Statistical Models Commons^™

Modeling Mean And Variability Of Anxiety In Ecological Momentary Assessment Data Using Mixed-Effects Location–Scale Models, Trenzy Odero

Electronic Theses and Dissertations

Ecological Momentary Assessment is a method of collecting repeated measures of people in real time within natural environments. This results in hierarchical data that has a significant amount of variation at the person level. The traditional linear mixedeffects models assume that the residual variance is constant, which might not be true when the residual variance varies among individuals as well as in time. This thesis uses mixed-effects location-scale (MELS) models to model the mean and variance of an EMA outcome together. By introducing the possibility of variability in residual variance within and across individuals and with covariates, the MELS framework …

Pattern Dynamics And Stochasticity Of Brain Rhythms And Spike Trains In A Tauopathy Mouse Model Of Alzheimer’S Disease, Clarissa M. Hoffman

Dissertations and Theses (Open Access)

Systems neuroscience posits that every aspect of perceived physical reality, every aspect of animal and human behavior, and every cognitive phenomenon emerges from patterns of neuronal activity. While most researchers embrace this idea, there are major difficulties in describing and analyzing these complex neuronal dynamics—spike flows produced by cells ensembles, synchronized extracellular field oscillations, and other patterns—which limits our understanding of how the activity of individual neurons and the whole-animal cognition and behavior might be connected. In particular, we lack the approaches and even the semantics for connecting the individual cell outputs and the integrated results of their activity. Current …

Complex Systems Mapping Of Fiscal Growth Dynamics At Strategic Maritime Chokepoints Using Time-Series Slopes, Rahul Balamurugan, Preethi Nanjundan, Avichal Sharma

Northeast Journal of Complex Systems (NEJCS)

This study examines how maritime and trading states allocate public resources between defence, health, and economic growth around three strategic chokepoints the Strait of Malacca, the Strait of Hormuz, and the Suez Canal. The analysis extends the classic “guns versus butter” framing by treating defence and health spending as co-evolving components of an interconnected fiscal-growth system. Using World Development Indicators data (1999-2024), trend slopes are estimated for military spending (% of GDP), healthcare spending (% of GDP), and GDP growth (annual %). Two derived indicators are computed, a defence-to-health slope ratio (military slope/health slope) and a fiscal-balance proxy (health slope …

Availability Model To Evaluate Ai Data Centers’ Role In Grid Stability, Troy Mcsimov, Trevor S. Kunz, Jeffrey Billo

SMU Data Science Review

The United States has made it clear; it is imperative that the US wins the global AI race. This paper focuses on one of the most challenging puzzle pieces surfaced at the POWER Data Center conference (San Antonio, Sept. 30.); for Electric Reliability Council of Texas (ERCOT) the limiting factor is not generation alone but the need to balance generation and load to preserve grid reliability.

The regulatory landscape fundamentally changed with the passage of Texas Senate Bill 6 in June 2025, which mandates new large loads must "contribute to the recovery of the interconnecting electric utility’s costs" (Texas Legislature, …

Statistical Analysis Of Log Transformation Effectiveness In Air Traffic Movement Forecasting During Covid-19 In South Africa, John Lehlaka Masekoameng

Journal of Aviation Technology and Engineering

This study evaluates the effectiveness of log transformation in enhancing multiple regression models used to forecast air traffic movements (ATMs) in South Africa during the COVID-19 pandemic. Using 60 monthly observations from October 2016 to September 2021, the analysis incorporates variables such as revenue, lockdown levels, COVID-19 metrics, exchange rates, gross domestic product, and population. Two models are compared: one using raw ATMs and another with log-transformed ATMs as the dependent variable.

While the untransformed model shows stronger explanatory power (R² = 0.904, adjusted R² = 0.891) compared to the log-transformed model (R² = 0.772, adjusted R² = 0.741), the …

Modeling Housing Prices: Which Features Matter Most?, Alex Ruvolo

Williams Honors College, Honors Research Projects

This paper attempts to find the biggest factors and traits that influence the cost of housing. This will include the lot size, type of street, utilities, neighborhood, year built, heating, electrical, yard size, number of different rooms, age, condition, and others. I will attempt to answer the question of whether the prices of houses have changed within the last 5 to 10 years, and obviously this is an easy question to answer. However, the bigger question beyond this is are the main factors affecting housing prices all important in explaining this relationship? Is one factor more important than the rest …

Hybrid Patchtst And Physics-Based Framework For Predicting Lithium-Ion Battery State Of Health, Pavan Ravuri

Honors Undergraduate Theses

Accurately forecasting the state of health of lithium-ion batteries is critical for improving performance, reliability and lifetime in energy storage applications. Battery capacity degrades into a nonlinear pattern over cycling due to electrochemical processes where neither purely data driven nor physics-based models can capture alone. This study looks at a hybrid framework combining that PatchTST patch-based transformer architecture with physics-based features derived from the solid electrolyte interphase and pseudo two-dimensional models. Physics inspired proxy features were computed from cycling data and concatenated with electrochemical measurements as added input channels before patch segmentation. There are five model configurations that were evaluated …

Bayesian Analysis Of Nominal Outcomes With Missing Values Using Multinomial And Multivariate Multinomial Probit Models, Suwash Silwal

Dissertations, Master's Theses and Master's Reports

Nominal outcomes frequently arise in health sciences, transportation, economics, market research, and related fields. These data often contain missing values, while longitudinal and panel studies generate multiple correlated nominal responses. Bayesian estimation of multinomial probit (MNP) and multivariate multinomial probit (MMNP) models provides a flexible framework for analyzing such data but remains computationally challenging due to high-dimensional likelihood integration, restrictive covariance identification constraints, and poor mixing of Markov chain Monte Carlo (MCMC) algorithms, particularly in the presence of missing data. This dissertation develops parameter-expanded data augmentation (PX-DA) methods for MNP and MMNP models with missing nominal outcomes by incorporating parameter …

The Moderating Effect Of Income Inequality On The Income–Emissions Relationship In G20 Countries, Zahra Rizky Fadilah, Budiasih Budiasih

Economics and Finance in Indonesia

This study analyzes the moderating effect of income inequality on the income–emissions relationship in the environmental Kuznets curve (EKC) framework. Findings indicate that the relationship is inverted U-shaped in middle-income G20 countries, but monotonically increasing in high-income G20 countries. Interestingly, income inequality moderates this relationship only in the latter group. These findings suggest that middle-income G20 countries should focus on raising income per capita to mitigate environmental degradation, while their high-income counterparts need to prioritize reducing income inequality to effectively decouple income from emissions.

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

Latent Classification Of Time-Dependent Transition Rates In Longitudinal Binary Outcome Data, Joonha Chang, Wenyaw Chan

School of Public Health Faculty Publications

Continuous-time Markov chain (CTMC) models and latent classification methods are commonly used to analyze longitudinal categorical outcomes in medical research. While CTMC models are popular for their simplicity and effectiveness, their assumption of constant transition rates presents limitations in capturing dynamic behaviors. To address this, non-homogeneous continuous-time Markov chains (NH-CTMCs) have been developed, incorporating time-varying transition rates to enhance model flexibility. In this study, we leverage closed-form transition probabilities for a fully ergodic two-state NH-CTMC model and propose a latent class clustering approach to identify heterogeneous transition rate patterns within the population. We emphasize the potential advantages of these models …

Bandwagon Behavior In Major League Baseball, Daniel E. Erro

Master's Theses

This study investigates “bandwagon” behavior among Major League Baseball (MLB) fans by analyzing Google search interest data from 2004 to 2019. Drawing on publicly available information from Google Trends, the analysis explores how fluctuations in search activity align with team performance during both the regular season and postseason. Hierarchical linear models are used to estimate expected levels of fan interest based on team performance and market characteristics. Deviations from these expectations during the regular season are interpreted as evidence of bandwagon or anti-bandwagon behavior. A drop-off in interest following playoff elimination is also examined to capture shifts in fan attention …

Enhancing Animal Shelter Operations With Time Series And Machine Learning, Sakava L. Kiv, Donald L. Anderson, Shivam Negi, Jacquelyn Cheun

SMU Data Science Review

Enhancing animal shelter operations through machine learning involves employing a variety of advanced techniques aimed at increasing efficiency, promoting animal welfare, and optimizing resource allocation. This paper explores predictive analytics for adoption rates using regression models to estimate the likelihood of adoption based on historical data, encompassing variables such as breed, health status, and previous adoption trends. Additionally, classification algorithms are utilized to categorize animals by adoption probability, facilitating better resources and marketing prioritization. Clustering algorithms are employed to group animals according to behavior patterns and/or physical health, enabling tailored medical care and enrichment activities that improve their mental and …

Filters For Forecasting Crop Health: Analyzing And Projecting The Temporal Evolution Of Landsat Ndvi Data Using Dynamic Linear Models And The Kalman Filter, Kamal Albousafi, Hossein Moradi, Jung-Han Kimn

SDSU Data Science Symposium

Accurately forecasting food availability is a critical task. One approach involves utilizing remote sensing data, such as satellite images, to observe the health of crop fields using different Vegetation Indices (VI). The Normalized Difference Vegetation Index (NDVI) provides a sound metric to track the “greenness” of crops over time. In this research, we develop statistical models that capture the dynamics of NDVI time series data to make better predictions of its future values. The median NDVI of the pixels of a farm located in Edmunds County, South Dakota, is obtained using imagery from the Landsat 5 and Landsat 8 satellites, …

Beyond Homogeneity: Exploring Causal Heterogeneity In Psychopathology, Philip B. Vinh

Theses and Dissertations

Traditional models in psychiatric research often impose assumptions of causal homogeneity, treating population-level associations as reflective of uniform underlying mechanisms. This dissertation challenges that assumption by introducing statistical and machine learning frameworks designed to detect and model causal heterogeneity in the development of psychopathology. Central to this approach is the advancement of finite mixture structural equation modeling (FM-SEM) to identify latent subgroups characterized by distinct, and sometimes opposing, causal pathways.

The dissertation comprises three integrated empirical studies. The first introduces mixDoC, a finite mixture extension of the classical Direction of Causation (DoC) model applied to twin data, enabling the detection …

Time Series Modeling Of Akron Air Quality Index (Aqi) Data, Mason Yurich

Williams Honors College, Honors Research Projects

With the increase in population and industrialization around the world, climate has become a major concern for many researchers. One measure that has drawn much interest is air quality. There are available resources that track the Air Quality Index (AQI) in most large cities, but there is a general lack of information regarding Air Quality forecasts, even for one day in the future. This project aims to find a useful statistical model for representing and predicting the AQI measure in Akron, Ohio over time. By using historical air quality data from the United States Environmental Protection Agency and AQI.in, an …

A Time Series Analysis Of The Macroeconomic Indicators, Mia Houston

Honors Undergraduate Theses

Understanding inflation—particularly across regions and categories—is crucial for effective policymaking, strategic business decisions, and safeguarding vulnerable populations, as it highlights the diverse drivers and impacts of price changes within the economy. This has become increasingly crucial in recent years between the volatile inflation conditions introduced by the COVID-19 pandemic, energy price shocks, and renewed trade tensions and tariffs. This thesis analyzes 77 U.S. monthly inflation time series from 2003 to 2023 using two forecasting approaches: an elementwise Seasonal Autoregressive Integrated Moving Average (SARIMA) model and a Factor-Augmented Vector Autoregressive (FAVAR) model. The data obtained from the Bureau of Labor Statistics …

Theoretical Foundations And Applied Performance Of Periodicity-Aware Imputation: Variable Bandpass Block Bootstrap Methods For Incomplete Time Series, Asmaa Ahmad

Electronic Theses & Dissertations (2024 - present)

Time series data are prevalent across a wide range of disciplines, including health surveillance, public policy, and environmental monitoring. In the presence of underlying cyclical patterns, the integrity of time series analysis depends critically on the ability to detect, model, and impute structured missing data without compromising the temporal structure. This dissertation introduces and validates a novel imputation framework that integrates the Variable Bandpass Periodic Block Bootstrap (VBPBB) into multiple imputation procedures, improving the accuracy, robustness, and interpretability of time series models under high rates of missingness and noise. The overarching goal of this dissertation was to develop and evaluate …

Stock Market Volatility In The United Kingdom: Simulating Post-Covid-19 Recovery, Bala A. Dahiru, Mohammed Shuaibu, Najibullah Hassanov

CBN Journal of Applied Statistics (JAS)

This paper investigates the time it would take for the FTSE-100 index to reach its post-COVID-19 peak. The paper utilises an exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model that accounts for leverage effect and asymmetries. The preferred models amongst competing variants was the Autoregressive Moving Average (ARMA)-EGARCH(2,1) specification and was used to predict daily FTSE-100 data from 5th January 2000 to 21st June 2024. The empirical exercise showed that the COVID-19-induced financial crisis negatively affected the United Kingdom’s stock market performance. The results show that the FTSE100 index could reach its post-pandemic peak around 27th August, 2024 (two months after …

Impact Of Fiscal Policy On Financial Inclusion And Development In Nigeria, Okwanya Innocent, Taiwo A. Olusegun, Aimua E. Peace

CBN Journal of Applied Statistics (JAS)

This paper examines the effect of fiscal policy on financial inclusion and development in Nigeria. The study employs the Autoregressive Distributed Lag (ARDL) model and impulse response function (IRF) to determine the extent and response of financial inclusion and development to fiscal policy changes in Nigeria. The study derives a financial inclusion index from three core indicators: access, usage and quality of financial services, while financial development is measured as the ratio of money supply to GDP (M2/GDP). The results show that government expenditure has a significant positive effect on financial inclusion and development, while tax revenue exerts a negative …

Reevaluating Texas Energy Market Forecasts In The Wake Of Recent Extreme Weather Events, Robert A. Derner, Richard W. Butler Ii, Alexandria Neff, Adam R. Ruthford

SMU Data Science Review

This paper provides updated forecasts of energy demand in Texas and recognizes the impact of sustainable energy. It is important that the forecasts of the adoption of sustainable energy are reexamined after Winter Storm Uri crippled the Texas power grid and left many without power. This storm highlighted the issues the Texas power grid had and has continued to struggle with in supplying the state with energy. This paper will offer an overview of the relevant literature on the adoption of sustainable energy and relevant events that have occurred in the state of Texas that will give the reader the …

A Novel Correction For The Multivariate Ljung-Box Test, Minhao Huang

Computational and Data Sciences (PhD) Dissertations

This research introduces an analytical improvement to the Multivariate Ljung-Box test that addresses significant deviations of the original test from the nominal Type I error rates under almost all scenarios. Prior attempts to mitigate this issue have been directed at modification of the test statistics or correction of the test distribution to achieve precise results in finite samples. In previous studies, focused on designing corrections to the univariate Ljung-Box, a method that specifically adjusts the test rejection region has been the most successful of attaining the best Type I error rates. We adopt the same approach for the more complex, …

Examining Award Compliance To Inform Resource Allocation, Jacob Haarala

Data Science Undergraduate Honors Theses

This project focuses on JB Hunt Transport Inc's intermodal business unit (JBI) by focusing on the challenges associated with Published Pricing and Contractual Pricing. The primary issue revolves around the variance between the awarded freight volumes in Requests for Pricing (RFPs) and the actual volumes realized when the freight is shipped. This discrepancy poses challenges for effective sales planning, revenue goals, and optimal freight network management within JBI. Reporting tools, such as PowerBI, are currently used by JBI to provide insights into award compliance on a weekly basis. However, our goal with this project was to provide a deeper understanding …

Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen

Theses and Dissertations

This dissertation explores applications of representation learning and generative models to challenges in healthcare, astronautics, and aviation.

The first part investigates the use of Generative Adversarial Networks (GANs) to synthesize realistic electronic health record (EHR) data. An initial attempt at training a GAN on the MIMIC-IV dataset encountered stability and convergence issues, motivating a deeper study of 1-Lipschitz regularization techniques for Auxiliary Classifier GANs (AC-GANs). An extensive ablation study on the CIFAR-10 dataset found that Spectral Normalization is key for AC-GAN stability and performance, while Weight Clipping fails to converge without Spectral Normalization. Analysis of the training dynamics provided further …

Efficient Fully Bayesian Approaches To Brain Activity Mapping With Complex-Valued Fmri Data: Analysis Of Real And Imaginary Components In A Cartesian Model And Extension To Magnitude And Phase In A Polar Model, Zhengxin Wang

All Dissertations

Functional magnetic resonance imaging (fMRI) plays a crucial role in neuroimaging, enabling the exploration of brain activity through complex-valued signals. Traditional fMRI analyses have largely focused on magnitude information, often overlooking the potential insights offered by phase data, and therefore, lead to underutilization of available data and flawed statistical assumptions. This dissertation proposes two efficient, fully Bayesian approaches for the analysis of complex-valued functional magnetic resonance imaging (cv-fMRI) time series.

Chapter 2 introduces the model, referred to as CV-sSGLMM, using the real and imaginary components of cv-fMRI data and sparse spatial generalized linear mixed model prior. This model extends the …

Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila

Faculty Publications

This paper describes the creation of a fast, deterministic, 3D fractal cloud renderer for the AFIT Sensor and Scene Emulation Tool (ASSET). The renderer generates 3D clouds by ray marching through a volume and sampling the level-set of a fractal function. The fractal function is distorted by a displacement map, which is generated using horizontal wind data from a Global Forecast System (GFS) weather file. The vertical windspeed and relative humidity are used to mask the creation of clouds to match realistic large-scale weather patterns over the Earth. Small-scale detail is provided by the fractal functions which are tuned to …

The Genetic Architecture Of Cervical Change During Pregnancy: From Modeling To Mechanism — Does The Cervix Mediate Maternal Risk For Spontaneous Preterm Birth?, Hope M. Wolf

Theses and Dissertations

This project leverages clinical data and biospecimens from a prospective longitudinal cohort of pregnant women to study the genetic and phenotypic relationships between cervical shortening and the duration of pregnancy. Sonographic cervical length (CL) was measured throughout pregnancy in a cohort of 5,160 Black/African American women in Detroit, Michigan. Maternal DNA samples were sequenced with a next-generation low-pass whole genome platform. The heritability of cervical change during pregnancy and its genetic correlation with gestational age at delivery (GAD) were estimated using Genome-Wide Complex Trait Analysis. These estimates suggest that cervical change is heritable (h²CL = 51%) and highly polygenic trait. …

Self-Exciting Point Processes In Real Estate, Ian Fraser

Theses and Dissertations (Comprehensive)

This thesis introduces a novel approach to analyzing residential property sales through the lens of stochastic processes by employing point processes. Herein, property sales are treated as point patterns, using self-exciting point process models and a variety of statistical tools to uncover underlying patterns in the data. Key findings include the identification and explanation of clustering in both space and time, and the efficacy of a temporal Hawkes process with a sinusoidal background in predicting home sale occurrences. The temporal analysis starts by employing the state of art techniques for time series data like regression, autoregressive, and autoregressive integrated moving …

Sparse Representation Learning For Temporal Networks, Maxwell Mcneil

Electronic Theses & Dissertations (2024 - present)

Temporal networks arise in many domains including activity of social network users, sensor network readings over time, and time course gene expression within the interaction network of a model organism. Data of this type contains a wealth of prior information such as the connectivity among nodes (e.g., a friendship graph), and prior knowledge of expected temporal patterns (e.g., periodicity). Modeling these temporal and network patterns jointly is essential for state-of-the-art performance in temporal network data analysis and mining. Sparse dictionary encoding is one modeling approach for such underlying patterns. However, most classical approaches consider only one dimension of the data …

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 …