Physical Sciences and Mathematics Commons^™

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 …

Topographic Signatures Of Geodynamics, Samuel G. Roy

Electronic Theses and Dissertations

The surface of the Earth retains an imperfect memory of the diverse geodynamic, climatic, and surface transport processes that cooperatively drive the evolution of Earth. In this thesis I explore the potential of using topographic analysis and landscape evolution models to unlock past and/or present evidence for geodynamic activity. I explore the potential isolated effects of geodynamics on landscape evolution, particularly focusing on two byproducts of tectonic strain: rock displacement and damage. Field evidence supports a strong correlation between rock damage and erodibility, and a numerical sensitivity analysis supports the hypothesis that an order of magnitude weakening in rock, well …

Individual Tree Measurements From Three-Dimensional Point Clouds, Elias Ayrey

Electronic Theses and Dissertations

This study develops and tests novel methodologies for measuring the attributes of individual trees from three-dimensional point clouds generated from an aerial platform. Recently, advancements in technology have allowed for the acquisition of very high resolution three-dimensional point clouds that can be used to map the forest in a virtual environment. These point clouds can be interpreted to produce valuable forest attributes across entire landscapes with minimal field labor, which can then aid forest managers in their planning and decision making.

Biometrics derived from point clouds are often generated on a plot level, with estimates spanning many meters (rather than …

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 …

Novel Applications Of And Extensions To Linear Regression Methods For The Biomedical And Materials Sciences., Joe Bible

Electronic Theses and Dissertations

In this work we present three topics, each of which centered on either the application or modification of various linear regression methods. Our work with respect to the “Materials Genome” project while undermined by oversimplification and data integrity issues in its early stages, provides a sound platform from which the project can proceed successfully. Building upon a growing body of knowledge around the use of Weighted Generalized Estimating Equations (WGEE), our second investigation proposes an extension to that framework intended to address the inherent bias present in the analysis of clustered longitudinal data with potentially informative cluster sizes and temporal …

Optcluster : An R Package For Determining The Optimal Clustering Algorithm And Optimal Number Of Clusters., Michael N. Sekula

Electronic Theses and Dissertations

Determining the best clustering algorithm and ideal number of clusters for a particular dataset is a fundamental difficulty in unsupervised clustering analysis. In biological research, data generated from Next Generation Sequencing technology and microarray gene expression data are becoming more and more common, so new tools and resources are needed to group such high dimensional data using clustering analysis. Different clustering algorithms can group data very differently. Therefore, there is a need to determine the best groupings in a given dataset using the most suitable clustering algorithm for that data. This paper presents the R package optCluster as an efficient …

Summary Of Survival Analysis With Sas Procedures., Derek Duane Childers 1990-

Electronic Theses and Dissertations

The research conducted for this thesis was performed to summarize some of the most commonly used survival analysis techniques as well as to create one macro that will provide the solutions for these techniques. Some of the techniques that this thesis focuses on are survival and hazard functions, mean and median survival times, life table, log rank test, proportional hazards/model building, and competing risk. To further analyze these survival analysis techniques I will use the Bone Marrow Transplantation for Leukemia dataset. This trial consists of either acute myelocytic leukemia (AML 99 patients) or acute lymphoblastic leukemia (ALL 38 patients). There …

A Simulation-Based Task Analysis Using Agent-Based, Discrete Event And System Dynamics Simulation, Anastasia Angelopoulou

Electronic Theses and Dissertations

Recent advances in technology have increased the need for using simulation models to analyze tasks and obtain human performance data. A variety of task analysis approaches and tools have been proposed and developed over the years. Over 100 task analysis methods have been reported in the literature. However, most of the developed methods and tools allow for representation of the static aspects of the tasks performed by expert system-driven human operators, neglecting aspects of the work environment, i.e. physical layout, and dynamic aspects of the task. The use of simulation can help face the new challenges in the field of …

Mahalanobis Kernel-Based Support Vector Data Description For Detection Of Large Shifts In Mean Vector, Vu Nguyen

Electronic Theses and Dissertations

Statistical process control (SPC) applies the science of statistics to various process control in order to provide higher-quality products and better services. The K chart is one among the many important tools that SPC offers. Creation of the K chart is based on Support Vector Data Description (SVDD), a popular data classifier method inspired by Support Vector Machine (SVM). As any methods associated with SVM, SVDD benefits from a wide variety of choices of kernel, which determines the effectiveness of the whole model. Among the most popular choices is the Euclidean distance-based Gaussian kernel, which enables SVDD to obtain a …

The Sensitivity Of A Test Based On Spearman's Rho In Cross-Correlation Change Point Problems, Congjian Liu

Electronic Theses and Dissertations

In change point problems, there are three main questions that researchers are interested in. First of all, is there a change point or not? Second, when does the change point occur in a time series? Third, how quickly can we detect the change point? In this thesis, we first explain what a change point is, and what a cross-correlation is. We then discuss prior research in this area. Then we discuss and examine a test based on Spearman's rho, introduced by Wied and Dehling (2011), which tests the null hypothesis of no change point, and compare the change point we …

Bayesian Inference Of The Weibull-Pareto Distribution, James Dow

Electronic Theses and Dissertations

The Weibull distribution has many applications in various topics. Some of these topics include survival analysis, reliability engineering, general insurance, electrical engineering, and industrial engineering. The Weibull distribution was further extended by the Weibull-Pareto distribution. A desirable property this distribution has is its shape can skew being able to better model left or right skewed data. Examples of skewed data include human longevity and actuarial data. In this work a hierarchical Bayesian model was developed using the Weibull-Pareto distribution.