Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 955 for “"univariate"”.
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Portmanteau Tests For Univariate And Multivariate Time Series Models
… and the Augmented Dickey-Fuller (ADF) test. The univariate time series case is examined. A stationary time series generated from a first-order autoregressive process with positive or negative values of the parameter 𝜙. Parameters were chosen that ensured that the series were theoretically …
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A Review and Comparative Study on Univariate Feature Selection Techniques
… wrapper and embedded, and (2) multivariate and univariate. This thesis is devoted to study of univariate feature selection technique, which assesses the discriminative power of each feature individually by pairwise evaluating the dependency between response and each feature based on certain …
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Hardware software co-design of machine learning accelerators using univariate functions
… and model compression using univariate functions. First, we optimize hardware using a simple constant coefficient multiplier on Hybrid Binary-Unary (HBUNN) architecture, which offers variable hardware costs for constant coefficients. By applying regularization-based training, …
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Predicting mortality for patients in critical care : a univariate flagging approach
… five variables, and a novel approach called the Univariate Flagging Algorithm (UFA). In this thesis, we show that all three methods significantly outperform a widely-used mortality prediction approach, the Sequential Organ Failure Assessment (SOFA) score. However, we assert that UFA in particular …
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Univariate and Multivariate Surveillance Methods for Detecting Increases in Incidence Rates
It is often important to detect an increase in the frequency of some event. Particular attention is given to medical events such as mortality or the incidence of a given disease, infection or birth defect. Observations are regularly taken in which either an incidence occurs or one does not. This …
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New control charts for monitoring univariate autocorrelated processes and high-dimensional profiles
… statistical process control (SPC) charts for univariate autocorrelated processes. We introduce two variance estimators---the standardized time series overlapping area estimator and the so-called quick-and-dirty autoregressive estimator---that can be obtained from a training data set and used …
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Reconstruction Of A Univariate Discrete Function From The Magnitude Of Its Fourier Transform
… the latter problem in a context where $f$ is univariate and discrete. We make use of Fienup's analysis and adapt the Gerchberg-Saxton algorithm to our problem. We devise ways to eliminate indeterminacy and we suggest ways to improve the rate of convergence of this algorithm.
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Fisher Information in Censored Samples from Univariate and Bivariate Populations and Their Applications
… Fisher information (FI) in censored samples from univariate and bivariate populations and discusses their applications. We primarily focus on the FI contained in Type-II censored samples. The FI plays a significant role in determining an optimal sample size in a life-testing experiment while …
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Parameter estimation for a two-state semi-Markov model of a univariate point process.
… of a two-state semi-Markov model for a univariate point process, an automated technique for the estimation of the parameters in the model was researched and discussed. The power spectral density of intervals was estimated by the periodogram and a Kolmogorov-Smirnov test of fit was …
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Mean Hellinger Distance as an Error Criterion in Univariate and Multivariate Kernel Density Estimation
… for the mean Hellinger distance (MHD) in the univariate case. We also compared via simulation mean weighted Hellinger distance (MWHD) and the asymptotic MWHD, and the MISE and the asymptotic MISE for both univariate and bivariate cases for various densities and sample sizes.
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The behaviour of style anomalies in worldwide sector indices : a univariate and multivariate analysis
… All the significant attributes from the univariate regression tests are found to payoff consistently in the positive direction when tested with the nonparametric Sign Test. Nine of the significant attributes namely book value per share to price (BP), dividend yield (DY), earnings yield …
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Soil Heterogeneity Changes During Forest Succession: Test of a Model Using Univariate and Geostatistics
… to individual plants was quantified using univariate and geostatistical procedures. Global variation (using both coefficient of variation and standard deviation), patch size and proportion of spatially structured variation were examined for individual variables at each successional stage. …
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Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style …
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The behaviour of style anomalies on the Australian Stock Exchange : a univariate and multivariate analysis
Recent attempts to empirically verify the Sharpe (1964), Lintner (1965), Moss in (1966), and Black (1972) Capital Asset Pricing Model (CAPM) have identified numerous inconsistencies with the model's predictions. A number of variables have displayed evidence of the ability to explain the …
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Multi-period market risk estimation and performance evaluation : evidence from univariate, multi-variate and options data
There are different risk management approaches available, as different firms have different risk goals. Value at risk (VaR) is the most frequently used risk measure for asset or portfolio risk and certainly, per the Basel framework, is a preferred measure for market risk for banks and financial …
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Autoregressive Neural Network Processes - Univariate, Multivariate and Cointegrated Models with Application to the German Automobile Industry
… feedforward neural networks of Hornik (1993). Univariate Autoregressive Neural Network Processes (AR-NN) as well as Vector Autoregressive Neural Network Processes (VAR-NN) and Neural Network Vector Error Correction Models (NN-VEC) are introduced. Various methods for variable selection, …
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Optimized Forecasting of Dominant U.S. Stock Market Equities Using Univariate and Multivariate Time Series Analysis Methods
… and five days ahead using daily closing prices. Univariate and multivariate structures are applied and results are compared. One objective is to explore the hypothesis that a multivariate model produces superior performance over a univariate configuration. Another objective is to compare the …
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Style anomalies on the Toronto Stock Exchange : a univariate, multivariate, style timing and portfolio sorting analysis
A growing body of empirical evidence has found inconsistencies in the Capital Asset-pricing Model (CAPM) of Sharpe (1964), Lintner (1965), and Black (1972) and Ross's (1976) Arbitrage Pricing Theory (APT). Numerous attempts to explore the validity of these theories of modern finance have led to the …
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Univariate and Multivariate fMRI Investigations of Delay Discounting and Episodic Future Thinking in Alcohol Use Disorder
Alcohol use disorder (AUD) remains a major public health concern globally with substantially increased mortality and a significant economic burden. The low rates of treatment and the high rates of relapse mean that excessive alcohol consumption detrimentally affects many aspects of the user's life …
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