Multivariate Analysis Commons^™

Implementing A Clustering Framework On Distributional Bee Data, Roheel Nawaz

Research and Creativity Symposium

Understanding spatial patterns in biodiversity is important for identifying how ecological communities are structured across landscapes. Clustering methods provide a useful way to detect non-random species distributions and reveal potential environmental or geographic influences. In this study, we applied a clustering framework to a large long-term bee abundance dataset from the Mid-Atlantic United States to evaluate community structure across regions of Maryland, Delaware, and Washington, D.C.

The dataset included over 1,100 sites and more than 3,000 transects. Because sampling methods were not fully standardized, abundance data were converted to presence/absence and analyzed using the Jaccard index to measure site similarity. …

Applications Of Machine Learning For Evaluating Downward-Coupled Stratosphere-Troposphere Interactions And Subseasonal Forecasts Of Opportunity, Elena M. Fernandez

Electronic Theses & Dissertations (2024 - present)

Wintertime stratospheric dynamics provide key information for understanding atmospheric teleconnections and improving subseasonal-to-seasonal (S2S) predictions on timescales of two weeks to two months. Periods of enhanced predictability, often referred to as forecasts of opportunity, arise from large-scale teleconnected variability, within which the stratosphere serves as an important precursor for tropospheric states, such as near-surface temperatures. While traditional diagnostics of downward coupled stratosphere-troposphere interactions typically rely on zonal-mean representations of wind and geopotential height, this dissertation presents an alternative vortex-centric framework through metrics that capture the daily geometric and dynamical evolution of the stratospheric polar vortex. The proposed stratospheric …

Modeling Private Debt Using U.S. Consumer Expenditure Data, Stsiapan Dziamentsyeu

Honors Capstones

This project models private household debt among U.S. consumers using data from the Consumer Expenditure Survey (CES) between 2013 and 2023. The analysis focuses on identifying how demographic and economic characteristics, such as income, housing expenditures, education, and occupation, relate to non-mortgage “other” loan balances. After initial model development produced poor residual behavior due to zero-inflation from imputed debt values, the analysis was refined to include only households reporting verifiable debt. Multiple modeling techniques, including AIC-based variable selection and Lasso regularization, were compared under a five-fold cross-validation framework. The Lasso model achieved superior predictive accuracy (RMSE = 1.55, MAE = …

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

Analysis Of Systematic Trade-Offs Between Military And Healthcare Expenditure Alongside Gdp Growth Of Select Asian And Western Exporting Economies In The 21st Century, Rahul Balamurugan, Carlos Gershenson, Preethi Nanjundan, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

This study explores the complexity in the trade-offs between military expenditure, healthcare expenditure, and GDP growth across select Asian nations and major weapon-exporting countries, examining how nations allocate finite resources between national security and human well-being over the past two decades. Using a systems science approach, the research integrates Granger causality testing to analyze temporal and directional relationships among GDP growth, military expenditure, and healthcare expenditure, uncovering their dynamic interdependencies. The methodology includes trend and slope analysis, Granger causality testing, outlier detection, and clustering to identify heterogeneity in resource allocation strategies. Developed, weapon-exporting nations exhibit complementary trends, with strong causality …

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 …

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

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 …

Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman

Pitzer Senior Theses

This thesis investigates the unique interactions between pregnancy, substance involvement, and race as they relate to the War on Drugs and the hyper-incarceration of women. Using ordinary least square regression analyses and data from the Bureau of Justice Statistics’ 2016 Survey of Prison Inmates, I examine if (and how) pregnancy status, drug use, race, and their interactions influence two length of incarceration outcomes: sentence length and amount of time spent in jail between arrest and imprisonment. The results collectively indicate that pregnancy decreases length of incarceration outcomes for those offenders who are not substance-involved but not evenhandedly -- benefitting white …

Multi-Level Small Area Estimation Based On Calibrated Hierarchical Likelihood Approach Through Bias Correction With Applications To Covid-19 Data, Nirosha Rathnayake

Theses & Dissertations

Small area estimation (SAE) has been widely used in a variety of applications to draw estimates in geographic domains represented as a metropolitan area, district, county, or state. The direct estimation methods provide accurate estimates when the sample size of study participants within each area unit is sufficiently large, but it might not always be realistic to have large sample sizes of study participants when considering small geographical regions. Meanwhile, high dimensional socio-ecological data exist at the community level, providing an opportunity for model-based estimation by incorporating rich auxiliary information at the individual and area levels. Thus, it is critical …

Zero-Inflated Longitudinal Mixture Model For Stochastic Radiographic Lung Compositional Change Following Radiotherapy Of Lung Cancer, Viviana A. Rodríguez Romero

Theses and Dissertations

Compositional data (CD) is mostly analyzed as relative data, using ratios of components, and log-ratio transformations to be able to use known multivariable statistical methods. Therefore, CD where some components equal zero represent a problem. Furthermore, when the data is measured longitudinally, observations are spatially related and appear to come from a mixture population, the analysis becomes highly complex. For this matter, a two-part model was proposed to deal with structural zeros in longitudinal CD using a mixed-effects model. Furthermore, the model has been extended to the case where the non-zero components of the vector might a two component mixture …

Function Space Tensor Decomposition And Its Application In Sports Analytics, Justin Reising

Electronic Theses and Dissertations

Recent advancements in sports information and technology systems have ushered in a new age of applications of both supervised and unsupervised analytical techniques in the sports domain. These automated systems capture large volumes of data points about competitors during live competition. As a result, multi-relational analyses are gaining popularity in the field of Sports Analytics. We review two case studies of dimensionality reduction with Principal Component Analysis and latent factor analysis with Non-Negative Matrix Factorization applied in sports. Also, we provide a review of a framework for extending these techniques for higher order data structures. The primary scope of this …

Estimation Of Multivariate Asset Models With Jumps, Angela Loregian, Laura Ballotta, Gianluca Gianluca Fusai, Marcos Fabricio Perez

Business Faculty Publications

We propose a consistent and computationally efficient two-step methodology for the estimation of multidimensional non-Gaussian asset models built using Levy processes. The proposed framework allows for dependence between assets and different tail behaviors and jump structures for each asset. Our procedure can be applied to portfolios with a large number of assets as it is immune to estimation dimensionality problems. Simulations show good finite sample properties and significant efficiency gains. This method is especially relevant for risk management purposes such as, for example, the computation of portfolio Value at Risk and intra-horizon Value at Risk, as we show in detail …

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 Electroencephalography For Detecting Concussions, Sara Krehbiel, Kathy Hoke, Joanna Wares

Biology and Medicine Through Mathematics Conference

No abstract provided.

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 …

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 …

Making Models With Bayes, Pilar Olid

Electronic Theses, Projects, and Dissertations

Bayesian statistics is an important approach to modern statistical analyses. It allows us to use our prior knowledge of the unknown parameters to construct a model for our data set. The foundation of Bayesian analysis is Bayes' Rule, which in its proportional form indicates that the posterior is proportional to the prior times the likelihood. We will demonstrate how we can apply Bayesian statistical techniques to fit a linear regression model and a hierarchical linear regression model to a data set. We will show how to apply different distributions to Bayesian analyses and how the use of a prior affects …

An Investigation Of The Accuracy Of Parallel Analysis For Determining The Number Of Factors In A Factor Analysis, Mandy Matsumoto

Mahurin Honors College Capstone Experience/Thesis Projects

Exploratory factor analysis is an analytic technique used to determine the number of factors in a set of data (usually items on a questionnaire) for which the factor structure has not been previously analyzed. Parallel analysis (PA) is a technique used to determine the number of factors in a factor analysis. There are a number of factors that affect the results of a PA: the choice of the eigenvalue percentile, the strength of the factor loadings, the number of variables, and the sample size of the study. Although PA is the most accurate method to date to determine which factors …

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …

Hpcnmf: A High-Performance Toolbox For Non-Negative Matrix Factorization, Karthik Devarajan, Guoli Wang

COBRA Preprint Series

Non-negative matrix factorization (NMF) is a widely used machine learning algorithm for dimension reduction of large-scale data. It has found successful applications in a variety of fields such as computational biology, neuroscience, natural language processing, information retrieval, image processing and speech recognition. In bioinformatics, for example, it has been used to extract patterns and profiles from genomic and text-mining data as well as in protein sequence and structure analysis. While the scientific performance of NMF is very promising in dealing with high dimensional data sets and complex data structures, its computational cost is high and sometimes could be critical for …

Bootstrapping Vs. Asymptotic Theory In Property And Casualty Loss Reserving, Andrew J. Difronzo Jr.

Honors Projects in Mathematics

One of the key functions of a property and casualty (P&C) insurance company is loss reserving, which calculates how much money the company should retain in order to pay out future claims. Most P&C insurance companies use non-stochastic (non-random) methods to estimate these future liabilities. However, future loss data can also be projected using generalized linear models (GLMs) and stochastic simulation. Two simulation methods that will be the focus of this project are: bootstrapping methodology, which resamples the original loss data (creating pseudo-data in the process) and fits the GLM parameters based on the new data to estimate the sampling …

Relationship Between High School Math Course Selection And Retention Rates At Otterbein University, Lauren A. Fisher

Undergraduate Honors Thesis Projects

Binary logistic regression was used to study the relationship between high school math course selection and retention rates at Otterbein University. Graduation rates from postsecondary institutions are low in the United States and, more specifically, at Otterbein. This study is important in helping to determine what can raise retention rates, and ultimately, graduation rates. It directs focus toward high school math course selection and what should be changed before entering a post-secondary institution. Otterbein will have a better idea of what type of students to recruit and which students may be good candidates with some extra help. Recruiting is expensive, …

Estimation Of Performance Indices For The Planning Of Sustainable Transportation Systems, Pankaj Maheshwari, Alexander Paz, Pushkin Kachroo

Graduate Publications & Presentations

What is sustainable transportation system?

Fulfill the needs of current generations without compromising the ability of future generations

Utilize resources without compromising their health and productivity Leads to development that improves quality of life

Assimilate economic, ecological, social, and bio-physical components of resource ecosystems

Minimize the use of renewable and non-renewable resources, provide affordability and equity between generations

Model-Based Clustering Of Methylation Array Data: A Recursive-Partitioning Algorithm For High-Dimensional Data Arising As A Mixture Of Beta Distributions, E. Andres Houseman, Brock C. Christensen, Ru-Fang Yeh, Carmen J. Marsit, Margaret R. Karagas, Margaret Wrensch, Heather H. Nelson, Joseph Wiemels, Shichun Zheng, John K. Wiencke, Karl T. Kelsey

Harvard University Biostatistics Working Paper Series

No abstract provided.

Simultaneous Confidence Intervals Based On The Percentile Bootstrap Approach, Micha Mandel, Rebecca A. Betensky

Harvard University Biostatistics Working Paper Series

No abstract provided.

First Passage Time Problem For Multivariate Jump-Diffusion Processes: Models, Computation, And Applications In Finance, Di Zhang

Theses and Dissertations (Comprehensive)

The first passage time (FPT) problems are ubiquitous in many applications, from physics to finance. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for a process to cross a certain level, a boundary, or to enter a certain region. While in other areas of applications the FPT problems can often be solved analytically, in finance we usually have to resort to the application of numerical procedures, in particular when we deal with jump-diffusion stochastic processes (JDP). The application of the conventional Monte-Carlo procedure is possible for the solution of the resulting model, …

Cluster Analysis Of Genomic Data With Applications In R, Katherine S. Pollard, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

In this paper, we provide an overview of existing partitioning and hierarchical clustering algorithms in R. We discuss statistical issues and methods in choosing the number of clusters, the choice of clustering algorithm, and the choice of dissimilarity matrix. In particular, we illustrate how the bootstrap can be employed as a statistical method in cluster analysis to establish the reproducibility of the clusters and the overall variability of the followed procedure. We also show how to visualize a clustering result by plotting ordered dissimilarity matrices in R. We present a new R package, hopach, which implements the hybrid clustering method, …

Spatially Adaptive Bayesian P-Splines With Heteroscedastic Errors, Ciprian M. Crainiceanu, David Ruppert, Raymond J. Carroll

Johns Hopkins University, Dept. of Biostatistics Working Papers

An increasingly popular tool for nonparametric smoothing are penalized splines (P-splines) which use low-rank spline bases to make computations tractable while maintaining accuracy as good as smoothing splines. This paper extends penalized spline methodology by both modeling the variance function nonparametrically and using a spatially adaptive smoothing parameter. These extensions have been studied before, but never together and never in the multivariate case. This combination is needed for satisfactory inference and can be implemented effectively by Bayesian \mbox{MCMC}. The variance process controlling the spatially-adaptive shrinkage of the mean and the variance of the heteroscedastic error process are modeled as log-penalized …

Finding Cancer Subtypes In Microarray Data Using Random Projections, Debashis Ghosh

The University of Michigan Department of Biostatistics Working Paper Series

One of the benefits of profiling of cancer samples using microarrays is the generation of molecular fingerprints that will define subtypes of disease. Such subgroups have typically been found in microarray data using hierarchical clustering. A major problem in interpretation of the output is determining the number of clusters. We approach the problem of determining disease subtypes using mixture models. A novel estimation procedure of the parameters in the mixture model is developed based on a combination of random projections and the expectation-maximization algorithm. Because the approach is probabilistic, our approach provides a measure for the number of true clusters …