In experiments with repeated measurements made on the same subjects, the repeated observations in time may be correlated. Therefore, the assumption of independent observations cannot be made in general. This thesis considers the experimental design with treatments in a two-way classification with a disproportionate number of subjects allocated to each treatment combination and repeated measurements made on the subjects. A procedure is shown to be applicable for computing an analysis under somewhat restrictive assumptions. It is assumed that the variances are equal for all times and the correlations in time are equal. The tests obtained are for the three-factor interaction, the two-factor interactions assuming the three-factor interaction zero, and the main effects assuming all interactions zero. The procedure requires the inverse of one matrix, some matrix multiplication, and the calculation of some standard sums of squares. / Master of Science

Most of the cardiac structural abnormalities will be examined by echocardiography. With more understanding of heart diseases, it is commonly recognized that heart failures are closely related to left ventricular systolic and diastolic functions. This work discusses the association between gray-scale differences and the risk of heart disease from the changes in left ventricular systole and diastole of ultrasound image. Owing to the large dimension of data matrix, following Chen (2011), we also simplify the influence factors by factor analysis and calculate factor scores to present the characteristics of subjects. Two kinds of classification criteria are used in this work, namely logistic model with distance indicator and discriminant function. According to Guo et al. (2001), we calculate the Mahalanobis distance from each subject to the center of normal and abnormal group, then use logistic model to fit the distances for classification later. This is called logistic model with distance indicator. For the discriminant analysis, the regularized method by Friedman (1989) for estimation of covariance matrix is used, which is more flexible and can improve the covariance matrix estimates when the sample size is small. As far as the cut-point of ROC curve, following the approach as in Hanley et al. (1982), we find the most appropriate cut-point which has good performances for both sensitivity and specificity under the same classification criteria. Then the regularized method and the cut-point of ROC curve are combined to be a new classification criterion. The results under the new classification criterion are presented to classify normal and abnormal groups.

Call number: LD2668 .T4 1984 S335 / Master of Music / Music, Theatre, and Dance

Thesis (PhD (Statistics and Actuarial Science))—University of Stellenbosch, 2008. / The problem of variable selection in binary kernel classification is addressed in this thesis. Kernel methods are fairly recent additions to the statistical toolbox, having originated approximately two decades ago in machine learning and artificial intelligence. These methods are growing in popularity and are already frequently applied in regression and classification problems. Variable selection is an important step in many statistical applications. Thereby a better understanding of the problem being investigated is achieved, and subsequent analyses of the data frequently yield more accurate results if irrelevant variables have been eliminated. It is therefore obviously important to investigate aspects of variable selection for kernel methods. Chapter 2 of the thesis is an introduction to the main part presented in Chapters 3 to 6. In Chapter 2 some general background material on kernel methods is firstly provided, along with an introduction to variable selection. Empirical evidence is presented substantiating the claim that variable selection is a worthwhile enterprise in kernel classification problems. Several aspects which complicate variable selection in kernel methods are discussed. An important property of kernel methods is that the original data are effectively transformed before a classification algorithm is applied to it. The space in which the original data reside is called input space, while the transformed data occupy part of a feature space. In Chapter 3 we investigate whether variable selection should be performed in input space or rather in feature space. A new approach to selection, so-called feature-toinput space selection, is also proposed. This approach has the attractive property of combining information generated in feature space with easy interpretation in input space. An empirical study reveals that effective variable selection requires utilisation of at least some information from feature space. Having confirmed in Chapter 3 that variable selection should preferably be done in feature space, the focus in Chapter 4 is on two classes of selecion criteria operating in feature space: criteria which are independent of the specific kernel classification algorithm and criteria which depend on this algorithm. In this regard we concentrate on two kernel classifiers, viz. support vector machines and kernel Fisher discriminant analysis, both of which are described in some detail in Chapter 4. The chapter closes with a simulation study showing that two of the algorithm-independent criteria are very competitive with the more sophisticated algorithm-dependent ones. In Chapter 5 we incorporate a specific strategy for searching through the space of variable subsets into our investigation. Evidence in the literature strongly suggests that backward elimination is preferable to forward selection in this regard, and we therefore focus on recursive feature elimination. Zero- and first-order forms of the new selection criteria proposed earlier in the thesis are presented for use in recursive feature elimination and their properties are investigated in a numerical study. It is found that some of the simpler zeroorder criteria perform better than the more complicated first-order ones. Up to the end of Chapter 5 it is assumed that the number of variables to select is known. We do away with this restriction in Chapter 6 and propose a simple criterion which uses the data to identify this number when a support vector machine is used. The proposed criterion is investigated in a simulation study and compared to cross-validation, which can also be used for this purpose. We find that the proposed criterion performs well. The thesis concludes in Chapter 7 with a summary and several discussions for further research.

Thesis (PhD (Statistics and Actuarial Science))—Stellenbosch University, 2008. / Kernel Fisher discriminant analysis (KFDA) is a kernel-based technique that can be used to classify observations of unknown origin into predefined groups. Basically, KFDA can be viewed as a non-linear extension of Fisher’s linear discriminant analysis (FLDA). In this thesis we give a detailed explanation how FLDA is generalized to obtain KFDA. We also discuss two methods that are related to KFDA. Our focus is on binary classification. The influence of atypical cases in discriminant analysis has been investigated by many researchers. In this thesis we investigate the influence of atypical cases on certain aspects of KFDA. One important aspect of interest is the generalization performance of the KFD classifier. Several other aspects are also investigated with the aim of developing criteria that can be used to identify cases that are detrimental to the KFD generalization performance. The investigation is done via a Monte Carlo simulation study. The output of KFDA can also be used to obtain the posterior probabilities of belonging to the two classes. In this thesis we discuss two approaches to estimate posterior probabilities in KFDA. Two new KFD classifiers are also derived which use these probabilities to classify observations, and their performance is compared to that of the original KFD classifier. The main objective of this thesis is to develop criteria which can be used to identify cases that are detrimental to the KFD generalization performance. Nine such criteria are proposed and their merit investigated in a Monte Carlo simulation study as well as on real-world data sets. Evaluating the criteria on a leave-one-out basis poses a computational challenge, especially for large data sets. In this thesis we also propose using the smallest enclosing hypersphere as a filter, to reduce the amount of computations. The effectiveness of the filter is tested in a Monte Carlo simulation study as well as on real-world data sets.

Thesis (MComm) -- Stellenbosch University, 2002. / ENGLISH ABSTRACT: Consider a data set with a categorical response variable and a set of explanatory variables. The response variable can have two or more categories and the explanatory variables can be numerical or categorical. This is a typical setup for a classification analysis, where we want to model the response based on the explanatory variables. Traditional statistical methods have been developed under certain assumptions such as: the explanatory variables are numeric only and! or the data follow a multivariate normal distribution. hl practice such assumptions are not always met. Different research fields generate data that have a mixed structure (categorical and numeric) and researchers are often interested using all these data in the analysis. hl recent years robust methods such as classification trees have become the substitute for traditional statistical methods when the above assumptions are violated. Classification trees are not only an effective classification method, but offer many other advantages. The aim of this thesis is to highlight the advantages of classification trees. hl the chapters that follow, the theory of and further developments on classification trees are discussed. This forms the foundation for the CART software which is discussed in Chapter 5, as well as other software in which classification tree modeling is possible. We will compare classification trees to parametric-, kernel- and k-nearest-neighbour discriminant analyses. A neural network is also compared to classification trees and finally we draw some conclusions on classification trees and its comparisons with other methods. / AFRIKAANSE OPSOMMING: Beskou 'n datastel met 'n kategoriese respons veranderlike en 'n stel verklarende veranderlikes. Die respons veranderlike kan twee of meer kategorieë hê en die verklarende veranderlikes kan numeries of kategories wees. Hierdie is 'n tipiese opset vir 'n klassifikasie analise, waar ons die respons wil modelleer deur gebruik te maak van die verklarende veranderlikes. Tradisionele statistiese metodes is ontwikkelonder sekere aannames soos: die verklarende veranderlikes is slegs numeries en! of dat die data 'n meerveranderlike normaal verdeling het. In die praktyk word daar nie altyd voldoen aan hierdie aannames nie. Verskillende navorsingsvelde genereer data wat 'n gemengde struktuur het (kategories en numeries) en navorsers wil soms al hierdie data gebruik in die analise. In die afgelope jare het robuuste metodes soos klassifikasie bome die alternatief geword vir tradisionele statistiese metodes as daar nie aan bogenoemde aannames voldoen word nie. Klassifikasie bome is nie net 'n effektiewe klassifikasie metode nie, maar bied baie meer voordele. Die doel van hierdie werkstuk is om die voordele van klassifikasie bome uit te wys. In die hoofstukke wat volg word die teorie en verdere ontwikkelinge van klassifikasie bome bespreek. Hierdie vorm die fondament vir die CART sagteware wat bespreek word in Hoofstuk 5, asook ander sagteware waarin klassifikasie boom modelering moontlik is. Ons sal klassifikasie bome vergelyk met parametriese-, "kernel"- en "k-nearest-neighbour" diskriminant analise. 'n Neurale netwerk word ook vergelyk met klassifikasie bome en ten slote word daar gevolgtrekkings gemaak oor klassifikasie bome en hoe dit vergelyk met ander metodes.

published_or_final_version / Management Studies / Master / Master of Business Administration

In the Canadian Cordillera, Mesozoic calcalkaline and alkaline intrusive igneous rocks that are prospective for hosting porphyry Cu-Au mineralization may be overlain by thick glacial overburden. Previous studies have shown that magnetite from ore deposits has a unique trace element signature that differs from magnetite in common igneous or metamorphic rocks. This study investigated if the composition of ore-related magnetite in till could provide a unique exploration tool to locate porphyry deposits in glaciated terrain. Bulk till samples were collected over an area of ~700 km2 surrounding the Mount Polley porphyry Cu-Au deposit, south-central British Columbia. Twenty elements were measured by LA-ICP-MS in ~50 detrital magnetite grains in each of 20 till samples. Previously proposed discrimination diagrams are proven to be of limited use in correctly identifying ore-related magnetite. Therefore, linear discriminant analysis (LDA) was performed on a compiled dataset of magnetite compositions from various porphyry deposits and intrusive igneous rocks in order to rigorously redefine the chemical signature of hydrothermal magnetite from porphyry systems. Application of the LDA models to magnetite in till found that the dispersal of hydrothermal grains from Mount Polley is coincident with the deposit and the interpreted ice-flow history. Anomalous concentrations of hydrothermal magnetite grains in till are detected up to 2.5 km west-southwest and 4 km northwest of the deposit, indicating that magnetite has a strong potential to be an effective indicator in mineral exploration for porphyry systems. / Graduate

This research examines certain modifications of the mathematical programming models to improve their classificatory performance. These modifications involve the inclusion of second-order terms and secondary goals in mathematical programming models. A Monte Carlo simulation study is conducted to investigate the performance of two standard parametric models and various mathematical programming models, including the MSD (minimize sum of deviations) model, the MIP (mixed integer programming) model and the hybrid linear programming model.

I Role of Behavioral Finance in Portfolio Investment Decisions: Evidence from India Abstract Extreme volatility has plagued financial markets worldwide since the 2008 Global Crisis. Investor sentiment has been one of the key determinants of market movements. In this context, studying the role played by emotions like fear, greed and anticipation, in shaping up investment decisions seemed important. Behavioral Finance is an evolving field that studies how psychological factors affect decision making under uncertainty. This thesis seeks to find the influence of certain identified behavioral finance concepts (or biases), namely, Overconfidence, Representativeness, Herding, Anchoring, Cognitive Dissonance, Regret Aversion, Gamblers' Fallacy, Mental Accounting, and Hindsight Bias, on the decision making process of individual investors in the Indian Stock Market. Primary data for analysis was gathered by distributing a structured questionnaire among investors who were categorized as (i) young, and (ii) experienced. Results obtained by analyzing a sample of 92 respondents, out of which 53 admitted to having suffered a loss of at least 30% because of the crisis, revealed that the degree of exposure to the biases separated the behavioral pattern of young and experienced investors. Gamblers' Fallacy, Anchoring and...