Multivariate Analysis Commons^™

Modelling The Naira Exchange Rate Dependence Using Static And Time-Varying Copula, Kabir Katata

CBN Journal of Applied Statistics (JAS)

This paper examines the dependence structure of different currencies versus the Nigerian Naira using constant and time-varying copula. Daily Naira/USD, Naira/Yuan, Naira/Pound, and Naira/Euro exchange rates from 23 December 2011 to 12 May 2020 were utilised. We fitted eight constant and time-varying copula families using the exchange rate standardised residuals. The study finds that the Naira exchange rate may be estimated with student t-copula, Symmetrized Joe-Clayton (SJC), or Rotated Gumbel copula models and Autoregressive (AR)– Glosten Jagannathan RunkleGeneralized Autoregressive Conditional Heteroscedastic (GJR-GARCH) (1,1) models with skewed t residuals for margins. The Naira exchange rate returns is timevarying, tail-dependent, and asymmetric. …

External Debt Pass-Through To Inflation In Nigeria, Emmanuel A. Asue, James V. Ikyaator

CBN Journal of Applied Statistics (JAS)

This study examines external debt pass-through to inflation in Nigeria using annual data from 1981 to 2020 based on structural vector autoregressive (SVAR) model. The results reveal that an increase in external debt service leads to a significant depreciation of the exchange rate, which leads to a contemporaneous increase in inflation, while the direct response of inflation to external debt is statistically not significant. The impulse response confirms these results. The forecast error variance decomposition depicts that future values of official exchange rate depend on external debt, inflation and external debt service. The study recommends that the Nigerian government should …

Wavelet Compression As An Observational Operator In Data Assimilation Systems For Sea Surface Temperature, Bradley J. Sciacca

LSU New Orleans Theses and Dissertations

The ocean remains severely under-observed, in part due to its sheer size. Containing nearly billion of water with most of the subsurface being invisible because water is extremely difficult to penetrate using electromagnetic radiation, as is typically used by satellite measuring instruments. For this reason, most observations of the ocean have very low spatial-temporal coverage to get a broad capture of the ocean’s features. However, recent “dense but patchy” data have increased the availability of high-resolution – low spatial coverage observations. These novel data sets have motivated research into multi-scale data assimilation methods. Here, we demonstrate a new assimilation approach …

The Private Pilot Check Ride: Applying The Spacing Effect Theory To Predict Time To Proficiency For The Practical Test, Michael Scott Harwin

Theses and Dissertations

This study examined the relationship between a set of targeted factors and the total flight time students needed to become ready to take the private pilot check ride. The study was grounded in Ebbinghaus’s (1885/1913/2013) forgetting curve theory and spacing effect, and Ausubel’s (1963) theory of meaningful learning. The research factors included (a) training time to proficiency, which represented the number of training days needed to become check-ride ready; (b) flight training program (Part 61 vs. Part 141); (c) organization offering the training program (2- or 4-year college/university vs. FBO); (d) scheduling policy (mandated vs. student-driven); and demographical variables, which …

Interactions Between Sediment Mechanical Structure And Infaunal Community Structure Following Physical Disturbance, William Cyrus Roger Clemo

Graduate Theses and Dissertations (2019 - present)

Shallow, river-influenced coastal sediments are important for global carbon storage and nutrient cycling and provide a habitat for diverse communities of invertebrates (infauna). Elevated bed shear stress from extreme storms can resuspend, transport, and deposit sediments, disrupting the cohesive structure of muds, and sorting and depositing sand eroded from beaches. These physical disruptions can also resuspend or smother infauna, decreasing abundances and changing community structure. Infaunal activities such as burrowing, tube construction, and feeding can impact sediment structure and stability. However, little is known about how physical disturbance impacts short and long-term sediment habitat suitability and whether disturbance-tolerant infauna influence …

Expansionary Fiscal Contraction Hypothesis: An Evidence From Pakistan, Aisha Irum

CBER Conference

The fiscal sector in Pakistan has been facing mule-layered challenges over several years. One of the reasons is the stubborn and unproductive nature of its public expenditure, and the other one is the lower tax revenues. This issue of hovering fiscal deficit is mostly dealt with the tools of fiscal contraction/austerity which can have a potential impact on the private sector of the economy. Thus, the question which has been addressed in this study is whether the Expansionary Fiscal Contraction (EFC) hypothesis holds in case of Pakistan. Fiscal contraction episodes have been identified using growth in the growth rates of …

Traditional Vs Machine Learning Approaches: A Comparison Of Time Series Modeling Methods, Miguel E. Bonilla Jr., Jason Mcdonald, Tamas Toth, Bivin Sadler

SMU Data Science Review

In recent years, various new Machine Learning and Deep Learning algorithms have been introduced, claiming to offer better performance than traditional statistical approaches when forecasting time series. Studies seeking evidence to support the usage of ML/DL over statistical approaches have been limited to comparing the forecasting performance of univariate, linear time series data. This research compares the performance of traditional statistical-based and ML/DL methods for forecasting multivariate and nonlinear time series.

A Data-Driven Multi-Regime Approach For Predicting Real-Time Energy Consumption Of Industrial Machines., Abdulgani Kahraman

Electronic Theses and Dissertations

This thesis focuses on methods for improving energy consumption prediction performance in complex industrial machines. Working with real-world industrial machines brings several challenges, including data access, algorithmic bias, data privacy, and the interpretation of machine learning algorithms. To effectively manage energy consumption in the industrial sector, it is essential to develop a framework that enhances prediction performance, reduces energy costs, and mitigates air pollution in heavy industrial machine operations. This study aims to assist managers in making informed decisions and driving the transition towards green manufacturing. The energy consumption of industrial machinery is substantial, and the recent increase in CO2 …

Geometric Morphometric Analysis Of Modern Viperid Vertebrae Facilitates Identification Of Fossil Specimens, Lance D. Jessee

Electronic Theses and Dissertations

Snake vertebrae are common in the fossil record, whereas cranial remains are generally fragile and rare. Consequently, vertebrae are the most commonly studied fossil element of snakes. However, identification of snake vertebrae can be problematic due to extensive variation. This study utilizes 2-D geometric morphometrics and canonical variates analysis to 1) reveal variation between genera and species and 2) classify vertebrae of modern and fossil eastern North American Agkistrodon and Crotalus. The results show that vertebrae of Agkistrodon and Crotalus can reliably be classified to genus and species using these methods. Based on the statistical analyses, four of the …

A Multivariate Investigation Of The Motivational, Academic, And Well-Being Characteristics Of First-Generation And Continuing-Generation College Students, Christopher L. Thomas, Staci Zolkoski

Journal of Research Initiatives

Prior research has noted differences in motivational, academic, and well-being factors between first-generation and continuing-education students. However, past investigations have primarily overlooked the interactive influence of protective and risk factors when comparing the characteristics of first-generation and continuing-education students. Thus, the current study adopted a multivariate approach to gain a more nuanced understanding of the influence of generational status on students' self-regulated learning capabilities, academic anxiety, sense of belonging, academic barriers, mental health concerns, and satisfaction with life. University students (N = 432, 67.46% Caucasian, 87.55% female, _Age = 28.10 ± 9.46) completed the Cognitive Test Anxiety Scale-2^{nd …}

Cost Estimation Trends For Major Defense Acquisition Programs, Sammantha Jones, Edward D. White, Jonathan D. Ritschel, Shawn M. Valentine

Faculty Publications

The authors use both descriptive and inferential techniques to investigate average and standard deviation trends in cost estimates for major defense acquisition programs (MDAPs) grouped into decades from the 1970s to 2010s. For total program-cost-growth factors (CGFs), the 2010s exhibited lower CGFs compared to the 1990s. For the program-acquisition-unit cost (PAUC) CGFs, the 2010s appear lower than the 1990s and borderline lower than the 1970s. A statistically significant decreasing trend in the standard deviations of total program CGFs throughout the decades was identified. This lowering variability trend also appeared for PAUC CGFs from the 1980s onward. This finding appears to …

Predicting Hiv Vaccine-Mediated Protection Level To Identify Immune Correlates Using Positive Unlabeled Learning, Shiwei Xu

Dartmouth College Ph.D Dissertations

The development of a vaccine for Human Immunodeficiency Virus type 1 (HIV-1) is a crucial step in preventing the global spread of AIDS. To ensure the progress and effectiveness of this vaccine, it is essential to establish efficient biotechnology platforms and data mining methods. These methods would help identify immune characteristics that distinguish individuals with varying levels of vaccine-induced protection and determine the underlying factors that contribute to protection against HIV acquisition. While previous studies have focused on identifying immune markers associated with infection outcomes among vaccinated patients, it is important to acknowledge the limitations of traditional case-control analytical protocols …

Characterization Of Boreal-Arctic Vegetation Growth Phases And Active Soil Layer Dynamics In The High-Latitudes Of North America: A Study Combining Multi-Year In Situ And Satellite-Based Observations, Michael G. Brown

Dissertations, Theses, and Capstone Projects

This dissertation examined the seasonal freeze/thaw activity in boreal-Arctic soils and vegetation physiology in Alaska, USA and Alberta, Canada, using in situ environmental measurements and passive microwave satellite observations. The boreal-Arctic high-latitudes have been experiencing ecosystem changes more rapidly in comparison to the rest of Earth due to the presently warming climatic conditions having a magnified effect over Polar Regions. Currently, the boreal-Arctic is a carbon sink; however, recent studies indicate a shift over the next century to become a carbon source. High-latitude vegetation and cold soil dynamics are influenced by climatic shifts and are largely responsible for the regions …

Statistical And Biological Analyses Of Acoustic Signals In Estrildid Finches, Moises Rivera

Dissertations, Theses, and Capstone Projects

Acoustic communication is a process that involves auditory perception and signal processing. Discrimination and recognition further require cognitive processes and supporting mechanisms in order to successfully identify and appropriately respond to signal senders. Although acoustic communication is common across birds, classical research has largely disregarded the perceptual abilities of perinatal altricial taxa. Chapter 1 reviews the literature of perinatal acoustic stimulation in birds, highlighting the disproportionate focus on precocial birds (e.g., chickens, ducks, quails). The long-held belief that altricial birds were incapable of acoustic perception in ovo was only recently overturned, as researchers began to find behavioral and physiological evidence …

Modelling The Impact Of Government Expenditure On Economic Growth In Nigeria: The Moderating Effects Of Oil And Non-Oil Revenue, Victor U. Ijirshar, Gaius M. Asombo, Florence D. Bundepuun, Ashifa Tersugh, Ayila Ngutsav

CBN Journal of Applied Statistics (JAS)

This study examines the relationship between government expenditure and economic growth and assesses the moderating effects of oil revenue and non-oil revenue in Nigeria from 1981 to 2021. The study uncovered short-term asymmetry in the government expenditure-economic growth nexus while the long-term relationship was symmetric. The study found that government expenditure is a significant determinant of economic growth in Nigeria and that oil and non-oil revenue influences the nexus between government expenditure and economic growth in Nigeria positively. The study recommends efficient management of oil revenue, directing investments during high revenue periods and ensuring fiscal sustainability. Government should also establish …

Improving The Efficiency Of Exponential Ratio-Type Estimator For Population Median: A Calibration Weight Adjustment Approach, Mathew J. Iseh, Kufre J. Bassey

CBN Journal of Applied Statistics (JAS)

This paper modifies the Bahl and Tuteja exponential ratio-type estimator for population median under simple random and stratified sampling schemes using calibration weight adjustment technique with supplementary information to vary the stratum weights. The bias and mean square error of the modified estimator were obtained up to the second-order approximation, which satisfies the necessary conditions for efficiency. The findings show that the new estimator surpasses existing estimators in efficiency gain. This suggests the appropriateness of calibration weight modification in boosting the efficiency of a population parameter estimator under stratified random sampling especially where the population parameter of the auxiliary variable …

Utilizing New Technologies To Measure Therapy Effectiveness For Mental And Physical Health, Jonathan Ossie

Dissertations

Mental health is quickly becoming a major policy concern, with recent data reporting increasing and disproportionately worse mental health outcomes, including anxiety, depression, increased substance abuse, and elevated suicidal ideation. One specific population that is especially high risk for these issues is the military community because military conflict, deployment stressors, and combat exposure contribute to the risk of mental health problems.

Although several pharmacological approaches have been employed to combat this epidemic, their efficacy is mixed at best, which has led to novel nonpharmacological approaches. One such approach is Operation Surf, a nonprofit that provides nature-based programs advocating the restorative …

Comparing Hierarchical Data Structures And Hierarchical Data Analysis, Halley Jeanne Dante, Robert Rovetti

Honors Thesis

Real world data is inherently noisy and data analysis can be especially complex when noise is compounded in hierarchical and multilevel data structures. Since such data structures can be described using multiple approaches, the way data is collapsed and grouped within these structures can influence its resulting interpretation and analyses. To avoid discrepancies in data collapsing and grouping, multiple statistical approaches have been developed specifically to analyze multilevel data structures. Examples of multilevel statistical models are the two-factor ANOVA and the general linear model with repeated-measures (GLM-RR) which is typically used in the context of looking at change over time. …

A Probabilistic Exploration Of Food Supplementation And Assistance, Logan Mattingly

Honors College Theses

Food insecurity is a stark threat that grips our country and affects households throughout our country. Dietary insufficiency manifests itself in ways that affect health and public safety. According to researchers, individuals who suffer from food insecurity have a higher risk of aggression, anxiety, suicide ideation and depression. These problems tend to occur unequally distributed among those households with lower income. In this work, an exploratory analysis within these data sets will be performed to examine the socio-economic, biographical, nutritional, and geographical principal components of food insecurity among survey participants and how the US Supplemental Nutrition Assistance Program (SNAP) effects …

The Last Drought Frontier: Building A Drought Index For The State Of Alaska, Olivia Campbell

School of Natural Resources: Dissertations, Theses, and Student Research

Drought is characterized by periods of below average precipitation. There are five major types of drought recognized in the literature: meteorological, hydrological, agricultural, socioeconomic, and ecological. A relatively new concept in the drought literature is “snow drought.” A key part of the definition of drought is that it is not always accompanied by extreme heat. This means drought can occur even in cold climates, cold seasons, and higher latitudes and altitudes, like Alaska. Drought is a natural part of climate variability, but Alaska’s climate is changing faster than any other state in the United States. Alaska is no stranger to …