Physical Sciences and Mathematics Commons^™

A Symbolic Approach To Nonlinear Time Series Analysis, Ranjan Karki, Nibhrat Lohia, Michael B. Schulte

SMU Data Science Review

Current nonlinear time series methods such as neural networks forecast well. However, they act as a black box and are difficult to interpret, leaving the researchers and the audience with little insight into why the forecasts are the way they are. There is a need for a method that forecasts accurately while also being easy to interpret. This paper aims to develop a method to build an interpretable model for univariate and multivariate nonlinear time series data using wavelets and symbolic regression. The final method relies on multilayer perceptron (MLP) neural networks as a form of dimensionality reduction and the …

Reevaluating Texas Energy Market Forecasts In The Wake Of Recent Extreme Weather Events, Robert A. Derner, Richard W. Butler Ii, Alexandria Neff, Adam R. Ruthford

SMU Data Science Review

This paper provides updated forecasts of energy demand in Texas and recognizes the impact of sustainable energy. It is important that the forecasts of the adoption of sustainable energy are reexamined after Winter Storm Uri crippled the Texas power grid and left many without power. This storm highlighted the issues the Texas power grid had and has continued to struggle with in supplying the state with energy. This paper will offer an overview of the relevant literature on the adoption of sustainable energy and relevant events that have occurred in the state of Texas that will give the reader the …

Modeling Human Temporal Eeg Responses To Vr Visual Stimuli, Richard R. Foster, Connor Delaney, Dean J. Krusienski, Cheng Ly

Biology and Medicine Through Mathematics Conference

No abstract provided.

The Performance Of Arima And Arfima In Modelling The Exchange Rate Of Nigeria Currency To Other Currencies, Adewole Ayoade I.

Al-Bahir Journal for Engineering and Pure Sciences

Economic performance of a nation depends majorly on the stability of foreign exchange rate; the economic viability hangs on the exchange rate of local currencies against other currencies across the globe. Box – Jenkins Approach was employed to model the Naira exchange rate to other major currencies using Autoregressive Integrated Moving Average (ARIMA) and The autoregressive fractional integral moving average (ARFIMA) models. This studies aimed on measuring forecast ability of Autoregressive Integrated Moving Average (ARIMA) (p,d,q) and autoregressive fractional integral moving average (ARFIMA) (p, fd, q) models for stationary type series that exhibit features of Long memory properties. Results indicate …

Efficient Fully Bayesian Approaches To Brain Activity Mapping With Complex-Valued Fmri Data: Analysis Of Real And Imaginary Components In A Cartesian Model And Extension To Magnitude And Phase In A Polar Model, Zhengxin Wang

All Dissertations

Functional magnetic resonance imaging (fMRI) plays a crucial role in neuroimaging, enabling the exploration of brain activity through complex-valued signals. Traditional fMRI analyses have largely focused on magnitude information, often overlooking the potential insights offered by phase data, and therefore, lead to underutilization of available data and flawed statistical assumptions. This dissertation proposes two efficient, fully Bayesian approaches for the analysis of complex-valued functional magnetic resonance imaging (cv-fMRI) time series.

Chapter 2 introduces the model, referred to as CV-sSGLMM, using the real and imaginary components of cv-fMRI data and sparse spatial generalized linear mixed model prior. This model extends the …

A Novel Correction For The Multivariate Ljung-Box Test, Minhao Huang

Computational and Data Sciences (PhD) Dissertations

This research introduces an analytical improvement to the Multivariate Ljung-Box test that addresses significant deviations of the original test from the nominal Type I error rates under almost all scenarios. Prior attempts to mitigate this issue have been directed at modification of the test statistics or correction of the test distribution to achieve precise results in finite samples. In previous studies, focused on designing corrections to the univariate Ljung-Box, a method that specifically adjusts the test rejection region has been the most successful of attaining the best Type I error rates. We adopt the same approach for the more complex, …

Lstm-Based Recurrent Neural Network Predicts Influenza-Like-Illness In Variable Climate Zones, Alfred Amendolara, Christopher Gowans, Joshua Barton, David Sant, Andrew Payne

Annual Research Symposium

Purpose: Influenza virus is responsible for a recurrent, yearly epidemic in most temperate regions of the world. For the 2021-2022 season the CDC reports 5000 deaths and 100,000 hospitalizations, a significant number despite the confounding presence of SARS-CoV-2. The mechanisms behind seasonal variance in flu burden are not well understood. Based on a previously validated model, this study seeks to expand understanding of the impact of variable climate regions on seasonal flu trends. To that end, three climate regions have been selected. Each region represents a different ecological region and provides different weather patterns showing how the climate variables impact …

Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole

Electronic Theses and Dissertations

We show how to create Artificial Neural Network based models for performing the well- known Holt-Winters time series analysis. Our work fares well compared to the well-known Holt-Winter time series prediction method while avoiding the burden of searching for the parameters of the model. We present the theoretical justification of the connection between the two models and experimental results showing the similarities of these models

Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia

Journal of Nonprofit Innovation

Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.

Imagine Doris, who is …

Comparative Analysis Of Teacher Effects Parameters In Models Used For Assessing School Effectiveness: Value-Added Models & Persistence, Merlin J. Kamgue

Graduate Theses and Dissertations

Longitudinal measures for students have become increasingly popular to estimate the effects of individual teachers and schools. Value-added models are one of the approaches using longitudinal data to evaluate teachers and schools. In the value-added model (VAM) literature, many statistical approaches have been developed and used to estimate teacher or school effects on student learning. This study opted to use a Bayesian multivariate model for evaluating teacher effects. The generalized persistence models can handle longitudinal data, not vertically scaled, allowing for a below-par teacher’s effects correlation across test administrations. This study first generated longitudinal students’ test score data and used …

The Double Edged Sword Of The Pandemic: Exploring Associations Between Covid-19 And Social Isolation In The Usa, Alexander Fulk

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

The Influence Of Framing And Recent Experience On Farmer Choices In Experimental Games Depicting Risk-Reducing Agricultural Technologies, Ana Maria Ospina Tobar

Electronic Theses and Dissertations

Climate change is a major threat to food security, particularly in low and middle-income countries that are highly dependent on staple crops for subsistence. The vulnerability of staple crops, like maize, in the face of climate change, is increasing due to the increasing frequency of droughts. This thesis aims to evaluate two mechanisms through which farmers may be more willing to adopt new technologies that increase their resilience to climate change: First, I evaluate the effectiveness of a new virtual maize farming game as a learning tool to teach farmers about the outcomes they could obtain under different weather events …

Traditional Vs Machine Learning Approaches: A Comparison Of Time Series Modeling Methods, Miguel E. Bonilla Jr., Jason Mcdonald, Tamas Toth, Bivin Sadler

SMU Data Science Review

In recent years, various new Machine Learning and Deep Learning algorithms have been introduced, claiming to offer better performance than traditional statistical approaches when forecasting time series. Studies seeking evidence to support the usage of ML/DL over statistical approaches have been limited to comparing the forecasting performance of univariate, linear time series data. This research compares the performance of traditional statistical-based and ML/DL methods for forecasting multivariate and nonlinear time series.

A Hybrid Ensemble Of Learning Models, Bivin Sadler, Dhruba Dey, Duy Nguyen, Tavin Weeda

SMU Data Science Review

Statistical models in time series forecasting have long been challenged to be superseded by the advent of deep learning models. This research proposes a new hybrid ensemble of forecasting models that combines the strengths of several strong candidates from these two model types. The proposed ensemble aims to improve the accuracy of forecasts and reduce computational complexity by leveraging the strengths of each candidate model.

Forecasting Covid-19 With Temporal Hierarchies And Ensemble Methods, Li Shandross

Masters Theses

Infectious disease forecasting efforts underwent rapid growth during the COVID-19 pandemic, providing guidance for pandemic response and about potential future trends. Yet despite their importance, short-term forecasting models often struggled to produce accurate real-time predictions of this complex and rapidly changing system. This gap in accuracy persisted into the pandemic and warrants the exploration and testing of new methods to glean fresh insights.

In this work, we examined the application of the temporal hierarchical forecasting (THieF) methodology to probabilistic forecasts of COVID-19 incident hospital admissions in the United States. THieF is an innovative forecasting technique that aggregates time-series data into …

A Data-Driven Multi-Regime Approach For Predicting Real-Time Energy Consumption Of Industrial Machines., Abdulgani Kahraman

Electronic Theses and Dissertations

This thesis focuses on methods for improving energy consumption prediction performance in complex industrial machines. Working with real-world industrial machines brings several challenges, including data access, algorithmic bias, data privacy, and the interpretation of machine learning algorithms. To effectively manage energy consumption in the industrial sector, it is essential to develop a framework that enhances prediction performance, reduces energy costs, and mitigates air pollution in heavy industrial machine operations. This study aims to assist managers in making informed decisions and driving the transition towards green manufacturing. The energy consumption of industrial machinery is substantial, and the recent increase in CO2 …

An Empirical Evaluation Of Neural Process Meta-Learners For Financial Forecasting, Kevin G. Patel

Master's Theses

Challenges of financial forecasting, such as a dearth of independent samples and non- stationary underlying process, limit the relevance of conventional machine learning towards financial forecasting. Meta-learning approaches alleviate some of these is- sues by allowing the model to generalize across unrelated or loosely related tasks with few observations per task. The neural process family achieves this by con- ditioning forecasts based on a supplied context set at test time. Despite promise, meta-learning approaches remain underutilized in finance. To our knowledge, ours is the first application of neural processes to realized volatility (RV) forecasting and financial forecasting in general.

We …

Payments Data In Gambling Research, Kasra Ghaharian, Mana Azizsoltani

International Conference on Gambling & Risk Taking

A considerable body of gambling-related research has leveraged gamblers' behavioral tracking data to address a broad set of research questions. These data have typically comprised of gamblers' betting-related behaviors including, for example, the frequency and volume of betting. The analysis of gamblers' payment-related behavioral data is far less common, but provides a fruitful avenue gambling-related research.

In this presentation we discuss a selection of potential research opportunities that payments transaction data presents. We supplement this discussion with specific analyses that have been performed by our research group. We also discuss knowledge gaps and areas for future research.

Utilizing New Technologies To Measure Therapy Effectiveness For Mental And Physical Health, Jonathan Ossie

Dissertations

Mental health is quickly becoming a major policy concern, with recent data reporting increasing and disproportionately worse mental health outcomes, including anxiety, depression, increased substance abuse, and elevated suicidal ideation. One specific population that is especially high risk for these issues is the military community because military conflict, deployment stressors, and combat exposure contribute to the risk of mental health problems.

Although several pharmacological approaches have been employed to combat this epidemic, their efficacy is mixed at best, which has led to novel nonpharmacological approaches. One such approach is Operation Surf, a nonprofit that provides nature-based programs advocating the restorative …

A Novel Family Of Chain Binomial Models To Investigate Correlated Vaccination And Infection Rates In Sveirs Epidemic Dynamics, Divine Wanduku

Biology and Medicine Through Mathematics Conference

No abstract provided.

Drug Ideologies Of The United States, Macy Montgomery

Helm's School of Government Conference - American Revival: Citizenship & Virtue

The United States has been increasingly creating lenient drug policies. Seventeen states and Washington, the District of Columbia, legalized marijuana, and Oregon decriminalized certain drugs, including methamphetamine, heroin, and cocaine. The medical community has proven that drugs, including marijuana, have myriad adverse health side effects. This leads to two questions: Why does the United States government continue to create lenient drug policies, and what reasons do citizens give for legalizing drugs when the medical community has proven them harmful? The paper hypothesizes that the disadvantages of drug legalization outweigh its benefits because of the numerous harms it causes, such as …

Machine Learning-Based Data And Model Driven Bayesian Uncertanity Quantification Of Inverse Problems For Suspended Non-Structural System, Zhiyuan Qin

All Dissertations

Inverse problems involve extracting the internal structure of a physical system from noisy measurement data. In many fields, the Bayesian inference is used to address the ill-conditioned nature of the inverse problem by incorporating prior information through an initial distribution. In the nonparametric Bayesian framework, surrogate models such as Gaussian Processes or Deep Neural Networks are used as flexible and effective probabilistic modeling tools to overcome the high-dimensional curse and reduce computational costs. In practical systems and computer models, uncertainties can be addressed through parameter calibration, sensitivity analysis, and uncertainty quantification, leading to improved reliability and robustness of decision and …

Gpu Utilization: Predictive Sarimax Time Series Analysis, Dorothy Dorie Parry

Modeling, Simulation and Visualization Student Capstone Conference

This work explores collecting performance metrics and leveraging the output for prediction on a memory-intensive parallel image classification algorithm - Inception v3 (or "Inception3"). Experimental results were collected by nvidia-smi on a computational node DGX-1, equipped with eight Tesla V100 Graphic Processing Units (GPUs). Time series analysis was performed on the GPU utilization data taken, for multiple runs, of Inception3’s image classification algorithm (see Figure 1). The time series model applied was Seasonal Autoregressive Integrated Moving Average Exogenous (SARIMAX).

The Effectiveness Of Visualization Techniques For Supporting Decision-Making, Cansu Yalim, Holly A. H. Handley

Modeling, Simulation and Visualization Student Capstone Conference

Although visualization is beneficial for evaluating and communicating data, the efficiency of various visualization approaches for different data types is not always evident. This research aims to address this issue by investigating the usefulness of several visualization techniques for various data kinds, including continuous, categorical, and time-series data. The qualitative appraisal of each technique's strengths, weaknesses, and interpretation of the dataset is investigated. The research questions include: which visualization approaches perform best for different data types, and what factors impact their usefulness? The absence of clear directions for both researchers and practitioners on how to identify the most effective visualization …

Extending The M3-Competition: Category And Interval-Specific Time Series Forecasting, Will Sherman, Kati Schuerger, Randy Kim, Bivin Sadler

SMU Data Science Review

The M3-Competition found that simple models outperform more complex ones for time series forecasting. As part of these competitions, several claims were made that statistical models exceeded machine learning (ML) techniques, such as recurrent neural networks (RNN), in prediction performance. These findings may over-generalize the capabilities of statistical models since the analysis measured the total forecasting accuracy across a wide range of industries and fields and with different interval lengths. This investigation aimed to assess how statistical and ML methods compared when individuating series by category and time interval. Utilizing the M3 data and building individual models using Facebook© Prophet …

Prevalence Of Sars-Cov-2 Antibodies In Liberty University Student Population, Emily Bonus

Senior Honors Theses

In 2020, the virus SARS-CoV-2 gained attention as it spread around the world. Its antibodies are poorly understood, and little research focuses on those with few COVID-19 complications yet large numbers of close contacts: university students. This longitudinal study recorded SARS-CoV-2 antibody presence in 107 undergraduate Liberty University students twice during early 2021. After extensive data cleaning and the application of various statistical tests and ANOVAs, the data seems to show that in the case of COVID-19 infections, SARS-CoV-2 IgM antibodies are immediately produced, and then IgG antibodies follow later. However, the COVID-19 vaccine causes the production of both IgM …

Influence Diagnostics For Generalized Estimating Equations Applied To Correlated Categorical Data, Louis Vazquez

Statistical Science Theses and Dissertations

Influence diagnostics in regression analysis allow analysts to identify observations that have a strong influence on model fitted probabilities and parameter estimates. The most common influence diagnostics, such as Cook’s Distance for linear regression, are based on a deletion approach where the results of a model with and without observations of interest are compared. Here, deletion-based influence diagnostics are proposed for generalized estimating equations (GEE) for correlated, or clustered, nominal multinomial responses. The proposed influence diagnostics focus on GEEs with the baseline-category logit link function and a local odds ratio parameterization of the association structure. Formulas for both observation- and …

Fraud Pattern Detection For Nft Markets, Andrew Leppla, Jorge Olmos, Jaideep Lamba

SMU Data Science Review

Non-Fungible Tokens (NFTs) enable ownership and transfer of digital assets using blockchain technology. As a relatively new financial asset class, NFTs lack robust oversight and regulations. These conditions create an environment that is susceptible to fraudulent activity and market manipulation schemes. This study examines the buyer-seller network transactional data from some of the most popular NFT marketplaces (e.g., AtomicHub, OpenSea) to identify and predict fraudulent activity. To accomplish this goal multiple features such as price, volume, and network metrics were extracted from NFT transactional data. These were fed into a Multiple-Scale Convolutional Neural Network that predicts suspected fraudulent activity based …

Models For Predicting Maximum Potential Intensity Of Tropical Cyclones, Iftekhar Chowdhury, Gemechis Djira

SDSU Data Science Symposium

Tropical cyclones (TCs) are considered as extreme weather events, which has a low-pressure center, namely an eye, strong winds, and a spiral arrangement of thunderstorms that produces heavy rain, storm surges, and can cause severe destruction in coastal areas worldwide. Therefore, reliable forecasts of the maximum potential intensity (MPI) of TCs are critical to estimate the damages to properties, lives, and risk assessment. In this study, we explore and propose various regression models, to predict the potential intensity of TCs in the North Atlantic at 12, 24, 36, 48, 60, and 72- hour forecasting lead time. In addition, a popular …

Copula-Based Models For Bivariate And Multivariate Zero-Inflated Count Time Series Data, Dimuthu Fernando, Norou Diawara

College of Sciences Posters

Count time series data have multiple applications. The applications can be found in areas of finance, climate, public health and crime data analyses. In some scenarios, count time series come as multivariate vectors that exhibit not only serial dependence within each time series but also with cross correlation among the series. When considering these observed counts, analysis presents crucial challenges when a value, say zero, occurs more often than usual. There is presence of zero-inflation in the data.

In this presentation, we mainly focus on modeling bivariate zero-inflated count time series model based on a joint distribution of the two …