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Physical Sciences and Mathematics Commons

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Statistics and Probability

Theses/Dissertations

Time series

Western University

Publication Year

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Statistical Methods With A Focus On Joint Outcome Modeling And On Methods For Fire Science, Da Zhong Xi Nov 2020

Statistical Methods With A Focus On Joint Outcome Modeling And On Methods For Fire Science, Da Zhong Xi

Electronic Thesis and Dissertation Repository

Understanding the dynamics of wildfires contributes significantly to the development of fire science. Challenges in the analysis of historical fire data include defining fire dynamics within existing statistical frameworks, modeling the duration and size of fires as joint outcomes, identifying the how fires are grouped into clusters of subpopulations, and assessing the effect of environmental variables in different modeling frameworks. We develop novel statistical methods to consider outcomes related to fire science jointly. These methods address these challenges by linking univariate models for separate outcomes through shared random effects, an approach referred to as joint modeling. Comparisons with existing …


The Doubly Adaptive Lasso Methods For Time Series Analysis, Zi Zhen Liu Aug 2014

The Doubly Adaptive Lasso Methods For Time Series Analysis, Zi Zhen Liu

Electronic Thesis and Dissertation Repository

In this thesis, we propose a systematic approach called the doubly adaptive LASSO tailored to time series analysis, which includes four specific methods for four time series models, respectively:

The PAC-weighted adaptive LASSO for univariate autoregressive (AR) models. Although the LASSO methodology has been applied to AR models, the existing methods in the literature ignore the temporal dependence information embedded in AR time series data. Consequently, the methods may not reflect the characteristics of underlying AR processes, especially, the lag order of AR models. The PAC-weighted adaptive LASSO incorporates the partial autocorrelation (PAC) into the adaptive LASSO weights. The PAC-weighted …