Data Science Commons^™

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Mapping The Invisible: A Framework For Tracking Covid-19 Spread Among College Students With Google Location Data, Prajindra Sankar Krishnan, Chai Phing Chen, Gamal Alkawsi, Sieh Kiong Tiong, Luiz Fernando Capretz

Electrical and Computer Engineering Publications

The COVID-19 pandemic and the implementation of social distancing policies have rapidly changed people's visiting patterns, as reflected in mobility data that tracks mobility traffic using location trackers on cell phones. However, the frequency and duration of concurrent occupancy at specific locations govern the transmission rather than the number of customers visiting. Therefore, understanding how people interact in different locations is crucial to target policies, inform contact tracing, and prevention strategies. This study proposes an efficient way to reduce the spread of the virus among on-campus university students by developing a self-developed Google History Location Extractor and Indicator software based …

Estimating Loop Length From Cryoem Images At Medium Resolutions, Andrew Mcknight, Dong Si, Kamal Al Nasr, Andrey Chernikov, Nikos Chrisochoides, Jing He

Computer Science Faculty Research

Background

De novo protein modeling approaches utilize 3-dimensional (3D) images derived from electron cryomicroscopy (CryoEM) experiments. The skeleton connecting two secondary structures such as α-helices represent the loop in the 3D image. The accuracy of the skeleton and of the detected secondary structures are critical in De novo modeling. It is important to measure the length along the skeleton accurately since the length can be used as a constraint in modeling the protein.

Results

We have developed a novel computational geometric approach to derive a simplified curve in order to estimate the loop length along the skeleton. The method …

Rigidity Analysis Of Protein Biological Assemblies And Periodic Crystal Structures, Filip Jagodzinski, Pamela Clark, Jessica Grant, Tiffany Liu, Samantha Monastra, Ileana Streinu

All Faculty Scholarship for the College of the Sciences

Background

We initiate in silico rigidity-theoretical studies of biological assemblies and small crystals for protein structures. The goal is to determine if, and how, the interactions among neighboring cells and subchains affect the flexibility of a molecule in its crystallized state. We use experimental X-ray crystallography data from the Protein Data Bank (PDB). The analysis relies on an effcient graph-based algorithm. Computational experiments were performed using new protein rigidity analysis tools available in the new release of our KINARI-Web server http://kinari.cs.umass.edu.

Results

We provide two types of results: on biological assemblies and on crystals. We found that when only isolated …

As Strong As The Weakest Link: Mining Diverse Cliques In Weighted Graphs, Petko Bogdanov, Ben Baumer, Prithwish Basu, Amotz Bar-Noy, Ambuj K. Singh

Statistical and Data Sciences: Faculty Publications

Mining for cliques in networks provides an essential tool for the discovery of strong associations among entities. Applications vary, from extracting core subgroups in team performance data arising in sports, entertainment, research and business; to the discovery of functional complexes in high-throughput gene interaction data. A challenge in all of these scenarios is the large size of real-world networks and the computational complexity associated with clique enumeration. Furthermore, when mining for multiple cliques within the same network, the results need to be diversified in order to extract meaningful information that is both comprehensive and representative of the whole dataset. We …

Multimedia Data Fusion, Shangbo Zhou, Henry Leung, Fenghui Yao

Computer Science Faculty Research

Multimedia data is widely used in the world such as image, video, text, and audio. For obtaining better sensing performance, research on multimedia data fusion (MDF) is active and extensive around the world. In medical systems, a body part could be imaged with different sensors such as computed tomography and magnetic resonance imaging. In video surveillance, the interest is in the identification, recognition, and tracking of people by numerous cameras. All of these cases illustrate the importance of MDF in real-life applications. A number of mathematical methods have been researched in MDF such as statistics, fuzzy mathematical, stochastic differential theory, …

Growth Of Tropical Dasyatid Rays Estimated Using A Multi-Analytical Approach, Owen R. O'Shea, Matias Braccini, Rory Mcauley, Conrad W. Speed, Mark G. Meekan

Fisheries Research Articles

We studied the age and growth of four sympatric stingrays: reticulate whipray, Himanutra uarnak (n=19); blue mask, Neotrygon kuhlii (n=34); cowtail, Pastinachus atrus (n=32) and blue-spotted fantail, Taeniura lymma (n=40) rays at Ningaloo Reef, a fringing coral reef on the north-western coast of western Australia. Age estimates derived from band counts within sectioned vertebrae ranged between 1 and 27 years (H. uarnak, 1 - 25 yrs.; N. kuhlii, 1.5 - 13 yrs.; P. atrus, 1 - 27 yrs. and T. lymma, 1 -11 yrs.). Due to limitations of sample sizes, we combined several analytical methods …

A Conservation And Rigidity Based Method For Detecting Critical Protein Residues, Bahar Akbal-Delibas, Filip Jagodzinski, Nurit Haspel

All Faculty Scholarship for the College of the Sciences

Background

Certain amino acids in proteins play a critical role in determining their structural stability and function. Examples include flexible regions such as hinges which allow domain motion, and highly conserved residues on functional interfaces which allow interactions with other proteins. Detecting these regions can aid in the analysis and simulation of protein rigidity and conformational changes, and helps characterizing protein binding and docking. We present an analysis of critical residues in proteins using a combination of two complementary techniques. One method performs in-silico mutations and analyzes the protein's rigidity to infer the role of a point substitution to Glycine …

Detecting Student Dropouts Using Fuzzy Inferencing, Shahriar Husainy

Theses and Dissertations

Fuzzy logic provides a methodology for reasoning using imprecise rules and assertions. Fuzzy inference is the process of formulating the mapping from a given input to an output using fuzzy logic. The mapping then provides a basis from which decisions can be made, or patterns discerned. This study concerns the development of a Fuzzy Inference System (FIS) for identifying likely student dropouts at Columbus State University (CSU). The fuzzy inference based model uses a hybrid knowledge extraction process to predict how likely each freshman student will be to drop their program of study at the end of their first semester. …

Modeling Cyber Situational Awareness Through Data Fusion, Evan L. Raulerson

Theses and Dissertations

Cyber attacks are compromising networks faster than administrators can respond. Network defenders are unable to become oriented with these attacks, determine the potential impacts, and assess the damages in a timely manner. Since the observations of network sensors are normally disjointed, analysis of the data is overwhelming and time is not spent efficiently. Automation in defending cyber networks requires a level of reasoning for adequate response. Current automated systems are mostly limited to scripted responses. Better defense tools are required. This research develops a framework that aggregates data from heterogeneous network sensors. The collected data is correlated into a single …

Design, Implications And Analysis Of Household Survey: Practical Issues To Note, O. O. Akanji

Bullion

This paper is to enhance the analytic processes of survey data as generated in the established household survey framework for economic policy management and decision making. The paper is divided into four sections. Section 1 is the introduction while Section 2 is the descriptive statistics emphasizing the models that bring out the relationship between the survey variables, Section 4 concludes and proffers recommendations.

Gulf-Wide Decreases In The Size Of Large Coastal Sharks Documented By Generations Of Fishermen, Sean P. Powers, F. Joel Frodrie, Steven B. Scyphers, J. Marcus Drymon, Robert L. Shipp, Gregory W. Stunz

University Faculty and Staff Publications

Large sharks are top predators in most coastal and marine ecosystems throughout the world, and evidence of their reduced prominence in marine ecosystems has been a serious concern for fisheries and ecosystem management. Unfortunately, quantitative data to document the extent, timing, and consequences of changes in shark populations are scarce, thwarting examination of long-term (decadal, century) trends, and reconstructions based on incomplete data sets have been the subject of debate. Absence of quantitative descriptors of past ecological conditions is a generic problem facing many fields of science but is particularly troublesome for fisheries scientists who must develop specific targets for …

Multiscale Analysis Of Factors That Affect The Distribution Of Sharks Throughout The Northern Gulf Of Mexico, J. Marcus Drymon, Laure Carassou, Sean P. Powers, Mark Grace, John Dindo, Brian Dzwonkowski

University Faculty and Staff Publications

Identification of the spatial scale at which marine communities are organized is critical to proper management, yet this is particularly difficult to determine for highly migratory species like sharks. We used shark catch data collected during 2006–09 from fishery- independent bottom-longline surveys, as well as biotic and abiotic explanatory data to identify the factors that affect the distribution of coastal sharks at 2 spatial scales in the northern Gulf of Mexico. Centered principal component analyses (PCAs) were used to visualize the patterns that characterize shark distributions at small (Alabama and Mississippi coast) and large (northern Gulf of Mexico) spatial scales. …

Why Police Learn From Third-Party Data, Randall K. Johnson

Faculty Works

This essay argues that third-party data collection, particularly of administrative complaints and departmental audit information, holds greater promise than lawsuit data collection. It does so by asserting that third-party data collection is more useful for three reasons. First, third-party data collection prevents manipulation by individual police officers and law enforcement agencies. Second, it assures that police behavioral trends are actually identified. Lastly, third-party data collection helps to deter published § 1983 cases. The essay, however, only models and tests the final claim.

Tropical Cyclone Intensity Estimation Using Temporal And Spatial Features From Satellite Data, Gholamreza Fetanat Haghighi

Dissertations

Accurate intensity estimation of tropical cyclones (TC) is an important topic of research due to its economic impact and public safety concerns. An accurate measure of the current wind strength is necessary to accurately predict TC intensity. We have developed and tested automated method to estimate TC intensity based on the existing historical satellite images alone. The Hurricane Satellite data (HURSAT-B1) is used to develop the algorithm, which focuses on the North Atlantic from 1978-2009. The algorithm is trained and validated using aircraft reconnaissance-based data. Here, the data is restricted to include only fixes that are over water and are …

Building A Taxonomy Of Litigation: Clusters Of Causes Of Action In Federal Complaints, Christina L. Boyd, David A. Hoffman, Zoran Obradovic, Kosta Ristovski

Scholarship@WashULaw

This project empirically explores civil litigation from its inception by examining the content of civil complaints. We utilize spectral cluster analysis on a newly compiled federal district court dataset of causes of action in complaints to illustrate the relationship of legal claims to one another, the broader composition of lawsuits in trial courts, and the breadth of pleading in individual complaints. Our results shed light not only on the networks of legal theories in civil litigation but also on how lawsuits are classified and the strategies that plaintiffs and their attorneys employ when commencing litigation. This approach permits us to …

Hyperspectral Image Classification Using A Spectral-Spatial Sparse Coding Model, Ender Oguslu, Guoqing Zhou, Jiang Li, Lorenzo Bruzzone (Ed.)

Electrical & Computer Engineering Faculty Publications

We present a sparse coding based spectral-spatial classification model for hyperspectral image (HSI) datasets. The proposed method consists of an efficient sparse coding method in which the l₁/l_q regularized multi-class logistic regression technique was utilized to achieve a compact representation of hyperspectral image pixels for land cover classification. We applied the proposed algorithm to a HSI dataset collected at the Kennedy Space Center and compared our algorithm to a recently proposed method, Gaussian process maximum likelihood (GP-ML) classifier. Experimental results show that the proposed method can achieve significantly better performances than the GP-ML classifier when training data …