Multivariate Analysis Commons^™

Market Risk Factors And Stock Returns In The Nigerian Bourse, Omorose A. Ogiemudia, Osagie Osifo, Igbinovia L. Eghosa

CBN Journal of Applied Statistics (JAS)

This study examines the link between market risk and equity return in Nigeria between 1980 to 2019. It employs the vector error correction model (VECM) to determine the short run dynamics and long run effect of market risk factors on stock return. The findings revealed that a dynamic relationship exists between market risk factors and stock returns in Nigeria. Also, exchange rate risk and oil price risks have significant influence on stock return, while inflation and interest rate risk, and political instability risks have a non-significant impact on stock return. Finally, a unidirectional relationship was detected between interest rate, oil …

Savings-Investment Gap In Sub-Saharan Africa: Does The Interaction Of Financial Sector Development And Migrant Remittances Matter?, Wasiu Adekunle, Oluwatosin Adeniyi, Joshua Afolabi, Musibau Babatunde, Edward Omiwale

CBN Journal of Applied Statistics (JAS)

This study analyses the interactive effects of migrant remittances and financial development on savings-investment gap for a panel of 18 Sub-Saharan Africa (SSA) countries from 1990-2017. Results from a panel ARDL model show that migrant remittances reduce savings-investment gap in the long run. The gap is further reduced when the individual effect of financial development, and the interactive effects of migrant remittances and financial development are taken into consideration. Further analysis reveals evidence of widening effects of rising real GDP growth and bank deposits over a long-term horizon, while higher private sector credit widened the savings-investment gap only in the …

Assessing Turgor Loss Point In Bottomland Hardwood Trees Using Leaf Spectroscopy, Alexandra M. Eisley

LSU Master's Theses

Climate change is expected to radically alter our planet’s forests, with higher frequencies of drought- and flood-induced mortality events posing a challenge for forest managers and biologists. Research into the factors underlying plant tolerance to environmental stressors is therefore gaining popularity for incorporation into projective and earth system modeling using remote sensing measures. Leaf turgor loss point (TLP) is a key trait associated with drought tolerance among plants and is defined as the water potential at which leaf turgor pressure reaches zero, causing wilting. Here, I investigated patterns of TLP across the landscape and its role as an indicator of …

Predicting Insulin Pump Therapy Settings, Riccardo L. Ferraro, David Grijalva, Alex Trahan

SMU Data Science Review

Millions of people live with diabetes worldwide [7]. To mitigate some of the many symptoms associated with diabetes, an estimated 350,000 people in the United States rely on insulin pumps [17]. For many of these people, how effectively their insulin pump performs is the difference between sleeping through the night and a life threatening emergency treatment at a hospital. Three programmed insulin pump therapy settings governing effective insulin pump function are: Basal Rate (BR), Insulin Sensitivity Factor (ISF), and Carbohydrate Ratio (ICR). For many people using insulin pumps, these therapy settings are often not correct, given their physiological needs. While …

Analytic Case Study Using Unsupervised Event Detection In Multivariate Time Series Data, Jeremy M. Wightman

Theses and Dissertations

Analysis of cyber-physical systems (CPS) has emerged as a critical domain for providing US Air Force and Space Force leadership decision advantage in air, space, and cyberspace. Legacy methods have been outpaced by evolving battlespaces and global peer-level challengers. Automation provides one way to decrease the time that analysis currently takes. This thesis presents an event detection automation system (EDAS) which utilizes deep learning models, distance metrics, and static thresholding to detect events. The EDAS automation is evaluated with case study of CPS domain experts in two parts. Part 1 uses the current methods for CPS analysis with a qualitative …

Statistical Inference On Desirability Function Optimal Points To Evaluate Multi-Objective Response Surfaces, Peter A. Calhoun

Theses and Dissertations

A shortfall of the Derringer and Suich (1980) desirability function is lack of inferential methods to quantify uncertainty. Most articles for addressing uncertainty usually involve robust methods, providing a point estimate that is less affected by variation. Few articles address confidence intervals or bands but not specifically for the Derringer and Suich method. This research provides two valuable contributions to the field of response surface methodology. The first contribution is evaluating the effect of correlation and plane angles on Derringer and Suich optimal solutions. The second contribution proposes and compares 8 inferential methods--both univariate and multivariate--for creating confidence intervals on …

The Short-Term Effects Of Fine Airborne Particulate Matter And Climate On Covid-19 Disease Dynamics, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

Background: Despite more than 60% of the United States population being fully vaccinated, COVID-19 cases continue to spike in a temporal pattern. These patterns in COVID-19 incidence and mortality may be linked to short-term changes in environmental factors.

Methods: Nationwide, county-wise measurements for COVID-19 cases and deaths, fine-airborne particulate matter (PM_2.5), and maximum temperature were obtained from March 20, 2020 to March 20, 2021. Multivariate Linear Regression was used to analyze the association between environmental factors and COVID-19 incidence and mortality rates in each season. Negative Binomial Regression was used to analyze daily fluctuations of COVID-19 cases …

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

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

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

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 …

Evaluating Soil Health Changes Following Cover Crop And No-Till Integration Into A Soybean (Glycine Max) Cropping System In The Mississippi Alluvial Valley, Alexandra Gwin Firth

Theses and Dissertations

The transition of natural landscapes to intensive agricultural uses has resulted in severe loss of soil organic carbon (SOC), increased CO₂ emissions, river depletion, and groundwater overdraft. Despite negative documented effects of agricultural land use (i.e., soil erosion, nutrient runoff) on critical natural resources (i.e., water, soil), food production must increase to meet the demands of a rising human population. Given the environmental and agricultural productivity concerns of intensely managed soils, it is critical to implement conservation practices that mitigate the negative effects of crop production and enhance environmental integrity. In the Mississippi Alluvial Valley (MAV) region of Mississippi, USA, …

How Blockchain Solutions Enable Better Decision Making Through Blockchain Analytics, Sammy Ter Haar

Information Systems Undergraduate Honors Theses

Since the founding of computers, data scientists have been able to engineer devices that increase individuals’ opportunities to communicate with each other. In the 1990s, the internet took over with many people not understanding its utility. Flash forward 30 years, and we cannot live without our connection to the internet. The internet of information is what we called early adopters with individuals posting blogs for others to read, this was known as Web 1.0. As we progress, platforms became social allowing individuals in different areas to communicate and engage with each other, this was known as Web 2.0. As Dr. …

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 …

Multivariate Statistical Modeling For Radio-Genomics Study, Tiantian Zeng

Theses and Dissertations--Statistics

Radiogenomics is a new direction in cancer research that focuses on the associations among radiomics, genomics and clinical outcome. Currently, the major challenge for Radiogenomics lies in the effective integration of genomics and imaging data for promising clinical outcome prediction. Herein, we propose a multivariate joint model that can integrate imaging and genomic data for better predicting the clinical outcome. Specifically, we jointly consider two multivariate group lasso models, one regresses imaging features on genomic features, and the other regresses patient’s clinical outcome on genomic features. An L1 penalty term is introduced for each variable, and weight in the penalty …

Analysis Of Minor League Rule Changes Effect On Stolen Bases, Zachary Houghtaling

Williams Honors College, Honors Research Projects

This study uses various statistical analyses to evaluate the justification of rule changes for Major League Baseball that were implemented within the Minor Leagues during the 2021 minor league season. The primary focus of the study is predicting how some of these Minor League rule changes could affect the stolen base success rate and the number of attempts per game within the Major Leagues. A survey was conducted to evaluate how fans feel about stolen bases within the current game and if rules should be altered to increase the number of stolen bases that occur. Additionally, recorded Major and Minor …

Functional Mixed Data Clustering With Fourier Basis Smoothing, Ishmael Amartey

Electronic Theses and Dissertations

Clustering is an important analytical technique that has proven to affect human life positively through its application in cancer research, market segmentation, city planning etc. In this time of growing technological systems, mixed data has seen another face of longitudinal, directional and functional attributes which is worth paying attention to and analyzing. Previous research works on clustering relied largely on the inverse weight technique and B-spline in smoothing data and assessing the performance of various clustering algorithms. In 1971, Gower proposed a method of clustering for mixed variable types which has been extended to include functional and directional variables by …

Predictors Of Poor Glycemic Control In Diabetic Clients With Mental Health Illness, Community Alliance, Omaha, Nebraska, Rachelle Flick

Capstone Experience: Master of Public Health

People with severe mental illness tend to die 10-25 years earlier than the general population (WHO). Main contributors to these premature deaths include comorbidities such as hypertension, cardiovascular disease, and diabetes. Diabetes prevalence in mentally ill people is 2 times higher than the general population (WHO). The World Health Organization is taking action to improve the health of people with severe mental illness. These efforts include creating protocols of prevention, identification, assessment, and treatment for mentally ill people, as well as improving access to general health services through the integration of physical and mental health services. Community Alliance, located in …

R Shiny's Self-Organizing Map, Zury Betzab Marroquin, Joshua Walsh, Trenton Wesley

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Spatial Analysis Of Landscape Characteristics, Anthropogenic Factors, And Seasonality Effects On Water Quality In Portland, Oregon, Katherine Gelsey, Daniel Ramirez

REU Final Reports

Urban areas often struggle with deteriorated water quality as a result of complex interactions between landscape factors such as land cover, use, and management as well as climatic variables such as weather, precipitation, and atmospheric conditions. Green stormwater infrastructure (GSI) has been introduced as a strategy to reintroduce pre-development hydrological conditions in cities, but questions remain as to how GSI interacts with other landscape factors to affect water quality. We conducted a statistical analysis of six relevant water quality indicators in 131 water quality stations in four watersheds around Portland, Oregon using data from 2015 to 2021. Indiscriminate of station …

Bayesian Variable Selection Strategies In Longitudinal Mixture Models And Categorical Regression Problems., Md Nazir Uddin

Electronic Theses and Dissertations

In this work, we seek to develop a variable screening and selection method for Bayesian mixture models with longitudinal data. To develop this method, we consider data from the Health and Retirement Survey (HRS) conducted by University of Michigan. Considering yearly out-of-pocket expenditures as the longitudinal response variable, we consider a Bayesian mixture model with $K$ components. The data consist of a large collection of demographic, financial, and health-related baseline characteristics, and we wish to find a subset of these that impact cluster membership. An initial mixture model without any cluster-level predictors is fit to the data through an MCMC …

On The Use Of Minimum Penalties In Statistical Learning, Ben Sherwood, Bradley S. Price

Faculty & Staff Scholarship

Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do so typically through an error covariance matrix in multivariate regression which does not scale to other types of models. In this article we proposed the MinPEN framework to simultaneously estimate regression coefficients associated with the multivariate regression model and the relationships between outcome variables using mild assumptions. The MinPen framework utilizes a novel penalty based on the minimum function to exploit detected relationships between responses. An iterative algorithm that …

Evaluating The Efficiency Of Markov Chain Monte Carlo Algorithms, Thuy Scanlon

Graduate Theses and Dissertations

Markov chain Monte Carlo (MCMC) is a simulation technique that produces a Markov chain designed to converge to a stationary distribution. In Bayesian statistics, MCMC is used to obtain samples from a posterior distribution for inference. To ensure the accuracy of estimates using MCMC samples, the convergence to the stationary distribution of an MCMC algorithm has to be checked. As computation time is a resource, optimizing the efficiency of an MCMC algorithm in terms of effective sample size (ESS) per time unit is an important goal for statisticians. In this paper, we use simulation studies to demonstrate how the Gibbs …

Modeling And Solving The Outsourcing Risk Management Problem In Multi-Echelon Supply Chains, Arian A. Nahangi

Master's Theses

Worldwide globalization has made supply chains more vulnerable to risk factors, increasing the associated costs of outsourcing goods. Outsourcing is highly beneficial for any company that values building upon its core competencies, but the emergence of the COVID-19 pandemic and other crises have exposed significant vulnerabilities within supply chains. These disruptions forced a shift in the production of goods from outsourcing to domestic methods.

This paper considers a multi-echelon supply chain model with global and domestic raw material suppliers, manufacturing plants, warehouses, and markets. All levels within the supply chain network are evaluated from a holistic perspective, calculating a total …

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 …

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 …

Neural Oscillatory Activity Serving Sensorimotor Control Is Regulated By The Mitochondrial Redox Environment In Health And Disease, Rachel Spooner

Theses & Dissertations

Despite effective regimens of combination antiretroviral therapy, individuals with HIV are still at higher risk for developing forms of cognitive impairment, with one of the most common behavioral abnormalities to manifest being motor dysfunction. This is an important consideration, as deficits in motor control likely contribute to higher-order cognitive impairments, which together, lead to functional dependencies in the ever-growing aging population of HIV-infected adults. While the neuroanatomical bases of motor dysfunction have recently been illuminated in people living with HIV (PLWH), there remains an open question regarding the molecular processes supporting the circuit-level neuronal dynamics that potentially serve these behavioral …

Regression Analyses Assessing The Impact Of Environmental Factors On Covid-19 Transmission And Mortality, El Hussain Shamsa, Kezhong Zhang

Medical Student Research Symposium

No abstract provided.

Evaluation Of The Effect Of The Clinical-Decision-Support Systems On Diabetes Management: A Multivariate Meta-Analysis Comparison With Univariate Meta-Analysis, Abdelfattah Elbarsha

Electronic Theses and Dissertations

The advantage of using meta-analysis lies in its ability in providing a quantitative summary of the findings from multiple studies. The aim of this dissertation was first to conduct a simulation study in order to understand what factors (sample size, between-study correlation, and percent of missing data) have a significant effect on meta-analysis estimates and whether using univariate or multivariate meta-analysis would produce different estimates.

The second goal of this study was to evaluate the effect of clinical decision support systems CDSS on diabetes care management by conducting three separate univariate meta-analyses and one multivariate meta-analysis. CDSS are health information …

Maternal Proximity To Mountaintop Removal Mining And Birth Defects In Appalachian Kentucky, 1997-2003, Daniel B. Cooper

Theses and Dissertations--Public Health (M.P.H. & Dr.P.H.)

Background: Extraction of coal through mountaintop removal mining (MTR) alters many dimensions of the landscape, and explosive blasts, exposed rock, and coal washing have the potential to pollute air and water with substances known to increase risk of developmental and birth anomalies. Previous research suggests that infants born to mothers living in MTR coal mining counties have higher prevalence of most types of birth defects.

Objectives: This study seeks to examine further the relationship between MTR activity and birth defects by employing individual level exposure estimation through precise satellite data of MTR activity in the Appalachian region and maternal residence …