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- Title
- Statistical physics based heuristic clustering algorithms with an application to econophysics.
- Creator
- Baldwin, Lucia Liliana, Florida Atlantic University, Wille, Luc T.
- Abstract/Description
-
Three new approaches to the clustering of data sets are presented. They are heuristic methods and represent forms of unsupervised (non-parametric) clustering. Applied to an unknown set of data these methods automatically determine the number of clusters and their location using no a priori assumptions. All are based on analogies with different physical phenomena. The first technique, named the Percolation Clustering Algorithm, embodies a novel variation on the nearest-neighbor algorithm...
Show moreThree new approaches to the clustering of data sets are presented. They are heuristic methods and represent forms of unsupervised (non-parametric) clustering. Applied to an unknown set of data these methods automatically determine the number of clusters and their location using no a priori assumptions. All are based on analogies with different physical phenomena. The first technique, named the Percolation Clustering Algorithm, embodies a novel variation on the nearest-neighbor algorithm focusing on the connectivity between sample points. Exploiting the equivalence with a percolation process, this algorithm considers data points to be surrounded by expanding hyperspheres, which bond when they touch each other. Once a sequence of joined spheres spans an entire cluster, percolation occurs and the cluster size remains constant until it merges with a neighboring cluster. The second procedure, named Nucleation and Growth Clustering, exploits the analogy with nucleation and growth which occurs in island formation during epitaxial growth of solids. The original data points are nucleation centers, around which aggregation will occur. Additional "ad-data" that are introduced into the sample space, interact with the data points and stick if located within a threshold distance. These "ad-data" are used as a tool to facilitate the detection of clusters. The third method, named Discrete Deposition Clustering Algorithm, constrains deposition to occur on a grid, which has the advantage of computational efficiency as opposed to the continuous deposition used in the previous method. The original data form the vertexes of a sparse graph and the deposition sites are defined to be the middle points of this graphs edges. Ad-data are introduced on the deposition site and the system is allowed to evolve in a self-organizing regime. This allows the simulation of a phase transition and by monitoring the specific heat capacity of the system one can mark out a "natural" criterion for validating the partition. All of these techniques are competitive with existing algorithms and offer possible advantages for certain types of data distributions. A practical application is presented using the Percolation Clustering Algorithm to determine the taxonomy of the Dow Jones Industrial Average portfolio. The statistical properties of the correlation coefficients between DJIA components are studied along with the eigenvalues of the correlation matrix between the DJIA components.
Show less - Date Issued
- 2003
- PURL
- http://purl.flvc.org/fcla/dt/12032
- Subject Headings
- Cluster analysis, Statistical physics, Percolation (Statistical physics), Algorithms
- Format
- Document (PDF)
- Title
- Discerning protein similarities and folding dynamics through methods in statistical physics and molecular dynamics simulations.
- Creator
- Sardiu, Mihaela E., Florida Atlantic University, Charles E. Schmidt College of Science, Department of Physics
- Abstract/Description
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One of the most important tasks in biophysics is to understand proteins. It has long been observed that sequence similarity, structural similarity, and functional similarity among proteins are highly correlated. Inspired by this observation, sequence comparison is often employed to retrieve similar/related protein sequences. However, the central issue of assigning statistical significance to the proteins retrieved remains a challenging problem. How a directed polymer/percolation model can...
Show moreOne of the most important tasks in biophysics is to understand proteins. It has long been observed that sequence similarity, structural similarity, and functional similarity among proteins are highly correlated. Inspired by this observation, sequence comparison is often employed to retrieve similar/related protein sequences. However, the central issue of assigning statistical significance to the proteins retrieved remains a challenging problem. How a directed polymer/percolation model can shed light in understanding the statistics of global sequence alignments, which is also the fundamental building block for multiple sequence alignment in many multiple alignment applications, is revealed in my thesis. In terms of understanding proteins' specific functionality, it is essential to know how protein sequences determine their unique three dimensional structures and folding kinetics. A careful analysis of the amino acid arrangements in proteins with known structures may provide insights to this issue. In my thesis, I will present a statistical analysis on tertiary contacts to gain more accurate estimates of the preference of amino acid interactions. This analysis reveals an unusually large contact between cysteines, indicating an effective attractive potential among them. The nontrivial role of cysteine-cysteine interactions in protein folding is discussed in my thesis. A new concept termed target-focusing is also introduced.
Show less - Date Issued
- 2005
- PURL
- http://purl.flvc.org/fcla/dt/12152
- Subject Headings
- Statistics, Physics, Molecular, Biophysics, General
- Format
- Document (PDF)
- Title
- First-principles study of metastable phases and structural anomalies of Fe, Al, Zn, and Cd under pressure.
- Creator
- Apostol, Florin., Florida Atlantic University, Charles E. Schmidt College of Science, Department of Physics
- Abstract/Description
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Stable and metastable phases of Fe and Al and structural anomalies of Zn and Cd have been studied by epitaxial Bain path (EBP) and minimum path (MNP) first-principles procedures, based on finding equilibrium structures from minimizing the Gibbs free energy G with respect to structure at a given hydrostatic pressure p and temperature T . The main accomplishments are as follows. (1) This dissertation illustrates the effectiveness of the MNP procedure for finding stable and metastable phases of...
Show moreStable and metastable phases of Fe and Al and structural anomalies of Zn and Cd have been studied by epitaxial Bain path (EBP) and minimum path (MNP) first-principles procedures, based on finding equilibrium structures from minimizing the Gibbs free energy G with respect to structure at a given hydrostatic pressure p and temperature T . The main accomplishments are as follows. (1) This dissertation illustrates the effectiveness of the MNP procedure for finding stable and metastable phases of an element by studying four Bravais phases of Fe including body-centered tetragonal (bct), body-centered cubic (bcc), face-centered cubic (fcc) and rhombohedral (rh) phases. The determination of absolute stability using MNP is new; MNP finds all the elastic constants cjj of a given state and the eigenvalues of the elastic constants matrix, which determine the absolute stability of the state., (2) We have extended our search for stable and metastable phases from zero temperature to finite temperature, which requires the calculations of the Debye temperature Od from cjj in the case of no symmetry. The Debye theory is modified by introducing a parameter B2 that gives the fraction of the full Debye zero-point energy possessed by the actual dispersive mode frequencies. The value of the lattice parameter of fcc Al at low temperatures,a(T) , is shown to be accurately determined by the modified Debye theory of lattice vibrations and first-principles total energy band calculations with the MNP procedure. (3) The existence of structural anomalies in hcp Zn and Cd has been shown from first-principles total-energy calculations using WIEN2k with the EBP procedure., Evaluation of the pressure dependence of various elastic quantities which are much more sensitive to the anomaly shows that the anomalies in hcp Zn and hcp Cd exist over a considerable range of pressure; several abrupt changes in the electron distribution are thereby indicated in that pressure range. (4) Calculations on the zone-center transverse optical phonon frequencies Vto(p) of hcp Zn, which found oscillatory behavior of Vto(p) in the pressure range of the anomalies, support the conclusions made in (3) on the structural anomalies. Based on this dissertation research four papers have been published in refereed journals.
Show less - Date Issued
- 2008
- PURL
- http://purl.flvc.org/FAU/186334
- Subject Headings
- Epitaxy, Mathematical physics, Metals, Electric properties, Phase transformation (Statistical physics)
- Format
- Document (PDF)
- Title
- Statistics preserving spatial interpolation methods for missing precipitation data.
- Creator
- El Sharif, Husayn., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
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Deterministic and stochastic weighting methods are commonly used methods for estimating missing precipitation rain gauge data based on values recorded at neighboring gauges. However, these spatial interpolation methods seldom check for their ability to preserve site and regional statistics. Such statistics and primarily defined by spatial correlations and other site-to-site statistics in a region. Preservation of site and regional statistics represents a means of assessing the validity of...
Show moreDeterministic and stochastic weighting methods are commonly used methods for estimating missing precipitation rain gauge data based on values recorded at neighboring gauges. However, these spatial interpolation methods seldom check for their ability to preserve site and regional statistics. Such statistics and primarily defined by spatial correlations and other site-to-site statistics in a region. Preservation of site and regional statistics represents a means of assessing the validity of missing precipitation estimates at a site. This study evaluates the efficacy of traditional interpolation methods for estimation of missing data in preserving site and regional statistics. New optimal spatial interpolation methods intended to preserve these statistics are also proposed and evaluated in this study. Rain gauge sites in the state of Kentucky are used as a case study, and several error and performance measures are used to evaluate the trade-offs in accuracy of estimation and preservation of site and regional statistics.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3355568
- Subject Headings
- Numerical analysis, Meteorology, Statistical methods, Spatial analysis (Statistics), Data processing, Atmospheric physics, Statistical methods, Geographic information systems, Mathematical models
- Format
- Document (PDF)
- Title
- Streamflow extremes and climate variability in Southeastern United States.
- Creator
- Bobsein, Jenna, Teegavarapu, Ramesh, Florida Atlantic University, College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
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Trends in streamflow extremes at a regional scale linked to the possible influences of four major oceanic-atmospheric oscillations are analyzed in this study. Oscillations considered include: El Niño Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), Atlantic Multidecadal Oscillation (AMO), and North Atlantic Oscillation (NAO). The main emphasis is low flows in the South-Atlantic Gulf region of the United States. Several standard drought indices of low flow extremes during two...
Show moreTrends in streamflow extremes at a regional scale linked to the possible influences of four major oceanic-atmospheric oscillations are analyzed in this study. Oscillations considered include: El Niño Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), Atlantic Multidecadal Oscillation (AMO), and North Atlantic Oscillation (NAO). The main emphasis is low flows in the South-Atlantic Gulf region of the United States. Several standard drought indices of low flow extremes during two different phases (warm/positive and cool/negative) of these oscillations are evaluated. Long-term streamflow data at 43 USGS sites in the region from the Hydro-Climatic Data Network that are least affected by anthropogenic influences are used for analysis. Results show that for ENSO, low flow indices were more likely to occur during La Niña phase; however, longer deficits were more likely during El Niño phase. Results also show that for PDO (AMO), all (most) low flow indices occur during the cool (warm) phase.
Show less - Date Issued
- 2015
- PURL
- http://purl.flvc.org/fau/fd/FA00004348, http://purl.flvc.org/fau/fd/FA00004348
- Subject Headings
- Atmospheric physics -- Statistical methods, Climate change mitigation, Climatic changes -- Measurement, Hydrology, Mathematical statistics, Maxima and minima, Stream measurement
- Format
- Document (PDF)
- Title
- Oceanic-Atmospheric Influences on Streamflow Extremes & Characteristics in Southeastern United States.
- Creator
- Carpenter, Andrea, Teegavarapu, Ramesh, Florida Atlantic University, College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
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Comprehensive evaluation of changes in streamflow extremes and characteristics due to climate change and variability is the main focus of this study. Available streamflow data at several gaging stations in least anthropologically affected watersheds of the Southeastern Gulf-Atlantic Region, were used for this analysis. To evaluate influences due to climate change, nonparametric trend tests were applied to annual and monthly extremes, while considering seasonality, along with changes in...
Show moreComprehensive evaluation of changes in streamflow extremes and characteristics due to climate change and variability is the main focus of this study. Available streamflow data at several gaging stations in least anthropologically affected watersheds of the Southeastern Gulf-Atlantic Region, were used for this analysis. To evaluate influences due to climate change, nonparametric trend tests were applied to annual and monthly extremes, while considering seasonality, along with changes in streamflow characteristics. To understand climate variability influences, streamflow data is partitioned in to cool and warm phases of four oceanic and atmospheric oscillations known to have an effect on hydroloclimatology of the region: El Niño-Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO); Atlantic Multi-decadal Oscillation (AMO); and North Atlantic Oscillation (NAO). Generally, results showed decreasing trends in overall streamflow extremes, as well as spatially varying, temporally non-uniform influences of climate variability on streamflow extremes and characteristics.
Show less - Date Issued
- 2016
- PURL
- http://purl.flvc.org/fau/fd/FA00004766, http://purl.flvc.org/fau/fd/FA00004766
- Subject Headings
- Atmospheric physics--Statistical models., Atmospheric thermodynamics., Fluid dynamics., Stream measurements.
- Format
- Document (PDF)
- Title
- Theoretical study of binary alloy thin film growth.
- Creator
- Bouwens, Mark R., Charles E. Schmidt College of Science, Department of Physics
- Abstract/Description
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Computer simulations of the growth of binary alloy thin films in two and three dimensions were performed using an extension of the Solid on Solid model. Snapshots for a range of interactions and diffusion rates are presented and critically compared to experiment. A wide variety of distinct phases is identified and their growth conditions analyzed. These findings are summarized in a phase diagram. In addition, a fractal analysis of the domains is performed. It is found that for negative...
Show moreComputer simulations of the growth of binary alloy thin films in two and three dimensions were performed using an extension of the Solid on Solid model. Snapshots for a range of interactions and diffusion rates are presented and critically compared to experiment. A wide variety of distinct phases is identified and their growth conditions analyzed. These findings are summarized in a phase diagram. In addition, a fractal analysis of the domains is performed. It is found that for negative interactions the islands are two-dimensional, while for positive interactions, regardless of diffusion rate, a fractal dimension of 1.78 is obtained.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3174504
- Subject Headings
- Binary systems (Metallurgy), Mathematical models, Thermal diffusivity, Phase diagrams, Phase transformations (Statistical physics)
- Format
- Document (PDF)
- Title
- Simulation study on option pricing under jump diffusion models.
- Creator
- Rodrigues, Justin, Long, Hongwei, Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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The main objective of this thesis is to simulate, evaluate and discuss several methods for pricing European-style options. The Black-Scholes model has long been considered the standard method for pricing options. One of the downfalls of the Black-Scholes model is that it is strictly continuous and does not incorporate discrete jumps. This thesis will consider two alternate Levy models that include discretized jumps; The Merton Jump Diffusion and Kou's Double Exponential Jump Diffusion. We...
Show moreThe main objective of this thesis is to simulate, evaluate and discuss several methods for pricing European-style options. The Black-Scholes model has long been considered the standard method for pricing options. One of the downfalls of the Black-Scholes model is that it is strictly continuous and does not incorporate discrete jumps. This thesis will consider two alternate Levy models that include discretized jumps; The Merton Jump Diffusion and Kou's Double Exponential Jump Diffusion. We will use each of the three models to price real world stock data through software simulations and explore the results.Keywords: Levy Processes, Brownian motion, Option pricing, Simulation, Black-Scholes, Merton Jump Diffusion, Kou, Kou's Double Exponential Jump Diffusion.
Show less - Date Issued
- 2013
- PURL
- http://purl.flvc.org/fau/fd/FA0004051
- Subject Headings
- Finance -- Mathematical models, Levy processes, Prices -- Econometric models, Statistical physics, Stochastic processes, Valuation -- Econometric models
- Format
- Document (PDF)
- Title
- Science fiction girlfriends transgender politics and US science fiction television, 1990–present.
- Creator
- Cava, Peter, Scodari, Christine, Florida Atlantic University, Dorothy F. Schmidt College of Arts and Letters, School of Communication and Multimedia Studies
- Abstract/Description
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The 1990s ushered in what historian Susan Stryker describes as “a tremendous burst of new transgender activism” in the United States. Concomitantly, the success of Star Trek: The Next Generation led to a renaissance of US science fiction television. This dissertation asks, what is the relation between transgender (trans) politics and US science fiction (sf) television from 1990 to the present? The theoretical framework is Trans/Elemental feminism, a new paradigm developed in the dissertation....
Show moreThe 1990s ushered in what historian Susan Stryker describes as “a tremendous burst of new transgender activism” in the United States. Concomitantly, the success of Star Trek: The Next Generation led to a renaissance of US science fiction television. This dissertation asks, what is the relation between transgender (trans) politics and US science fiction (sf) television from 1990 to the present? The theoretical framework is Trans/Elemental feminism, a new paradigm developed in the dissertation. The method is multiperspectival cultural studies, which considers how the production, content, and reception of media texts and their metatexts collectively determine the texts’ meaning. The data include trade articles about the television industry; published interviews with producers; 3,175 hours of televisual content; commercial advertisements for television programs; films, novels, and webisodes (Web episodes) in selected media franchises; professional reviews; online discussion boards; fan fiction; and fan videos.
Show less - Date Issued
- 2015
- PURL
- http://purl.flvc.org/fau/fd/FA00004435, http://purl.flvc.org/fau/fd/FA00004435
- Subject Headings
- Computer science., Computers., Artificial intelligence., Applied mathematics., Engineering mathematics., Statistical physics., Dynamical systems., Vibration., Dynamics., Computer Science.
- Format
- Document (PDF)
- Title
- Sparse Modeling Applied to Patient Identification for Safety in Medical Physics Applications.
- Creator
- Lewkowitz, Stephanie, Kalantzis, Georgios, Florida Atlantic University, Charles E. Schmidt College of Science, Department of Physics
- Abstract/Description
-
Every scheduled treatment at a radiation therapy clinic involves a series of safety protocol to ensure the utmost patient care. Despite safety protocol, on a rare occasion an entirely preventable medical event, an accident, may occur. Delivering a treatment plan to the wrong patient is preventable, yet still is a clinically documented error. This research describes a computational method to identify patients with a novel machine learning technique to combat misadministration.The patient...
Show moreEvery scheduled treatment at a radiation therapy clinic involves a series of safety protocol to ensure the utmost patient care. Despite safety protocol, on a rare occasion an entirely preventable medical event, an accident, may occur. Delivering a treatment plan to the wrong patient is preventable, yet still is a clinically documented error. This research describes a computational method to identify patients with a novel machine learning technique to combat misadministration.The patient identification program stores face and fingerprint data for each patient. New, unlabeled data from those patients are categorized according to the library. The categorization of data by this face-fingerprint detector is accomplished with new machine learning algorithms based on Sparse Modeling that have already begun transforming the foundation of Computer Vision. Previous patient recognition software required special subroutines for faces and di↵erent tailored subroutines for fingerprints. In this research, the same exact model is used for both fingerprints and faces, without any additional subroutines and even without adjusting the two hyperparameters. Sparse modeling is a powerful tool, already shown utility in the areas of super-resolution, denoising, inpainting, demosaicing, and sub-nyquist sampling, i.e. compressed sensing. Sparse Modeling is possible because natural images are inherrently sparse in some bases, due to their inherrant structure. This research chooses datasets of face and fingerprint images to test the patient identification model. The model stores the images of each dataset as a basis (library). One image at a time is removed from the library, and is classified by a sparse code in terms of the remaining library. The Locally Competetive Algorithm, a truly neural inspired Artificial Neural Network, solves the computationally difficult task of finding the sparse code for the test image. The components of the sparse representation vector are summed by `1 pooling, and correct patient identification is consistently achieved 100% over 1000 trials, when either the face data or fingerprint data are implemented as a classification basis. The algorithm gets 100% classification when faces and fingerprints are concatenated into multimodal datasets. This suggests that 100% patient identification will be achievable in the clinal setting.
Show less - Date Issued
- 2016
- PURL
- http://purl.flvc.org/fau/fd/FA00004721, http://purl.flvc.org/fau/fd/FA00004721
- Subject Headings
- Computer vision in medicine, Diagnostic imaging -- Data processing, Mathematical models, Medical errors -- Prevention, Medical physics, Sampling (Statistics)
- Format
- Document (PDF)
- Title
- How interpersonal coordination changes the self: Theory, experiment, and adaptive HKB model of social memory.
- Creator
- Nordham, Craig A, Kelso, J. A. Scott, Tognoli, Emmanuelle, Florida Atlantic University, Charles E. Schmidt College of Science, Center for Complex Systems and Brain Sciences
- Abstract/Description
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How one behaves after interacting with a friend may not be the same as before the interaction began What factors a ect the formation of social interactions between people and, once formed, how do social interactions leave lasting changes on individual behavior? In this dissertation, a thorough review and conceptual synthesis is provided Major features of coordination dynamics are demonstrated with examples from both the intrapersonal and interpersonal coordination literature that are...
Show moreHow one behaves after interacting with a friend may not be the same as before the interaction began What factors a ect the formation of social interactions between people and, once formed, how do social interactions leave lasting changes on individual behavior? In this dissertation, a thorough review and conceptual synthesis is provided Major features of coordination dynamics are demonstrated with examples from both the intrapersonal and interpersonal coordination literature that are interpreted via a conceptual scheme, the causal loops of coordination dynamics An empirical, behavioral study of interpersonal coordination was conducted to determine which spontaneous patterns of coordination formed and whether a remnant of the interaction ensued ("social memory") To assess social memory in dyads, the behavior preceding and following episodes of interaction was compared In the experiment, pairs of people sat facing one another and made continuous flexion-extension finger movements while a window acted as a shutter to control whether partners saw each other's movements Thus, vision ("social contact") allowed spontaneous information exchange between partners through observation Each trial consisted of three successive intervals lasting twenty seconds: without social contact ("me and you"), with social contact ("us"), and again without ("me and you") During social contact, a variety of patterns was observed ranging from phase coupling to transient or absent collective behavior Individuals also entered and exited social coordination differently In support of social memory, compared to before social contact, after contact ended participants tended to remain near each other's movement frequency Furthermore, the greater the stability of coupling, the more similar the partners' post-interactional frequencies were Proposing that the persistence of behavior in the absence of information exchange was the result of prior frequency adaptation, a mathematical model of human movement was implemented with Haken-Kelso-Bunz oscillators that reproduced the experimental findings, even individual dyadic patterns Parametric manipulations revealed multiple routes to persistence of behavior via the interplay of adaptation and other HKB model parameters The experimental results, the model, and their interpretation form the basis of a proposal for future research and possible therapeutic applications
Show less - Date Issued
- 2016
- PURL
- http://purl.flvc.org/fau/fd/FA00004793
- Subject Headings
- Ergodic theory, Dynamics, Conversation analysis--Social aspects, Social interaction, Social acceptance, Identity (Philosophical concept), Motivation (Psychology), Applied mathematics, Statistical physics
- Format
- Document (PDF)