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Numerical Analysis and Computation Commons™

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Statistics and Probability

2013

Articles 1 - 7 of 7

Full-Text Articles in Numerical Analysis and Computation

Using Fuzzy Linear Regression To Estimate Relationship Between Forest Fires And Meteorological Conditions, Hande G. Akdemir, Fatma Tiryaki Dec 2013

Using Fuzzy Linear Regression To Estimate Relationship Between Forest Fires And Meteorological Conditions, Hande G. Akdemir, Fatma Tiryaki

Applications and Applied Mathematics: An International Journal (AAM)

Each year, millions of hectares of forest land are destroyed by fires causing great financial loss and ecological damage. In this paper, our aim is to study the effect of the variation of meteorological conditions on the total burned area in hectares, by using fuzzy linear regression analysis based on Tanaka’s approaches. The total burned area is considered a dependent variable. Air temperature (in ºC), relative humidity (in %), wind speed (in km/h) and rainfall (in mm/m2 ) are considered to be independent variables. The relationship between input and output data is estimated using data provided in data mining …

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Random Search Models Of Foraging Behavior: Theory, Simulation, And Observation., Ben C. Nolting Dec 2013

Random Search Models Of Foraging Behavior: Theory, Simulation, And Observation., Ben C. Nolting

Department of Mathematics: Dissertations, Theses, and Student Research

Many organisms, from bacteria to primates, use stochastic movement patterns to find food. These movement patterns, known as search strategies, have recently be- come a focus of ecologists interested in identifying universal properties of optimal foraging behavior. In this dissertation, I describe three contributions to this field. First, I propose a way to extend Charnov's Marginal Value Theorem to the spatially explicit framework of stochastic search strategies. Next, I describe simulations that compare the efficiencies of sensory and memory-based composite search strategies, which involve switching between different behavioral modes. Finally, I explain a new behavioral analysis protocol for identifying the …

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Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne Aug 2013

Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne

Electronic Thesis and Dissertation Repository

In this paper, we examine the pricing and hedging of an index option where one constituents stock plays an overly dominant role in the index. Under a Geometric Brownian Motion assumption we compare the distribution of the relative value of the index if the dominant stock is modeled separately from the rest of the index, or not. The former is equivalent to the relative index value being distributed as the sum of two lognormal random variables and the latter is distributed as a single lognormal random variable. Since these are not equal in distribution, we compare the two models. The …

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Stochastic Dea With A Perfect Object And Its Application To Analysis Of Environmental Efficiency, Alexander Vaninsky Jul 2013

Stochastic Dea With A Perfect Object And Its Application To Analysis Of Environmental Efficiency, Alexander Vaninsky

Publications and Research

The paper introduces stochastic DEA with a Perfect Object (SDEA PO). The Perfect Object (PO) is a virtual Decision Making Unit (DMU) that has the smallest inputs and greatest outputs. Including the PO in a collection of actual objects yields an explicit formula of the efficiency index. Given the distributions of DEA inputs and outputs, this formula allows us to derive the probability distribution of the efficiency score, to find its mathematical expectation, and to deliver common (group–related) and partial (object-related) efficiency components. We apply this approach to a prospective analysis of environmental efficiency of the major national and regional …

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Singular Ergodic Control For Multidimensional Gaussian-Poisson Processes, J. L. Menaldi, M. Robin May 2013

Singular Ergodic Control For Multidimensional Gaussian-Poisson Processes, J. L. Menaldi, M. Robin

Mathematics Faculty Research Publications

Singular control for multidimensional Gaussian-Poisson processes with a long-run (or ergodic) and a discounted criteria are discussed. The dynamic programming yields the corresponding Hamilton-Jacobi-Bellman equations, which are discussed. Full details on the proofs and further extensions are left for coming works.

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Generalized Least-Squares Regressions I: Efficient Derivations, Nataniel Greene Jan 2013

Generalized Least-Squares Regressions I: Efficient Derivations, Nataniel Greene

Publications and Research

Ordinary least-squares regression suffers from a fundamental lack of symmetry: the regression line of y given x and the regression line of x given y are not inverses of each other. Alternative symmetric regression methods have been developed to address this concern, notably: orthogonal regression and geometric mean regression. This paper presents in detail a variety of least squares regression methods which may not have been known or fully explicated. The derivation of each method is made efficient through the use of Ehrenberg's formula for the ordinary least-squares error and through the extraction of a weight function g(b) which characterizes …

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Generalized Least-Squares Regressions Ii: Theory And Classification, Nataniel Greene Jan 2013

Generalized Least-Squares Regressions Ii: Theory And Classification, Nataniel Greene

Publications and Research

In the first paper of this series, a variety of known and new symmetric and weighted least-squares regression methods were presented with efficient derivations. This paper continues and generalizes the previous work with a theory for deriving, analyzing, and classifying all symmetric and weighted least-squares regression methods.

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