Nonlinear Trigonometric Transformation Time Series Modeling,
2010
Osun State University, Osogbo, Osun State
Nonlinear Trigonometric Transformation Time Series Modeling, K. A. Bashiru, O. E. Olowofeso, S. A. Owabumoye
Journal of Modern Applied Statistical Methods
The nonlinear trigonometric transformation and augmented nonlinear trigonometric transformation with a polynomial of order two was examined. The two models were tested and compared using daily mean temperatures for 6 major towns in Nigeria with different rates of missing values. The results were used to determine the consistency and efficiency of the models formulated.
Application Of The Fractional Diffusion Equation For Predicting Market Behaviour,
2010
Technological University Dublin
Application Of The Fractional Diffusion Equation For Predicting Market Behaviour, Jonathan Blackledge
Articles
Most Financial modelling system rely on an underlying hypothesis known as the Eficient Market Hypothesi (EMH) including the famous BlackScholes formula for placing an option. However, the EMH has a fundamental flaw: it is based on the assumption that economic processes are normally distributed and it has long been known that this is not the case. This fundamental assumption leads to a number of shortcomings associated with using the EMH to analyse financial data which includes failure to predict the future volatility of a market share value. This paper introduces a new financial risk assessment model based on Levy statistics …
Statistical Image Recovery From Laser Speckle Patterns With Polarization Diversity,
2010
Air Force Institute of Technology
Statistical Image Recovery From Laser Speckle Patterns With Polarization Diversity, Donald B. Dixon
Theses and Dissertations
This research extends the theory and understanding of the laser speckle imaging technique. This non-traditional imaging technique may be employed to improve space situational awareness and image deep space objects from a ground-based sensor system. The use of this technique is motivated by the ability to overcome aperture size limitations and the distortion effects from Earth’s atmosphere. Laser speckle imaging is a lensless, coherent method for forming two-dimensional images from their autocorrelation functions. Phase retrieval from autocorrelation data is an ill-posed problem where multiple solutions exist. This research introduces polarization diversity as a method for obtaining additional information so the …
Early Stopping Of A Neural Network Via The Receiver Operating Curve.,
2010
East Tennessee State University
Early Stopping Of A Neural Network Via The Receiver Operating Curve., Daoping Yu
Electronic Theses and Dissertations
This thesis presents the area under the ROC (Receiver Operating Characteristics) curve, or abbreviated AUC, as an alternate measure for evaluating the predictive performance of ANNs (Artificial Neural Networks) classifiers. Conventionally, neural networks are trained to have total error converge to zero which may give rise to over-fitting problems. To ensure that they do not over fit the training data and then fail to generalize well in new data, it appears effective to stop training as early as possible once getting AUC sufficiently large via integrating ROC/AUC analysis into the training process. In order to reduce learning costs involving the …
Arima Model For Forecasting Poisson Data: Application To Long-Term Earthquake Predictions,
2010
University of Nevada, Las Vegas
Arima Model For Forecasting Poisson Data: Application To Long-Term Earthquake Predictions, Wangdong Fu
UNLV Theses, Dissertations, Professional Papers, and Capstones
Earthquakes that occurred worldwide during the period of 1896 to 2009 with magnitude greater than or equal to 8.0 on the Richter scale are assumed to follow a Poisson process. Autoregressive Integrated Moving Average models are presented to fit the empirical recurrence rates, and to predict future large earthquakes. We show valuable modeling and computational techniques for the point processes and time series data. Specifically, for the proposed methodology, we address the following areas: data management and graphic presentation, model fitting and selection, model validation, model and data sensitivity analysis, and forecasting.
The Generation Of Domestic Electricity Load Profiles Through Markov Chain Modelling,
2010
Technological University Dublin
The Generation Of Domestic Electricity Load Profiles Through Markov Chain Modelling, Aidan Duffy, Fintan Mcloughlin, Michael Conlon
Conference Papers
Micro-generation technologies such as photovoltaics and micro-wind power are becoming increasing popular among homeowners, mainly a result of policy support mechanisms helping to improve cost competiveness as compared to traditional fossil fuel generation. National government strategies to reduce electricity demand generated from fossil fuels and to meet European Union 20/20 targets is driving this change. However, the real performance of these technologies in a domestic setting is not often known as high time resolution models for domestic electricity load profiles are not readily available. As a result, projections in terms of reducing electricity demand and financial paybacks for these micro-generation …
Statistical Analysis Of Texas Holdem Poker,
2010
California Polytechnic State University, San Luis Obispo
Statistical Analysis Of Texas Holdem Poker, Daniel Bragonier
Statistics
Gathered lifetime online Poker data for Mike Linn. Attempted to analyze data to obtain information to maximize profit. Techniques included Univariate Analysis, Regression analysis, Anova analysis, Logistic Regression, and outlier Analysis. After the analysis, nothing of supreme importance or sustenance was found. Encountered issues with too much power. Results lead to plenty of statistical significance, but little practical significance. Results showed that the data did not provide all the answers that were being sought after, but there was some value in examining the data in a strict statistical manner.
Derivation Of Mass Independent Quantum Treatment Of Phenomenon,
2010
Wayne State University
Derivation Of Mass Independent Quantum Treatment Of Phenomenon, David Parker
Journal of Modern Applied Statistical Methods
The derivation and applications is presented of a spatial variable or spatial radius which is related to the inertia or mass-energy of any quantum body by a Lorentz invariant relation. Mass independent DeBroglie and Schroedinger equations are derived and applied to the resolution of the linguistic incompatibility between quantum theory and the geometrical weak equivalence principle. The equivalence principle is restated in terms of the spatial radius. The gravitational attraction between bodies and the relativistic energy are both presented in terms of the spatial radius follows. The ratio of the gravitational force to the Coulomb force at the Planck scale …
Ranked Set Sampling Using Auxiliary Variables Of A Randomized Response Procedure For Estimating The Mean Of A Sensitive Quantitative Character,
2010
Universidad de la Habana, Havana, Cuba
Ranked Set Sampling Using Auxiliary Variables Of A Randomized Response Procedure For Estimating The Mean Of A Sensitive Quantitative Character, Carlos N. Bouza
Journal of Modern Applied Statistical Methods
The analysis of the behavior of estimators of the mean of a sensitive variable is considered when a randomized response procedure is used. The results deal with the inference based on simple random sampling with replacement study design. A study of the behavior of the procedures for a ranked set sampling design is developed. A gain in accuracy is generally associated with the proposed alternative model.
An Equivalence Test Based On N And P,
2010
Koblenz University of Applied Sciences, Remagen, Germany
An Equivalence Test Based On N And P, Markus Neuhäeuser
Journal of Modern Applied Statistical Methods
An equivalence test is proposed which is based on the P-value of a test for a difference and the sample size. This test may be especially appropriate for an exploratory re-analysis if only a non-significant test for a difference was reported. Thus, neither a confidence interval is available, nor is there access to the raw data. The test is illustrated using two examples; for both applications the smallest equivalence range for which equivalence could be demonstrated is calculated.
The Effectiveness Of Stepwise Discriminant Analysis As A Post Hoc Procedure To A Significant Manova,
2010
Utah Valley University
The Effectiveness Of Stepwise Discriminant Analysis As A Post Hoc Procedure To A Significant Manova, Erik L. Heiny, Daniel J. Mundform
Journal of Modern Applied Statistical Methods
The effectiveness of SWDA as a post hoc procedure in a two-way MANOVA was examined using various numbers of dependent variables, sample sizes, effect sizes, correlation structures, and significance levels. The procedure did not work well in general except with small numbers of variables, larger samples and low correlations between variables.
Model Based Vs. Model Independent Tests For Cross-Correlation,
2010
Jönköping International Business School, Sweden
Model Based Vs. Model Independent Tests For Cross-Correlation, H.E.T. Holgersson, Peter S. Karlsson
Journal of Modern Applied Statistical Methods
This article discusses the issue of whether cross correlation should be tested by model dependent or model independent methods. Several different tests are proposed and their main properties are investigated analytically and with simulations. It is argued that model independent tests should be used in applied work.
On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated,
2010
Columbus State University
On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated, Madhusudan Bhandary
Journal of Modern Applied Statistical Methods
An exact 100(1−α)% confidence interval for the autocorrelation coefficient ρ is derived based on a single multinormal sample. The confidence interval is the interval between the two roots of a quadratic equation in ρ . A real life example is also presented.
The Performance Of Multiple Imputation For Likert-Type Items With Missing Data,
2010
University of Florida
The Performance Of Multiple Imputation For Likert-Type Items With Missing Data, Walter Leite, S. Natasha Beretvas
Journal of Modern Applied Statistical Methods
The performance of multiple imputation (MI) for missing data in Likert-type items assuming multivariate normality was assessed using simulation methods. MI was robust to violations of continuity and normality. With 30% of missing data, MAR conditions resulted in negatively biased correlations. With 50% missingness, all results were negatively biased.
Median-Unbiased Optimal Smoothing And Trend Extraction,
2010
University of Peloponnese, Tripolis, Greece
Median-Unbiased Optimal Smoothing And Trend Extraction, Dimitrios D. Thomakos
Journal of Modern Applied Statistical Methods
The problem of smoothing a time series for extracting its low frequency characteristics, collectively called its trend, is considered. A competitive approach is proposed and compared with existing methods in choosing the optimal degree of smoothing based on the distribution of the residuals from the smooth trend.
On A Comparison Between Two Measures Of Spatial Association,
2010
Al-Zaytoonah University of Jordan
On A Comparison Between Two Measures Of Spatial Association, Faisal G. Khamis, Abdul Aziz Jemain, Kamarulzaman Ibrahim
Journal of Modern Applied Statistical Methods
Two measures of spatial association between two variables were used by many researchers. These are the Wartenberg (1985) and Lee (2001) measures. Based on simulation for lattice data, the sensitivity of both measures was studied and compared with different choices of spatial structures, spatial weights and sample sizes using bias and mean square error. Different scenarios are used in terms of assumed numbers and sample sizes. Moran’s I is used to examine the spatial autocorrelation of such a variable with itself. Both the Wartenberg and Lee measures are found to be sensitive, however, Wartenberg’s measure is found to be somewhat …
An Evaluation Of Multiple Imputation For Meta-Analytic Structural Equation Modeling,
2010
Georgia State University
An Evaluation Of Multiple Imputation For Meta-Analytic Structural Equation Modeling, Carolyn F. Furlow, S. Natasha Beretvas
Journal of Modern Applied Statistical Methods
A simulation study was used to evaluate multiple imputation (MI) to handle MCAR correlations in the first step of meta-analytic structural equation modeling: the synthesis of the correlation matrix and the test of homogeneity. No substantial parameter bias resulted from using MI. Although some SE bias was found for meta-analyses involving smaller numbers of studies, the homogeneity test was never rejected when using MI.
Impact Of Measurement Model Modification On Structural Parameter Integrity When Measurement Model Is Misspecified,
2010
University of Houston
Impact Of Measurement Model Modification On Structural Parameter Integrity When Measurement Model Is Misspecified, Weihua Fan
Journal of Modern Applied Statistical Methods
In the process of model modification, parameters of residual covariances are often treated as free parameters to improve model fit. However, the effect of such measurement model modifications on the important structural parameter estimates under various measurement model misspecifications has not been systematically studied. Monte Carlo simulation was conducted to compare structural estimates before and after measurement model modifications of adding residual covariances under varying sample sizes and model misspecifications. Results showed that researchers should pay attention when such measurement model modifications are made to initially misspecified model with missing path(s).
Can Specification Searches Be Useful For Hypothesis Generation?,
2010
Arizona State University
Can Specification Searches Be Useful For Hypothesis Generation?, Samuel B. Green, Marilyn S. Thompson
Journal of Modern Applied Statistical Methods
Previous studies suggest that results from specification searches, as typically employed in structural equation modeling, should not be used to reach strong research conclusions due to their poor reliability. Analyses of computer generated data indicate that search results can be sufficiently reliable for exploratory purposes with properly designed and analyzed studies.
Measuring Openness,
2010
Studi Interdisciplinari, Italy
Measuring Openness, Gaetano Ferrieri
Journal of Modern Applied Statistical Methods
A method for measuring international openness is elaborated. This synthetic indicator measures the capacity of countries for a given phenomenon adjusted for their weight in the same phenomenon. The method implemented and applied to international trade and illustrated here as a case study in merchandise exports, has a wide range of applications in the socio-economic field.
