Statistics and Probability Commons^™

Statistical Modeling Of Financial Time Series, Ranju Karki

Student Theses and Dissertations

This thesis presents a comprehensive report of my research in financial time series analysis from Fall 2017 to Spring 2018. It is focused on two main topics: clustering and modeling of financial time dependent information. The weighted five-day moving arc length is used as a measure of volatility, and we applied self-organizing maps to cluster the subject information. We perform a clustering procedure of financial time dependent information using several lag values, and Apple Incorporation and Google as the leading stocks. As a result, we discovered that there are others financial time dependent information present in the same cluster with …

Resistance To Peer Influence Moderates The Relationship Between Perceived (But Not Actual) Peer Norms And Binge Drinking In A College Student Social Network, Graham T. Diguiseppi, Matthew K. Meisel, Sara G. Balestrieri, Miles Q. Ott, Melissa J. Cox, Melissa A. Clark, Nancy P. Barnett

Statistical and Data Sciences: Faculty Publications

Introduction: Adolescent and young adult binge drinking is strongly associated with perceived social norms and the drinking behavior that occurs within peer networks. The extent to which an individual is influenced by the behavior of others may depend upon that individual’s resistance to peer influence (RPI).

Methods: Students in their first semester of college (N = 1323; 54.7% female, 57% White, 15.1% Hispanic) reported on their own binge drinking, and the perceived binge drinking of up to 10 important peers in the first-year class. Using network autocorrelation models, we investigated cross-sectional relationships between participant’s binge drinking frequency and the perceived …

The Kumaraswamy Marshall-Olkin Log-Logistic Distribution With Application, Selen Cakmakyapan, Gamze Ozel, Yehia Mousa Hussein El Gebaly, Gholamhossein G. Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

In this paper, we define and study a new lifetime model called the Kumaraswamy Marshall-Olkin log-logistic distribution. The new model has the advantage of being capable of modeling various shapes of aging and failure criteria. The new model contains some well-known distributions as special cases such as the Marshall-Olkin log-logistic, log-logistic, lomax, Pareto type II and Burr XII distributions. Some of its mathematical properties including explicit expressions for the quantile and generating functions, ordinary moments, skewness, kurtosis are derived. The maximum likelihood estimators of the unknown parameters are obtained. The importance and flexibility of the new model is proved empirically …

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 …

Preservice Mathematics Teachers' Conceptions And Enactments Of Modeling Standards, Hyunyi Jung, Jill Newton

Mathematics, Statistics and Computer Science Faculty Research and Publications

Mathematical modeling has been highlighted recently as Common Core State Standards for Mathematics [CCSSM] included Model with Mathematics as one of the Standards for Mathematical Practices [SMP] and a modeling strand in the high school standards. This common aspect of standards across most states in the U.S. intended by CCSSM authors and policy makers seems to mitigate the diverse notions of mathematical modeling. When we observed secondary mathematics preservice teachers [PSTs] who learned about the SMP and used CCSSM modeling standards to plan and enact lessons, however, we noted differences in their interpretations and enactments of the standards, despite their …

Characterizations And Infinite Divisibility Of Certain Recently Introduced Distributions Iv, Gholamhossein G. Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

Certain characterizations of recently proposed univariate continuous distributions are presented in different directions. This work contains a good number of reintroduced distributions and may serve as a source of preventing the reinvention and/or duplication of the existing distributions in the future.

Physical Applications Of The Geometric Minimum Action Method, George L. Poppe Jr.

Dissertations, Theses, and Capstone Projects

This thesis extends the landscape of rare events problems solved on stochastic systems by means of the \textit{geometric minimum action method} (gMAM). These include partial differential equations (PDEs) such as the real Ginzburg-Landau equation (RGLE), the linear Schroedinger equation, along with various forms of the nonlinear Schroedinger equation (NLSE) including an application towards an ultra-short pulse mode-locked laser system (MLL).

Additionally we develop analytical tools that can be used alongside numerics to validate those solutions. This includes the use of instanton methods in deriving state transitions for the linear Schroedinger equation and the cubic diffusive NLSE.

These analytical solutions are …

Mindset, Attitudes, And Success In Statistics, Matthew Isaac

Undergraduate Honors Capstone Projects

Students in many disciplines are required to take an introductory statistics course while pursuing a college education. Despite the utility of statistical methods in future research and career pursuits, many students have negative views of statistics. We are interested in how students' mindsets and attitudes towards statistics impact their performance in an undergraduate statistics course. We administered a survey to students in several undergraduate statistics courses at Utah State University. This survey included questions addressing mathematics experience, attitudes towards statistics, mindset, and course performance. We observed that the majority of students indicated the presence of a growth mindset and positive …

Analysis Of 2016-17 Major League Soccer Season Data Using Poisson Regression With R, Ian D. Campbell

Undergraduate Theses and Capstone Projects

To the outside observer, soccer is chaotic with no given pattern or scheme to follow, a random conglomeration of passes and shots that go on for 90 minutes. Yet, what if there was a pattern to the chaos, or a way to describe the events that occur in the game quantifiably. Sports statistics is a critical part of baseball and a variety of other of today’s sports, but we see very little statistics and data analysis done on soccer. Of this research, there has been looks into the effect of possession time on the outcome of a game, the difference …

An Optimized Route For Q100'S Bert And Kristin To Visit All Jersey Mike's Subs In Atlanta For Charity

Symposium of Student Scholars

The Bert Show is a popular morning show on Atlanta’s Q100 radio station. They host a non-profit organization that provides a “magical, all-expenses-paid, five-day journey to Walt Disney World for children with chronic and terminal illnesses and their families” called “Bert’s Big Adventure.” On March 28^th, 2018, thirty-seven locations of Jersey Mike’s are participating in the their Jersey Mike’s Day of Giving to support Bert’s Big Adventure. The goal is to have two popular radio show hosts visit each of these locations for some photos and presence to draw in more customers! But how do we get two …

Using Random Forests To Describe Equity In Higher Education: A Critical Quantitative Analysis Of Utah’S Postsecondary Pipelines, Tyler Mcdaniel

Butler Journal of Undergraduate Research

The following work examines the Random Forest (RF) algorithm as a tool for predicting student outcomes and interrogating the equity of postsecondary education pipelines. The RF model, created using longitudinal data of 41,303 students from Utah's 2008 high school graduation cohort, is compared to logistic and linear models, which are commonly used to predict college access and success. Substantially, this work finds High School GPA to be the best predictor of postsecondary GPA, whereas commonly used ACT and AP test scores are not nearly as important. Each model identified several demographic disparities in higher education access, most significantly the effects …

Elementary/Middle School Pre-Service Teachers’ Understanding Of Variability And The Use Of Dynamical Statistical Software, Yaomingxin Lu

Research and Creative Activities Poster Day

A primary purpose of the study was to examine the effects of using dynamical statistical software (DSS) on prospective teachers’ (PSTs) understanding of statistical concepts, especially variability. Data were collected from PSTs enrolled in a probability and statistics course designed for prospective K-8 teachers. After initial analysis of the data using coding and classification schemes, we found the need to develop a more targeted framework to analyze students’ different levels of understanding. The variability framework (Garfield & Ben-Zvi, 2005) and the Structure of Observed Learning Outcomes (SOLO) taxonomy were then used in combination to develop a revised framework in order …

Clustering Biological Data With Self-Adjusting High-Dimensional Sieve, Josselyn Gonzalez

Theses and Dissertations

Data classification as a preprocessing technique is a crucial step in the analysis and understanding of numerical data. Cluster analysis, in particular, provides insight into the inherent patterns found in data which makes the interpretation of any follow-up analyses more meaningful. A clustering algorithm groups together data points according to a predefined similarity criterion. This allows the data set to be broken up into segments which, in turn, gives way for a more targeted statistical analysis. Cluster analysis has applications in numerous fields of study and, as a result, countless algorithms have been developed. However, the quantity of options makes …

Under The Influence, Leonardo Cavicchio

Honors Projects in Mathematics

The purpose of this Honors Capstone entitled Under the Influence is to assess the validity of claims concerning the possible influence of roommates on one another, concerning alcohol on college campuses. This will be done by examining data collected in a prior study conducted over a two-year period. This analysis will focus on how alcohol consumption changes in correlation with the personality factors of roommates over an extended period of time. This secondary analysis of de-identified data will focus on primary and secondary subquestions. The primary question that will be addressed with the data set collected from the University of …

Direct Error Driven Learning For Deep Neural Networks With Applications To Bigdata, R. Krishnan, Jagannathan Sarangapani, V. A. Samaranayake

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, generalization error for traditional learning regimes-based classification is demonstrated to increase in the presence of bigdata challenges such as noise and heterogeneity. To reduce this error while mitigating vanishing gradients, a deep neural network (NN)-based framework with a direct error-driven learning scheme is proposed. To reduce the impact of heterogeneity, an overall cost comprised of the learning error and approximate generalization error is defined where two NNs are utilized to estimate the costs respectively. To mitigate the issue of vanishing gradients, a direct error-driven learning regime is proposed where the error is directly utilized for learning. It …

A Multi-Step Nonlinear Dimension-Reduction Approach With Applications To Bigdata, R. Krishnan, V. A. Samaranayake, Jagannathan Sarangapani

Mathematics and Statistics Faculty Research & Creative Works

In this paper, a multi-step dimension-reduction approach is proposed for addressing nonlinear relationships within attributes. In this work, the attributes in the data are first organized into groups. In each group, the dimensions are reduced via a parametric mapping that takes into account nonlinear relationships. Mapping parameters are estimated using a low rank singular value decomposition (SVD) of distance covariance. Subsequently, the attributes are reorganized into groups based on the magnitude of their respective singular values. The group-wise organization and the subsequent reduction process is performed for multiple steps until a singular value-based user-defined criterion is satisfied. Simulation analysis is …

Understanding Natural Keyboard Typing Using Convolutional Neural Networks On Mobile Sensor Data, Travis Siems

Computer Science and Engineering Theses and Dissertations

Mobile phones and other devices with embedded sensors are becoming increasingly ubiquitous. Audio and motion sensor data may be able to detect information that we did not think possible. Some researchers have created models that can predict computer keyboard typing from a nearby mobile device; however, certain limitations to their experiment setup and methods compelled us to be skeptical of the models’ realistic prediction capability. We investigate the possibility of understanding natural keyboard typing from mobile phones by performing a well-designed data collection experiment that encourages natural typing and interactions. This data collection helps capture realistic vulnerabilities of the security …

An Event- And Network-Level Analysis Of College Students’ Maximum Drinking Day, Matthew K. Meisel, Angelo M. Dibello, Sara G. Balestrieri, Miles Q. Ott, Graham T. Diguiseppi, Melissa A. Clark, Nancy P. Barnett

Statistical and Data Sciences: Faculty Publications

Background—Heavy episodic drinking is common among college students and remains a serious public health issue. Previous event-level research among college students has examined behaviors and individual-level characteristics that drive consumption and related consequences but often ignores the social network of people with whom these heavy drinking episodes occur. The main aim of the current study was to investigate the network of social connections between drinkers on their heaviest drinking occasions.

Methods—Sociocentric network methods were used to collect information from individuals in the first-year class (N=1342) at one university. Past-month drinkers (N=972) reported on the characteristics of their heaviest drinking occasion …

Essentials Of Structural Equation Modeling, Mustafa Emre Civelek

Zea E-Books Collection

Structural Equation Modeling is a statistical method increasingly used in scientific studies in the fields of Social Sciences. It is currently a preferred analysis method, especially in doctoral dissertations and academic researches. However, since many universities do not include this method in the curriculum of undergraduate and graduate courses, students and scholars try to solve the problems they encounter by using various books and internet resources.

This book aims to guide the researcher who wants to use this method in a way that is free from math expressions. It teaches the steps of a research program using structured equality modeling …

Building A Better Risk Prevention Model, Steven Hornyak

National Youth Advocacy & Resilience Conference

This presentation chronicles the work of Houston County Schools in developing a risk prevention model built on more than ten years of longitudinal student data. In its second year of implementation, Houston At-Risk Profiles (HARP), has proven effective in identifying those students most in need of support and linking them to interventions and supports that lead to improved outcomes and significantly reduces the risk of failure.

A Comparison Of Machine Learning Techniques For Taxonomic Classification Of Teeth From The Family Bovidae, Gregory J. Matthews, Juliet K. Brophy, Maxwell Luetkemeier, Hongie Gu, George K. Thiruvathukal

Mathematics and Statistics: Faculty Publications and Other Works

This study explores the performance of machine learning algorithms on the classification of fossil teeth in the Family Bovidae. Isolated bovid teeth are typically the most common fossils found in southern Africa and they often constitute the basis for paleoenvironmental reconstructions. Taxonomic identification of fossil bovid teeth, however, is often imprecise and subjective. Using modern teeth with known taxons, machine learning algorithms can be trained to classify fossils. Previous work by Brophy et al. [Quantitative morphological analysis of bovid teeth and implications for paleoenvironmental reconstruction of plovers lake, Gauteng Province, South Africa, J. Archaeol. Sci. 41 (2014), pp. …

Partitioning The Effects Of Eco-Evolutionary Feedbacks On Community Stability, Swati Patel, Michael H. Cortez, Sebastian J. Schreiber

Mathematics and Statistics Faculty Publications

A fundamental challenge in ecology continues to be identifying mechanisms that stabilize community dynamics. By altering the interactions within a community, eco-evolutionary feedbacks may play a role in community stability. Indeed, recent empirical and theoretical studies demonstrate that these feedbacks can stabilize or destabilize communities and, moreover, that this sometimes depends on the relative rate of ecological to evolutionary processes. So far, theory on how eco-evolutionary feedbacks impact stability exists only for a few special cases. In our work, we develop a general theory for determining the effects of eco-evolutionary feedbacks on stability in communities with an arbitrary number of …

Supporting Accurate Interpretation Of Self-Administered Medical Test Results For Mobile Health: Assessment Of Design, Demographics, And Health Condition, Jess C. Hohenstein, Eric P.S. Baumer, Lindsay Reynolds, Elizabeth L. Murnane, Dakota O'Dell, Seoho Lee, Shion Guha, Yu Qi, Erin Rieger, Geri K. Gay

Mathematics, Statistics and Computer Science Faculty Research and Publications

Background: Technological advances in personal informatics allow people to track their own health in a variety of ways, representing a dramatic change in individuals’ control of their own wellness. However, research regarding patient interpretation of traditional medical tests highlights the risks in making complex medical data available to a general audience.

Objective: This study aimed to explore how people interpret medical test results, examined in the context of a mobile blood testing system developed to enable self-care and health management.

Methods: In a preliminary investigation and main study, we presented 27 and 303 adults, respectively, with hypothetical results from several …

Approximation Degree Of Durrmeyer-Bézier Type Operators, Purshottam N. Agrawal, Serkan Araci, Martin Bohner, Kumari Lipi

Mathematics and Statistics Faculty Research & Creative Works

Recently, a mixed hybrid operator, generalizing the well-known Phillips operators and Baskakov-Szász type operators, was introduced. In this paper, we study Bézier variant of these new operators. We investigate the degree of approximation of these operators by means of the Lipschitz class function, the modulus of continuity, and a weighted space. We study a direct approximation theorem by means of the unified Ditzian-Totik modulus of smoothness. Furthermore, the rate of convergence for functions having derivatives of bounded variation is discussed.

Phytoforensics: Trees As Bioindicators Of Potential Indoor Exposure Via Vapor Intrusion, Jordan L. Wilson, V. A. Samaranayake, Matt A. Limmer, Joel Gerard Burken

Mathematics and Statistics Faculty Research & Creative Works

Human exposure to volatile organic compounds (VOCs) via vapor intrusion (VI) is an emerging public health concern with notable detrimental impacts on public health. Phytoforensics, plant sampling to semi-quantitatively delineate subsurface contamination, provides a potential non-invasive screening approach to detect VI potential, and plant sampling is effective and also time- and cost-efficient. Existing VI assessment methods are time- and resource-intensive, invasive, and require access into residential and commercial buildings to drill holes through basement slabs to install sampling ports or require substantial equipment to install groundwater or soil vapor sampling outside the home. Tree-core samples collected in 2 days at …

Predicting The Next Us President By Simulating The Electoral College, Boyan Kostadinov

Journal of Humanistic Mathematics

We develop a simulation model for predicting the outcome of the US Presidential election based on simulating the distribution of the Electoral College. The simulation model has two parts: (a) estimating the probabilities for a given candidate to win each state and DC, based on state polls, and (b) estimating the probability that a given candidate will win at least 270 electoral votes, and thus win the White House. All simulations are coded using the high-level, open-source programming language R. One of the goals of this paper is to promote computational thinking in any STEM field by illustrating how probabilistic …

A Patient-Specific Treatment Model For Graves’ Hyperthyroidism, Balamurugan Pandiyan, Stephen J. Merrill, Flavia Di Bari, Alessandro Antonelli, Salvatore Benvenga

Mathematics, Statistics and Computer Science Faculty Research and Publications

Background: Graves’ is disease an autoimmune disorder of the thyroid gland caused by circulating anti-thyroid receptor antibodies (TRAb) in the serum. TRAb mimics the action of thyroid stimulating hormone (TSH) and stimulates the thyroid hormone receptor (TSHR), which results in hyperthyroidism (overactive thyroid gland) and goiter. Methimazole (MMI) is used for hyperthyroidism treatment for patients with Graves’ disease.

Methods: We have developed a model using a system of ordinary differential equations for hyperthyroidism treatment with MMI. The model has four state variables, namely concentration of MMI (in mg/L), concentration of free thyroxine - FT4 (in pg/mL), and concentration of TRAb …

Regrets, I'Ve Had A Few: When Regretful Experiences Do (And Don't) Compel Users To Leave Facebook, Shion Guha, Eric P.S. Baumer, Geri K. Gay

Mathematics, Statistics and Computer Science Faculty Research and Publications

Previous work has explored regretful experiences on social media. In parallel, scholars have examined how people do not use social media. This paper aims to synthesize these two research areas and asks: Do regretful experiences on social media influence people to (consider) not using social media? How might this influence differ for different sorts of regretful experiences? We adopted a mixed methods approach, combining topic modeling, logistic regressions, and contingency analysis to analyze data from a web survey with a demographically representative sample of US internet users (n=515) focusing on their Facebook use. We found that experiences that arise because …

Mini Review: A Note On Nonoscillatory Solutions For Higher Dimensional Time Scale Systems, Elvan Akin, Ozkan Ozturk, Ismail Ugur Tiryaki, Gulsah Yeni

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we focus on nonoscillatory solutions of two (2D) and three (3D) dimensional time scale systems and discuss nonexistence of such solutions.

The Generalized Hypergeometric Difference Equation, Martin Bohner, Tom Cuchta

Mathematics and Statistics Faculty Research & Creative Works

A difference equation analogue of the generalized hypergeometric differential equation is defined, its contiguous relations are developed, and its relation to numerous well-known classical special functions are demonstrated.