Physical Sciences and Mathematics Commons^™

Assessing Changes In The Abundance Of The Continental Population Of Scaup Using A Hierarchical Spatio-Temporal Model, Beth E. Ross

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

In ecological studies, the goal is often to describe and gain further insight into ecological processes underlying the data collected during observational studies. Because of the nature of observational data, it can often be difficult to separate the variation in the data from the underlying process or 'state dynamics.' In order to better address this issue, it is becoming increasingly common for researchers to use hierarchical models. Hierarchical spatial, temporal, and spatio-temporal models allow for the simultaneous modeling of both first and second order processes, thus accounting for underlying autocorrelation in the system while still providing insight into overall spatial …

Detection Of Changes In Financial Time Series, Rich Madsen

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The purpose of this paper is to examine and model data from several years of foreign currency trading, to determine if one or more change points has occured in the data, and to estimate when those change points took place. Leading up to the analysis of the data we will construct and develop several statistics which we will use to determine if a change point has occured.

This paper falls into the area of computational statistics and will make use of Splus and the S+GARCH module within Splus. Heavy use will also be made of C++. The models that we …