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- Title
- The Use Of Overlapping Vs. Non-Overlapping Moving Block Bootstrapping To Estimate The Variance Of A Statistic Of Dependent Data.
- Creator
- Davis, Benjamin F., Radulovic, Dragan, Florida Atlantic University
- Abstract/Description
-
Determining the variance of a statistic (such as the sample median) can be difficult. Various methods of Bootstrapping (re-sampling with replacement) were used to estimate variance of one or more statistics based on a single sample. This estimator was compared to the empirical estimators based on repeated simulations of various sample sizes from a given distribution. Of particular interest was which of the methods of Bootstrapping were most effective with a dependent data set. Different...
Show moreDetermining the variance of a statistic (such as the sample median) can be difficult. Various methods of Bootstrapping (re-sampling with replacement) were used to estimate variance of one or more statistics based on a single sample. This estimator was compared to the empirical estimators based on repeated simulations of various sample sizes from a given distribution. Of particular interest was which of the methods of Bootstrapping were most effective with a dependent data set. Different degrees of dependency were used for the simulations with dependent data.
Show less - Date Issued
- 2008
- PURL
- http://purl.flvc.org/fau/fd/FA00000738
- Subject Headings
- Bootstrap (Statistics), Social sciences--Statistical methods, Mathematical statistics, Sampling (Statistics), Estimation theory, Nonparametric statistics
- Format
- Document (PDF)
- Title
- Bayesian approach to an exponential hazard regression model with a change point.
- Creator
- Abraha, Yonas Kidane, Qian, Lianfen, Florida Atlantic University, Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
This thesis contains two parts. The first part derives the Bayesian estimator of the parameters in a piecewise exponential Cox proportional hazard regression model, with one unknown change point for a right censored survival data. The second part surveys the applications of change point problems to various types of data, such as long-term survival data, longitudinal data and time series data. Furthermore, the proposed method is then used to analyse a real survival data.
- Date Issued
- 2014
- PURL
- http://purl.flvc.org/fau/fd/FA00004013
- Subject Headings
- Bayesian statistical decision theory, Mathematical statistics, Multivariate analysis -- Data processing
- Format
- Document (PDF)
- Title
- A computation of the Hall coefficient g(q)[('6,4,2)(,42)(,4,2)].
- Creator
- Anez, Myriam T., Florida Atlantic University, Schmidmeier, Markus
- Abstract/Description
-
Let L be a uniserial ring of length n, with maximal ideal r , and finite residue field Λ/ r . We consider Λ-modules which possess a finite composition series. We note that a Λ-module has the form B ≅ ⨁i=1m Λ/ rli , where the type of B is the partition l = ( l1,&ldots;,lm ) denoted by t(B). For Λ-modules A, B, C with t(A) = m , t(B) = l , t(C) = n , if A ⊆ B, and B/A ≅ C, we define GBAC = |{U ⊆ B : U ≅ A and B/U ≅ C}|. We show that GBAC = MonoA,B,C Aut A = | S (A, B, C)/∼| = glmn (q),...
Show moreLet L be a uniserial ring of length n, with maximal ideal r , and finite residue field Λ/ r . We consider Λ-modules which possess a finite composition series. We note that a Λ-module has the form B ≅ ⨁i=1m Λ/ rli , where the type of B is the partition l = ( l1,&ldots;,lm ) denoted by t(B). For Λ-modules A, B, C with t(A) = m , t(B) = l , t(C) = n , if A ⊆ B, and B/A ≅ C, we define GBAC = |{U ⊆ B : U ≅ A and B/U ≅ C}|. We show that GBAC = MonoA,B,C Aut A = | S (A, B, C)/∼| = glmn (q), where |Λ/ r | = q, and the last equality comes from evaluating the Hall polynomial glmn (t) ∈ Z [t] at q, as stated in Hall's Theorem. We note that GBAC make up the coefficients of the Hall algebra. We provide a proof that the Hall algebra is a commutative and associative ring. Using the property of associativity of the Hall algebra and I. G. MacDonald's formula: glb1l =qnl -nb-n 1li≥ 1l'i -b'i,b' i-l'i+1 q-1 we develop a procedure to generate arbitrary Hall polynomials and we compute g6,4,2 4,24,2 (q).
Show less - Date Issued
- 2005
- PURL
- http://purl.flvc.org/fcla/dt/13289
- Subject Headings
- Mathematical statistics, Algebra, Abstract, Abelian groups
- Format
- Document (PDF)
- Title
- A comparison of statistical tests for crossover designs.
- Creator
- Moosai-Sitahal, Susan, Florida Atlantic University, Correa, Jose A.
- Abstract/Description
-
In this thesis a comparative study of treatment and carryover effects is performed for five statistical tests as they apply to a three treatment, three period crossover design. These tests are two likelihood based tests, namely, Ordinary Least Squares and Modified F-Test Approximation; two non parametric tests, the one of Bellavance and Tardif (1995) and the other of Ohrvik (1998); and The Generalized Estimating Equations test. This crossover design consists of six possible treatment...
Show moreIn this thesis a comparative study of treatment and carryover effects is performed for five statistical tests as they apply to a three treatment, three period crossover design. These tests are two likelihood based tests, namely, Ordinary Least Squares and Modified F-Test Approximation; two non parametric tests, the one of Bellavance and Tardif (1995) and the other of Ohrvik (1998); and The Generalized Estimating Equations test. This crossover design consists of six possible treatment sequences, (123, 132, 213, 231, 312 and 321) made up of three treatments, say 1, 2 and 3, being assigned to six subjects per group, for n groups. For each sequence, observations are taken for each period following the treatment. The statistical tests were used to determine treatment effects and carryover effects. Data is simulated for group sizes of 4, 8, 12 and 24 subjects per sequence, and different covariance structures. For each simulation, 2000 independent samples were generated and significance tests using the above five methods were carried out. The empirical percentage of Type I error for each test was defined as the proportion of p-values smaller or equal to a specified nominal alpha level. Alpha levels of 0.01%, 0.05% and 0.1% were chosen in this study.
Show less - Date Issued
- 2002
- PURL
- http://purl.flvc.org/fcla/dt/12942
- Subject Headings
- Least squares, Generalized estimating equations, Mathematical statistics
- 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
-
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
- The enumeration of lattice paths and walks.
- Creator
- Gao, Shanzhen., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
A well-known long standing problem in combinatorics and statistical mechanics is to find the generating function for self-avoiding walks (SAW) on a two-dimensional lattice, enumerated by perimeter. A SAW is a sequence of moves on a square lattice which does not visit the same point more than once. It has been considered by more than one hundred researchers in the pass one hundred years, including George Polya, Tony Guttmann, Laszlo Lovasz, Donald Knuth, Richard Stanley, Doron Zeilberger,...
Show moreA well-known long standing problem in combinatorics and statistical mechanics is to find the generating function for self-avoiding walks (SAW) on a two-dimensional lattice, enumerated by perimeter. A SAW is a sequence of moves on a square lattice which does not visit the same point more than once. It has been considered by more than one hundred researchers in the pass one hundred years, including George Polya, Tony Guttmann, Laszlo Lovasz, Donald Knuth, Richard Stanley, Doron Zeilberger, Mireille Bousquet-Mlou, Thomas Prellberg, Neal Madras, Gordon Slade, Agnes Dit- tel, E.J. Janse van Rensburg, Harry Kesten, Stuart G. Whittington, Lincoln Chayes, Iwan Jensen, Arthur T. Benjamin, and many others. More than three hundred papers and a few volumes of books were published in this area. A SAW is interesting for simulations because its properties cannot be calculated analytically. Calculating the number of self-avoiding walks is a common computational problem. A recently proposed model called prudent self-avoiding walks (PSAW) was first introduced to the mathematics community in an unpublished manuscript of Pra, who called them exterior walks. A prudent walk is a connected path on square lattice such that, at each step, the extension of that step along its current trajectory will never intersect any previously occupied vertex. A lattice path composed of connected horizontal and vertical line segments, each passing between adjacent lattice points. We will discuss some enumerative problems in self-avoiding walks, lattice paths and walks with several step vectors. Many open problems are posted.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3183129
- Subject Headings
- Combinatorial analysis, Approximation theory, Mathematical statistics, Limit theorems (Probabilty theory)
- Format
- Document (PDF)
- Title
- Optimization and inductive models for continuous estimation of hydrologic variables.
- Creator
- Brown, Ricardo Eric., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
-
This thesis develops methodologies for continuous estimation of hydrological variables which infill missing daily rainfall data and the forecast of weekly streamflows from a watershed. Several mathematical programming formulations were developed and used to estimate missing historical rainfall data. Functional relationships were created between radar precipitation and known rain gauge data then are used to estimate the missing data. Streamflow predictions models require highly non-linear...
Show moreThis thesis develops methodologies for continuous estimation of hydrological variables which infill missing daily rainfall data and the forecast of weekly streamflows from a watershed. Several mathematical programming formulations were developed and used to estimate missing historical rainfall data. Functional relationships were created between radar precipitation and known rain gauge data then are used to estimate the missing data. Streamflow predictions models require highly non-linear mathematical models to capture the complex physical characteristics of a watershed. An artificial neural network model was developed for streamflow prediction. There are no set methods of creating a neural network and the selection of architecture and inputs to a neural network affects the performance. This thesis addresses this issue with automated input and network architecture selection through optimization. MATLABª scripts are developed and used to test many combinations and select a model through optimization.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3342036
- Subject Headings
- Hydorlogic models, Mathematics, Fuzzy logic, Spatial analysis (Statistics), Stream measurements
- 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
-
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
- Discounting the role of causal attributions in the ANOVA model of attribution.
- Creator
- Hakala, Kori A., Charles E. Schmidt College of Science, Department of Psychology
- Abstract/Description
-
For years attribution research has been dominated by the ANOVA model of behavior which proposes that people construct their dispositional attributions of others by carefully comparing and weighing all situational information using mental computations similar to the processes used by researchers to analyze data. A preliminary experiment successfully determined that participants were able to distinguish differences in variability assessed across persons (high vs. low consensus) and across...
Show moreFor years attribution research has been dominated by the ANOVA model of behavior which proposes that people construct their dispositional attributions of others by carefully comparing and weighing all situational information using mental computations similar to the processes used by researchers to analyze data. A preliminary experiment successfully determined that participants were able to distinguish differences in variability assessed across persons (high vs. low consensus) and across situations (high vs. low distinctiveness). Also, it was clear that the subjects could evaluate varying levels of situational constraint. A primary experiment administered to participants immediately following the preliminary study determined that participants grossly under-utilized those same variables when making dispositional attributions. Results gave evidence against the use of traditional ANOVA models and support for the use of the Behavior Averaging Principle of Attribution.
Show less - Date Issued
- 2008
- PURL
- http://purl.flvc.org/FAU/166450
- Subject Headings
- Social sciences, Statistical methods, Analysis of variance, Data processing, Mathematical statistics, Attribution (Social psychology)
- Format
- Document (PDF)
- Title
- Hybrid model for optimization of cost operations for a university transit service.
- Creator
- Portal Palomo, Alicia Benazir., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
- Abstract/Description
-
The demand on transportation infrastructure is dramatically increasing due to population growth causing the transportation systems to be pushed to their limits. With the projected population growth, not only for the U.S. but especially for the higher education field, university campuses are of great importance for transportation engineers. Urban univeristy campuses are considered major trip generators and with the population forecast many challenges are bound to arise. The implementation of...
Show moreThe demand on transportation infrastructure is dramatically increasing due to population growth causing the transportation systems to be pushed to their limits. With the projected population growth, not only for the U.S. but especially for the higher education field, university campuses are of great importance for transportation engineers. Urban univeristy campuses are considered major trip generators and with the population forecast many challenges are bound to arise. The implementation of an improved transit system provides a lower-cost solution to the continuously increasing congestion problems in university campus road networks and surrounding areas. This paper presents a methodology focused on the development of a hybrid system concentrated in three main aspects of transit functionality : access to bus stop location, reasonable travel time and low cost. Two methods for bus stop locations assessment are presented for two levels of analysis : microscopic and mesoscopic. The resulting travel time from the improved bus stop locations is analyzed and compared to the initial conditions by using a microsimulation platform. The development of a mathematical model targets the overall system's cost minimization, including user and operator cost, while maximizing the service coverage. The results demonstrate the benefits of the bus stop assessment by the two applied methods, as well as, the benefits of the route and headway selection based on the mathematical model. Moreover, the results indicate that the generation of routes using travel time as the impedance factor generates the optimal possible routes to obtain the minimum system's overall cost.
Show less - Date Issued
- 2012
- PURL
- http://purl.flvc.org/FAU/3352277
- Subject Headings
- Local transit, Statistics, Transportation planning, Mathematical models, System analysis, Statistical methods, Transportation, Data processing
- Format
- Document (PDF)
- Title
- Stochastic optimal impulse control of jump diffusions with application to exchange rate.
- Creator
- Perera, Sandun C., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
-
We generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control...
Show moreWe generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control problems by a sequence of iterated optimal stopping problems which is also introduced in Oksendal and Sulem (2004). We develop new results which allow us to reduce a given impulse control problem to a sequence of iterated optimal stopping problems even though the original process is affected by interventions.
Show less - Date Issued
- 2009
- PURL
- http://purl.flvc.org/FAU/3174308
- Subject Headings
- Management, Mathematical models, Control theory, Stochastic differential equations, Distribution (Probability theory), Optimal stopping (Mathematical statistics), Economics, Mathematical
- 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
-
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
- 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
-
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
- Feature selection techniques and applications in bioinformatics.
- Creator
- Dittman, David, College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
- Abstract/Description
-
Possibly the largest problem when working in bioinformatics is the large amount of data to sift through to find useful information. This thesis shows that the use of feature selection (a method of removing irrelevant and redundant information from the dataset) is a useful and even necessary technique to use in these large datasets. This thesis also presents a new method in comparing classes to each other through the use of their features. It also provides a thorough analysis of the use of...
Show morePossibly the largest problem when working in bioinformatics is the large amount of data to sift through to find useful information. This thesis shows that the use of feature selection (a method of removing irrelevant and redundant information from the dataset) is a useful and even necessary technique to use in these large datasets. This thesis also presents a new method in comparing classes to each other through the use of their features. It also provides a thorough analysis of the use of various feature selection techniques and classifier in different scenarios from bioinformatics. Overall, this thesis shows the importance of the use of feature selection in bioinformatics.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3175016
- Subject Headings
- Bioinformatifcs, Data mining, Technological innovations, Computational biology, Combinatorial group theory, Filters (Mathematics), Ranking and selection (Statistics)
- 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
-
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
- 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
- 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
-
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
- Stability analysis of feature selection approaches with low quality data.
- Creator
- Altidor, Wilker., College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
- Abstract/Description
-
One of the greatest challenges to data mining is erroneous or noisy data. Several studies have noted the weak performance of classification models trained from low quality data. This dissertation shows that low quality data can also impact the effectiveness of feature selection, and considers the effect of class noise on various feature ranking techniques. It presents a novel approach to feature ranking based on ensemble learning and assesses these ensemble feature selection techniques in...
Show moreOne of the greatest challenges to data mining is erroneous or noisy data. Several studies have noted the weak performance of classification models trained from low quality data. This dissertation shows that low quality data can also impact the effectiveness of feature selection, and considers the effect of class noise on various feature ranking techniques. It presents a novel approach to feature ranking based on ensemble learning and assesses these ensemble feature selection techniques in terms of their robustness to class noise. It presents a noise-based stability analysis that measures the degree of agreement between a feature ranking techniques output on a clean dataset versus its outputs on the same dataset but corrupted with different combinations of noise level and noise distribution. It then considers classification performances from models built with a subset of the original features obtained after applying feature ranking techniques on noisy data. It proposes the focused ensemble feature ranking as a noise-tolerant approach to feature selection and compares focused ensembles with general ensembles in terms of the ability of the selected features to withstand the impact of class noise when used to build classification models. Finally, it explores three approaches for addressing the combined problem of high dimensionality and class imbalance. Collectively, this research shows the importance of considering class noise when performing feature selection.
Show less - Date Issued
- 2011
- PURL
- http://purl.flvc.org/FAU/3174501
- Subject Headings
- Data mining, Technological innovations, Combinatorial group theory, Filters (Mathematics), Ranking and selection (Statistics)
- 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
- New Results in Group Theoretic Cryptology.
- Creator
- Sramka, Michal, Florida Atlantic University, Magliveras, Spyros S., Charles E. Schmidt College of Science, Department of Mathematical Sciences
- Abstract/Description
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With the publication of Shor's quantum algorithm for solving discrete logarithms in finite cyclic groups, a need for new cryptographic primitives arose; namely, for more secure primitives that would prevail in the post-quantum era. The aim of this dissertation is to exploit some hard problems arising from group theory for use in cryptography. Over the years, there have been many such proposals. We first look at two recently proposed schemes based on some form of a generalization of the...
Show moreWith the publication of Shor's quantum algorithm for solving discrete logarithms in finite cyclic groups, a need for new cryptographic primitives arose; namely, for more secure primitives that would prevail in the post-quantum era. The aim of this dissertation is to exploit some hard problems arising from group theory for use in cryptography. Over the years, there have been many such proposals. We first look at two recently proposed schemes based on some form of a generalization of the discrete logari thm problem (DLP), identify their weaknesses, and cryptanalyze them. By applying the exper tise gained from the above cryptanalyses, we define our own generalization of the DLP to arbitrary finite groups. We show that such a definition leads to the design of signature schemes and pseudo-random number generators with provable security under a security assumption based on a group theoretic problem. In particular, our security assumption is based on the hardness of factorizing elements of the projective special linear group over a finite field in some representations. We construct a one-way function based on this group theoretic assumption and provide a security proof.
Show less - Date Issued
- 2006
- PURL
- http://purl.flvc.org/fau/fd/FA00000878
- Subject Headings
- Group theory, Mathematical statistics, Cryptography, Combinatorial designs and configurations, Data encryption (Computer science), Coding theory
- Format
- Document (PDF)