Current Search: Forecasting -- Mathematical models (x)
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- Title
- INDUCTIVE AND MODEL-TREE-BASED APPROACHES FOR FORECASTING TEMPERATURE.
- Creator
- Schauer, Alexis, Teegavarapu, Ramesh S. V., Florida Atlantic University, Department of Civil, Environmental and Geomatics Engineering, College of Engineering and Computer Science
- Abstract/Description
-
Inductive and model-tree (MT) approach-based models are developed and evaluated for forecasting mean, minimum and maximum monthly temperature in this study. The models are developed and tested using long-term historical temperature time series data derived from U.S. Historical Climatology Network at 22 sites located in the state of Florida. Inductive models developed include conceptually simple naïve models to multiple regression models utilizing lagged temperature values, sea surface...
Show moreInductive and model-tree (MT) approach-based models are developed and evaluated for forecasting mean, minimum and maximum monthly temperature in this study. The models are developed and tested using long-term historical temperature time series data derived from U.S. Historical Climatology Network at 22 sites located in the state of Florida. Inductive models developed include conceptually simple naïve models to multiple regression models utilizing lagged temperature values, sea surface temperatures (SSTs), correction factors derived using historical data. A global model using data from all the sites is also developed. The performances of the models were evaluated using observed temperature records and several error and performance measures. A composite measure combining multiple error and performance measures is developed to select the best model. MT approach-based and regression models with SSTs and correction factors along with lagged temperature values are found to be best models for forecasting temperature based on assessments of composite measures and error diagnostics.
Show less - Date Issued
- 2021
- PURL
- http://purl.flvc.org/fau/fd/FA00013856
- Subject Headings
- Temperature, Forecasting--Mathematical models
- Format
- Document (PDF)
- Title
- Causality between stock prices and exchange rates: A case of the United States.
- Creator
- Ozair, Amber., Florida Atlantic University, Yuhn, Ky-hyang
- Abstract/Description
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This thesis investigates the direction of causality as well as short-run dynamics and long-run equilibrium relationship between stock prices and exchange rates using quarterly data for the period 1960:1--2004:4. The studies apply techniques of the unit root, cointegration and Standard Granger causality tests to examine the relationship between these two financial variables. The empirical results reveal that there is no causal linkage and no cointegration between the stock prices and exchange...
Show moreThis thesis investigates the direction of causality as well as short-run dynamics and long-run equilibrium relationship between stock prices and exchange rates using quarterly data for the period 1960:1--2004:4. The studies apply techniques of the unit root, cointegration and Standard Granger causality tests to examine the relationship between these two financial variables. The empirical results reveal that there is no causal linkage and no cointegration between the stock prices and exchange rates as suggested under Traditional and Portfolio approaches. The results support the view that the semi-strong form of EMH holds true for the U.S. financial markets.
Show less - Date Issued
- 2006
- PURL
- http://purl.flvc.org/fcla/dt/13393
- Subject Headings
- Econometric models, Business forecasting--Mathematical models, Efficient market theory, Stock exchanges--Mathematical models
- Format
- Document (PDF)
- Title
- Hydrodynamic analysis of ocean current turbines using vortex lattice method.
- Creator
- Goly, Aneesh, College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
- Abstract/Description
-
The main objective of the thesis is to carry out a rigorous hydrodynamic analysis of ocean current turbines and determine power for a range of flow and geometric parameters. For the purpose, a computational tool based on the vortex lattice method (VLM) is developed. Velocity of the flow on the turbine blades, in relation to the freestream velocity, is determined through induction factors. The geometry of trailing vortices is taken to be helicoidal. The VLM code is validated by comparing its...
Show moreThe main objective of the thesis is to carry out a rigorous hydrodynamic analysis of ocean current turbines and determine power for a range of flow and geometric parameters. For the purpose, a computational tool based on the vortex lattice method (VLM) is developed. Velocity of the flow on the turbine blades, in relation to the freestream velocity, is determined through induction factors. The geometry of trailing vortices is taken to be helicoidal. The VLM code is validated by comparing its results with other theoretical and experimental data corresponding to flows about finite-aspect ratio foils, swept wings and a marine current turbine. The validated code is then used to study the performance of the prototype gulfstream turbine for a range of parameters. Power and thrust coefficients are calculated for a range of tip speed ratios and pitch angles. Of all the cases studied, the one corresponding to tip speed ratio of 8 and uniform pitch angle 20 produced the maximum power of 41.3 [kW] in a current of 1.73 [m/s]. The corresponding power coefficient is 0.45 which is slightly less than the Betz limit power coefficient of 0.5926. The VLM computational tool developed for the research is found to be quite efficient in that it takes only a fraction of a minute on a regular laptop PC to complete a run. The tool can therefore be efficiently used or integrated into software for design optimization.
Show less - Date Issued
- 2010
- PURL
- http://purl.flvc.org/FAU/2683131
- Subject Headings
- Marine turbines, Mathematical models, Water currents, Forecasting, Mathematical models, Aerodynamics, Mathematics, Finite element method
- Format
- Document (PDF)
- Title
- SHORT-TERM FORECASTING METHODS WITH REFERENCE TO MONROE COUNTY.
- Creator
- PEREZ, JOSE RAMON., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
- Abstract/Description
-
This thesis is a study of short-term forecasting models within the reference area of Monroe County. Its main concern being the nature of the models, and the accuracy of predictions rather than the actual forecast. The results are of interest to the student of forecasting and of Monroe County. A proxy model is introduced as an alternative to other methods of regional analysis with the intention of inducing further research on the field.
- Date Issued
- 1972
- PURL
- http://purl.flvc.org/fcla/dt/13515
- Subject Headings
- Economic forecasting--Mathematical models, Economic forecasting--Florida--Monroe County, Monroe County (Fla)--Economic conditions--Mathematical models
- Format
- Document (PDF)
- Title
- Forecasting foreign exchange rates using neural networks.
- Creator
- Talati, Amit H., Florida Atlantic University, Pandya, Abhijit S., College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
- Abstract/Description
-
Time series is a phenomena which appears in the financial world in various forms. One of the objectives of time series is to forecast the future based on the past. The goal of this thesis is to use foreign exchange time series, and predict its future values and trends using neural networks. The thesis covers background work in this area and discusses the results obtained by other researchers. A neural network is then developed to predict the future values of the USD/GBP and USD/DEM exchange...
Show moreTime series is a phenomena which appears in the financial world in various forms. One of the objectives of time series is to forecast the future based on the past. The goal of this thesis is to use foreign exchange time series, and predict its future values and trends using neural networks. The thesis covers background work in this area and discusses the results obtained by other researchers. A neural network is then developed to predict the future values of the USD/GBP and USD/DEM exchange rates. Both single-step and iterated multi-step predictions are considered. The performance of neural networks strongly depends on the inputs supplied. The effect of the changes in the number of inputs is also considered, and a method suggested for deciding on the optimum number. The forecasting of foreign exchange rates is a challenge because of the dynamic nature of the FOREX market and its dependencies on world events. The tool used for building the neural network and validating the approach is "Brainmaker".
Show less - Date Issued
- 2000
- PURL
- http://purl.flvc.org/fcla/dt/12699
- Subject Headings
- Foreign exchange rates--Mathmematical models, Foreign exchange--Forecasting--Mathematical models, Neural networks (Computer science)
- Format
- Document (PDF)
- Title
- Evaluation of power function approximation of NEXRAD and rain gauge based precipitation estimates.
- Creator
- Mayes-Fernandez, Mario., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
-
Radar rainfall estimates have become a decision making tool for scientists, engineers and water managers in their tasks for developing hydrologic models, water supply planning, restoration of ecosystems, and flood control. In the present study, the utility of a power function for linking the rain gauge and radar estimates has been assessed. Mean daily rainfall data from 163 rain gauges installed within the South Florida Water Management District network have been used and their records from...
Show moreRadar rainfall estimates have become a decision making tool for scientists, engineers and water managers in their tasks for developing hydrologic models, water supply planning, restoration of ecosystems, and flood control. In the present study, the utility of a power function for linking the rain gauge and radar estimates has been assessed. Mean daily rainfall data from 163 rain gauges installed within the South Florida Water Management District network have been used and their records from January 1st, 2002 to October 31st, 2007 analyzed. Results indicate that the power function coefficients and exponents obtained by using a non-linear optimization formulation, show spatial variability mostly affected by type of rainfall events occurring in the dry or wet seasons, and that the linear distance from the radar location to the rain gauge has a significant effect on the computed values of the coefficients and exponents.
Show less - Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/367761
- Subject Headings
- Radar meteorology, Technological innovations, Weather forecasting, Technological innovations, Precipitation (Meteorology), Measurement, Weather control, Mathematical models
- Format
- Document (PDF)
- Title
- Development of functional relationships between radar and rain gage data using inductive modeling techniques.
- Creator
- Peters, Delroy., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
-
Traditional methods such as distance weighing, correlation and data driven methods have been used in the estimation of missing precipitation data. Also common is the use of radar (NEXRAD) data to provide better spatial distribution of precipitation as well as infilling missing rain gage data. Conventional regression models are often used to capture highly variant nonlinear spatial and temporal relationships between NEXRAD and rain gage data. This study aims to understand and model the...
Show moreTraditional methods such as distance weighing, correlation and data driven methods have been used in the estimation of missing precipitation data. Also common is the use of radar (NEXRAD) data to provide better spatial distribution of precipitation as well as infilling missing rain gage data. Conventional regression models are often used to capture highly variant nonlinear spatial and temporal relationships between NEXRAD and rain gage data. This study aims to understand and model the relationships between radar (NEXRAD) estimated rainfall data and the data measured by conventional rain gages. The study is also an investigation into the use of emerging computational data modeling (inductive) techniques and mathematical programming formulations to develop new optimal functional approximations. Radar based rainfall data and rain gage data are analyzed to understand the spatio-temporal associations, as well as the effect of changes in the length or availability of data on the models. The upper and lower Kissimmee basins of south Florida form the test-bed to evaluate the proposed and developed approaches and also to check the validity and operational applicability of these functional relationships among NEXRAD and rain gage data for infilling of missing data.
Show less - Date Issued
- 2008
- PURL
- http://purl.flvc.org/FAU/166454
- Subject Headings
- Weather control, Mathematical models, Radar meteorology, Technological innovations, Precipitation (Meteorology), Measurement, Weather forecasting, Technological innovations
- Format
- Document (PDF)
- Title
- Dissipation and eddy mixing associated with flow past an underwater turbine.
- Creator
- Reza, Zaqie, College of Engineering and Computer Science, Department of Ocean and Mechanical Engineering
- Abstract/Description
-
The objective of this thesis is to analyze the flow past an ocean current turbine using a finite volume Navier-Stokes CFD solver. A full 3-D RANS approach in a moving reference frame is used to model the flow. By employing periodic boundary conditions, one-third of the flow-field is analyzed and the output is replicated to other sectors. Following validation of the computation with an experimental study, the flow fields and particle paths for the case of uniform and sheared incoming flows...
Show moreThe objective of this thesis is to analyze the flow past an ocean current turbine using a finite volume Navier-Stokes CFD solver. A full 3-D RANS approach in a moving reference frame is used to model the flow. By employing periodic boundary conditions, one-third of the flow-field is analyzed and the output is replicated to other sectors. Following validation of the computation with an experimental study, the flow fields and particle paths for the case of uniform and sheared incoming flows past a generic turbine with various blade pitch angles are evaluated and analyzed. Flow field and wake expansion are visualized. Eddy viscosity effects and its dependence on flow field conditions are investigated.
Show less - Date Issued
- 2010
- PURL
- http://purl.flvc.org/FAU/2683537
- Subject Headings
- Vibration (Aerodynamics), Fine element method, Marine turbines, Mathematical models, Water currents, Forecasting, Computational fluid dynamics
- Format
- Document (PDF)
- Title
- Integration disconnect in police agencies: the effects of agency factors on the production andconsumption of crime analysis.
- Creator
- Seigel, Jamie L., Santos, Rachel, Florida Atlantic University, College for Design and Social Inquiry, School of Criminology and Criminal Justice
- Abstract/Description
-
Poorly integrated crime analysis may be a detriment to crime reduction efforts and financial resources. The purpose of this research is to identify deficiencies and successes in crime analysis integration and to understand which agency factors are related. Using the Stratified Model of Problem Solving, Analysis, and Accountability and data from a national PERF survey of police agencies, this study quantifies the levels of production and consumption-based integration disconnect as well as...
Show morePoorly integrated crime analysis may be a detriment to crime reduction efforts and financial resources. The purpose of this research is to identify deficiencies and successes in crime analysis integration and to understand which agency factors are related. Using the Stratified Model of Problem Solving, Analysis, and Accountability and data from a national PERF survey of police agencies, this study quantifies the levels of production and consumption-based integration disconnect as well as other important agency factors. To determine which agency factors contribute most to integration disconnect, bivariate correlation and multiple regression analyses are used to examine the relationships, while controlling for agency type, centralization, officers per analyst, crimes per officer, and agency size. Findings indicate that production- and consumption-based disconnect are positively related to one another and that passive patrol-analyst interactions, an agency’s analysis integration disconnect.
Show less - Date Issued
- 2014
- PURL
- http://purl.flvc.org/fau/fd/FA00004329, http://purl.flvc.org/fau/fd/FA00004329
- Subject Headings
- Crime analysis, Crime forecasting, Criminal justice, Administration of, Criminal statistics -- Mathematical models, Organizational effectiveness, Police administration
- Format
- Document (PDF)
- Title
- Sensitivity analysis of predictive data analytic models to attributes.
- Creator
- Chiou, James, Zhu, Xingquan, Florida Atlantic University, College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
- Abstract/Description
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Classification algorithms represent a rich set of tools, which train a classification model from a given training and test set, to classify previously unseen test instances. Although existing methods have studied classification algorithm performance with respect to feature selection, noise condition, and sample distributions, our existing studies have not addressed an important issue on the classification algorithm performance relating to feature deletion and addition. In this thesis, we...
Show moreClassification algorithms represent a rich set of tools, which train a classification model from a given training and test set, to classify previously unseen test instances. Although existing methods have studied classification algorithm performance with respect to feature selection, noise condition, and sample distributions, our existing studies have not addressed an important issue on the classification algorithm performance relating to feature deletion and addition. In this thesis, we carry out sensitive study of classification algorithms by using feature deletion and addition. Three types of classifiers: (1) weak classifiers; (2) generic and strong classifiers; and (3) ensemble classifiers are validated on three types of data (1) feature dimension data, (2) gene expression data and (3) biomedical document data. In the experiments, we continuously add redundant features to the training and test set in order to observe the classification algorithm performance, and also continuously remove features to find the performance of the underlying classifiers. Our studies draw a number of important findings, which will help data mining and machine learning community under the genuine performance of common classification algorithms on real-world data.
Show less - Date Issued
- 2014
- PURL
- http://purl.flvc.org/fau/fd/FA00004274, http://purl.flvc.org/fau/fd/FA00004274
- Subject Headings
- Data mining, Forecasting -- Mathematical models, Social sciences -- Statistical methods, Ubiquitous computing
- Format
- Document (PDF)
- Title
- Artificial neural network prediction of ground-level ozone concentration in Palm Beach County.
- Creator
- Crumiere, Mylene., Florida Atlantic University, Scarlatos, Panagiotis (Pete) D.
- Abstract/Description
-
The purpose of this study was to develop a user-friendly mathematical model for prediction of daily, ground level ozone concentration in Palm Beach County, Florida. The focus of this project was to investigate the correlation between hourly ozone concentrations and pre-existing pollutant levels and meteorological data. An artificial neural network model was applied, involving a backpropagation algorithm and the tangent sigmoid as the transfer function. Surface meteorological data and upper...
Show moreThe purpose of this study was to develop a user-friendly mathematical model for prediction of daily, ground level ozone concentration in Palm Beach County, Florida. The focus of this project was to investigate the correlation between hourly ozone concentrations and pre-existing pollutant levels and meteorological data. An artificial neural network model was applied, involving a backpropagation algorithm and the tangent sigmoid as the transfer function. Surface meteorological data and upper air data such as pressure, temperature, dew point temperature, wind speed and wind direction were included in the model, along with the ozone concentration in the hour previous to the forecast. Based on the model results, the 8-hour average ozone concentration is to be forecasted. This will assist state and local air pollution officials in providing the general public with early notice of an impending air quality problem.
Show less - Date Issued
- 1999
- PURL
- http://purl.flvc.org/fcla/dt/15723
- Subject Headings
- Neural networks (Computer science), Air--Pollution--Mathematical models, Air--Pollution--Florida--Palm Beach County, Ozone--Forecasting
- Format
- Document (PDF)
- Title
- SHORT-TERM ECONOMIC FORECASTING IN A REGIONAL CONTEXT.
- Creator
- BLONDIN, JAMES J., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
- Abstract/Description
-
This thesis is a study of economic forecasting in a regional context~ Its main concern is the exposition of the models and the feasibility of the techniques, rather than the actual forecast. The study should be of interest to students of forecasting or regional economics, or to planners interested in the region examined. A shift-share model is presented as an alternative to other regional forecasting techniques, and an application of it is performed on a region consisting of Broward and Dade...
Show moreThis thesis is a study of economic forecasting in a regional context~ Its main concern is the exposition of the models and the feasibility of the techniques, rather than the actual forecast. The study should be of interest to students of forecasting or regional economics, or to planners interested in the region examined. A shift-share model is presented as an alternative to other regional forecasting techniques, and an application of it is performed on a region consisting of Broward and Dade Counties, Florida.
Show less - Date Issued
- 1974
- PURL
- http://purl.flvc.org/fcla/dt/13660
- Subject Headings
- Regional economics--Mathematical models, Economic forecasting--Florida--Dade County, Economic forecasting--Florida--Broward County, Shift-share analysis, Metropolitan Dade County (Fla)--Economic conditions, Broward County (Fla)--Economic conditions
- Format
- Document (PDF)
- Title
- Innovative web applications for analyzing traffic operations.
- Creator
- Petrovska, Natasha, Furht, Borko, Stevanovic, Aleksandar, Florida Atlantic University, College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
- Abstract/Description
-
The road traffic along with other key infrastructure sectors such as telecommunication, power, etc. has an important role in economic and technological growth of one country. Traffic engineers and analysts are responsible for solving a diversity of traffic problems, such as traffic data acquisition and evaluation. In response to the need to improve traffic operation, researchers implement advanced technologies and integration of systems and data, and develop state-of-the-art applications....
Show moreThe road traffic along with other key infrastructure sectors such as telecommunication, power, etc. has an important role in economic and technological growth of one country. Traffic engineers and analysts are responsible for solving a diversity of traffic problems, such as traffic data acquisition and evaluation. In response to the need to improve traffic operation, researchers implement advanced technologies and integration of systems and data, and develop state-of-the-art applications. This thesis introduces three novel web applications with an aim to offer traffic operators, managers, and analysts’ possibility to monitor the congestion, and analyze incidents and signal performance measures. They offer more detailed analysis providing users with insights from different levels and perspectives. The benefit of providing these visualization tools is more efficient estimation of the performance of local networks, thus facilitating the decision making process in case of emergency events.
Show less - Date Issued
- 2015
- PURL
- http://purl.flvc.org/fau/fd/FA00004459, http://purl.flvc.org/fau/fd/FA00004459
- Subject Headings
- Application program interfaces (Computer software), Internet -- Mathematical models, Traffic congestion -- Management, Traffic estimation -- Computer simulation, Transportation demand -- Forecasting
- Format
- Document (PDF)