Statistics and Probability Commons^™

Less Is More: Beating The Market With Recurrent Reinforcement Learning, Louis Kurt Bernhard Steinmeister

Masters Theses

"Multiple recurrent reinforcement learners were implemented to make trading decisions based on real and freely available macro-economic data. The learning algorithm and different reinforcement functions (the Differential Sharpe Ratio, Differential Downside Deviation Ratio and Returns) were revised and the performances were compared while transaction costs were taken into account. (This is important for practical implementations even though many publications ignore this consideration.) It was assumed that the traders make long-short decisions in the S&P500 with complementary 3-month treasury bill investments. Leveraged positions in the S&P500 were disallowed. Notably, the Differential Sharpe Ratio and the Differential Downside Deviation Ratio are risk …

Neutrosophic Set Is A Generalization Of Intuitionistic Fuzzy Set, Inconsistent Intuitionistic Fuzzy Set (Picture Fuzzy Set, Ternary Fuzzy Set), Pythagorean Fuzzy Set, Q-Rung Orthopair Fuzzy Set, Spherical Fuzzy Set, And N-Hyperspherical Fuzzy Set, While Neutrosophication Is A Generalization Of Regret Theory, Grey System Theory, And Three-Ways Decision (Revisited), Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

In this paper we prove that Neutrosophic Set (NS) is an extension of Intuitionistic Fuzzy Set (IFS) no matter if the sum of single-valued neutrosophic components is < 1, or > 1, or = 1. For the case when the sum of components is 1 (as in IFS), after applying the neutrosophic aggregation operators one gets a different result from that of applying the intuitionistic fuzzy operators, since the intuitionistic fuzzy operators ignore the indeterminacy, while the neutrosophic aggregation operators take into consideration the indeterminacy at the same level as truth-membership and falsehood-nonmembership are taken. NS is also more flexible and effective because it …

Hydroclimate Drivers And Atmospheric Dynamics Of Floods, Nasser Najibi

Dissertations and Theses

Our preliminary survey showed that most of the recent flood-related studies did not formally explain the physical mechanisms of long-duration and large-peak flood events that can evoke substantial damages to properties and infrastructure systems. These studies also fell short of fully assessing the interactions of coupled ocean-atmosphere and land dynamics which are capable of forcing substantial changes to the flood attributes by governing the exceeding surface flow regimes and moisture source-sink relationships at the spatiotemporal scales important for risk management. This dissertation advances the understanding of the variability in flood duration, peak, volume, and timing at the regional to the …

Design Of Experiment And Analysis Techniques For Fuel Consumption Data Using Heavy-Duty Diesel Vehicles And On-Road Testing, Sarah Ann Mills

Graduate Theses, Dissertations, and Problem Reports (ETD)

Chassis dynamometer and on-road testing are usually employed to test vehicle operation. Testing on a chassis dynamometer reduces data variability compared to on-road testing due to the controlled environment but it does not account for other important variables that affects real-world vehicle operation. This study used on-road testing to investigate the differences between two test fuels under real-world conditions. Three heavy-duty diesel vehicles were driven on different routes for a period of three months. Each vehicle was instrumented with flow meters to gather fuel consumption data, which was then compared to the fuel rate broadcasted by the engine control unit …

Reliability Analysis For Systems With Outsourced Components, Zhengwei Hu

Doctoral Dissertations

"The current business model for many industrial firms is to function as system integrators, depending on numerous outsourced components from outside component suppliers. This practice has resulted in tremendous cost savings; it makes system reliability analysis, however, more challenging due to the limited component information available to system designers. The component information is often proprietary to component suppliers. Motivated by the need of system reliability prediction with outsourced components, this work aims to explore feasible ways to accurately predict the system reliability during the system design stage. Four methods are proposed. The first method reconstructs component reliability functions using limited …

A Generative Statistical Approach For Data Classification In A Biologically Inspired Design Tool, Marvin Manuel Arroyo Rujano

Graduate Theses and Dissertations

The objective of the research this thesis describes is to find a way to classify text-based descriptions of biological adaption to support Biologically Inspired design. Biologically inspired design is a fairly new field with ongoing research. There are different tools to assist designers and biologists in bio-inspired design. Some of the most common are BioTRIZ and AskNature. In recent years, more tools have been proposed to aid and make research in the field easier, for example, the Biologically Inspired Adaptive System Design (BIASD) tool. This tool was designed with the goal of helping designers in early design stages generate more …

Budget-Constrained Regression Model Selection Using Mixed Integer Nonlinear Programming, Jingying Zhang

Graduate Theses and Dissertations

Regression analysis fits predictive models to data on a response variable and corresponding values for a set of explanatory variables. Often data on the explanatory variables come at a cost from commercial databases, so the available budget may limit which ones are used in the final model.

In this dissertation, two budget-constrained regression models are proposed for continuous and categorical variables respectively using Mixed Integer Nonlinear Programming (MINLP) to choose the explanatory variables to be included in solutions. First, we propose a budget-constrained linear regression model for continuous response variables. Properties such as solvability and global optimality of the proposed …

Blood Transfusions In Preterm Infants: Changes On Perfusion Index And Intermittent Hypoxemia, Katrina T. Ibonia, Henrietta S. Bada, Philip M. Westgate, Enrique Gomez Pomar, Prasad Bhandary, Abhijit R. Patwardhan, Elie G. Abu Jawdeh

Pediatrics Faculty Publications

BACKGROUND

Red blood cell (RBC) transfusion decreases intermittent hypoxemia (IH) events beyond the first week of life. This benefit may be related to improved perfusion to the respiratory control network. Perfusion index (PI) is a perfusion measure provided by the pulse oximeter. We hypothesized that the benefit in IH after RBC transfusion is associated with an increase in PI. In addition, we assessed the value of PI and clinical measures in predicting the effect of RBC transfusion on IH.

STUDY DESIGN AND METHODS

We prospectively enrolled infants less than 30 weeks' gestation age. PI and oxygen saturation (SpO₂) …

Statistical Investigation Of Road And Railway Hazardous Materials Transportation Safety, Amirfarrokh Iranitalab

Department of Civil and Environmental Engineering: Dissertations, Theses, and Student Research

Transportation of hazardous materials (hazmat) in the United States (U.S.) constituted 22.8% of the total tonnage transported in 2012 with an estimated value of more than 2.3 billion dollars. As such, hazmat transportation is a significant economic activity in the U.S. However, hazmat transportation exposes people and environment to the infrequent but potentially severe consequences of incidents resulting in hazmat release. Trucks and trains carried 63.7% of the hazmat in the U.S. in 2012 and are the major foci of this dissertation. The main research objectives were 1) identification and quantification of the effects of different factors on occurrence and …

Numerical Study Of Liquid Atomization And Breakup Using The Volume Of Fluid Method In Ansys Fluent, Sai Saran Kandati

LSU Master's Theses

The spherical metal particles produced from the centrifugal atomization process have been the topic of numerous theoretical, experimental and numerical studies from the past few years. This atomization process uses centrifugal force to break-up molten material into spherical droplets, which are quenched into solidified granules by the flow of cold air on the spherical droplets. In the present work, a transient three-dimensional multiphase CFD model is applied to three different materials: Molten slag, aqueous glycerol solution, and molten Ni-Nb to study the influence of the dimensionless parameters on the centrifugal atomization outcome.

Results from numerical experiments indicated that the droplet …

Identifying Key Factors Associated With High Risk Asthma Patients To Reduce The Cost Of Health Resources Utilization, Amani Ahmad

LSU Master's Theses

Asthma is associated with frequent use of primary health services and places a burden on the United States economy. Identifying key factors associated with increased cost of asthma is an essential step to improve practices of asthma management.

The aim of this study was to identify factors associated with over utilization of primary health services and increased cost via claims data and to explore the effectiveness of case management program in reducing overall asthma related cost.

Claims data analysis for Medicaid insured asthma patients in Louisiana was conducted. Asthma patients were identified using their ICD-9 and ICD-10 codes, forward variable …

Season-Ahead Forecasting Of Water Storage And Irrigation Requirements – An Application To The Southwest Monsoon In India, Arun Ravindranath, Naresh Devineni, Upmanu Lall, Paulina Concha Larrauri

Publications and Research

Water risk management is a ubiquitous challenge faced by stakeholders in the water or agricultural sector. We present a methodological framework for forecasting water storage requirements and present an application of this methodology to risk assessment in India. The application focused on forecasting crop water stress for potatoes grown during the monsoon season in the Satara district of Maharashtra. Pre-season large-scale climate predictors used to forecast water stress were selected based on an exhaustive search method that evaluates for highest ranked probability skill score and lowest root-mean-squared error in a leave-one-out cross-validation mode. Adaptive forecasts were made in the years …

Monitoring And Evaluating The Influences Of Class V Injection Wells On Urban Karst Hydrology, James Adam Shelley

Masters Theses & Specialist Projects

The response of a karst aquifer to storm events is often faster and more severe than that of a non-karst aquifer. This distinction is often problematic for planners and municipalities, because karst flooding does not typically occur along perennial water courses; thus, traditional flood management strategies are usually ineffective. The City of Bowling Green (CoBG), Kentucky is a representative example of an area plagued by karst flooding. The CoBG, is an urban karst area (UKA), that uses Class V Injection Wells to lessen the severity of flooding. The overall effectiveness, siting, and flooding impact of Injection Wells in UKA’s is …

Yelp’S Review Filtering Algorithm, Yao Yao, Ivelin Angelov, Jack Rasmus-Vorrath, Mooyoung Lee, Daniel W. Engels

SMU Data Science Review

In this paper, we present an analysis of features influencing Yelp's proprietary review filtering algorithm. Classifying or misclassifying reviews as recommended or non-recommended affects average ratings, consumer decisions, and ultimately, business revenue. Our analysis involves systematically sampling and scraping Yelp restaurant reviews. Features are extracted from review metadata and engineered from metrics and scores generated using text classifiers and sentiment analysis. The coefficients of a multivariate logistic regression model were interpreted as quantifications of the relative importance of features in classifying reviews as recommended or non-recommended. The model classified review recommendations with an accuracy of 78%. We found that reviews …

Quantitative Jeopardy Feud, Jonathan M. Gallimore

MSF 600 PR - Gallimore - Fall 2018

This activity - Quantitative Jeopardy Feud - is a method for using a game as a final exam.

Efvs Effects On Pilot Performance, Michael Campbell, Nsikak Udo-Imeh, Steven J. Landry

The Summer Undergraduate Research Fellowship (SURF) Symposium

Flight tests have been conducted at Purdue University using a computer-based flying simulator in an attempt to determine and measure the effects of Enhanced Flight Vision Systems (EFVS) on the performance of pilots during landing. Knowledge of these effects could help guide future design and implementation of EFVS in modern commercial aircraft, and further increase pilots’ ability to control the aircraft in low-visibility conditions. The problem that has faced researchers in the past has revolved around the difficulty in interpreting the data which is generated by these tests. The difficulty in making a generalized conclusion based on the large amount …

Fuel Flow Reduction Impact Analysis Of Drag Reducing Film Applied To Aircraft Wings, Damon Resnick, Chris Donlan, Nimish Sakalle, Cody Pinkerman

SMU Data Science Review

In this paper, we present an analysis of flight data in order to determine whether the application of the Edge Aerodynamix Conformal Vortex Generator (CVG), applied to the wings of aircraft, reduces fuel flow during cruising conditions of flight. The CVG is a special treatment and film applied to the wings of an aircraft to protect the wings and reduce the non-laminar flow of air around the wings during flight. It is thought that by reducing the non-laminar flow or vortices around and directly behind the wings that an aircraft will move more smoothly through the air and provide a …

Predicting River Stage Using Recurrent Neural Networks, Eric Rohli

LSU Master's Theses

River stage prediction is an important problem in the water transportation industry. Accurate river stage predictions provide crucial information to barge and tow boat operators, port terminal captains, and lock management officials. Shallow river levels caused by prolonged drought impact the loading capacity of barges and tow boats. High river levels caused by excessive rainfall or snowmelt allow for greater tow capacities but make downstream transportation and lock management risky. Current academic river height prediction systems utilize either time series statistical analysis or machine learning algorithms to forecast future river heights, but systems that combine these two areas often limit …

Hierarchical Bayesian Data Fusion Using Autoencoders, Yevgeniy Vladimirovich Reznichenko

Master's Theses (2009 -)

In this thesis, a novel method for tracker fusion is proposed and evaluated for vision-based tracking. This work combines three distinct popular techniques into a recursive Bayesian estimation algorithm. First, semi supervised learning approaches are used to partition data and to train a deep neural network that is capable of capturing normal visual tracking operation and is able to detect anomalous data. We compare various methods by examining their respective receiver operating conditions (ROC) curves, which represent the trade off between specificity and sensitivity for various detection threshold levels. Next, we incorporate the trained neural networks into an existing data …

Recent Trends In The Frequency And Duration Of Global Floods, Nasser Najibi, Naresh Devineni

Publications and Research

Frequency and duration of floods are analyzed using the global flood database of the Dartmouth Flood Observatory (DFO) to explore evidence of trends during 1985–2015 at global and latitudinal scales. Three classes of flood duration (i.e., short: 1–7, moderate: 8–20, and long: 21 days and above) are also considered for this analysis. The nonparametric Mann–Kendall trend analysis is used to evaluate three hypotheses addressing potential monotonic trends in the frequency of flood, moments of duration, and frequency of specific flood duration types. We also evaluated if trends could be related to large-scale atmospheric teleconnections using a generalized linear model framework. …

Integrating Statistical Methods In Engineering Technology Courses, Sanjeevi Chitikeshi, Jake Hildebrant, Otilia Popescu, Orlando M. Ayala, Vukica M. Jovanovic

Engineering Technology Faculty Publications

Statistical methods and procedures are very important in engineering applications. In most of the engineering fields electronic devices are used as sensing and controlling components. Lack of proper calibration of these devices and of performance analysis using different statistical methods may lead to erroneous measurements and results. In medical or manufacturing areas such errors in the experimental results could be catastrophic. Applying different statistical tests and procedures enhance the quality of engineering work. Traditionally, most engineering curricula have at least one required course in applied statistics in engineering, but that is not generally the case in engineering technology programs. Most …

Risk Assessment Of Dropped Cylindrical Objects In Offshore Operations, Adelina Steven

LSU New Orleans Theses and Dissertations

Dropped object are defined as any object that fall under its own weight from a previously static position or fell due to an applied force from equipment or a moving object. It is among the top ten causes of injuries and fatality in oil and gas industry. To solve this problem, several in-house tools and guidelines is developed over time to assess the risk of dropped objects on the sub-sea structures. This thesis focuses on compiling and comparing those methods in hope to improve the recommended practices available in the market. A simple modification is done on the in-house tools …

Bi-Directional Testing For Change Point Detection In Poisson Processes, Moinak Bhaduri

UNLV Theses, Dissertations, Professional Papers, and Capstones

Point processes often serve as a natural language to chronicle an event's temporal evolution, and significant changes in the flow, synonymous with non-stationarity, are usually triggered by assignable and frequently preventable causes, often heralding devastating ramifications. Examples include amplified restlessness of a volcano, increased frequencies of airplane crashes, hurricanes, mining mishaps, among others. Guessing these time points of changes, therefore, merits utmost care. Switching the way time traditionally propagates, we posit a new genre of bidirectional tests which, despite a frugal construct, prove to be exceedingly efficient in culling out non-stationarity under a wide spectrum of environments. A journey surveying …

Fundamental Tradeoffs In Estimation Of Finite-State Hidden Markov Models, Justin Le

UNLV Theses, Dissertations, Professional Papers, and Capstones

Hidden Markov models (HMMs) constitute a broad and flexible class of statistical models that are widely used in studying processes that evolve over time and are only observable through the collection of noisy data. Two problems are essential to the use of HMMs: state estimation and parameter estimation. In state estimation, an algorithm estimates the sequence of states of the process that most likely generated a certain sequence of observations in the data. In parameter estimation, an algorithm computes the probability distributions that govern the time-evolution of states and the sampling of data. Although algorithms for the two problems are …

Re-Evaluating Performance Measurement: New Mathematical Methods To Address Common Performance Measurement Challenges, Jordan David Benis

Electronic Theses and Dissertations

Performance Measurement is an essential discipline for any business. Robust and reliable performance metrics for people, processes, and technologies enable a business to identify and address deficiencies to improve performance and profitability. The complexity of modern operating environments presents real challenges to developing equitable and accurate performance metrics. This thesis explores and develops two new methods to address common challenges encountered in businesses across the world. The first method addresses the challenge of estimating the relative complexity of various tasks by utilizing the Pearson Correlation Coefficient to identify potentially over weighted and under weighted tasks. The second method addresses the …

Allocating Interventions Based On Counterfactual Predictions: A Case Study On Homelessness Services, Amanda R. Kube

McKelvey School of Engineering Graduate Student Theses & Dissertations

Modern statistical and machine learning methods are increasingly capable of modeling individual or personalized treatment effects by predicting counterfactual outcomes. These counterfactual predictions could be used to allocate different interventions across populations based on individual characteristics. In many domains, like social services, the availability of possible interventions can be severely resource limited. This thesis considers possible improvements to the allocation of such services in the context of homelessness service provision in a major metropolitan area. Using data from the homeless system, I show potential for substantial predicted benefits in terms of reducing the number of families who experience repeat episodes …

Longitudinal Tracking Of Physiological State With Electromyographic Signals., Robert Warren Stallard

Electronic Theses and Dissertations

Electrophysiological measurements have been used in recent history to classify instantaneous physiological configurations, e.g., hand gestures. This work investigates the feasibility of working with changes in physiological configurations over time (i.e., longitudinally) using a variety of algorithms from the machine learning domain. We demonstrate a high degree of classification accuracy for a binary classification problem derived from electromyography measurements before and after a 35-day bedrest. The problem difficulty is increased with a more dynamic experiment testing for changes in astronaut sensorimotor performance by taking electromyography and force plate measurements before, during, and after a jump from a small platform. A …

Multi Self-Adapting Particle Swarm Optimization Algorithm (Msapso)., Gerhard Koch

Electronic Theses and Dissertations

The performance and stability of the Particle Swarm Optimization algorithm depends on parameters that are typically tuned manually or adapted based on knowledge from empirical parameter studies. Such parameter selection is ineffectual when faced with a broad range of problem types, which often hinders the adoption of PSO to real world problems. This dissertation develops a dynamic self-optimization approach for the respective parameters (inertia weight, social and cognition). The effects of self-adaption for the optimal balance between superior performance (convergence) and the robustness (divergence) of the algorithm with regard to both simple and complex benchmark functions is investigated. This work …

Comparative Study: Reducing Cost To Manage Accessibility With Existing Data, Claire Chu, Bill Kerneckel, Eric C. Larson, Nathan Mowat, Christopher Woodard

SMU Data Science Review

“Project Sidewalk” is an existing research effort that focuses on mapping accessibility issues for handicapped persons to efficiently plan wheelchair and mobile scooter friendly routes around Washington D.C. As supporters of this project, we utilized the data “Project Sidewalk” collected and used it to confirm predictions about where problem sidewalks exist based on real estate and crime data. We present a study that identifies correlations found between accessibility data and crime and housing statistics in the Washington D.C. metropolitan area. We identify the key reasons for increased accessibility and the issues with the current infrastructure management system. After a thorough …

Waste Management By Waste: Removal Of Acid Dyes From Wastewaters Of Textile Coloration Using Fish Scales, S M Fijul Kabir

LSU Master's Theses

Removal of hazardous acid dyes by economical process using low-cost bio-sorbents from wool industry wastewaters is of a pressing need, since it causes skin and respiratory diseases and disrupts other environmental components. Fish scales (FS), a by-product of fish industry, a type of solid waste, are usually discarded carelessly resulting in pungent odor and environmental burden. In this research, the FS of black drum (Pogonias cromis) were used for the removal of acid dyes (acid red 1 (AR1), acid blue 45 (AB45) and acid yellow 127 (AY126)) from wool industry wastewaters by absorption process with a view to …