Longitudinal Data Analysis and Time Series Commons^™

Impacts Of Covid-19 On Industrial Growth In The United States, Emily G. Warthman, Charles J. Landis

Williams Honors College, Honors Research Projects

COVID-19 has caused massive ramifications on all parts of life in the world and industry growth/decline is not immune to it. This report will analyze nine different industries’ profit and revenue from quarterly data during the years 2009-2022. Forecast models will be generated using various methods and different techniques of validating to predict the values from Q2 2020- Q4 2022 based on historical data. After which, a comparison will be conducted between those predicted values to the actual average revenue and profit generated by order of greatest error percentage made. Thorough research will then be completed to determine if there …

Modeling The Bidirectional Relationship Between Shared-Patient Physician Networks And Patient Longitudinal Treatment Patterns: Application To Physician Risky-Prescribing, Xin Ran

Dartmouth College Ph.D Dissertations

Risky-prescribing is a pressing public health concern in the United States. Opioids, benzodiazepines, and non-benzodiazepine sedative-hypnotics (sedative-hypnotics) are three commonly-prescribed but potentially risky drug groups, prescribed alone or in combination. Physician shared-patient networks provide a unique perspective in studying physician network characteristics and structures, as well as their association with the delivery of health care. Understanding how physician shared-patient networks are related to their prescribing may inform network-based interventions targeting risky-prescribing, which is yet to be fully studied.

We investigated patient receipt of risky prescriptions and physician risky-prescribing intensity through the scope of shared-patient networks. We used retrospective Medicare insurance …

Application Of Sentiment Analysis And Machine Learning Techniques To Predict Daily Cryptocurrency Price Returns, Edward Wu

CMC Senior Theses

This paper examines the effects of social media sentiment relating to Bitcoin on the daily price returns of Bitcoin and other popular cryptocurrencies by utilizing sentiment analysis and machine learning techniques to predict daily price returns. Many investors think that social media sentiment affects cryptocurrency prices. However, the results of this paper find that social media sentiment relating to Bitcoin does not add significant predictive value to forecasting daily price returns for each of the six cryptocurrencies used for analysis and that machine learning models that do not assume linearity between the current day price return and previous daily price …

Larval Ecology Of Atlantic Bluefin Tuna (Thunnus Thynnus): New Insights From Otolith Microstructure, Biotic, And Abiotic Analyses From The Gulf Of Mexico And Mediterranean Sea, Estrella Malca

All HCAS Student Capstones, Theses, and Dissertations

Atlantic bluefin tuna (ABT), Thunnus thynnus, spawn in the Gulf of Mexico (GoM) and the Mediterranean Sea (MED). Spawning occurs within narrow temporal and environmental parameters. Efforts to characterize growth of ABT in wild conditions revealed a wide range of growth variability during the early life stages. This series of studies examined potential biotic and abiotic influences of larval growth from seven ABT cohorts, and identified several key drivers of growth for this commercially valuable species. A detailed investigation of larval dynamics using otolith microstructure was conducted as follows. First, companion growth curves and stable isotope analysis from the same …

Statistical Methods For Modern Threats, Brandon Lumsden

All Dissertations

More than ever before, technology is evolving at a rapid pace across the broad spectrum of biological sciences. As data collection becomes more precise, efficient, and standardized, a demand for appropriate statistical modeling grows as well. Throughout this dissertation, we examine a variety of new age data arising from modern technology of the 21st century. We begin by employing a suite of existing statistical techniques to address research questions surrounding three medical conditions presenting in public health sciences. Here we describe the techniques used, including generalized linear models and longitudinal models, and we summarize the significant associations identified between research …

Math 775: Advanced Mathematical Statistics: Time Series And Data Analysis, Hailin Sang

GMAS Course Syllabi

No abstract provided.

Stock Forecasts With Lstm And Web Sentiment, Michael Burgess, Faizan Javed, Nnenna Okpara, Chance Robinson

SMU Data Science Review

Traditional time-series techniques, such as auto-regressive and moving average models, can have difficulties when applied to stock data due to the randomness inherent to the markets. In this study, Long Short-Term Memory Recurrent Neural Networks, or LSTMs, have been applied to pricing data along with sentiment scores derived from web sources such as Twitter and other financial media outlets. The project team utilized this approach to complement the technical indicators observed at the end of each trading day for three stocks from the NASDAQ stock exchange over a 12-year span. A common benchmark to assess model performance on time series …

Dynamic Prediction For Alternating Recurrent Events Using A Semiparametric Joint Frailty Model, Jaehyeon Yun

Statistical Science Theses and Dissertations

Alternating recurrent events data arise commonly in health research; examples include hospital admissions and discharges of diabetes patients; exacerbations and remissions of chronic bronchitis; and quitting and restarting smoking. Recent work has involved formulating and estimating joint models for the recurrent event times considering non-negligible event durations. However, prediction models for transition between recurrent events are lacking. We consider the development and evaluation of methods for predicting future events within these models. Specifically, we propose a tool for dynamically predicting transition between alternating recurrent events in real time. Under a flexible joint frailty model, we derive the predictive probability of …

The Impact Of Service Dogs On Objective And Perceived Sleep Quality For Veterans With Ptsd, Madhuri Vempati, Elise A. Miller, Sarah C. Leighton, Leanne O. Nieforth, Marguerite O’Haire

Discovery Undergraduate Interdisciplinary Research Internship

One in four post-9/11 veterans (Fulton et al., 2015) have been diagnosed with posttraumatic stress disorder (PTSD), facing sleep disruptions as one of their most common symptoms. Service dogs have become an increasingly popular complementary intervention and anecdotes suggest they may impact sleep for veterans with PTSD. There is a need for empirical investigation into these claims through measurement and analysis of sleep quality.

The purpose of this study was to longitudinally investigate the impact of service dogs on sleep quality through both objective and subjective measures.

Participants in the treatment group (n=92) received a service dog after baseline, while …

Investigation Of The Association Of Exposures To Fire-Related Hazards With Pulmonary Function Of Firefighters, David G. Goldfarb

Dissertations and Theses

Background. Firefighters are habitually exposed to hazardous toxicants which place them at an elevated risk for numerous adverse health outcomes. An example of this is the associations observed in other works between inhalation of combustion byproducts from urban structural fires and both acute and chronic pulmonary dysfunction. To-date, the characterization of firefighters’ exposures to dangerous chemicals in smoke from non-wildfire incidents, both directly through personal monitoring and indirectly from work-related records is scarce. Prior works investigating the association between routine firefighting and pulmonary function have relied on crude metrics such as years of service and numbers of responses to …

Data-Driven Analysis Of Drug And Substance Abuse Rates Across The Varying Regions In The United States Of America, Reem Saleh

University Honors Theses

Drugs and substance abuse is one of the leading causes of death for adolescents in the United States. The consequences of using these drugs are profound and can cause both damage to one's physical and psychological health. The rates of drug abuse in the United States continue to increase over the years. This paper analyzes the trends in rates of drug abuse in the four regions in the United States. It looks at the rates in cocaine, cigarettes, marijuana, and tobacco. A preliminary analysis was done to look at the trend in rates followed by an ARIMA time series model …

Statistical Modeling Of Longitudinal Medical Cost Data, Shikun Wang

Dissertations and Theses (Open Access)

Projecting the future cancer care cost is critical in health economics research and policy making. An indispensable step is to estimate cost trajectories from an incident cohort of cancer patients using longitudinal medical cost data, accounting for terminal events such as death, and right censoring due to loss of follow-up. Since the cost of cancer care and survival are correlated, a scientifically meaningful quantity for inference in this context is the mean cost trajectory conditional on survival. Many standard approaches for longitudinal and survival analysis are not valid for the problem. The research for my Ph.D. dissertation consists of three …

Effect Of Monetary Policy Rate On Market Interest Rates In Nigeria: A Threshold And Nardl Approach, Oluwafemi E. Awopegba, Joseph O. Afolabi, Lydia T. Adeoye, Godwin O. Akpokodje

CBN Journal of Applied Statistics (JAS)

This study examines the effect of monetary policy rate (MPR) on market interest rates in Nigeria. For parsimony, we develop two indexes called the short-term interest rate (SINT) and Lending interest rate (LINT) to represent deposit and lending rates respectively. The nonlinear autoregressive distributed lag (NARDL) and threshold regression models are adopted. The study uses monthly data from 2002:M1 to 2019:M12. The results of the threshold regression model indicate that the degree of the effect of MPR on SINT and LINT above the estimated threshold of 11 and 13 percent respectively is greater and significant than if MPR were to …

Social Dimension Of Inclusive Growth In Ecowas: Implication For Poverty Reduction, Toriola K. Anu, Goerge O. Emmanuel, Ajayi O. Felix

CBN Journal of Applied Statistics (JAS)

This study investigates the implication of the social dimension of inclusive growth on poverty reduction in Economic Community of West African States (ECOWAS) countries. It specifically examines how social indices of inclusive growth comprising of income inequality, education, and health outcomes affect poverty reduction. The study uses a panel dataset of the six (6) lower-middle income countries in ECOWAS which was analysed via panel Difference Generalised Method of Moment (D-GMM). The results show that GDP per capita exerts significant negative effect on poverty while inequality, education and health outcomes do not show significant effect on poverty. Although, the estimates of …

Effect Of Fdi Inflows On Employment Generation In Selected Ecowas Countries: Heterogeneous Panel Analysis, Timothy A. Aderemi, Olawunmi Omitogun, Bukonla G. Osisanwo

CBN Journal of Applied Statistics (JAS)

The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive distributed lag model to analyse the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short run, the impact of FDI on employment is negative and statistically not significant. Meanwhile, in the long run FDI has a positive and statistically significant impact on employment rate. This implies that FDI has the capacity to generate employment in countries in ECOWAS sub region. Therefore, this study recommends …

Impact Of Covid-19 Pandemic On The Nigeria Stock Market: A Sectoral Stock Prices Analysis, Peter A. Adekunle, Yakubu A. Bello, Udochukwu G. Nwachukwu

CBN Journal of Applied Statistics (JAS)

This study examines the impact of the COVID-19 pandemic on sectoral stock prices in Nigeria stock market using daily data covering from February 28, 2020 to June 26, 2020. Applying the autoregressive distributed lag (ARDL) bounds test, the study finds that COVID-19 pandemic had adverse impact on the stock market indices in the short run. Furthermore, the study documents negative response of sectoral stock prices to the pandemic while the stock prices of the banking sub-sector are the worst hit. Compared to the consumer goods, and industrial subsector indices, the speed of adjustment to long run equilibrium is faster for …

A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski

Mathematics, Physics, and Computer Science Faculty Articles and Research

The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing tests or designing new techniques. The Adjusted Box-Pierce achieves the best results with respect to attaining type I error rates closer to nominal values. This research paper proposes a further correction to the adjusted Box-Pierce test that possesses near perfect type I error rates. The approach is based on an inflation of the rejection region for all sample sizes and lags calculated via a linear model applied to simulated …

Intervention Time Series Analysis Of Organ Donor Transplants In The Us, Supraja Malladi

Biology and Medicine Through Mathematics Conference

No abstract provided.

Impact Of Climate Oscillations/Indices On Hydrological Variables In The Mississippi River Valley Alluvial Aquifer., Meena Raju

Theses and Dissertations

The Mississippi River Valley Alluvial Aquifer (MRVAA) is one of the most productive agricultural regions in the United States. The main objectives of this research are to identify long term trends and change points in hydrological variables (streamflow and rainfall), to assess the relationship between hydrological variables, and to evaluate the influence of global climate indices on hydrological variables. Non-parametric tests, MMK and Pettitt’s tests were used to analyze trend and change points. PCC and Streamflow elasticity analysis were used to analyze the relationship between streamflow and rainfall and the sensitivity of streamflow to rainfall changes. PCC and MLR analysis …

Penalized Estimation Of Autocorrelation, Xiyan Tan

All Dissertations

This dissertation explored the idea of penalized method in estimating the autocorrelation (ACF) and partial autocorrelation (PACF) in order to solve the problem that the sample (partial) autocorrelation underestimates the magnitude of (partial) autocorrelation in stationary time series. Although finite sample bias corrections can be found under specific assumed models, no general formulae are available. We introduce a novel penalized M-estimator for (partial) autocorrelation, with the penalty pushing the estimator toward a target selected from the data. This both encapsulates and differs from previous attempts at penalized estimation for autocorrelation, which shrink the estimator toward the target value of zero. …