Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: envelopes; numeric; time series; events; mining. Includes bibliographical references (leaves 71-72 ).

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This thesis considers an approach to evaluate the effectiveness of risk communications for prescription drugs by performing interrupted time series analysis of prescription drug volumes prior to and after the risk communication date. The paper presents methods for detecting change in the presence of autocorrelation and techniques to reduce bias in estimation. Statistical results and data plots are presented for 63 data series. Size and power of the statistical techniques are considered, and a correspondence analysis between these statistical techniques and a small group of physicians is performed. The methods considered in this thesis correspond weakly with physician sentiment, and exhibit inflated type I errors in the presence of significant autocorrelation.

Ph.D. / Harmonic time series are often used to describe the periodic nature of a time series, for example the periodic nature of a variable star’s observed light curve. Statistical methods for determining the number of harmonic components to include in harmonic time series are limited. In this thesis a stepwise bootstrap procedure based on a F-type statistic is suggested. The performance of the stepwise procedure is compared to that of Schwartz’s Bayesian Criterion (SBC) and a procedure based on a statistic described by Siegel (1980). Harmonic series with correlated noise terms and irregularly spaced observations are also considered. Tests to detect changes in harmonic parameters are also derived in this thesis. A cumulative sum statistic to test for constant amplitude is derived. It is shown that testing for constant amplitude is equivalent to testing for constant slope in simple linear regression. We also derive a likelihood ratio statistic to test for constant amplitude. It is shown that the latter likelihood ratio statistic is asymptotically equivalent to the cumulative sum statistic. These statistics are compared to a quadratic form statistic used by Koen (2009). Likelihood ratio tests are also derived for detecting changes in the frequency or phase of harmonic time series. Graphical devices to aid in diagnostic checking are suggested.

Forecasting tools play an important role in public response to epidemics. Despite this, limited work has been done in comparing best-in-class techniques across the broad spectrum of time series forecasting methodologies. Forecasting frameworks were developed that utilised three methods designed to work with nonlinear dynamics: Iterated Filtering (IF) 2, Hamiltonian MCMC (HMC), and S-mapping. These were compared in several forecasting scenarios including a seasonal epidemic and a spatiotemporal epidemic. IF2 combined with parametric bootstrapping produced superior predictions in all scenarios. S-mapping combined with Dewdrop Regression produced forecasts slightly less-accurate than IF2 and HMC, but demonstrated vastly reduced running times. Hence, S-mapping with or without Dewdrop Regression should be used to glean initial insight into future epidemic behaviour, while IF2 and parametric bootstrapping should be used to refine forecast estimates in time. / Thesis / Master of Science (MSc)

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ITC/USA 2006 Conference Proceedings / The Forty-Second Annual International Telemetering Conference and Technical Exhibition / October 23-26, 2006 / Town and Country Resort & Convention Center, San Diego, California / DataProbeCLASSIC is the new PC-based version of the classic tool for telemetry data analysis and visualization. DataProbe was the brainchild of the Unites States Navy and its contractors. At a time when computer terminals were expensive and graphical visualization of data was cutting edge, this software product was specifically designed to process time-series data in an efficient manner. The primary strength of DataProbe is the capability to read specific data items for specific time slices from very large data files rather than reading the entire data file into memory. The efficiency and versatility of the product was quickly noted, and it gained widespread use within the testing community. This paper presents a brief history of the legacy product and discusses the features and strengths of new implementation.

In order to optimise the Resonance Enhanced Drilling (RED) performance in different rock formations, it is important to understand both the influence of the system parameters on the drilling dynamics, and other measures that are involved in the drilling operation. This work studies the dynamic behaviour of the drilling system. It also investigates the influence of various system parameters on the drilling module dynamics in order to identify in real-time the formation being drilled from the dynamical responses of the drilling assembly. It also aims to optimise the selection of the operating parameters for a drilled formation, resulting in an improvement in the Rate Of Penetration (ROP). A nonlinear time series analysis approach has been used to infer the changes in the system parameters from subtle changes in the system dynamics. Using the acceleration time-series as a measurement of simulated and experimental impact oscillators representing a model for drilling conditions with intermittent impacts, the systems attractors were reconstructed and characterised. It is shown that the stiffness correlates well with the topology of the reconstructed attractor. Nonimpacting trajectories formed an approximate plane within the three dimensional reconstructed phase-space. Contact with the constraint caused a systematic deviation from the linear subspace, the inclination of which, measured by statistics of the tangent vector, can be used to infer the stiffness. Based on the developed framework it is now possible to classify stiffness of the impacted material from a single variable in a simple way and in real-time. An experimental impact drilling rig was designed, built and used to study the influence of the system parameters on the high-frequency impact drilling. The newly designed rig is a smaller and simpler apparatus. It is designed to mimic the actual RED apparatus in terms of providing controlled axial vibration into a conventional rotary drilling whilst avoiding complications that might arise from including all RED rig elements. An instrumentation and sensing system was also developed to measure motions and forces resulting from the dynamic interactions between the drill-bit and the rock formations.