorms and floods,the soil layer around subway stations may be affected by internal erosion,threatening the structural safety of urban subway stations.To explore the influence of internal erosion on subway station structures,this study conducted isotropic consolidation and triaxial compression tests on gap-graded sand soil.Eroded soil specimens were simulated by adjusting the fine particle content to explore the pattern of variations in physical and mechanical properties caused by internal erosion.Results indicate that internal erosion alters the stress-strain relationship of gap-graded sand soil,increasing compressibility,decreasing shear strength,and weakening dilatancy.Drucker-Prager (DP) cap model parameters for eroded sand …

Evaluation Method For Nighttime Visual Space Improvement On Mountain Roads, Zhao Yan, Chen Yanli, Chen Jiale

Journal of China & Foreign Highway

To address issues such as poor visual guidance,narrow field of view,and short sight distance during nighttime driving on mountain roads,this study proposed a visual space enhancement evaluation method applicable to mountainous roads at night.By integrating active and passive traffic safety facilities,a visual space enhancement strategy adapted to the nighttime environment of mountain roads was proposed.A multidimensional evaluation indicator for visual space was established based on co-simulation.The effectiveness of the strategy was verified from the perspectives of visual space expansion and driving safety improvement by taking a trunk highway in the Qinling mountainous region as a case study.The results show that …

Utilization Technology And Compaction Quality Control Of Hardened Layer In Beam Yard Of Rock-Filled Roadbed, Cheng Xiaoliang, Tian Wendi, Gao Mengke, Zhou Xujia

Journal of China & Foreign Highway

To investigate the utilization technology and compaction quality control of hardened layers in the beam yard of rock-filled roadbed,the optimization design and construction control methods for rock-filled roadbed under different conditions were proposed based on a highway project in Guangdong Province.When the elevation of the hardened layer was lower than the top surface elevation of the roadbed and the top surface bending and settlement value of the hardened layer was less than that of the rock-filled roadbed,the gravel material could be filled directly on the hardened layer to the top surface elevation of the roadbed,and acceptance and pavement design could …

Reflection Cracking Resistance And Fatigue Performance Of Super-Flexible Fma Mixture, Lan Yong, Deng Xinghe, Zhang Zida, Wu Kuanghuai, Ding Weizhe, Guan Xuebing, Peng Tiekun

Journal of China & Foreign Highway

To investigate the fatigue performance and reflection cracking resistance of super-flexible fluid mastic asphalt (FMA ) mixtures,this study designed a super-flexible FMA- 13 mixture by the mastic flow for filling (MaFF ) method.The effects of temperature and maximum horizontal tensile displacement on the cracking resistance of both FMA- 13 and GAC- 13 (as the control ) mixtures were explored via the Overlay Tester.Additionally,small-scale accelerated pavement loading tests were conducted to analyze the effect of load cycles on the rebound modulus of the FMA- 13 mixture.A nonlinear fatigue damage model was employed to predict the fatigue life of both mixtures.The results …

Research On Pavement Roughness Evaluation Method Based On Smartphones, Siriguleng Bai, Yili Guoqi, A Rong, Guo Guoying, Wang Jing

Journal of China & Foreign Highway

To address the low efficiency and high cost of current detection methods,as well as the insufficient accumulation of pavement damage data on rural low-grade roads,this study developed a vehicle vibration data acquisition application based on smartphones and proposed a conversion method for calculating an index equivalent to the international roughness index (IIRI).Vertical acceleration signals collected during vehicle travel were proposed through high-pass filtering and denoising to calculate the vertical displacement,from which a converted I'IRI was derived.Experimental results show that although the data collected by smartphones has slightly lower accuracy than that collected by professional detection equipment,the proposed I'IRI exhibits a …

Sound Attenuation Characteristics In Relation To Compaction Degree In Sandy Soil, Liu Junbin, Long Shiguo

Journal of China & Foreign Highway

In order to investigate the effect of water content and compaction degree on the attenuation characteristics of sound waves in sandy soil,this paper first determined the particle gradation of the soil through a sieving test and identified its optimal water content through a compaction test.Then,six sets of ring knife specimens of sandy soil with different water contents and nine sets with varying compaction degrees were prepared.Ultrasonic testing was carried out using the acoustic transmission method,and the received acoustic signals were subjected to time-frequency analysis to extract acoustic characteristic parameters indicative of the compaction degree.Finite element simulation was employed to explore …

Road Performance And Water-Softening Characteristics Of Stabilized Soil Under Cyclic Loading, Hu Hong, Li Zongheng, Feng Yong, Cao Zhigang, Liu Yaoxing

Journal of China & Foreign Highway

To effectively deal with waste soil and reduce environmental pollution,this paper took a road engineering project in Shaoxing as the research object and conducted a cyclic triaxial incremental loading test on the undisturbed lime soil under undrained conditions to study the effects of confining pressure,cyclic stress ratio,and water immersion on its performance.The results show that when the cyclic stress ratio increases from 1 to 4,the cumulative strain and resilient strain increase rapidly in the initial loading stage,showing a trend of “stepwise” increase.The cumulative strain produced at a cyclic stress ratio of 2 is about twice that at the cyclic stress …

Study On Mechanical Properties Of Improved High Liquid Limit Soil Based On Solid Waste, Zhang Yafei, Qin Yalan, Wu Jiacheng, Zhang Rui, Gao Yingli, Zhu Zhanghuang, Li Lu

Journal of China & Foreign Highway

To improve the application of the solid waste polymer-modified high liquid limit soil as filler in the upper embankment or road bed work area,this study prepared colloidal polymer and improved materials of traditional cement by using industrial solid waste (fly ash,steel slag,etc.) and compared them with the improved high liquid limit soil to investigate its mechanical properties and economic benefits.The mechanical properties of high liquid limit soil improved by the colloidal polymer of solid waste,as well as its stability and durability when immersed in water were studied through a liquid-plastic limit test,a laboratory compaction test,a shrinkage test,a California bearing ratio …

Comparison Of Calculation Methods For Local Scour In Bridge Pier Foundation Of Piles-Cushion Cap, Liu Hui, Jiang Yanhua, Yan Jiechao

Journal of China & Foreign Highway

In order to analyze the calculation methods for local scour in bridge pier foundation of piles-cushion cap,this paper listed the six common Chinese and foreign calculation methods,described their calculation process and selection of calculation parameters,and analyzed the difference of the calculation methods according to typical engineering examples.The results show that there are differences in the selection of parameters in the calculation methods for local scour in bridge pier foundation of piles-cushion cap in Code for Survey and Design on Hydrology of Railway Engineering (TB 10017—2021 ) and Hydrological Specifications for Survey and Design of Highway Engineering (JTG C 30—2015 ),and …

A Method For Determining Integrity Degree Of Tunnel Surrounding Rock Based On Mobilenet, Liu Houxiang, Yang Caixia

Journal of China & Foreign Highway

To determine the integrity degree of tunnel surrounding rock more efficiently,a precise determination method for the integrity degree of tunnel surrounding rock based on the lightweight neural network MobileNet-v 2 was proposed.Firstly,the image was grayscaled and denoised,and the edges of cracks were detected.Then,the lightweight neural network MobileNet-v 2 model was pre-trained on the ImageNet dataset,and combined with transfer learning to complete data detection on the training,validation,and testing sets.Finally,a comparative experiment was conducted with traditional neural networks RestNet- 50 and VGG 16.By identifying the area,width,and length of cracks,the crack ratio Ks was introduced as an indicator to evaluate the integrity of …

Study On Thermal Corrosion Resistance Of Asphalt Modified By Phase Change Materials, Li Ping, Wang Zhijian, Zheng Zhipeng, Yi Chengxi, Zhou Dexiang

Journal of China & Foreign Highway

In order to address the degradation issues faced by asphalt mixtures in airport runways and highway pavement,particularly focusing on thermal stability and thermal corrosion under high-temperature conditions,this paper investigated the impact of phase change materials (PCMs ) on the thermal corrosion resistance of asphalt.Three types of PCMs were utilized to jointly modify SBS-modified asphalt,and a series of tests were conducted to systematically analyze the performance of the modified asphalt,including thermogravimetric-differential scanning calorimetry (TG-DSC ) analysis,heat storage and release performance evaluation,laboratory thermal corrosion simulation of asphalt,three-index testing,and dynamic shear rheometer (DSR ) testing.The results indicate that PCMs can effectively regulate asphalt …

Construction And Application Of Knowledge Graph For Quality Management In Bridge Pile Engineering, Fang Xiaofeng, Dong Runhao, Gu Yanke, Pan Yanran

Journal of China & Foreign Highway

To enhance the efficiency of quality management in bridge pile foundation construction,this study constructed a knowledge graph applicable to the construction field of bridge pile foundation engineering to enable systematic representation and intelligent organization of knowledge.A methodology combining top-down design and bottom-up design was adopted to develop a framework for constructing a knowledge graph for the quality management of bridge pile foundation construction that encompasses both the schema layer and the data layer.The schema layer was established through ontology modeling,clarifying the concept categories,hierarchical structure,and their attribute relationships.The data layer employed a bidirectional long short-term memory (BiLSTM ) network integrated with …