Physical Sciences and Mathematics Commons^™

Modelling Locally Changing Variance Structured Time Series Data By Using Breakpoints Bootstrap Filtering, Rajan Lamichhane

Mathematics & Statistics Theses & Dissertations

Stochastic processes have applications in many areas such as oceanography and engineering. Special classes of such processes deal with time series of sparse data. Studies in such cases focus in the analysis, construction and prediction in parametric models. Here, we assume several non-linear time series with additive noise components, and the model fitting is proposed in two stages. The first stage identifies the density using all the clusters information, without specifying any prior knowledge of the underlying distribution function of the time series. The effect of covariates is controlled by fitting the linear regression model with serially correlated errors. In …

Analysis Of Continuous Longitudinal Data With Arma(1, 1) And Antedependence Correlation Structures, Sirisha Mushti

Mathematics & Statistics Theses & Dissertations

Longitudinal or repeated measure data are common in biomedical and clinical trials. These data are often collected on individuals at scheduled times resulting in dependent responses. Inference methods for studying the behavior of responses over time as well as methods to study the association with certain risk factors or covariates taking into account the dependencies are of great importance. In this research we focus our study on the analysis of continuous longitudinal data. To model the dependencies of the responses over time, we consider appropriate correlation structures generated by the stationary and non-stationary time-series models. We develop new estimation procedures …

Modeling Martian Planetary Entry Descent And Landing Using Monte Carlo Driven Response Surface Methodology, Narcrisha S. Norman

Mechanical & Aerospace Engineering Theses & Dissertations

Response surface methodology (RSM) is a statistical method that explores the relationships between several descriptive variables and one or more response variables. For over sixty years, among other areas, it has been utilized in quality engineering, process engineering, aircraft engineering, economics, chemical engineering, automotive engineering and design/technique optimization. In this dissertation, RSM is utilized to produce regression models that represent the planetary entry, descent and landing (EDL) process. A complete understanding of EDL process is an essential component of any planetary exploration. Research in this area is ongoing and confidence in the ability to explore known celestial bodies is growing. …

Meta-Heuristics Analysis For Technologically Complex Programs: Understanding The Impact Of Total Constraints For Schedule, Quality And Cost, Henry Darrel Webb

Engineering Management & Systems Engineering Projects for D. Eng. Degree

Program management data associated with a technically complex radio frequency electronics base communication system has been collected and analyzed to identify heuristics which may be utilized in addition to existing processes and procedures to provide indicators that a program is trending to failure. Analysis of the collected data includes detailed schedule analysis, detailed earned value management analysis and defect analysis within the framework of a Firm Fixed Price (FFP) incentive fee contract.

This project develops heuristics and provides recommendations for analysis of complex project management efforts such as those discussed herein. The analysis of the effects of the constraints on …

A Statistical Model To Determine Multiple Binding Sites Of A Transcription Factor On Dna Using Chip-Seq Data, Rasika Jayatillake

Mathematics & Statistics Theses & Dissertations

Protein-DNA interaction is vital to many biological processes in cells such as cell division, embryo development and regulating gene expression. Chromatin Immunoprecipitation followed by massively parallel sequencing (ChIP-seq) is a new technology that can reveal protein binding sites in genome with superior accuracy. Although many methods have been proposed to find binding sites for ChIP-seq data, they can find only one binding site within a short region of the genome. In this study we introduce a statistical model to identify multiple binding sites of a transcription factor within a short region of the genome using the ChIP-seq data. Mapped sequence …

Assessing Movement Of Fish Through Spectral Analysis Of Otolith Life History Scans, Renee Reilly Hoover

OES Theses and Dissertations

The ability to accurately measure movement timing across environmental gradients is fundamental for testing hypotheses in marine ecology that deal with ingress, egress, and migration of fish. Timing and patterns of movement have been estimated using life-history scans of the chemical signatures encoded in fish otoliths (ear stones). I provide a quantitative approach to examining life history scan data using spectral analysis, which retrospectively measures the movement timing for individual fish. Sagittal otoliths from juvenile Atlantic croaker (Micropogonias undulates) and adult black sea bass (Centropristis striata) were sampled using laser ablation inductively coupled plasma mass spectrometry …

Response Surface Optimization Of Electron Beam Freeform Fabrication Depositions Using Design Of Experiments, Patricia A. Quigley

Engineering Management & Systems Engineering Theses & Dissertations

The Electron Beam Freeform Fabrication (EBF³ ) System is a material depositing, layer additive technique that produces three dimensional (3D) parts out of a wide range of metals in high vacuum, using an electron beam and wire feedstock. Screening deposition trials on a titanium alloy, Ti-6Al-4V, at the National Aeronautics Space Administration (NASA) revealed selective vaporization of the aluminum content of linear prototypes when subjected to chemical analysis. In this study, the aluminum content, bead height and bead width output responses were analyzed from a systematic study of the effects that the interactions of the EBF³ processing parameters …

Analysis Of Discrete Choice Probit Models With Structured Correlation Matrices, Bhaskara Ravi

Mathematics & Statistics Theses & Dissertations

Discrete choice models are very popular in Economics and the conditional logit model is the most widely used model to analyze consumer choice behavior, which was introduced in a seminal paper by McFadden (1974). This model is based on the assumption that the unobserved factors, which determine the consumer choices, are independent and follow a Gumbel distribution, widely known as the Independence of irrelevant Alternatives (IIA) assumption. Alternate models that relax IIA assumption are the Generalized Extreme Value (GEV) models, which allow dependency between unobserved factors. However, GEV models do not incorporate all dependency patterns, other choice behaviors such as …

The Doubly Inflated Poisson And Related Regression Models, Manasi Sheth-Chandra

Mathematics & Statistics Theses & Dissertations

Most real life count data consists of some values that are more frequent than allowed by the common parametric families of distributions. For data consisting of only excess zeros, in a seminal paper Lambert (1992) introduced Zero-Inflated Poisson (ZIP) model, which is a mixture model that accounts for the inflated zeros. In this thesis, two Doubly Inflated Poisson (DIP) probability models, DIP (p, λ) and DIP ( p1, p2, λ), are discussed for situations where there is another inflated value k > 0 besides the inflated zeros. The distributional properties such as identifiability, moments, and conditional probabilities …

Modeling And Analysis Of Repeated Ordinal Data Using Copula Based Likelihoods And Estimating Equation Methods, Raghavendra Rao Kurada

Mathematics & Statistics Theses & Dissertations

Repeated or longitudinal ordinal data occur in many fields such as biology, epidemiology, and finance. These data normally are analyzed using both likelihood and non-likelihood methods. The first part of this dissertation discusses the multivariate ordered probit model which is a likelihood method based on latent variables. We show that this latent variable model belong to a very general class of Copula models. We use the copula representation for the multivariate ordered probit model to obtain maximum likelihood estimates of the parameters. We apply the methodology in the analysis of real life data examples.

Though likelihood methods are preferable, there …

Semi-Parametric Likelihood Functions For Bivariate Survival Data, S. H. Sathish Indika

Mathematics & Statistics Theses & Dissertations

Because of the numerous applications, characterization of multivariate survival distributions is still a growing area of research. The aim of this thesis is to investigate a joint probability distribution that can be derived for modeling nonnegative related random variables. We restrict the marginals to a specified lifetime distribution, while proposing a linear relationship between them with an unknown (error) random variable that we completely characterize. The distributions are all of positive supports, but one class has a positive probability of simultaneous occurrence. In that sense, we capture the absolutely continuous case, and the Marshall-Olkin type with a positive probability of …

A Study Of Relationships Between Family Members Using Familial Correlations, Corinne Wilson

Mathematics & Statistics Theses & Dissertations

Familial correlations measure the resemblance between family members and are used in many fields of study including epidemiology, genetics, heredity, and psychology. Here, an analysis of familial correlations where male and female children of the same family can have different correlations in the unequal family size case is presented. First, three likelihood based tests, namely the likelihood ratio test, Rao score test, and Wald test, and two more asymptotic tests which use Srivastava's estimator of the intraclass correlation coefficient are considered to test the null hypothesis of equality of the intraclass correlation coefficients when families have unequal numbers of children. …

Rao's Quadratic Entropy And Some New Applications, Yueqin Zhao

Mathematics & Statistics Theses & Dissertations

Many problems in statistical inference are formulated as testing the diversity of populations. The entropy functions measure the similarity of a distribution function to the uniform distribution and hence can be used as a measure of diversity. Rao (1982a) proposed the concept of quadratic entropy. Its concavity property makes the decomposition similar to ANOVA for categorical data feasible. In this thesis, after reviewing the properties and providing a modification to quadratic entropy, various applications of quadratic entropy are explored. First, analysis of quadratic entropy with the suggested modification to analyze the contingency table data is explored. Then its application to …

Canonical Correlation Analysis For Longitudinal Data, Raymond Mccollum

Mathematics & Statistics Theses & Dissertations

Data (multivariate data) on two sets of vectors commonly occur in applications. Statistical analysis of these data is usually done using a canonical correlation analysis (CCA). Occurrence of these data at multiple occasions or conditions leads to longitudinal multivariate data for a CCA. We address the problem of canonical correlation analysis on longitudinal data when the data have a Kronecker product covariance structure. Using structured correlation matrices we model the dependency of repeatedly observed data. Recent work of Srivastava, Nahtman, and von Rosen (2008) developed an iterative algorithm to determine the maximum likelihood estimate of the Kronecker product covariance structure …

Analysis Of Models For Longitudinal And Clustered Binary Data, Weiming Yang

Mathematics & Statistics Theses & Dissertations

This dissertation deals with modeling and statistical analysis of longitudinal and clustered binary data. Such data consists of observations on a dichotomous response variable generated from multiple time or cluster points, that exhibit either decaying correlation or equi-correlated dependence. The current literature addresses modeling the dependence using an appropriate correlation structure, but ignores the feasible bounds on the correlation parameter imposed by the marginal means.

The first part of this dissertation deals with two multivariate probability models, the first order Markov chain model and the multivariate probit model, that adhere to the feasible bounds on the correlation. For both the …

Time Valuation Of Risk A Delayed-Bang Approach, Abhishek Pathak

Engineering Management & Systems Engineering Theses & Dissertations

The subject of this thesis is the combined use of engineering economics and survival analysis in estimating time-value of risk-related resources. The discussion includes (1) the need for sustainable risk management, (2) the importance of time-valuation of risk related resources in the allocation or selection among competing risk mitigation alternatives, (3) the convergence of deterministic engineering economics, survivability analysis, and probabilistic analysis, and (4) results and examples of application in the context of prevention of risk event or mitigation of its consequences.

The significance of this thesis is in how three topics: engineering economics, survivability analysis, and probability theory can …

Caffeine Model Identification For Vigilance Performance Prediction, Chun-Hui Huang

Mechanical & Aerospace Engineering Theses & Dissertations

The pharmacodynamics and pharmacokinetics of caffeine have been well characterized. In this study, a caffeine dynamic model is developed to describe its pharmacodynamic effects on vigilance performance. Validated biomathematical models developed to address both individual and group fatigue and alertness in a non-laboratory setting represent a tremendous commercial opportunity. First, a test data set with caffeine effects isolated from circadian and homeostatic effects is created. Then a modeling approach for input and output effects is developed and different model structures for the caffeine effects are considered. Observer/Kalman filter Identification (OKID) algorithm is proposed and developed to identify the caffeine model …

Uncertainty Assessment Of Aircraft Maintenance Times By Using Evidence Theory And Expert Judgment Elicitation, Huseyin Kudak

Engineering Management & Systems Engineering Theses & Dissertations

The goal of this study is to demonstrate the use of the Dempster-Shafer Theory of evidence as a decision aid to predict aircraft maintenance times during wartime operations using expert judgment elicitation. Increased precision in time estimation enables the jet engine aircraft maintenance facility commander to make more accurate decisions for the Air Force's wartime tactical operations allowing the commander to gain a decisive advantage. A questionnaire was designed to elicit judgments from experts in the Aircraft Maintenance Facility (AMF) to investigate maintenance times of the major failure modes (Ignition, Fuel, and Electrical). Results of the expert judgment elicitation were …

Radical Impact Of Change In Actions And Confidence Index On Reverse Decision Making An Application Based Study, Swatee Trimbak Paithankar

Engineering Management & Systems Engineering Theses & Dissertations

While making decisions under uncertainty, people are often unaware of the logical approach to form the decision process. It is assumed that collecting details, analyzing and evaluating data is enough to make 'proper' decisions. However, past research in the decision making arena has significantly validated that there exists a class of decision problems which is complex, ill-structured and not defined to the level where decision makers can draw logical conclusions based on existing traditional decision approaches. RDM (reverse decision making), one of the novel approaches of decision making under conditions of uncertainty, has shown potential towards addressing some of these …

Uncertainty Assessment In High-Risk Environments Using Probability, Evidence Theory And Expert Judgment Elicitation, Stella Barberis Bondi

Engineering Management & Systems Engineering Theses & Dissertations

The level of uncertainty in advanced system design is assessed by comparing the results of expert judgment elicitation to probability and evidence theory. This research shows how one type of monotone measure, namely Dempster-Shafer Theory of Evidence can expand the framework of uncertainty to provide decision makers a more robust solution space. The issues imbedded in this research are focused on how the relevant predictive uncertainty produced by similar action is measured.

This methodology uses the established approach from traditional probability theory and Dempster-Shafer evidence theory to combine two classes of uncertainty, aleatory and epistemic. Probability theory provides the mathematical …

Canonical Correlation And Correspondence Analysis Of Longitudinal Data, Jayesh Srivastava

Mathematics & Statistics Theses & Dissertations

Assessing the relationship between two sets of multivariate vectors is an important problem in statistics. Canonical correlation coefficients are used to study these relationships. Canonical correlation analysis (CCA) is a general multivariate method that is mainly used to study relationships when both sets of variables are quantitative. When the variables are qualitative (categorical), a technique called correspondence analysis (CA) is used. Canonical correspondence analysis (CCPA) is used to deal with the case when one set of variables is categorical and the other set is quantitative. By exploiting the interrelationships between these three techniques we first provide a theoretical basis for …

Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo

Mathematics & Statistics Theses & Dissertations

Familial data occur when observations are taken on multiple members of the same family. Due to relationships between these members, both genetic and by cohabitation, their response variables will likely exhibit some form of dependence. Most of the existing literature models this dependence with an equicorrelated structure. This structure is appropriate when the dependencies between family members are similar, such as in genetic studies, but not in cases where we expect the dependencies to differ, such as behavioral comparisons across different age groups. In this dissertation we first discuss an alternative structure based upon first-order autoregressive correlation. Specifically we create …

Efficient Unbiased Estimating Equations For Analyzing Structured Correlation Matrices, Yihao Deng

Mathematics & Statistics Theses & Dissertations

Analysis of dependent continuous and discrete data has become an active area of research. For normal data, correlations fully quantify the dependence. And historically, maximum likelihood method has been very successful to estimate the correlations and unbiased estimating equation approach has become a popular alternative when there may be a departure from normality. In this thesis we show that the optimal unbiased estimating equation coincides with the likelihood equations for normal data. We then introduce a general class of weighted unbiased estimating equations to estimate parameters in a structured correlation matrix. We derive expressions for asymptotic covariance of the estimates, …

Estimating Familial Correlations Using A Kotz Type Density, Amal Helu

Mathematics & Statistics Theses & Dissertations

Two useful familial correlations often used to study the resemblance between the family members are the sib-sib correlation (ρ_ss) and the mom-sib or parent-sib correlation (ρ_ps). Since their introduction early in the last century by Galton, Fisher and others, many improved estimators of these correlations have been suggested in the literature. Several moment based estimators as well as the maximum likelihood estimators under the assumption of multivariate normality have been extensively studied and compared by various authors. However, the performance of these estimators when the data are not from multivariate normal distribution is poor. In this …

Statistical Analysis Of Longitudinal And Multivariate Discrete Data, Deepak Mav

Mathematics & Statistics Theses & Dissertations

Correlated multivariate Poisson and binary variables occur naturally in medical, biological and epidemiological longitudinal studies. Modeling and simulating such variables is difficult because the correlations are restricted by the marginal means via Fréchet bounds in a complicated way. In this dissertation we will first discuss partially specified models and methods for estimating the regression and correlation parameters. We derive the asymptotic distributions of these parameter estimates. Using simulations based on extensions of the algorithm due to Sim (1993, Journal of Statistical Computation and Simulation, 47, pp. 1–10), we study the performance of these estimates using infeasibility, coverage probabilities of the …

Geographic Variation In The Morphology Of Crotalus Horridus (Serpentes: Viperidae), John Robert Allsteadt

Biological Sciences Theses & Dissertations

The Timber Rattlesnake (Crotalus horridus) occurs in discontinuous populations throughout the eastern and central United States. The species exhibits high levels of polymorphism in morphological traits, especially in coloration and pattern. Previous studies recognized either distinct northern and southern subspecies or three regional morphs (northern, southern, and western), but conflicting data sets and limited geographic sampling of previous studies have left the relationships among those regional variants unclear. In this study, univariate and multivariate statistics, together with a geographic information system, were used to analyze geographic variation in 36 morphological characters recorded from 2,420 specimens of C. horridus …

Analysis Of Multivariate Data Using Kotz Type Distribution, Kusaya Plungpongpun

Mathematics & Statistics Theses & Dissertations

Most of the inferential statistical methods for multivariate data are developed under the fundamental assumption that the data are from a multivariate normal distribution. Unfortunately, one can never be sure a set of data is really from a multivariate normal distribution. There are numerous methods for checking (testing) multivariate normality, but based on many published and our own simulation studies, provided in the first chapter of this dissertation, we observe that these tests are generally not very powerful, especially for smaller sample sizes. Hence it is always beneficial to have alternative multivariate distributions available along with the methodology for using …

Estimation Of Parameters In Replicated Time Series Regression Models, Genming Shi

Mathematics & Statistics Theses & Dissertations

The time series regression model was widely studied in the literature by several authors. However, statistical analysis of replicated time series regression models has received little attention. In this thesis, we study the application of quasi-least squares, a relatively new method, to estimate the parameters in replicated time series models with general ARMA( p, q) correlation structure. We also study several established methods for estimating the parameters in those models, including the maximum likelihood, method of moments, and the GEE method. Asymptotic comparisons of the methods are made bV fixing the number of repeated measurements in each series, and …

Nearly Balanced And Resolvable Block Designs, Brian Henry Reck

Mathematics & Statistics Theses & Dissertations

One of the fundamental principles of experimental design is the separation of heterogeneous experimental units into subsets of more homogeneous units or blocks in order to isolate identifiable, unwanted, but unavoidable, variation in measurements made from the units. Given v treatments to compare, and having available b blocks of k experimental units each, the thoughtful statistician asks, “What is the optimal allocation of the treatments to the units?” This is the basic block design problem. Let n_ij be the number of times treatment i is used in block j and let N be the v x b matrix N …

Mark-Recapture Creel Survey And Survival Models, Shampa Saha

Mathematics & Statistics Theses & Dissertations

In this dissertation, we consider a model based approach to the estimation of exploitation rate of a fish population by combining mark-recapture procedures with a creel survey. We also consider the analysis of a proportional hazards survival model for randomly censored observations, known as the Koziol-Green model. The model assumes that the lifetime survivor function is a power of the censored time survivor function.

In Chapter 2, we introduce the model based approach to the estimation of the exploitation rate of a fish population by combining mark-recapture procedures with a creel survey. We assume that in the beginning of a …