Open Access. Powered by Scholars. Published by Universities.®
Longitudinal Data Analysis and Time Series Commons™
Open Access. Powered by Scholars. Published by Universities.®
- Institution
-
- Central Bank of Nigeria (20)
- Clemson University (2)
- Louisiana State University (2)
- Purdue University (2)
- Southern Methodist University (2)
-
- American University in Cairo (1)
- Brigham Young University (1)
- California Polytechnic State University, San Luis Obispo (1)
- Chapman University (1)
- Claremont Colleges (1)
- Florida Institute of Technology (1)
- Southern Adventist University (1)
- University at Albany, State University of New York (1)
- University of Kentucky (1)
- University of New Mexico (1)
- Washington University in St. Louis (1)
- Keyword
-
- Nigeria (3)
- Deep Learning (2)
- Economic Growth (2)
- GARCH (2)
- Machine Learning (2)
-
- Machine learning (2)
- Stock market (2)
- ADAMS modeling (1)
- AI race; ERCOT; Texas grid; data centers; hyperscale campuses; grid reliability; generation–load balancing; availability model; behind-the-meter resources; fast-ramping generation; flexible IT workloads; demand response; ancillary services; reserve coverage; frequency response; ride-through capability; short-horizon forecasting; reliability modeling; interconnection requests; cost and emissions impacts; stability partnership; Seasonal Load Decomposition with Loess; XGBoost; Monte Carlo (1)
- ARCH (1)
- Active Learning (1)
- Agricultural credit (1)
- Agricultural credit policy (1)
- All Share Index (1)
- Attention Mechanism (1)
- Autoregressive Process (1)
- Bank credit (1)
- Bias (1)
- Black-box Variational Inference (1)
- Bounds test (1)
- CNN (1)
- COVID-19 (1)
- COVID-19 pandemic (1)
- Calibration estimation (1)
- Captures-recapture (1)
- Causality (1)
- Central bank (1)
- Chaos (1)
- Cointegration (1)
- Computer Vision (1)
- Publication Year
- Publication
-
- CBN Journal of Applied Statistics (JAS) (20)
- All Dissertations (2)
- SMU Data Science Review (2)
- Theses and Dissertations (2)
- Campus Research Month (1)
-
- Electrical and Computer Engineering ETDs (1)
- Electronic Theses & Dissertations (2024 - present) (1)
- Journal of Nonprofit Innovation (1)
- LSU Doctoral Dissertations (1)
- LSU Master's Theses (1)
- Master's Theses (1)
- McKelvey School of Engineering Graduate Student Theses & Dissertations (1)
- Scripps Senior Theses (1)
- Student Scholar Symposium Abstracts and Posters (1)
- The 8th International Conference on Physical and Numerical Simulation of Materials Processing (1)
- The Journal of Purdue Undergraduate Research (1)
- Theses and Dissertations--Electrical and Computer Engineering (1)
- Publication Type
Articles 1 - 30 of 39
Full-Text Articles in Longitudinal Data Analysis and Time Series
Leveraging Deep Learning Recurrence And Attention Mechanisms For Flood Forecasting And Assessment, Elnaz Heidari
Leveraging Deep Learning Recurrence And Attention Mechanisms For Flood Forecasting And Assessment, Elnaz Heidari
All Dissertations
Predicting how much water will flow in rivers and streams is important for managing floods, water supply, and the environment. Traditionally, government agencies have used complex models, such as the National Water Model (NWM), which simulate how much water moves through landscapes using physical laws and real-world data. However, recent advances in Artificial Intelligence (AI) have enabled new ways to make these predictions. This research explored whether AI-based models could predict river discharge more accurately. These AI models learn patterns from past data instead of relying only on physical rules. To find out how well they work, the AI models …
Availability Model To Evaluate Ai Data Centers’ Role In Grid Stability, Troy Mcsimov, Trevor S. Kunz, Jeffrey Billo
Availability Model To Evaluate Ai Data Centers’ Role In Grid Stability, Troy Mcsimov, Trevor S. Kunz, Jeffrey Billo
SMU Data Science Review
The United States has made it clear; it is imperative that the US wins the global AI race. This paper focuses on one of the most challenging puzzle pieces surfaced at the POWER Data Center conference (San Antonio, Sept. 30.); for Electric Reliability Council of Texas (ERCOT) the limiting factor is not generation alone but the need to balance generation and load to preserve grid reliability.
The regulatory landscape fundamentally changed with the passage of Texas Senate Bill 6 in June 2025, which mandates new large loads must "contribute to the recovery of the interconnecting electric utility’s costs" (Texas Legislature, …
Challenges And Applications Of Fine-Grained Temporal Action Understanding: Modeling Temporal Granularity And Data Efficiency, Halil I. Helvaci
Challenges And Applications Of Fine-Grained Temporal Action Understanding: Modeling Temporal Granularity And Data Efficiency, Halil I. Helvaci
Theses and Dissertations--Electrical and Computer Engineering
Fine-grained Temporal Action Segmentation (TAS) has become a cornerstone of video understanding, offering dense frame-level predictions essential for clinical assessment, surgical skill evaluation, and human-computer interaction. While TAS methods have delivered strong results on coarse-grained benchmarks, two fundamental challenges persist: (1) global attention mechanisms dilute boundary information critical for subsecond precision, a phenomenon we term the temporal granularity bottleneck, and (2) dense frame-level annotation remains prohibitively expensive, with most datasets requiring exhaustive labeling of lengthy untrimmed videos. These challenges are particularly pronounced in medical domains, where sub-second primitives define clinical outcomes while expert annotation remains scarce. In this dissertation, we …
Bridging Machine Learning And Islamic Scholarship: A Study In Hadith Translation And Similarity Analysis, Asiyah R. Speight
Bridging Machine Learning And Islamic Scholarship: A Study In Hadith Translation And Similarity Analysis, Asiyah R. Speight
Student Scholar Symposium Abstracts and Posters
Translation of Islamic religious texts poses unique challenges requiring both linguistic and theological expertise. This study explores the application of neural machine translation (NMT) models to Arabic-English hadith translation while analyzing semantic similarity patterns across different human translations. Using the complete Sahih Bukhari corpus (7,550 hadiths) as the primary dataset, we adopt a dual approach combining transfer learning and comprehensive neural network analysis to demonstrate the critical impact of corpus size on model performance.
First, we fine-tune a pre-trained MarianMT Arabic-English translation model on the full Sahih Bukhari corpus, comparing models trained on 40 hadiths versus 7,550 hadiths. Performance is …
A Machine-Learning Tool-Supported Methodology For Nonprofit Donor Analysis, Corbin Weiss
A Machine-Learning Tool-Supported Methodology For Nonprofit Donor Analysis, Corbin Weiss
Campus Research Month
We developed a machine-learning tool-supported methodology for modeling the nonprofit donor relationship. This approach was demonstrated in the case of a US-based nonprofit. Conclusions were drawn from this example and tool-support provided for use by other nonprofits.
Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov
Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov
CBN Journal of Applied Statistics (JAS)
This paper investigates the time it would take for the FTSE-100 index to reach its post-COVID-19 peak. The paper utilises an exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model that accounts for leverage effect and asymmetries. The preferred models amongst competing variants was the Autoregressive Moving Average (ARMA)-EGARCH(2,1) specification and was used to predict daily FTSE-100 data from 5th January 2000 to 21st June 2024. The empirical exercise showed that the COVID-19-induced financial crisis negatively affected the United Kingdom’s stock market performance. The results show that the FTSE100 index could reach its post-pandemic peak around 27th August, 2024 (two months after …
Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen
Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen
Theses and Dissertations
This dissertation explores applications of representation learning and generative models to challenges in healthcare, astronautics, and aviation.
The first part investigates the use of Generative Adversarial Networks (GANs) to synthesize realistic electronic health record (EHR) data. An initial attempt at training a GAN on the MIMIC-IV dataset encountered stability and convergence issues, motivating a deeper study of 1-Lipschitz regularization techniques for Auxiliary Classifier GANs (AC-GANs). An extensive ablation study on the CIFAR-10 dataset found that Spectral Normalization is key for AC-GAN stability and performance, while Weight Clipping fails to converge without Spectral Normalization. Analysis of the training dynamics provided further …
Sparse Representation Learning For Temporal Networks, Maxwell Mcneil
Sparse Representation Learning For Temporal Networks, Maxwell Mcneil
Electronic Theses & Dissertations (2024 - present)
Temporal networks arise in many domains including activity of social network users, sensor network readings over time, and time course gene expression within the interaction network of a model organism. Data of this type contains a wealth of prior information such as the connectivity among nodes (e.g., a friendship graph), and prior knowledge of expected temporal patterns (e.g., periodicity). Modeling these temporal and network patterns jointly is essential for state-of-the-art performance in temporal network data analysis and mining. Sparse dictionary encoding is one modeling approach for such underlying patterns. However, most classical approaches consider only one dimension of the data …
Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia
Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia
Journal of Nonprofit Innovation
Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.
Imagine Doris, who is …
Improving The Efficiency Of Exponential Ratio-Type Estimator For Population Median: A Calibration Weight Adjustment Approach, Mathew J. Iseh, Kufre J. Bassey
Improving The Efficiency Of Exponential Ratio-Type Estimator For Population Median: A Calibration Weight Adjustment Approach, Mathew J. Iseh, Kufre J. Bassey
CBN Journal of Applied Statistics (JAS)
This paper modifies the Bahl and Tuteja exponential ratio-type estimator for population median under simple random and stratified sampling schemes using calibration weight adjustment technique with supplementary information to vary the stratum weights. The bias and mean square error of the modified estimator were obtained up to the second-order approximation, which satisfies the necessary conditions for efficiency. The findings show that the new estimator surpasses existing estimators in efficiency gain. This suggests the appropriateness of calibration weight modification in boosting the efficiency of a population parameter estimator under stratified random sampling especially where the population parameter of the auxiliary variable …
An Empirical Evaluation Of Neural Process Meta-Learners For Financial Forecasting, Kevin G. Patel
An Empirical Evaluation Of Neural Process Meta-Learners For Financial Forecasting, Kevin G. Patel
Master's Theses
Challenges of financial forecasting, such as a dearth of independent samples and non- stationary underlying process, limit the relevance of conventional machine learning towards financial forecasting. Meta-learning approaches alleviate some of these is- sues by allowing the model to generalize across unrelated or loosely related tasks with few observations per task. The neural process family achieves this by con- ditioning forecasts based on a supplied context set at test time. Despite promise, meta-learning approaches remain underutilized in finance. To our knowledge, ours is the first application of neural processes to realized volatility (RV) forecasting and financial forecasting in general.
We …
Machine Learning-Based Data And Model Driven Bayesian Uncertanity Quantification Of Inverse Problems For Suspended Non-Structural System, Zhiyuan Qin
All Dissertations
Inverse problems involve extracting the internal structure of a physical system from noisy measurement data. In many fields, the Bayesian inference is used to address the ill-conditioned nature of the inverse problem by incorporating prior information through an initial distribution. In the nonparametric Bayesian framework, surrogate models such as Gaussian Processes or Deep Neural Networks are used as flexible and effective probabilistic modeling tools to overcome the high-dimensional curse and reduce computational costs. In practical systems and computer models, uncertainties can be addressed through parameter calibration, sensitivity analysis, and uncertainty quantification, leading to improved reliability and robustness of decision and …
Fraud Pattern Detection For Nft Markets, Andrew Leppla, Jorge Olmos, Jaideep Lamba
Fraud Pattern Detection For Nft Markets, Andrew Leppla, Jorge Olmos, Jaideep Lamba
SMU Data Science Review
Non-Fungible Tokens (NFTs) enable ownership and transfer of digital assets using blockchain technology. As a relatively new financial asset class, NFTs lack robust oversight and regulations. These conditions create an environment that is susceptible to fraudulent activity and market manipulation schemes. This study examines the buyer-seller network transactional data from some of the most popular NFT marketplaces (e.g., AtomicHub, OpenSea) to identify and predict fraudulent activity. To accomplish this goal multiple features such as price, volume, and network metrics were extracted from NFT transactional data. These were fed into a Multiple-Scale Convolutional Neural Network that predicts suspected fraudulent activity based …
Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje
Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje
CBN Journal of Applied Statistics (JAS)
This study examines the effect of monetary policy rate (MPR) on market interest rates in Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) and Lending interest rate (LINT) to represent deposit and lending rates respectively. The nonlinear autoregressive distributed lag (NARDL) and threshold regression models are adopted. The study uses monthly data from 2002:M1 to 2019:M12. The results of the threshold regression model indicate that the degree of the effect of MPR on SINT and LINT above the estimated threshold of 11 and 13 percent respectively is greater and significant than if MPR were to …
Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix
Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix
CBN Journal of Applied Statistics (JAS)
This study investigates the implication of the social dimension of inclusive growth on poverty reduction in Economic Community of West African States (ECOWAS) countries. It specifically examines how social indices of inclusive growth comprising of income inequality, education, and health outcomes affect poverty reduction. The study uses a panel dataset of the six (6) lower-middle income countries in ECOWAS which was analysed via panel Difference Generalised Method of Moment (D-GMM). The results show that GDP per capita exerts significant negative effect on poverty while inequality, education and health outcomes do not show significant effect on poverty. Although, the estimates of …
Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo
Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo
CBN Journal of Applied Statistics (JAS)
The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive distributed lag model to analyse the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short run, the impact of FDI on employment is negative and statistically not significant. Meanwhile, in the long run FDI has a positive and statistically significant impact on employment rate. This implies that FDI has the capacity to generate employment in countries in ECOWAS sub region. Therefore, this study recommends …
Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu
Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu
CBN Journal of Applied Statistics (JAS)
This study examines the impact of the COVID-19 pandemic on sectoral stock prices in Nigeria stock market using daily data covering from February 28, 2020 to June 26, 2020. Applying the autoregressive distributed lag (ARDL) bounds test, the study finds that COVID-19 pandemic had adverse impact on the stock market indices in the short run. Furthermore, the study documents negative response of sectoral stock prices to the pandemic while the stock prices of the banking sub-sector are the worst hit. Compared to the consumer goods, and industrial subsector indices, the speed of adjustment to long run equilibrium is faster for …
Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano
Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano
Electrical and Computer Engineering ETDs
Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …
Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba
Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba
Theses and Dissertations
Background and Motivation: The coronavirus (“COVID-19”) pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors’ sentiment during such global shock.
Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its …
Uncovering Object Categories In Infant Views, Naiti S. Bhatt
Uncovering Object Categories In Infant Views, Naiti S. Bhatt
Scripps Senior Theses
While adults recognize objects in a near-instant, infants must learn how to categorize the objects in their visual environments. Recent work has shown that egocentric head-mounted camera videos contain rich data that illuminate the infant experience (Clerkin et al., 2017; Franchak et al., 2011; Yoshida & Smith, 2008). While past work has focused on the social information in view, in this work, we aim to characterize the objects in infants’ at-home visual environments by modifying modern computer vision models for the infant view. To do so, we collected manual annotations of objects that infants seemed to be interacting within a …
Estimating Vehicular Traffic Intensity With Deep Learning And Semantic Segmentation, Logan Bradley-Trietsch
Estimating Vehicular Traffic Intensity With Deep Learning And Semantic Segmentation, Logan Bradley-Trietsch
The Journal of Purdue Undergraduate Research
No abstract provided.
Predictive Modeling Of Asynchronous Event Sequence Data, Jin Shang
Predictive Modeling Of Asynchronous Event Sequence Data, Jin Shang
LSU Doctoral Dissertations
Large volumes of temporal event data, such as online check-ins and electronic records of hospital admissions, are becoming increasingly available in a wide variety of applications including healthcare analytics, smart cities, and social network analysis. Those temporal events are often asynchronous, interdependent, and exhibiting self-exciting properties. For example, in the patient's diagnosis events, the elevated risk exists for a patient that has been recently at risk. Machine learning that leverages event sequence data can improve the prediction accuracy of future events and provide valuable services. For example, in e-commerce and network traffic diagnosis, the analysis of user activities can be …
Predicting Disease Progression Using Deep Recurrent Neural Networks And Longitudinal Electronic Health Record Data, Seunghwan Kim
Predicting Disease Progression Using Deep Recurrent Neural Networks And Longitudinal Electronic Health Record Data, Seunghwan Kim
McKelvey School of Engineering Graduate Student Theses & Dissertations
Electronic Health Records (EHR) are widely adopted and used throughout healthcare systems and are able to collect and store longitudinal information data that can be used to describe patient phenotypes. From the underlying data structures used in the EHR, discrete data can be extracted and analyzed to improve patient care and outcomes via tasks such as risk stratification and prospective disease management. Temporality in EHR is innately present given the nature of these data, however, and traditional classification models are limited in this context by the cross- sectional nature of training and prediction processes. Finding temporal patterns in EHR is …
Field Drilling Data Cleaning And Preparation For Data Analytics Applications, Daniel Cardoso Braga
Field Drilling Data Cleaning And Preparation For Data Analytics Applications, Daniel Cardoso Braga
LSU Master's Theses
Throughout the history of oil well drilling, service providers have been continuously striving to improve performance and reduce total drilling costs to operating companies. Despite constant improvement in tools, products, and processes, data science has not played a large part in oil well drilling. With the implementation of data science in the energy sector, companies have come to see significant value in efficiently processing the massive amounts of data produced by the multitude of internet of thing (IOT) sensors at the rig. The scope of this project is to combine academia and industry experience to analyze data from 13 different …
Nondestructive Testing And Structural Health Monitoring Based On Adams And Svm Techniques, Gang Jiang, Yi Ming Deng, Ji Tai Niu
Nondestructive Testing And Structural Health Monitoring Based On Adams And Svm Techniques, Gang Jiang, Yi Ming Deng, Ji Tai Niu
The 8th International Conference on Physical and Numerical Simulation of Materials Processing
No abstract provided.
Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade
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
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
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
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
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 …