Physical Sciences and Mathematics Commons^™

A Multi-Indexed Logistic Model For Time Series, Xiang Liu

Electronic Theses and Dissertations

In this thesis, we explore a multi-indexed logistic regression (MILR) model, with particular emphasis given to its application to time series. MILR includes simple logistic regression (SLR) as a special case, and the hope is that it will in some instances also produce significantly better results. To motivate the development of MILR, we consider its application to the analysis of both simulated sine wave data and stock data. We looked at well-studied SLR and its application in the analysis of time series data. Using a more sophisticated representation of sequential data, we then detail the implementation of MILR. We compare …

Prevalence Of And Risk Factors For Adolescent Obesity In Tennessee Using The 2010 Youth Risk Behavior Survey (Yrbs) Data: An Analysis Using Weighted Hierarchical Logistic Regression, Shimin Zheng, Nicole Holt, Jodi L. Southerland, Yan Cao, Trevor Taylor, Deborah L. Slawson, Mark Bloodworth

ETSU Faculty Works

Background: The rate of adolescent overweight and obesity has more than quadrupled over the past few decades, and has become a major public health problem [1]. In 2011, 55% of 12-19 year olds in the United States (U.S.) were overweight or obese [2]. Adolescence is a pivotal time in which many health risk behaviors such as tobacco, alcohol, and drug use are initiated. Such health risk behaviors have been significantly associated with overweight and obesity among adolescents.

Objective: The purpose of this study is to evaluate the relationship between obesity and the health risk behaviors most commonly associated with premature …

Multilevel Models For Longitudinal Data, Aastha Khatiwada

Electronic Theses and Dissertations

Longitudinal data arise when individuals are measured several times during an ob- servation period and thus the data for each individual are not independent. There are several ways of analyzing longitudinal data when different treatments are com- pared. Multilevel models are used to analyze data that are clustered in some way. In this work, multilevel models are used to analyze longitudinal data from a case study. Results from other more commonly used methods are compared to multilevel models. Also, comparison in output between two software, SAS and R, is done. Finally a method consisting of fitting individual models for each …

Spatio-Temporal Analysis Of Point Patterns, Abdul-Nasah Soale

Electronic Theses and Dissertations

In this thesis, the basic tools of spatial statistics and time series analysis are applied to the case study of the earthquakes in a certain geographical region and time frame. Then some of the existing methods for joint analysis of time and space are described and applied. Finally, additional research questions about the spatial-temporal distribution of the earthquakes are posed and explored using statistical plots and models. The focus in the last section is in the relationship between number of events per year and maximum magnitude and its effect on how clustered the spatial distribution is and the relationship between …

Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh

Electronic Theses and Dissertations

Newsvendor Models with Monte Carlo Sampling by Ijeoma Winifred Ekwegh The newsvendor model is used in solving inventory problems in which demand is random. In this thesis, we will focus on a method of using Monte Carlo sampling to estimate the order quantity that will either maximizes revenue or minimizes cost given that demand is uncertain. Given data, the Monte Carlo approach will be used in sampling data over scenarios and also estimating the probability density function. A bootstrapping process yields an empirical distribution for the order quantity that will maximize the expected profit. Finally, this method will be used …

Tornado Density And Return Periods In The Southeastern United States: Communicating Risk And Vulnerability At The Regional And State Levels, Michelle Bradburn

Electronic Theses and Dissertations

Tornado intensity and impacts vary drastically across space, thus spatial and statistical analyses were used to identify patterns of tornado severity in the Southeastern United States and to assess the vulnerability and estimated recurrence of tornadic activity. Records from the Storm Prediction Center's tornado database (1950-2014) were used to estimate kernel density to identify areas of high and low tornado frequency at both the regional- and state-scales. Return periods (2-year, 5-year, 10-year, 25-year, 50-year, and 100-year) were calculated at both scales as well using a composite score that included EF-scale magnitude, injury counts, and fatality counts. Results showed that the …

Predictors Of Neonatal Abstinence Syndrome In Buprenorphine Exposed Newborn: Can Cord Blood Buprenorphine Metabolite Levels Help?, Darshan Shah, Stacy Brown, Nick Hagemeier, Shimin Zheng, Amy Kyle, Jason Pryor, Nilesh Dankhara, Piyuesh Singh

ETSU Faculty Works

Background

Buprenorphine is a semi-synthetic opioid used for the treatment of opioid dependence. Opioid use, including buprenorphine, has been increasing in recent years, in the general population and in pregnant women. Consequently, there has been a rise in frequency of neonatal abstinence syndrome (NAS), associated with buprenorphine use during pregnancy. The purpose of this study was to investigate correlations between buprenorphine and buprenorphine-metabolite concentrations in cord blood and onset of NAS in buprenorphine exposed newborns.

Methods

Nineteen (19) newborns who met inclusion criteria were followed after birth until discharge in a double-blind non-intervention study, after maternal consent. Cord blood and …

Takens Theorem With Singular Spectrum Analysis Applied To Noisy Time Series, Thomas K. Torku

Electronic Theses and Dissertations

The evolution of big data has led to financial time series becoming increasingly complex, noisy, non-stationary and nonlinear. Takens theorem can be used to analyze and forecast nonlinear time series, but even small amounts of noise can hopelessly corrupt a Takens approach. In contrast, Singular Spectrum Analysis is an excellent tool for both forecasting and noise reduction. Fortunately, it is possible to combine the Takens approach with Singular Spectrum analysis (SSA), and in fact, estimation of key parameters in Takens theorem is performed with Singular Spectrum Analysis. In this thesis, we combine the denoising abilities of SSA with the Takens …

Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai

Electronic Theses and Dissertations

Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time series analysis with those of causality testing, theory of dynamical systems and machine learning (artificial …

Comparison Of Two Parameter Estimation Techniques For Stochastic Models, Thomas C. Robacker

Electronic Theses and Dissertations

Parameter estimation techniques have been successfully and extensively applied to deterministic models based on ordinary differential equations but are in early development for stochastic models. In this thesis, we first investigate using parameter estimation techniques for a deterministic model to approximate parameters in a corresponding stochastic model. The basis behind this approach lies in the Kurtz limit theorem which implies that for large populations, the realizations of the stochastic model converge to the deterministic model. We show for two example models that this approach often fails to estimate parameters well when the population size is small. We then develop a …

Assessing The Social And Ecological Factors That Influence Childhood Overweight And Obesity, Katie Callahan

Electronic Theses and Dissertations

The prevalence of childhood overweight and obesity is increasing at an alarming rate in the United States. Currently more than 1 in 3 children aged 2-19 are overweight or obese. This is of major concern because childhood overweight and obesity leads to chronic conditions such as type II diabetes and tracks into adulthood, where more severe adverse health outcomes arise. In this study I used the premise of the social ecological model (SEM) to analyze the common levels that a child is exposed to daily; the intrapersonal level, the interpersonal level, the school level, and the community level to better …

Analyses Of 2002-2013 China’S Stock Market Using The Shared Frailty Model, Chao Tang

Electronic Theses and Dissertations

This thesis adopts a survival model to analyze China’s stock market. The data used are the capitalization-weighted stock market index (CSI 300) and the 300 stocks for creating the index. We define the recurrent events using the daily return of the selected stocks and the index. A shared frailty model which incorporates the random effects is then used for analyses since the survival times of individual stocks are correlated. Maximization of penalized likelihood is presented to estimate the parameters in the model. The covariates are selected using the Akaike information criterion (AIC) and the variance inflation factor (VIF) to avoid …

Trends And Determinants Of Up-To-Date Status With Colorectal Cancer Screening In Tennessee, 2002-2008, Sreenivas P. Veeranki, Shimin Zheng

ETSU Faculty Works

BACKGROUND:

Screening rates for colorectal cancer (CRC) are increasing nationwide including Tennessee (TN); however, their up-to-date status is unknown. The objective of this study is to determine the trends and characteristics of TN adults who are up-to-date status with CRC screening during 2002-2008.

METHODS:

We examined data from the TN Behavioral Risk Factor Surveillance System for 2002, 2004, 2006 and 2008 to estimate the proportion of respondents aged 50 years and above who were up-to-date status with CRC screening, defined as an annual home fecal occult blood test and/or sigmoidoscopy or colonoscopy in the past 5 years. We identified trends …

Vitamin D Status And Demographic And Lifestyle Determinants Among Adults In The United States (Nhanes 2001-2006), Yan Cao, Katie L. Callahan, Sreenivas P. Veeranki, Yang Chen, Ying Liu, Shimin Zheng

ETSU Faculty Works

This study looked at risk factors associated with vitamin D levels in the body among a representative sample of adults in the U.S., NHANES III (2001-2006) data were used to assess the relationship between several demographic and health risk factors and vitamin D levels in the body. The Baseline-Category Logit Model was used to test the association between vitamin D level and the potential risk factors age, education, ethnicity, poverty status, physical activity, smoking, alcohol, obesity, diabetes and total cholesterol with both genders. Vitamin D insufficiency and deficiency were significantly associated with age, race, education, physical activity, obesity, diabetes and …

Comparison Of Different Methods For Estimating Log-Normal Means, Qi Tang

Electronic Theses and Dissertations

The log-normal distribution is a popular model in many areas, especially in biostatistics and survival analysis where the data tend to be right skewed. In our research, a total of ten different estimators of log-normal means are compared theoretically. Simulations are done using different values of parameters and sample size. As a result of comparison, ``A degree of freedom adjusted" maximum likelihood estimator and Bayesian estimator under quadratic loss are the best when using the mean square error (MSE) as a criterion. The ten estimators are applied to a real dataset, an environmental study from Naval Construction Battalion Center (NCBC), …

Some New Probability Distributions Based On Random Extrema And Permutation Patterns, Jie Hao

Electronic Theses and Dissertations

In this paper, we study a new family of random variables, that arise as the distribution of extrema of a random number N of independent and identically distributed random variables X₁,X₂, ..., X_N, where each X_i has a common continuous distribution with support on [0,1]. The general scheme is first outlined, and SUG and CSUG models are introduced in detail where X_i is distributed as U[0,1]. Some features of the proposed distributions can be studied via its mean, variance, moments and moment-generating function. Moreover, we make some other choices for …

Time Series Decomposition Using Singular Spectrum Analysis, Cheng Deng

Electronic Theses and Dissertations

Singular Spectrum Analysis (SSA) is a method for decomposing and forecasting time series that recently has had major developments but it is not yet routinely included in introductory time series courses. An international conference on the topic was held in Beijing in 2012. The basic SSA method decomposes a time series into trend, seasonal component and noise. However there are other more advanced extensions and applications of the method such as change-point detection or the treatment of multivariate time series. The purpose of this work is to understand the basic SSA method through its application to the monthly average sea …

Are Highly Dispersed Variables More Extreme? The Case Of Distributions With Compact Support, Benedict E. Adjogah

Electronic Theses and Dissertations

We consider discrete and continuous symmetric random variables X taking values in [0; 1], and thus having expected value 1/2. The main thrust of this investigation is to study the correlation between the variance, Var(X) of X and the value of the expected maximum E(Mn) = E(X1,...,Xn) of n independent and identically distributed random variables X1,X2,...,Xn, each distributed as X. Many special cases are studied, some leading to very interesting alternating sums, and some progress is made towards a general theory.

The Association Of Calcium Intake And Other Risk Factors With Cardiovascular Disease Among Obese Adults In Usa, Yang Chen, Sheryl Strasser, Katie Callahan, David Blackley, Yan Cao, Liang Wang, Shimin Zheng

ETSU Faculty Works

In this study, we used a cross-sectional study design to examine the relationship between the calcium intake and risk factors for CVD among obese adults by using continuous waves of National Health and Nutrition Examination Survey (NHANES) data 1999-2010. The association between calcium intake and risk factors of CVD (hypertension, total cholesterol, HDL, glycohemoglobin), CRP, albuminuria) is assessed among obese adults in USA. The incidence of Cardiovascular Disease (CVD) is high among obese people. The potential effects of inadequate calcium intake on CVD are receiving increased epidemiologic attention. Understanding the association between risk factors for CVD and calcium intake among …

Associations Of Smoking Status And Serious Psychological Distress With Chronic Obstructive Pulmonary Disease, Ke-Sheng Wang, Liang Wang, Shimin Zheng, Long-Yang Wu

ETSU Faculty Works

Background: Chronic obstructive pulmonary disease (COPD) has been a major public health problem due to its high prevalence, morbidity, and mortality. Smoking is a major risk factor for COPD, while serious psychological distress (SPD) is prevalent among COPD patients. However, no study focusing on the effect of SPD on COPD has been so far conducted, while few studies have focused on the associations of SPD and behavioral factors with COPD by smoking status.

Objectives: This study aimed to examine the associations of SPD and behavioral factors (such as smoking and physical activity) with COPD.

Materials and Methods: Weighted logistic regression …

Level Crossing Times In Mathematical Finance, Ofosuhene Osei

Electronic Theses and Dissertations

Level crossing times and their applications in finance are of importance, given certain threshold levels that represent the "desirable" or "sell" values of a stock. In this thesis, we make use of Wald's lemmas and various deep results from renewal theory, in the context of finance, in modelling the growth of a portfolio of stocks. Several models are employed .

Moments Of Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Jeff Knisley, Chunming Zhang

ETSU Faculty Works

Matrix variate skew elliptically contoured distributions generalize several classes of important distributions. This paper defines and explores matrix variate skew elliptically contoured distributions. In particular, we discuss the first two moments of the matrix variate skew elliptically contoured distributions.

Stochastic Representations Of The Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Chunming Zhang, Jeff Knisley

ETSU Faculty Works

Matrix variate skew elliptically contoured distributions generalize several classes of important distributions. This paper defines and explores matrix variate skew elliptically contoured distributions. In particular, we discuss two stochastic representations of the matrix variate skew elliptically contoured distributions.

Predictors Of Treatments Acceptable To Patients For Late-Life Depression, Gerald J. Jogerst, Shimin Zheng, Erik Vanderlip

ETSU Faculty Works

Objectives. Describe older patients’ perceptions about depression and characteristics associated with acceptance of treatments. Design. Cross-sectional study. Setting. Three primary care clinics in Iowa. Participants. Consecutive sample of 529 primary care patients. Measurements. Depression screening tool (a 9-item patient health questionnaire [PHQ-9]) and questionnaire including sociodemographic data, patient attitudes about depression, and acceptability of different treatments. Results. Mean age was 71.9 years (range 60–93 years), 314 (59%) female. Among the 529 participants, 93 (17.5%) had history of depression and 60 (11.3%) had PHQ-9 scores of 10 or greater. Participants believed depression is a disease for which they would use medication …

Screening For Elder Mistreatment Among Older Adults Seeking Legal Assistance Services, Sheryl M. Strasser, Megan Smith, Scott Weaver, Shimin Zheng, Yan Cao

ETSU Faculty Works

Introduction: The aging population is a rapidly growing demographic in the United States. Isolation, limited autonomy, and declining physical and mental health render many older adults vulnerable to elder mistreatment (EM). The purpose of this study was to assess the prevalence and correlates of EM among a sample of older adults using legal assistance services in Atlanta, Georgia.

Methods: Researchers administered surveys to consenting older adults (aged 60þ) in 5 metro Atlanta community centers that hosted legal assistance information sessions as part of the Elderly Legal Assistance Program. The surveys screened for risk factors and prevalence of EM risk using …

A Methodology For The Analysis Of Fly Activity Data., Ruoying Wang

Undergraduate Honors Theses

Experiments to learn about the effect of light, sex, and diet on the activity of flies generate great quantities of data that is necessary to analyze. Since different researches and students participate in the analysis of those experiments, it is convenient to have a methodology to analyze the experimental data using software so that the data can be analyzed in a uniform way. Being a double major in mathematics and biology, I am interested in:

• Deciding which statistical procedure to use to analyze the data so that the research questions of the researchers in biology are answered.
• To recommend how …

Modeling Antibiotic Resistance When Adding A New Antibiotic To A Hospital Setting., Brandi N. Canter

Undergraduate Honors Theses

As of now, not many pharmaceutical companies are producing new categories of antibiotics to fight bacterial infections. Therefore, bacteria are building up a resistance to the medications commonly used. Often, antibiotic resistance begins within a hospital. To combat resistance, researchers completed several studies using cycling of the medications that are already in place, but they found either no improvement or the resistance increased with this type of setting. In addition, although preventative infection control measures have been shown to decrease antibiotic resistance for some antibiotics, the level of antibiotic resistance found in hospitals is still extremely high. This motivates the …

Comparison Of Time Series And Functional Data Analysis For The Study Of Seasonality., Jake Allen

Electronic Theses and Dissertations

Classical time series analysis has well known methods for the study of seasonality. A more recent method of functional data analysis has proposed phase-plane plots for the representation of each year of a time series. However, the study of seasonality within functional data analysis has not been explored extensively. Time series analysis is first introduced, followed by phase-plane plot analysis, and then compared by looking at the insight that both methods offer particularly with respect to the seasonal behavior of a variable. Also, the possible combination of both approaches is explored, specifically with the analysis of the phase-plane plots. The …

Power Analysis For Alternative Tests For The Equality Of Means., Haiyin Li

Electronic Theses and Dissertations

The two sample t-test is the test usually taught in introductory statistics courses to test for the equality of means of two populations. However, the t-test is not the only test available to compare the means of two populations. The randomization test is being incorporated into some introductory courses. There is also the bootstrap test. It is also not uncommon to decide the equality of the means based on confidence intervals for the means of these two populations. Are all those methods equally powerful? Can the idea of non-overlapping t confidence intervals be extended to bootstrap confidence intervals? The powers …

Solving The Differential Equation For The Probit Function Using A Variant Of The Carleman Embedding Technique., Kelechukwu Iroajanma Alu

Electronic Theses and Dissertations

The probit function is the inverse of the cumulative distribution function associated with the standard normal distribution. It is of great utility in statistical modelling. The Carleman embedding technique has been shown to be effective in solving first order and, less efficiently, second order nonlinear differential equations. In this thesis, we show that solutions to the second order nonlinear differential equation for the probit function can be approximated efficiently using a variant of the Carleman embedding technique.