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Statistical Models Commons

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Full-Text Articles in Statistical Models

Self-Learning Algorithms For Intrusion Detection And Prevention Systems (Idps), Juan E. Nunez, Roger W. Tchegui Donfack, Rohit Rohit, Hayley Horn Mar 2023

Self-Learning Algorithms For Intrusion Detection And Prevention Systems (Idps), Juan E. Nunez, Roger W. Tchegui Donfack, Rohit Rohit, Hayley Horn

SMU Data Science Review

Today, there is an increased risk to data privacy and information security due to cyberattacks that compromise data reliability and accessibility. New machine learning models are needed to detect and prevent these cyberattacks. One application of these models is cybersecurity threat detection and prevention systems that can create a baseline of a network's traffic patterns to detect anomalies without needing pre-labeled data; thus, enabling the identification of abnormal network events as threats. This research explored algorithms that can help automate anomaly detection on an enterprise network using Canadian Institute for Cybersecurity data. This study demonstrates that Neural Networks with Bayesian …


Application Of Probabilistic Ranking Systems On Women’S Junior Division Beach Volleyball, Cameron Stewart, Michael Mazel, Bivin Sadler Sep 2022

Application Of Probabilistic Ranking Systems On Women’S Junior Division Beach Volleyball, Cameron Stewart, Michael Mazel, Bivin Sadler

SMU Data Science Review

Women’s beach volleyball is one of the fastest growing collegiate sports today. The increase in popularity has come with an increase in valuable scholarship opportunities across the country. With thousands of athletes to sort through, college scouts depend on websites that aggregate tournament results and rank players nationally. This project partnered with the company Volleyball Life, who is the current market leader in the ranking space of junior beach volleyball players. Utilizing the tournament information provided by Volleyball Life, this study explored replacements to the current ranking systems, which are designed to aggregate player points from recent tournament placements. Three …


Machine Learning In Support Of Electric Distribution Asset Failure Prediction, Robert D. Flamenbaum, Thomas Pompo, Christopher Havenstein, Jade Thiemsuwan Aug 2019

Machine Learning In Support Of Electric Distribution Asset Failure Prediction, Robert D. Flamenbaum, Thomas Pompo, Christopher Havenstein, Jade Thiemsuwan

SMU Data Science Review

In this paper, we present novel approaches to predicting as- set failure in the electric distribution system. Failures in overhead power lines and their associated equipment in particular, pose significant finan- cial and environmental threats to electric utilities. Electric device failure furthermore poses a burden on customers and can pose serious risk to life and livelihood. Working with asset data acquired from an electric utility in Southern California, and incorporating environmental and geospatial data from around the region, we applied a Random Forest methodology to predict which overhead distribution lines are most vulnerable to fail- ure. Our results provide evidence …


Machine Learning Predicts Aperiodic Laboratory Earthquakes, Olha Tanyuk, Daniel Davieau, Charles South, Daniel W. Engels Aug 2019

Machine Learning Predicts Aperiodic Laboratory Earthquakes, Olha Tanyuk, Daniel Davieau, Charles South, Daniel W. Engels

SMU Data Science Review

In this paper we find a pattern of aperiodic seismic signals that precede earthquakes at any time in a laboratory earthquake’s cycle using a small window of time. We use a data set that comes from a classic laboratory experiment having several stick-slip displacements (earthquakes), a type of experiment which has been studied as a simulation of seismologic faults for decades. This data exhibits similar behavior to natural earthquakes, so the same approach may work in predicting the timing of them. Here we show that by applying random forest machine learning technique to the acoustic signal emitted by a laboratory …


Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater Jan 2019

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …


Modeling Stochastically Intransitive Relationships In Paired Comparison Data, Ryan Patrick Alexander Mcshane Jan 2019

Modeling Stochastically Intransitive Relationships In Paired Comparison Data, Ryan Patrick Alexander Mcshane

Statistical Science Theses and Dissertations

If the Warriors beat the Rockets and the Rockets beat the Spurs, does that mean that the Warriors are better than the Spurs? Sophisticated fans would argue that the Warriors are better by the transitive property, but could Spurs fans make a legitimate argument that their team is better despite this chain of evidence?

We first explore the nature of intransitive (rock-scissors-paper) relationships with a graph theoretic approach to the method of paired comparisons framework popularized by Kendall and Smith (1940). Then, we focus on the setting where all pairs of items, teams, players, or objects have been compared to …