Longitudinal Data Analysis and Time Series | Open Access Articles

Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole

College of Graduate Studies: Theses & 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

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Penalized Estimation Of Autocorrelation, Xiyan Tan

All Dissertations

This dissertation explored the idea of penalized method in estimating the autocorrelation (ACF) and partial autocorrelation (PACF) in order to solve the problem that the sample (partial) autocorrelation underestimates the magnitude of (partial) autocorrelation in stationary time series. Although finite sample bias corrections can be found under specific assumed models, no general formulae are available. We introduce a novel penalized M-estimator for (partial) autocorrelation, with the penalty pushing the estimator toward a target selected from the data. This both encapsulates and differs from previous attempts at penalized estimation for autocorrelation, which shrink the estimator toward the target value of zero. …

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A Bayesian Framework For Estimating Seismic Wave Arrival Time, Hua Zhong

Graduate Theses and Dissertations

Because earthquakes have a large impact on human society, statistical methods for better studying earthquakes are required. One characteristic of earthquakes is the arrival time of seismic waves at a seismic signal sensor. Once we can estimate the earthquake arrival time accurately, the earthquake location can be triangulated, and assistance can be sent to that area correctly. This study presents a Bayesian framework to predict the arrival time of seismic waves with associated uncertainty. We use a change point framework to model the different conditions before and after the seismic wave arrives. To evaluate the performance of the model, we …

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Longitudinal Measurement And Hierarchical Classification Framework For The Prediction Of Alzheimer's Disease, Meiyan Huang, Wei Yang, Qianjin Feng, Wufan Chen, Michael Weiner, Paul Aisen, Ronald Petersen, Clifford R. Jack Jr., William Jagust, John Trojanowki, Arthur W. Toga, Laurel Beckett, Robert C. Green, Andrew Saykin, John Morris, Leslie M. Shaw, Jeffrey Kaye, Joseph Quinn, Lisa Silbert, Betty Lind, Raina Carter, Sara Dolen, Lon S. Schneider, Sonia Pawluczyk, Mauricio Beccera, Liberty Teodoro, Bryan Spann, James Brewer, Helen Vanderswag, Adam Fleisher, Charles D. Smith, Greg A. Jicha, Peter A. Hardy, Partha Sinha, Elizabeth Oates, Gary Conrad

Neurology Faculty Publications

Accurate prediction of Alzheimer’s disease (AD) is important for the early diagnosis and treatment of this condition. Mild cognitive impairment (MCI) is an early stage of AD. Therefore, patients with MCI who are at high risk of fully developing AD should be identified to accurately predict AD. However, the relationship between brain images and AD is difficult to construct because of the complex characteristics of neuroimaging data. To address this problem, we present a longitudinal measurement of MCI brain images and a hierarchical classification method for AD prediction. Longitudinal images obtained from individuals with MCI were investigated to acquire important …

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Estimating Time-To-Event From Longitudinal Categorical Data Using Random Effects Markov Models: Application To Multiple Sclerosis Progression, Micha Mandel, Rebecca A. Betensky

Harvard University Biostatistics Working Paper Series

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Full-Text Articles in Longitudinal Data Analysis and Time Series

Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole

College of Graduate Studies: Theses & Dissertations

Penalized Estimation Of Autocorrelation, Xiyan Tan

All Dissertations

A Bayesian Framework For Estimating Seismic Wave Arrival Time, Hua Zhong

Graduate Theses and Dissertations

Neurology Faculty Publications

Estimating Time-To-Event From Longitudinal Categorical Data Using Random Effects Markov Models: Application To Multiple Sclerosis Progression, Micha Mandel, Rebecca A. Betensky

Harvard University Biostatistics Working Paper Series