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Full-Text Articles in Numerical Analysis and Computation

Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh May 2021

Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh

Publications and Research

Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.


Using Statistical Analysis To Examine Weather Variability In New York City, Ryan Chen, Yuhuang Wang, Jiehao Huang Dec 2020

Using Statistical Analysis To Examine Weather Variability In New York City, Ryan Chen, Yuhuang Wang, Jiehao Huang

Publications and Research

As the overall temperature of Earth continues to warm, atmospheric hazards (e.g. heatwaves, cyclones) may be driving increases in climatological trends. This study examines the daily precipitation and temperature record of the greater New York City region during the 1979-2014 period. Daily station observations from three greater New York City airports: John F. Kennedy (JFK), LaGuardia (LGA) and Newark (EWR), are used in this study. Climatological & statistical analyses are performed for the weather variability of New York City metro area to understand the impacts of climate change.The temperature climatology reveals a distinct seasonal cycle, while the precipitation climatology exhibits …


Sensor Data Analysis In Smart Buildings, Manuel A. Mane Penton May 2020

Sensor Data Analysis In Smart Buildings, Manuel A. Mane Penton

Publications and Research

Data analysis and Machine Learning are destined to evolve the current technology infrastructure by solving technology and economy demands present mainly in developed cities like New York. This research proposes a machine learning (ML) based solution to alleviate one of the main issues that big buildings such as CUNY campuses have, that is the waste of energy resources. The analysis of data coming from the readings of different deployed sensors such as CO2, humidity and temperature can be used to estimate occupancy in a specific room and building in general. The outcome of this research established a relationship between the …


Determinism Of Stochastic Processes Through The Relationship Between The Heat Equation And Random Walks, Gurmehar Singh Makker Dec 2019

Determinism Of Stochastic Processes Through The Relationship Between The Heat Equation And Random Walks, Gurmehar Singh Makker

Publications and Research

We study the deterministic characteristics of stochastic processes through investigation of random walks and the heat equation. The relationship is confirmed by discretizing the heat equation in time and space and determining the probability distribution function for random walks in dimension d = 1, 2. The existence of the relationship is presented both through theoretical analysis and numerical computation.


Generalized Least-Powers Regressions I: Bivariate Regressions, Nataniel Greene Nov 2016

Generalized Least-Powers Regressions I: Bivariate Regressions, Nataniel Greene

Publications and Research

The bivariate theory of generalized least-squares is extended here to least-powers. The bivariate generalized least-powers problem of order p seeks a line which minimizes the average generalized mean of the absolute pth power deviations between the data and the line. Least-squares regressions utilize second order moments of the data to construct the regression line whereas least-powers regressions use moments of order p to construct the line. The focus is on even values of p, since this case admits analytic solution methods for the regression coefficients. A numerical example shows generalized least-powers methods performing comparably to generalized least-squares methods, …


Generalized Least-Squares Regressions V: Multiple Variables, Nataniel Greene Mar 2015

Generalized Least-Squares Regressions V: Multiple Variables, Nataniel Greene

Publications and Research

The multivariate theory of generalized least-squares is formulated here using the notion of generalized means. The multivariate generalized least-squares problem seeks an m dimensional hyperplane which minimizes the average generalized mean of the square deviations between the data and the hyperplane in m + 1 variables. The numerical examples presented suggest that a multivariate generalized least-squares method can be preferable to ordinary least-squares especially in situations where the data are ill- conditioned.


Generalized Least-Squares Regressions Iv: Theory And Classification Using Generalized Means, Nataniel Greene Sep 2014

Generalized Least-Squares Regressions Iv: Theory And Classification Using Generalized Means, Nataniel Greene

Publications and Research

The theory of generalized least-squares is reformulated here using the notion of generalized means. The generalized least-squares problem seeks a line which minimizes the average generalized mean of the square deviations in x and y. The notion of a generalized mean is equivalent to the generating function concept of the previous papers but allows for a more robust understanding and has an already existing literature. Generalized means are applied to the task of constructing more examples, simplifying the theory, and further classifying generalized least-squares regressions.


Generalized Least-Squares Regressions Iii: Further Theory And Classification, Nataniel Greene Jan 2014

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

Publications and Research

This paper continues the work of this series with two results. The first is an exponential equivalence theorem which states that every generalized least-squares regression line can be generated by an equivalent exponential regression. It follows that every generalized least-squares line has an effective normalized exponential parameter between 0 and 1 which classifies the line on the spectrum between ordinary least-squares and the extremal line for a given set of data. The second result is the presentation of fundamental formulas for the generalized least-squares slope and y-intercept.


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 …


Refining Environmental Satellite Data Using A Statistical Approach, Md Zahidur Rahman, Leonid Roytman, Abdelhamid Kadik Apr 2013

Refining Environmental Satellite Data Using A Statistical Approach, Md Zahidur Rahman, Leonid Roytman, Abdelhamid Kadik

Publications and Research

The proposed approach in this article applies an efficient and novel statistical technique to accurately describe radiometric data measured by Advanced Very High Resolution Radiometers (AVHRR) onboard the National Oceanic and Atmospheric Administration’s (NOAA) Polar Orbiting Environmental Satellites (POES). The corrected data set will then be applied to improve the strength of NOAA Global Vegetation Index (GVI) data set for the 1982- 2003 period produced from AVHRR. The GVI is used extensively for studying and monitoring land surface, atmosphere and recently for analyzing climate and environmental changes. The POES AVHRR data, though useful, cannot be directly used in climate change …


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.


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 …


Multiresolution Inverse Wavelet Reconstruction From A Fourier Partial Sum, Nataniel Greene Jan 2010

Multiresolution Inverse Wavelet Reconstruction From A Fourier Partial Sum, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities.In previous work [11,12] we described a numerical procedure for overcoming the Gibbs phenomenon called the Inverse Wavelet Reconstruction method (IWR). The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series. However, we only described the method standard wavelet series and …


Methods Of Assessing And Ranking Probable Sources Of Error, Nataniel Greene May 2008

Methods Of Assessing And Ranking Probable Sources Of Error, Nataniel Greene

Publications and Research

A classical method for ranking n potential events as sources of error is Bayes' theorem. However, a ranking based on Bayes' theorem lacks a fundamental symmetry: the ranking in terms of blame for error will not be the reverse of the ranking in terms of credit for lack of error. While this is not a flaw in Bayes' theorem, it does lead one to inquire whether there are related methods which have such symmetry. Related methods explored here include the logical version of Bayes' theorem based on probabilities of conditionals, probabilities of biconditionals, and ratios or differences of credit to …


A Wavelet-Based Method For Overcoming The Gibbs Phenomenon, Nataniel Greene Mar 2008

A Wavelet-Based Method For Overcoming The Gibbs Phenomenon, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities. Here we describe a numerical procedure for overcoming the Gibbs phenomenon called the inverse wavelet reconstruction method. The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series.


An Overview Of Conditionals And Biconditionals In Probability, Nataniel Greene Mar 2008

An Overview Of Conditionals And Biconditionals In Probability, Nataniel Greene

Publications and Research

Conditional and biconditional statements are a standard part of symbolic logic but they have only recently begun to be explored in probability for applications in artificial intelligence. Here we give a brief overview of the major theorems involved and illustrate them using two standard model problems from conditional probability.


Fourier Series Of Orthogonal Polynomials, Nataniel Greene Feb 2008

Fourier Series Of Orthogonal Polynomials, Nataniel Greene

Publications and Research

Explicit formulas for the Fourier coefficients of the Legendre polynomials can be found in the Bateman Manuscript Project. However, similar formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials.


Formulas For The Fourier Series Of Orthogonal Polynomials In Terms Of Special Functions, Nataniel Greene Jan 2008

Formulas For The Fourier Series Of Orthogonal Polynomials In Terms Of Special Functions, Nataniel Greene

Publications and Research

An explicit formula for the Fourier coefficient of the Legendre polynomials can be found in the Bateman Manuscript Project. However, formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials. The methods described here apply in principle to a class of polynomials, including non-orthogonal polynomials.


Inverse Wavelet Reconstruction For Resolving The Gibbs Phenomenon, Nataniel Greene Jan 2008

Inverse Wavelet Reconstruction For Resolving The Gibbs Phenomenon, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities. Here we describe a numerical procedure for overcoming the Gibbs phenomenon called the inverse wavelet reconstruction method. The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series.