Multivariate Analysis Commons^™

Reaching The Gold Standard: Assessing Driving Ability Among Student And Expert Drivers, Alyssa Davis

Statistics

No abstract provided.

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Joint Estimation Of Multiple Graphical Models From High Dimensional Time Series, Huitong Qiu, Fang Han, Han Liu, Brian Caffo

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this manuscript the problem of jointly estimating multiple graphical models in high dimensions is considered. It is assumed that the data are collected from n subjects, each of which consists of m non-independent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a measure of the closeness between subjects. A kernel based method for jointly estimating all graphical models is proposed. Theoretically, under a double asymptotic framework, where both (m,n) and the dimension d can increase, the explicit rate of convergence in parameter estimation is provided, thus characterizing the strength one can borrow …

Sparse Median Graphs Estimation In A High Dimensional Semiparametric Model, Fang Han, Han Liu, Brian Caffo

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this manuscript a unified framework for conducting inference on complex aggregated data in high dimensional settings is proposed. The data are assumed to be a collection of multiple non-Gaussian realizations with underlying undirected graphical structures. Utilizing the concept of median graphs in summarizing the commonality across these graphical structures, a novel semiparametric approach to modeling such complex aggregated data is provided along with robust estimation of the median graph, which is assumed to be sparse. The estimator is proved to be consistent in graph recovery and an upper bound on the rate of convergence is given. Experiments on both …

Perceived Attitudes And Staff Roles Of Community Based Outpatient Clinics In Disaster Management, Pauline Antoinette Hodge-Hilton

Loma Linda University Electronic Theses, Dissertations & Projects

Objective: Natural and manmade disasters have claimed the lives of thousands of individuals in the US and caused billions of dollars in property damage. First responders carry the responsibility of disaster management, leaving other health care professionals such as medical clinic staff underutilized to support the clinic staff. We explored how medical and support staff in Community-based Outpatient VHA Clinics (CBOC) perceive their roles in disaster response, their attitudes about clinic readiness and continuity of care during disasters, and their ability to function in a post disaster environment.

Methods: A mixed method study was conducted to answer questions related to …

Integrative Biomarker Identification And Classification Using High Throughput Assays, Pan Tong

Dissertations and Theses (Open Access)

It is well accepted that tumorigenesis is a multi-step procedure involving aberrant functioning of genes regulating cell proliferation, differentiation, apoptosis, genome stability, angiogenesis and motility. To obtain a full understanding of tumorigenesis, it is necessary to collect information on all aspects of cell activity. Recent advances in high throughput technologies allow biologists to generate massive amounts of data, more than might have been imagined decades ago. These advances have made it possible to launch comprehensive projects such as (TCGA) and (ICGC) which systematically characterize the molecular fingerprints of cancer cells using gene expression, methylation, copy number, microRNA and SNP microarrays …

A Bayesian Regression Tree Approach To Identify The Effect Of Nanoparticles Properties On Toxicity Profiles, Cecile Low-Kam, Haiyuan Zhang, Zhaoxia Ji, Tian Xia, Jeffrey I. Zinc, Andre Nel, Donatello Telesca

COBRA Preprint Series

We introduce a Bayesian multiple regression tree model to characterize relationships between physico-chemical properties of nanoparticles and their in-vitro toxicity over multiple doses and times of exposure. Unlike conventional models that rely on data summaries, our model solves the low sample size issue and avoids arbitrary loss of information by combining all measurements from a general exposure experiment across doses, times of exposure, and replicates. The proposed technique integrates Bayesian trees for modeling threshold effects and interactions, and penalized B-splines for dose and time-response surfaces smoothing. The resulting posterior distribution is sampled via a Markov Chain Monte Carlo algorithm. This …

“Seeing” The Elephant: Assessing The Impact Of Library-Composition Program Collaboration On First-Year Student Learning, Erin E. Rinto

Library Faculty Presentations

Though university libraries and composition programs have historically collaborative relationships, these partnerships can take a variety of formats, including single course period library sessions, teaching-the-teachers, and librarian-driven assignment models. A hybrid of these collaborative approaches was implemented Fall 2012 at UNLV in an effort to provide first-year composition students with a more systematic information literacy experience in the required ENG 102 course. A two-pronged assessment method was used to evaluate the impact of the collaboration for both first-year student learning as well as to implement programmatic change.

Epistemology And Synthesis: Instrumental Neutron Activation Analysis And The Caddo Tradition, Robert Z. Selden Jr.

CRHR: Archaeology

The statistical groupings illustrated herein represent the current iteration of Caddo INAA compositional groups based upon the chemical composition of archaeologically-recovered ceramics. For some time, a number of Caddo archaeologists have thought these results to be lacking. This poster symbolizes the first step toward a new interpretation of chemical composition groups, and the initial instancce within which GIS has been employed as an analytical tool.

Consilience: Radiocarbon, Instrumental Neutron Activation Analysis, And Litigation In The Ancestral Caddo Region, Robert Z. Selden Jr.

CRHR: Archaeology

Through the creation and analysis of databases for radiocarbon, instrumental neutron activation analysis (INAA), and law, macro-level trends are exposed that form the framework of a broader research program aimed at advancing ideas of craft specialization and archaeological theory in the ancestral Caddo region of Southwest Arkansas, Northwest Louisiana, Northeast Texas, and Southeast Oklahoma. The findings of this investigation illustrate the research potential that remains buried within the context of cultural resource management (CRM) reports and legal databases (Westlaw and LexisNexis) that is awaiting consumption within regional research designs aimed at exploring the nuances and trends that appear through synthetic …

Multiscale Analysis Of Factors That Affect The Distribution Of Sharks Throughout The Northern Gulf Of Mexico, J. Marcus Drymon, Laure Carassou, Sean P. Powers, Mark Grace, John Dindo, Brian Dzwonkowski

University Faculty and Staff Publications

Identification of the spatial scale at which marine communities are organized is critical to proper management, yet this is particularly difficult to determine for highly migratory species like sharks. We used shark catch data collected during 2006–09 from fishery- independent bottom-longline surveys, as well as biotic and abiotic explanatory data to identify the factors that affect the distribution of coastal sharks at 2 spatial scales in the northern Gulf of Mexico. Centered principal component analyses (PCAs) were used to visualize the patterns that characterize shark distributions at small (Alabama and Mississippi coast) and large (northern Gulf of Mexico) spatial scales. …

James-Stein Type Compound Estimation Of Multiple Mean Response Functions And Their Derivatives, Limin Feng

Theses and Dissertations--Statistics

Charnigo and Srinivasan originally developed compound estimators to nonparametrically estimate mean response functions and their derivatives simultaneously when there is one response variable and one covariate. The compound estimator maintains self consistency and almost optimal convergence rate. This dissertation studies, in part, compound estimation with multiple responses and/or covariates. An empirical comparison of compound estimation, local regression and spline smoothing is included, and near optimal convergence rates are established in the presence of multiple covariates.

James and Stein proposed an estimator of the mean vector of a p dimensional multivariate normal distribution, which produces a smaller risk than the maximum …

Mapping And Decomposing Scale-Dependent Soil Moisture Variability Within An Inner Bluegrass Landscape, Carla Landrum

Theses and Dissertations--Plant and Soil Sciences

There is a shared desire among public and private sectors to make more reliable predictions, accurate mapping, and appropriate scaling of soil moisture and associated parameters across landscapes. A discrepancy often exists between the scale at which soil hydrologic properties are measured and the scale at which they are modeled for management purposes. Moreover, little is known about the relative importance of hydrologic modeling parameters as soil moisture fluctuates with time. More research is needed to establish which observation scales in space and time are optimal for managing soil moisture variation over large spatial extents and how these scales are …