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Full-Text Articles in Statistical Models
Dynamic Model Pooling Methodology For Improving Aberration Detection Algorithms, Brenton J. Sellati
Dynamic Model Pooling Methodology For Improving Aberration Detection Algorithms, Brenton J. Sellati
Masters Theses 1911 - February 2014
Syndromic surveillance is defined generally as the collection and statistical analysis of data which are believed to be leading indicators for the presence of deleterious activities developing within a system. Conceptually, syndromic surveillance can be applied to any discipline in which it is important to know when external influences manifest themselves in a system by forcing it to depart from its baseline. Comparing syndromic surveillance systems have led to mixed results, where models that dominate in one performance metric are often sorely deficient in another. This results in a zero-sum trade off where one performance metric must be afforded greater …
Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow
Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow
Conference papers
This paper considers the Fractal Market Hypothesi (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources. Most financial risk management systems are still based on the Efficient Market Hypothesis which often fails due to the inaccuracies of the statistical models that underpin the hypothesis, in particular, that financial data are based on stationary Gaussian processes. The FMH considered in this paper assumes that financial data are non-stationary and statistically self-affine so that a risk analysis can, in principal, be applied at any time scale …
Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn
Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn
Articles
The concepts of randomness, unpredictability, complexity and entropy form the basis of modern cryptography and a cryptosystem can be interpreted as the design of a key-dependent bijective transformation that is unpredictable to an observer for a given computational resource. For any cryptosystem, including a Pseudo-Random Number Generator (PRNG), encryption algorithm or a key exchange scheme, for example, a cryptanalyst has access to the time series of a dynamic system and knows the PRNG function (the algorithm that is assumed to be based on some iterative process) which is taken to be in the public domain by virtue of the Kerchhoff-Shannon …