Statistical Models Commons^™

International Risk Sharing In Overlapping Generations Models, James Staveley-O'Carroll, Olena M. Staveley-O'Carroll

Economics Department Working Papers

We present a solution to the Backus-Smith puzzle that, instead of relying on extreme parameter values or complex modeling assumptions, simply switches the framework from infinitely lived agents to overlapping generations. Young agents face non-diversifiable wage risk that leads to a low degree of risk sharing within each country. Subsequently, international price movements are not sufficient to achieve the high consumption-real exchange rate correlation produced in standard infinitely lived agent DSGE models.

Effectiveness Of Prescribed Fire On Meeting Fuel Load And Wildlife Habitat Management Objectives In East Texas National Forests, Trey Wall

Electronic Theses and Dissertations

Using standardized methodology outlined by the United States Forest Service and the National Forests and Grasslands in Texas’ Fire Monitoring Program for data collection, the efficacy of current Forest Service prescribed burn regimes were analyzed for 24 study sites in East Texas National Forests. Study sites were located within Sam Houston, Davy Crockett, and Angelina/Sabine National Forests. Efficacy was determined by comparing defined management objectives established by the Forest Service to the data collected at the study sites. The results conclude that most objectives, as outlined by the Forest Service, are not being met with the current practices. Re-visitation of …

Rfviz: An Interactive Visualization Package For Random Forests In R, Christopher Beckett

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Random forests are very popular tools for predictive analysis and data science. They work for both classification (where there is a categorical response variable) and regression (where the response is continuous). Random forests provide proximities, and both local and global measures of variable importance. However, these quantities require special tools to be effectively used to interpret the forest. Rfviz is a sophisticated interactive visualization package and toolkit in R, specially designed for interpreting the results of a random forest in a user-friendly way. Rfviz uses a recently developed R package (loon) from the Comprehensive R Archive Network (CRAN) to create …

Statistical Investigation Of Road And Railway Hazardous Materials Transportation Safety, Amirfarrokh Iranitalab

Department of Civil and Environmental Engineering: Dissertations, Theses, and Student Research

Transportation of hazardous materials (hazmat) in the United States (U.S.) constituted 22.8% of the total tonnage transported in 2012 with an estimated value of more than 2.3 billion dollars. As such, hazmat transportation is a significant economic activity in the U.S. However, hazmat transportation exposes people and environment to the infrequent but potentially severe consequences of incidents resulting in hazmat release. Trucks and trains carried 63.7% of the hazmat in the U.S. in 2012 and are the major foci of this dissertation. The main research objectives were 1) identification and quantification of the effects of different factors on occurrence and …

Snakebite Dynamics Of Colombia: Effects Of Precipitation Seasonality Of Incidence, Carlos Cruz

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Season-Ahead Forecasting Of Water Storage And Irrigation Requirements – An Application To The Southwest Monsoon In India, Arun Ravindranath, Naresh Devineni, Upmanu Lall, Paulina Concha Larrauri

Publications and Research

Water risk management is a ubiquitous challenge faced by stakeholders in the water or agricultural sector. We present a methodological framework for forecasting water storage requirements and present an application of this methodology to risk assessment in India. The application focused on forecasting crop water stress for potatoes grown during the monsoon season in the Satara district of Maharashtra. Pre-season large-scale climate predictors used to forecast water stress were selected based on an exhaustive search method that evaluates for highest ranked probability skill score and lowest root-mean-squared error in a leave-one-out cross-validation mode. Adaptive forecasts were made in the years …

Nonlinearities In The Real Exchange Rates: New Evidence From Developed And Developing Countries, Yamin S. Ahmad, Ming Chien Lo, Olena M. Staveley-O'Carroll

Economics Department Working Papers

This paper investigates nonlinearities in the dynamics of real exchange rates. We use Monte Carlo simulations to establish the size properties of the Teräsvirta-Anderson (1992) and the Teräsvirta (1994) test, when the dynamics of the real exchange rate is influenced by an exogenous process. In addition, we examine the modification proposed by Ahmad, Lo and Mykhaylova (2013; Journal of International Economics) to show that the modified nonlinearity test performs much better than the original in both Monte Carlo exercises and in the actual data on 1431 bilateral real exchange rate series. Finally, we investigate the dynamics of the real exchange …

Habitat Preferences Of Blue Marlin (Makaira Nigricans) And Black Marlin (Istiompax Indica) In The Eastern Pacific Ocean, Nima Farchadi, Michael G. Hinton, Andrew R. Thompson, Zhi-Yong Yin

Theses

Overexploitation and climate change can reduce the abundance and shift the spatial distribution of marine species. Determining the habitat suitability of a mobile pelagic species, such as Makaira nigricans (BUM) and Istiompax indica (BLM), can help describe their spatiotemporal distribution patterns over a broad spatial scale, which is a crucial need for fisheries management. Using 14 years (1997-2010) of Inter-American Tropical Tuna Commission (IATTC) catch data from purse-seine vessels in the eastern Pacific Ocean (EPO), we modeled the dynamic habitat suitability of BUM and BLM in response to environmental variables within the EPO using a species distribution model (MaxEnt) with …

Overcoming Small Data Limitations In Heart Disease Prediction By Using Surrogate Data, Alfeo Sabay, Laurie Harris, Vivek Bejugama, Karen Jaceldo-Siegl

SMU Data Science Review

In this paper, we present a heart disease prediction use case showing how synthetic data can be used to address privacy concerns and overcome constraints inherent in small medical research data sets. While advanced machine learning algorithms, such as neural networks models, can be implemented to improve prediction accuracy, these require very large data sets which are often not available in medical or clinical research. We examine the use of surrogate data sets comprised of synthetic observations for modeling heart disease prediction. We generate surrogate data, based on the characteristics of original observations, and compare prediction accuracy results achieved from …

Minimizing The Perceived Financial Burden Due To Cancer, Hassan Azhar, Zoheb Allam, Gino Varghese, Daniel W. Engels, Sajiny John

SMU Data Science Review

In this paper, we present a regression model that predicts perceived financial burden that a cancer patient experiences in the treatment and management of the disease. Cancer patients do not fully understand the burden associated with the cost of cancer, and their lack of understanding can increase the difficulties associated with living with the disease, in particular coping with the cost. The relationship between demographic characteristics and financial burden were examined in order to better understand the characteristics of a cancer patient and their burden, while all subsets regression was used to determine the best predictors of financial burden. Age, …

Yelp’S Review Filtering Algorithm, Yao Yao, Ivelin Angelov, Jack Rasmus-Vorrath, Mooyoung Lee, Daniel W. Engels

SMU Data Science Review

In this paper, we present an analysis of features influencing Yelp's proprietary review filtering algorithm. Classifying or misclassifying reviews as recommended or non-recommended affects average ratings, consumer decisions, and ultimately, business revenue. Our analysis involves systematically sampling and scraping Yelp restaurant reviews. Features are extracted from review metadata and engineered from metrics and scores generated using text classifiers and sentiment analysis. The coefficients of a multivariate logistic regression model were interpreted as quantifications of the relative importance of features in classifying reviews as recommended or non-recommended. The model classified review recommendations with an accuracy of 78%. We found that reviews …

Cryptocurrency Price Prediction Using Tweet Volumes And Sentiment Analysis, Jethin Abraham, Daniel Higdon, John Nelson, Juan Ibarra

SMU Data Science Review

In this paper, we present a method for predicting changes in Bitcoin and Ethereum prices utilizing Twitter data and Google Trends data. Bitcoin and Ethereum, the two largest cryptocurrencies in terms of market capitalization represent over \$160 billion dollars in combined value. However, both Bitcoin and Ethereum have experienced significant price swings on both daily and long term valuations. Twitter is increasingly used as a news source influencing purchase decisions by informing users of the currency and its increasing popularity. As a result, quickly understanding the impact of tweets on price direction can provide a purchasing and selling advantage to …

Study On The Efficiency Of China’S Main River Ports Based On Dea Model, Yunwu Cao

World Maritime University Dissertations

No abstract provided.

Optimization For Lng Terminals Routing In North China, Shuting Wang

World Maritime University Dissertations

No abstract provided.

Study On The Fluctuation And Forecasting Of Capsize Bulk Carrier’S Freight, Kelun Wei

World Maritime University Dissertations

No abstract provided.

How Chinese Enterprises Evaluate The Investment Value Of Seaports Along The “One Belt One Road”, Ziyang Zhang

World Maritime University Dissertations

No abstract provided.

Generalizing Multistage Partition Procedures For Two-Parameter Exponential Populations, Rui Wang

LSU New Orleans Theses and Dissertations

ANOVA analysis is a classic tool for multiple comparisons and has been widely used in numerous disciplines due to its simplicity and convenience. The ANOVA procedure is designed to test if a number of different populations are all different. This is followed by usual multiple comparison tests to rank the populations. However, the probability of selecting the best population via ANOVA procedure does not guarantee the probability to be larger than some desired prespecified level. This lack of desirability of the ANOVA procedure was overcome by researchers in early 1950's by designing experiments with the goal of selecting the best …

Deep Machine Learning For Mechanical Performance And Failure Prediction, Elijah Reber, Nickolas D. Winovich, Guang Lin

The Summer Undergraduate Research Fellowship (SURF) Symposium

Deep learning has provided opportunities for advancement in many fields. One such opportunity is being able to accurately predict real world events. Ensuring proper motor function and being able to predict energy output is a valuable asset for owners of wind turbines. In this paper, we look at how effective a deep neural network is at predicting the failure or energy output of a wind turbine. A data set was obtained that contained sensor data from 17 wind turbines over 13 months, measuring numerous variables, such as spindle speed and blade position and whether or not the wind turbine experienced …

Efvs Effects On Pilot Performance, Michael Campbell, Nsikak Udo-Imeh, Steven J. Landry

The Summer Undergraduate Research Fellowship (SURF) Symposium

Flight tests have been conducted at Purdue University using a computer-based flying simulator in an attempt to determine and measure the effects of Enhanced Flight Vision Systems (EFVS) on the performance of pilots during landing. Knowledge of these effects could help guide future design and implementation of EFVS in modern commercial aircraft, and further increase pilots’ ability to control the aircraft in low-visibility conditions. The problem that has faced researchers in the past has revolved around the difficulty in interpreting the data which is generated by these tests. The difficulty in making a generalized conclusion based on the large amount …

Wald Confidence Intervals For A Single Poisson Parameter And Binomial Misclassification Parameter When The Data Is Subject To Misclassification, Nishantha Janith Chandrasena Poddiwala Hewage

Electronic Theses and Dissertations

This thesis is based on a Poisson model that uses both error-free data and error-prone data subject to misclassification in the form of false-negative and false-positive counts. We present maximum likelihood estimators (MLEs), Fisher's Information, and Wald statistics for Poisson rate parameter and the two misclassification parameters. Next, we invert the Wald statistics to get asymptotic confidence intervals for Poisson rate parameter and false-negative rate parameter. The coverage and width properties for various sample size and parameter configurations are studied via a simulation study. Finally, we apply the MLEs and confidence intervals to one real data set and another realistic …

Coastal Wetland Dynamics Under Sea-Level Rise And Wetland Restoration In The Northern Gulf Of Mexico Using Bayesian Multilevel Models And A Web Tool, Tyler Hardy

Master's Theses

There is currently a lack of modeling framework to predict how relative sea-level rise (SLR), combined with restoration activities, affects landscapes of coastal wetlands with uncertainties accounted for at the entire northern Gulf of Mexico (NGOM). I developed such a modeling framework – Bayesian multi-level models to study the spatial pattern of wetland loss in the NGOM, driven by relative RSLR, vegetation productivity, tidal range, coastal slope, and wave height – all interacting with river-borne sediment availability, indicated by hydrological regimes. These interactions have not been comprehensively investigated before. I further modified this model to assess the efficacy of restoration …

Generalized Spatiotemporal Modeling And Causal Inference For Assessing Treatment Effects For Multiple Groups For Ordinal Outcome., Soutik Ghosal

Electronic Theses and Dissertations

This dissertation consists of three projects and can be categorized in two broad research areas: generalized spatiotemporal modeling and causal inference based on observational data. In the first project, I introduce a Bayesian hierarchical mixed effect hurdle model with a nested random effect structure to model the count for primary care providers and understand their spatial and temporal variation. This study further enables us to identify the health professional shortage areas and the possible impacting factors. In the second project, I have unified popular parametric and nonparametric propensity score-based methods to assess the treatment effect of multiple groups for ordinal …

Distribution Of A Sum Of Random Variables When The Sample Size Is A Poisson Distribution, Mark Pfister

Electronic Theses and Dissertations

A probability distribution is a statistical function that describes the probability of possible outcomes in an experiment or occurrence. There are many different probability distributions that give the probability of an event happening, given some sample size n. An important question in statistics is to determine the distribution of the sum of independent random variables when the sample size n is fixed. For example, it is known that the sum of n independent Bernoulli random variables with success probability p is a Binomial distribution with parameters n and p: However, this is not true when the sample size …

Fuel Flow Reduction Impact Analysis Of Drag Reducing Film Applied To Aircraft Wings, Damon Resnick, Chris Donlan, Nimish Sakalle, Cody Pinkerman

SMU Data Science Review

In this paper, we present an analysis of flight data in order to determine whether the application of the Edge Aerodynamix Conformal Vortex Generator (CVG), applied to the wings of aircraft, reduces fuel flow during cruising conditions of flight. The CVG is a special treatment and film applied to the wings of an aircraft to protect the wings and reduce the non-laminar flow of air around the wings during flight. It is thought that by reducing the non-laminar flow or vortices around and directly behind the wings that an aircraft will move more smoothly through the air and provide a …

Predictions Generated From A Simulation Engine For Gene Expression Micro-Arrays For Use In Research Laboratories, Gopinath R. Mavankal, John Blevins, Dominique Edwards, Monnie Mcgee, Andrew Hardin

SMU Data Science Review

In this paper we introduce the technical components, the biology and data science involved in the use of microarray technology in biological and clinical research. We discuss how laborious experimental protocols involved in obtaining this data used in laboratories could benefit from using simulations of the data. We discuss the approach used in the simulation engine from [7]. We use this simulation engine to generate a prediction tool in Power BI, a Microsoft, business intelligence tool for analytics and data visualization [22]. This tool could be used in any laboratory using micro-arrays to improve experimental design by comparing how predicted …

Predicting Game Day Outcomes In National Football League Games, Josh Klein, Anna Frowein, Chris Irwin

SMU Data Science Review

In this paper, we present a model for predicting the game day outcomes of National Football League games. 3 of the most popular sources for game day predictions are analyzed for comparison. Player data and outcomes from previous games are used, but we also incorporate several weather factors into our models. Over 1,700 games were incorporated and 3 separate models are created using simple regression, principal component analysis, and a recursive model. We also discuss the ethicality of using data science techniques by individuals with the knowledge in order to gain an advantage over a population lacking this specialized training.

Predicting River Stage Using Recurrent Neural Networks, Eric Rohli

LSU Master's Theses

River stage prediction is an important problem in the water transportation industry. Accurate river stage predictions provide crucial information to barge and tow boat operators, port terminal captains, and lock management officials. Shallow river levels caused by prolonged drought impact the loading capacity of barges and tow boats. High river levels caused by excessive rainfall or snowmelt allow for greater tow capacities but make downstream transportation and lock management risky. Current academic river height prediction systems utilize either time series statistical analysis or machine learning algorithms to forecast future river heights, but systems that combine these two areas often limit …

Association Tests For Genetic Effect And Its Interaction With Environmental Factors, Zhengyang Zhou

Statistical Science Theses and Dissertations

My research is in the area of statistical genetics, and it contains three projects: (1) Differentiating the Cochran-Armitage (CA) trend test and Pearson’s chi-square test: location and dispersion; (2) Decomposing Pearson’s chi-square test: a linear regression and its departure from linearity; (3) Testing nonlinear gene-environment (GxE) interaction through varying coefficient and linear mixed models.

(1) In genetic case-control association studies, a standard practice is to perform the CA trend test with 1 degree-of-freedom (df) under the assumption of an additive model. However, when the true genetic model is recessive or near recessive, it is outperformed by Pearson’s chi-square test with …

Mathematical Models, Patty Wagner, Marnie Phipps

Mathematics Grants Collections

This Grants Collection for Mathematical Models was created under a Round Nine ALG Textbook Transformation Grant.

Affordable Learning Georgia Grants Collections are intended to provide faculty with the frameworks to quickly implement or revise the same materials as a Textbook Transformation Grants team, along with the aims and lessons learned from project teams during the implementation process.

Documents are in .pdf format, with a separate .docx (Word) version available for download. Each collection contains the following materials:

• Linked Syllabus
• Initial Proposal
• Final Report

Development Of A Slab-Based Monte Carlo Proton Dose Algorithm With A Robust Material-Dependent Nuclear Halo Model, John Wesley Chapman Jr

LSU Doctoral Dissertations

Pencil beam algorithms (PBAs) are often utilized for dose calculation in proton therapy treatment planning because they are fast and accurate under most conditions. However, as discussed in Chapman et al (2017), the accuracy of a PBA can be limited under certain conditions because of two major assumptions: (1) the central-axis semi-infinite slab approximation; and, (2) the lack of material dependence in the nuclear halo model. To address these limitations, we transported individual protons using a class II condensed history Monte Carlo and added a novel energy loss method that scaled the nuclear halo equation in water to arbitrary geometry. …