Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
Modeling And Forecasting Crime Patterns In Bellingham, Washington, Zachary Domingo, Eric Shoner
Modeling And Forecasting Crime Patterns In Bellingham, Washington, Zachary Domingo, Eric Shoner
Scholars Week
Our purpose is to use time series analysis to model and forecast the underlying dynamics behind crime in Bellingham, Washington. Using recent monthly data from the Bellingham Police Department, we considered singular spectrum analysis and autoregressive moving average modelling techniques to estimate significant deterministic patterns in the data. After examining the multitude of data provided, we narrowed down to two categories of crime: alcohol offenses and domestic violence. We created two time series models for each category and compared them to each other. The better performing model was used to forecast the number of crime incidents for ten months and …
Short-Term Volatility Curve Predictions Using Singular Spectrum Analysis, Nick Odell
Short-Term Volatility Curve Predictions Using Singular Spectrum Analysis, Nick Odell
Scholars Week
This project aims to produce accurate volatility forecasts, using high-frequency financial time series data. The primary mathematical methods used are Functional Data Analysis, time series analysis techniques such as Autoregressive Models and a comparison between Multi-variate and Uni-variate Singular Spectrum Analysis. These results aim to be useful for financial risk quantification.