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Longitudinal Data Analysis and Time Series Commons™
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Articles 1 - 5 of 5
Full-Text Articles in Longitudinal Data Analysis and Time Series
Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole
Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole
Electronic Theses and Dissertations
We show how to create Artificial Neural Network based models for performing the well- known Holt-Winters time series analysis. Our work fares well compared to the well-known Holt-Winter time series prediction method while avoiding the burden of searching for the parameters of the model. We present the theoretical justification of the connection between the two models and experimental results showing the similarities of these models
Variable Selection In Accelerated Failure Time (Aft) Frailty Models: An Application Of Penalized Quasi-Likelihood, Sarbesh R. Pandeya
Variable Selection In Accelerated Failure Time (Aft) Frailty Models: An Application Of Penalized Quasi-Likelihood, Sarbesh R. Pandeya
Electronic Theses and Dissertations
Variable selection is one of the standard ways of selecting models in large scale datasets. It has applications in many fields of research study, especially in large multi-center clinical trials. One of the prominent methods in variable selection is the penalized likelihood, which is both consistent and efficient. However, the penalized selection is significantly challenging under the influence of random (frailty) covariates. It is even more complicated when there is involvement of censoring as it may not have a closed-form solution for the marginal log-likelihood. Therefore, we applied the penalized quasi-likelihood (PQL) approach that approximates the solution for such a …
Building A Better Risk Prevention Model, Steven Hornyak
Building A Better Risk Prevention Model, Steven Hornyak
National Youth Advocacy and 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.
Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein
Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein
Electronic Theses and Dissertations
This thesis explores how arc length can be modeled and used to measure the risk involved with a financial time series. Having arc length as a measure of volatility can help an investor in sorting which stocks are safer/riskier to invest in. A Gamma autoregressive model of order one(GAR(1)) is proposed to model arc length series. Kernel regression based bias correction is studied when model parameters are estimated using method of moment procedure. As an application, a model-based clustering involving thirty different stocks is presented using k-means++ and hierarchical clustering techniques.
Garch(1,1) With Sifted Gamma-Distributed Errors, Alan C. Budd
Garch(1,1) With Sifted Gamma-Distributed Errors, Alan C. Budd
Electronic Theses and Dissertations
Typical General Autoregressive Conditional Heteroskedastic (GARCH) processes involve normally-distributed errors, and they model strictly-positive error processes poorly. This thesis will present a method for estimating the parameters of a GARCH(1,1) process with shifted Gamma-distributed errors, conduct a simulation study to test the method, and apply the method to real time series data.