Multivariate Analysis Commons^™

Mortgage Default Classification Modeling For Variable Analysis, Brendan R. Goggins

Honors College Theses

The financial crisis of the early 2000’s is a prime example of the severe consequences that mortgage default and borrower insolvency can have on economies at large. Mortgage default specifically is a prime case with the popularization of mortgage backed securities and the commonality of this loan structure. Multiple hypotheses and models have been formed to understand the reasons, causes, and consequences of mortgage default. This paper uses both machine learning and statistical classification models to inform an understanding of the variables most significant and impactful to the default outcome of mortgages. Consideration is given to both loan-level microeconomic variables …

Spatiotemporal Negative Inventory Outlier Decomposition For Supply Chain Applications In Consumer-Packaged Goods (Cpg), Hayden Mcdonald

Data Science Undergraduate Honors Theses

Coca-Cola is a popular soft drink brand with sales occurring in every Walmart store across the world, which generates large quantities of data and requires a robust supply chain system. However, the company does not currently have a sophisticated, automated, and/or prescriptive system for detecting where, when, and why inventory outages occur and applying preventative measures to avoid loss of revenue from the absence of inventory on store shelves. This thesis proposes and applies a novel, prescriptive system for this purpose. An inventory outage can be seen as a ‘negative’ statistical outlier in a time series of inventory for an …

Traditional Vs Machine Learning Approaches: A Comparison Of Time Series Modeling Methods, Miguel E. Bonilla Jr., Jason Mcdonald, Tamas Toth, Bivin Sadler

SMU Data Science Review

In recent years, various new Machine Learning and Deep Learning algorithms have been introduced, claiming to offer better performance than traditional statistical approaches when forecasting time series. Studies seeking evidence to support the usage of ML/DL over statistical approaches have been limited to comparing the forecasting performance of univariate, linear time series data. This research compares the performance of traditional statistical-based and ML/DL methods for forecasting multivariate and nonlinear time series.

Machine Learning Based Restaurant Sales Forecasting, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

To encourage proper employee scheduling for managing crew load, restaurants have a need for accurate sales forecasting. We predict partitions of sales days, so each day is broken up into three sales periods: 10:00 AM-1:59 PM, 2:00 PM-5:59 PM, and 6:00 PM-10:00 PM. This study focuses on the middle timeslot, where sales forecasts should extend for one week. We gather three years of sales between 2016-2019 from a local restaurant, to generate a new dataset for researching sales forecasting methods.

Outlined are methodologies used when going from raw data to a workable dataset. We test many machine learning models on …

Process Based Analysis Of Fluvial Stratigraphic Record: Middle Pennsylvanian Allegheny Formation, North-Central Wv, Oluwasegun O. Abatan

Graduate Theses, Dissertations, and Problem Reports (ETD)

Fluvial deposits represent some of the best hydrocarbon reservoirs, but the quality of fluvial reservoirs varies depending on the reservoir architecture, which is controlled by allogenic and autogenic processes. Allogenic controls, including paleoclimate, tectonics, and glacio-eustasy, have long been debated as dominant controls in the deposition of fluvial strata. However, recent research has questioned the validity of this cyclicity and may indicate major influence from autogenic controls. To further investigate allogenic controls on stratal order, I analyzed the facies architecture, geomorphology, paleohydrology, and the stratigraphic framework of the Middle Pennsylvanian Allegheny Formation (MPAF), a fluvial depositional system in the Appalachian …

Three Essays On Health Economics And Policy Evaluation, Shishir Shakya

Graduate Theses, Dissertations, and Problem Reports (ETD)

This dissertation consists of three essays on the U.S. Health care policy. Each paragraph below refers to the three abstracts for the three chapters in this dissertation, respectively. I provide quantitative evidence on how much Prescription Drug Monitoring Programs (PDMPs) affects the retail opioid prescribing behaviors. Using the American Community Survey (ACS), I retrieve county-level high dimensional panel data set from 2010 to 2017. I employ three separate identification strategies: difference-in-difference, double selection post-LASSO, and spatial difference-in-difference. I compare how the retail opioid prescribing behaviors of counties, that are mandatory for prescribers to check the PDMP before prescribing controlled substances …

Non-Linear Machine Learning With Active Sampling For Mox Drift Compensation, Tamara Matthews, Muhammad Iqbal, Horacio Gonzalez-Velez

Conference papers

Abstract—Metal oxide (MOX) gas detectors based on SnO2 provide low-cost solutions for real-time sensing of complex gas mixtures for indoor ambient monitoring. With high sensitivity under ideal conditions, MOX detectors may have poor longterm response accuracy due to environmental factors (humidity and temperature) along with sensor aging, leading to calibration drifts. Finding a simple and efficient solution to correct such calibration drifts has been the subject of numerous studies but remains an open problem. In this work, we present an efficient approach to MOX calibration using active and transfer sampling techniques coupled with non-linear machine learning algorithms, namely neural networks, …

Offline And Online Density Estimation For Large High-Dimensional Data, Aref Majdara

Dissertations, Master's Theses and Master's Reports

Density estimation has wide applications in machine learning and data analysis techniques including clustering, classification, multimodality analysis, bump hunting and anomaly detection. In high-dimensional space, sparsity of data in local neighborhood makes many of parametric and nonparametric density estimation methods mostly inefficient.

This work presents development of computationally efficient algorithms for high-dimensional density estimation, based on Bayesian sequential partitioning (BSP). Copula transform is used to separate the estimation of marginal and joint densities, with the purpose of reducing the computational complexity and estimation error. Using this separation, a parallel implementation of the density estimation algorithm on a 4-core CPU is …