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Longitudinal Data Analysis and Time Series Commons

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All Articles in Longitudinal Data Analysis and Time Series

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Unmasking Cost Growth Behavior: A Longitudinal Study, Cory N. D'Amico, Edward D. White, Jonathan D. Ritschel, Scott R. Kozlak 2018 Air Force Institute of Technology

Unmasking Cost Growth Behavior: A Longitudinal Study, Cory N. D'Amico, Edward D. White, Jonathan D. Ritschel, Scott R. Kozlak

Faculty Publications

This article examines how cost growth factors (CGF) change over a program’s acquisition life cycle for 36 Department of Defense aircraft programs. Starting from Milestone B, the authors examine CGFs at five gateways: Critical Design Review, First Flight (FF), the end of Developmental Test and Evaluation (DT&E), Initial Operational Capability, and Full Operational Capability. Each CGF is assigned a color rating based upon the program’s cost growth: Green (low), Amber (moderate), or Red (high). Significant findings include dependencies among similar CGF color ratings and cost growth occurring primarily between FF and the end of DT&E during a program’s life cycle.


Penalized Mixed-Effects Ordinal Response Models For High-Dimensional Genomic Data In Twins And Families, Amanda E. Gentry 2018 Virginia Commonwealth University

Penalized Mixed-Effects Ordinal Response Models For High-Dimensional Genomic Data In Twins And Families, Amanda E. Gentry

Theses and Dissertations

The Brisbane Longitudinal Twin Study (BLTS) was being conducted in Australia and was funded by the US National Institute on Drug Abuse (NIDA). Adolescent twins were sampled as a part of this study and surveyed about their substance use as part of the Pathways to Cannabis Use, Abuse and Dependence project. The methods developed in this dissertation were designed for the purpose of analyzing a subset of the Pathways data that includes demographics, cannabis use metrics, personality measures, and imputed genotypes (SNPs) for 493 complete twin pairs (986 subjects.) The primary goal was to determine what combination of SNPs and …


Non-Linear Machine Learning With Active Sampling For Mox Drift Compensation, Tamara Matthews, Muhammad Iqbal, Horacio Gonzalez-Velez 2018 Technological University Dublin

Non-Linear Machine Learning With Active Sampling For Mox Drift Compensation, Tamara Matthews, Muhammad Iqbal, Horacio Gonzalez-Velez

Conference papers

Abstract—Metal oxide (MOX) gas detectors based on SnO2 provide low-cost solutions for real-time sensing of complex gas mixtures for indoor ambient monitoring. With high sensitivity under ideal conditions, MOX detectors may have poor longterm response accuracy due to environmental factors (humidity and temperature) along with sensor aging, leading to calibration drifts. Finding a simple and efficient solution to correct such calibration drifts has been the subject of numerous studies but remains an open problem. In this work, we present an efficient approach to MOX calibration using active and transfer sampling techniques coupled with non-linear machine learning algorithms, namely neural networks, …


Time Series Copulas For Heteroskedastic Data, Ruben Loaiza-Maya, Michael S. Smith, Worapree Maneesoonthorn 2017 Melbourne Business School

Time Series Copulas For Heteroskedastic Data, Ruben Loaiza-Maya, Michael S. Smith, Worapree Maneesoonthorn

Michael Stanley Smith

We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We suggest copulas for first-order Markov series, and then extend them to higher orders and multivariate series. We derive the copula of a volatility proxy, based on which we propose new measures of volatility dependence, including co-movement and spillover in multivariate series. In general, these depend upon the marginal distributions of the series. Using exchange rate returns, we show that the resulting copula models can capture
their marginal distributions more accurately than univariate and multivariate generalized autoregressive conditional heteroskedasticity models, and produce more accurate value-at-risk forecasts.


The Effect Of Rare Variants In Trem2 And Pld3 On Longitudinal Cognitive Function In The Wisconsin Registry For Alzheimer's Prevention, Corinne D. Engelman, Burcu F. Darst, Murat Bilgel, Eva Vasiljevic, Rebecca L. Koscik, Bruno M. Jedynak, Sterling C. Johnson 2017 University of Wisconsin School of Medicine and Public Health

The Effect Of Rare Variants In Trem2 And Pld3 On Longitudinal Cognitive Function In The Wisconsin Registry For Alzheimer's Prevention, Corinne D. Engelman, Burcu F. Darst, Murat Bilgel, Eva Vasiljevic, Rebecca L. Koscik, Bruno M. Jedynak, Sterling C. Johnson

Mathematics and Statistics Faculty Publications and Presentations

Recent studies have found an association between functional variants in TREM2 and PLD3 and Alzheimer's disease (AD), but their effect on cognitive function is unknown. We examined the effect of these variants on cognitive function in 1449 participants from the Wisconsin Registry for Alzheimer's Prevention, a longitudinal study of initially asymptomatic adults, aged 36–73 years at baseline, enriched for a parental history of AD. A comprehensive cognitive test battery was performed at up to 5 visits. A factor analysis resulted in 6 cognitive factors that were standardized into z scores (∼N [0, 1]); the mean of these z scores was …


Variational Bayes Estimation Of Discrete-Margined Copula Models With Application To Ime Series, Ruben Loaiza-Maya, Michael S. Smith 2017 Melbourne Business School

Variational Bayes Estimation Of Discrete-Margined Copula Models With Application To Ime Series, Ruben Loaiza-Maya, Michael S. Smith

Michael Stanley Smith

We propose a new variational Bayes estimator for high-dimensional copulas with discrete, or a combination of discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is faster than previous likelihood-based approaches. We use it to estimate drawable vine copulas for univariate and multivariate Markov ordinal and mixed time series. These have dimension $rT$, where $T$ is the number of observations and $r$ is the number of series, and are difficult to estimate using previous methods. 
The vine pair-copulas are carefully selected to allow for heteroskedasticity, which is a feature of most ordinal …


Multiple Testing Correction With Repeated Correlated Outcomes: Applications To Epigenetics, Katie Leap 2017 University of Massachusetts Amherst

Multiple Testing Correction With Repeated Correlated Outcomes: Applications To Epigenetics, Katie Leap

Masters Theses

Epigenetic changes (specifically DNA methylation) have been associated with adverse health outcomes; however, unlike genetic markers that are fixed over the lifetime of an individual, methylation can change. Given that there are a large number of methylation sites, measuring them repeatedly introduces multiple testing problems beyond those that exist in a static genetic context. Using simulations of epigenetic data, we considered different methods of controlling the false discovery rate. We considered several underlying associations between an exposure and methylation over time.

We found that testing each site with a linear mixed effects model and then controlling the false discovery rate …


Environmentally-Driven Variation In The Population Dynamics Of Gulf Menhaden (Brevoortia Patronus), Grant D. Adams 2017 University of Southern Mississippi

Environmentally-Driven Variation In The Population Dynamics Of Gulf Menhaden (Brevoortia Patronus), Grant D. Adams

Master's Theses

Gulf Menhaden (Brevoortia patronus) is an abundant forage fish distributed throughout the Northern Gulf of Mexico (NGOM). Gulf Menhaden support the second largest fishery, by weight, in the United States and represent a key linkage between upper and lower trophic levels. Variation in the population dynamics can, therefore, pose consequences for the ecology and economy in the NGOM. Here we aim to understand variation in the individual and population dynamics of Gulf Menhaden throughout ontogeny and how such variation relates to environmental processes. We utilized a suite of fishery-dependent and –independent, remote sensing, modeled, and in situ data …


Socioeconomic Status, Air Quality And Geographic Variation In Emergency Room Visits For Acute Bronchitis On The California Central Coast, Sean Lang-Brown, Heather W. Starnes, Gary B. Hughes 2017 California Polytechnic State University

Socioeconomic Status, Air Quality And Geographic Variation In Emergency Room Visits For Acute Bronchitis On The California Central Coast, Sean Lang-Brown, Heather W. Starnes, Gary B. Hughes

Symposium

IMPORTANCE: Analysis of geospatial variation in acute bronchitis due to socioeconomic and environmental factors can allow the efficient delivery of resources to populations most at risk.

OBJECTIVE: We sought to determine if small scale variation in socioeconomic factors and emergency room (ER) visits for acute bronchitis are associated in small cities or rural communities. We also modeled the effects of air quality on daily rates of ER visits for acute bronchitis in the context of socioeconomic factors to investigate modifying relationships.

DESIGN, SETTING, AND PARTICIPANTS: We examined ER visits for acute bronchitis in San Luis Obispo and Santa Barbara counties …


Burden Of Atopic Dermatitis In The United States: Analysis Of Healthcare Claims Data In The Commercial, Medicare, And Medi-Cal Databases, Sulena Shrestha, Raymond Miao, Li Wang, Jingdong Chao, Huseyin Yuce, Wenhui Wei 2017 STATinMED Research/SIMR, Inc.

Burden Of Atopic Dermatitis In The United States: Analysis Of Healthcare Claims Data In The Commercial, Medicare, And Medi-Cal Databases, Sulena Shrestha, Raymond Miao, Li Wang, Jingdong Chao, Huseyin Yuce, Wenhui Wei

Publications and Research

Comparative data on the burden of atopic dermatitis (AD) in adults relative to the general population are limited. We performed a large-scale evaluation of the burden of disease among US adults with AD relative to matched non-AD controls, encompassing comorbidities, healthcare resource utilization (HCRU), and costs, using healthcare claims data. The impact of AD disease severity on these outcomes was also evaluated.


Determining Graduation Rates In Engineering For Community College Transfer Students Using Data Mining, Marcia Laugerman, Diane T. Rover, Mack C. Shelley, Steven K. Mickelson 2017 Iowa State University

Determining Graduation Rates In Engineering For Community College Transfer Students Using Data Mining, Marcia Laugerman, Diane T. Rover, Mack C. Shelley, Steven K. Mickelson

Diane Rover

This study presents a unique synthesized set of data for community college students entering the university with the intention of earning a degree in engineering. Several cohorts of longitudinal data were combined with transcript-level data from both the community college and the university to measure graduation rates in engineering. The emphasis of the study is to determine academic variables that had significant correlations with graduation in engineering, and levels of these academic variables. The article also examines the utility of data mining methods for understanding the academic variables related to achievement in science, technology, engineering, and mathematics. The practical purpose …


The Acquisition And Analysis Of Electroencephalogram Data For The Classification Of Benign Partial Epilepsy Of Childhood With Centrotemporal Spikes, Jessica A. Scarborough 2017 University of San Francisco

The Acquisition And Analysis Of Electroencephalogram Data For The Classification Of Benign Partial Epilepsy Of Childhood With Centrotemporal Spikes, Jessica A. Scarborough

Master's Theses

In this thesis, I will expand upon each step in the process of acquiring and analyzing electroencephalogram (EEG) for the classification of benign childhood epilepsy with centrotemporal spikes. Despite huge advancements in the field of health informatics—natural language processing, machine learning, predictive modeling—there are significant barriers to the access of clinical data. These barriers include information blocking, privacy policy concerns, and a lack of stakeholder support. We will see that these roadblocks are all responsible for stunting biomedical research in some way, including my own experiences in acquiring the data for the second chapter of this thesis.

This second chapter …


Washington State Public Teachers' Ambient Positional Instability From A Statistical Approach Of Retrospective Study & Prospective Study, Bowen Cai, Robert Boruch 2017 University of Pennsylvania

Washington State Public Teachers' Ambient Positional Instability From A Statistical Approach Of Retrospective Study & Prospective Study, Bowen Cai, Robert Boruch

GSE Faculty Research

The purpose of this research is to study the movements of teachers’ churn rate in the state of Washington over the past 14 years. The research of teachers’ churn rate is an integrative study, with retrospective part and prospective part. Retrospective study includes the analysis of descriptive statistics (level I), statistical inference (level II) and causal inference (level III) (Berk, R.A. (2016) Statistical Learning from a Regression Perspective. Philadelphia, PA: Springer). Prospective study is mainly about forecasting and statistical inference that generated from the predictions. In this research, we are using longitudinal data analysis. The good point of longitudinal data …


Market Risk Management For Financial Institutions Based On Garch Family Models, Qiandi Chen 2017 Washington University in St. Louis

Market Risk Management For Financial Institutions Based On Garch Family Models, Qiandi Chen

Arts & Sciences Electronic Theses and Dissertations

The financial stock market turned out to rise and fall suddenly and sharply in recent years, which means that volatility and uncertainty is very significant in market and measuring the market risk accurately is of great importance. I collect the historical close price of S&P 500 Financials Sector Index from January 19th 2011 to January 31st 2017, and use the daily logarithm yield as time series data to build 2 ARMA models and 5 GARCH family models using t-distribution. Then I calculate future 10 days’ relative VAR in 1-day horizon under 99\% confidence level based on the selected model. E-GARCH …


An Empirical Look At The Controversy Surrounding The Nobel Prize For Magnetic Resonance Imaging, Anthony Breitzman 2017 Rowan University

An Empirical Look At The Controversy Surrounding The Nobel Prize For Magnetic Resonance Imaging, Anthony Breitzman

Faculty Scholarship for the College of Science & Mathematics

Disputes between researchers over who deserves credit for technological breakthroughs are not unusual. Few such disputes, however, have attracted as much attention as the arguments surrounding the award of the 2003 Nobel Prize for Medicine. This prize was awarded to Paul Lauterbur and Peter Mansfield to honor “discoveries concerning the development of magnetic resonance imaging” – i.e. MRI. Soon after the award, another scientist, Raymond Damadian, took out full-page advertisements in national newspapers, decrying the award and stating that he should have been included alongside Lauterbur and Mansfield. This technical report examines Damadian’s claim from a strictly empirical perspective, by …


The Interactions Of Relationships, Interest, And Self-Efficacy In Undergraduate Physics, Remy Dou 2017 Florida International University

The Interactions Of Relationships, Interest, And Self-Efficacy In Undergraduate Physics, Remy Dou

FIU Electronic Theses and Dissertations

This collected papers dissertation explores students’ academic interactions in an active learning, introductory physics settings as they relate to the development of physics self-efficacy and interest. The motivation for this work extends from the national call to increase participation of students in the pursuit of science, technology, engineering, and mathematics (STEM) careers. Self-efficacy and interest are factors that play prominent roles in popular, evidence-based, career theories, including the Social cognitive career theory (SCCT) and the identity framework. Understanding how these constructs develop in light of the most pervasive characteristic of the active learning introductory physics classroom (i.e., peer-to-peer interactions) has …


Longitudinal Measurement And Hierarchical Classification Framework For The Prediction Of Alzheimer's Disease, Meiyan Huang, Wei Yang, Qianjin Feng, Wufan Chen, Michael Weiner, Paul Aisen, Ronald Petersen, Clifford R. Jack Jr., William Jagust, John Trojanowki, Arthur W. Toga, Laurel Beckett, Robert C. Green, Andrew Saykin, John Morris, Leslie M. Shaw, Jeffrey Kaye, Joseph Quinn, Lisa Silbert, Betty Lind, Raina Carter, Sara Dolen, Lon S. Schneider, Sonia Pawluczyk, Mauricio Beccera, Liberty Teodoro, Bryan Spann, James Brewer, Helen Vanderswag, Adam Fleisher, Charles D. Smith, Greg A. Jicha, Peter A. Hardy, Partha Sinha, Elizabeth Oates, Gary Conrad 2017 Southern Medical University, China

Longitudinal Measurement And Hierarchical Classification Framework For The Prediction Of Alzheimer's Disease, Meiyan Huang, Wei Yang, Qianjin Feng, Wufan Chen, Michael Weiner, Paul Aisen, Ronald Petersen, Clifford R. Jack Jr., William Jagust, John Trojanowki, Arthur W. Toga, Laurel Beckett, Robert C. Green, Andrew Saykin, John Morris, Leslie M. Shaw, Jeffrey Kaye, Joseph Quinn, Lisa Silbert, Betty Lind, Raina Carter, Sara Dolen, Lon S. Schneider, Sonia Pawluczyk, Mauricio Beccera, Liberty Teodoro, Bryan Spann, James Brewer, Helen Vanderswag, Adam Fleisher, Charles D. Smith, Greg A. Jicha, Peter A. Hardy, Partha Sinha, Elizabeth Oates, Gary Conrad

Neurology Faculty Publications

Accurate prediction of Alzheimer’s disease (AD) is important for the early diagnosis and treatment of this condition. Mild cognitive impairment (MCI) is an early stage of AD. Therefore, patients with MCI who are at high risk of fully developing AD should be identified to accurately predict AD. However, the relationship between brain images and AD is difficult to construct because of the complex characteristics of neuroimaging data. To address this problem, we present a longitudinal measurement of MCI brain images and a hierarchical classification method for AD prediction. Longitudinal images obtained from individuals with MCI were investigated to acquire important …


Studying The Optimal Scheduling For Controlling Prostate Cancer Under Intermittent Androgen Suppression, Sunil K. Dhar, Hans R. Chaudhry, Bruce G. Bukiet, Zhiming Ji, Nan Gao, Thomas W. Findley 2017 Center for Applied Mathematics and Statistics and the Department of Mathematical Sciences, New Jersey Institute of Technology

Studying The Optimal Scheduling For Controlling Prostate Cancer Under Intermittent Androgen Suppression, Sunil K. Dhar, Hans R. Chaudhry, Bruce G. Bukiet, Zhiming Ji, Nan Gao, Thomas W. Findley

Harvard University Biostatistics Working Paper Series

This retrospective study shows that the majority of patients’ correlations between PSA and Testosterone during the on-treatment period is at least 0.90. Model-based duration calculations to control PSA levels during off-treatment are provided. There are two pairs of models. In one pair, the Generalized Linear Model and Mixed Model are both used to analyze the variability of PSA at the individual patient level by using the variable “Patient ID” as a repeated measure. In the second pair, Patient ID is not used as a repeated measure but additional baseline variables are included to analyze the variability of PSA.


Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein 2017 Georgia Southern University

Modeling Volatility Of Financial Time Series Using Arc Length, Benjamin H. Hoerlein

Electronic Theses and Dissertations

This thesis explores how arc length can be modeled and used to measure the risk involved with a financial time series. Having arc length as a measure of volatility can help an investor in sorting which stocks are safer/riskier to invest in. A Gamma autoregressive model of order one(GAR(1)) is proposed to model arc length series. Kernel regression based bias correction is studied when model parameters are estimated using method of moment procedure. As an application, a model-based clustering involving thirty different stocks is presented using k-means++ and hierarchical clustering techniques.


The Generalized Monotone Incremental Forward Stagewise Method For Modeling Longitudinal, Clustered, And Overdispersed Count Data: Application Predicting Nuclear Bud And Micronuclei Frequencies, Rebecca Lehman 2017 Virginia Commonwealth University

The Generalized Monotone Incremental Forward Stagewise Method For Modeling Longitudinal, Clustered, And Overdispersed Count Data: Application Predicting Nuclear Bud And Micronuclei Frequencies, Rebecca Lehman

Theses and Dissertations

With the influx of high-dimensional data there is an immediate need for statistical methods that are able to handle situations when the number of predictors greatly exceeds the number of samples. One such area of growth is in examining how environmental exposures to toxins impact the body long term. The cytokinesis-block micronucleus assay can measure the genotoxic effect of exposure as a count outcome. To investigate potential biomarkers, high-throughput assays that assess gene expression and methylation have been developed. It is of interest to identify biomarkers or molecular features that are associated with elevated micronuclei (MN) or nuclear bud (Nbud) …


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