Chan, Hon Kit. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (p. 57-59). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Cluster Analysis in Time Series --- p.1 / Chapter 1.2 --- Dissimilarity Measure --- p.2 / Chapter 1.2.1 --- Euclidean Distance --- p.3 / Chapter 1.2.2 --- Pearson's Correlation Coefficient --- p.3 / Chapter 1.2.3 --- Other Measure --- p.4 / Chapter 1.3 --- Summary --- p.5 / Chapter 2 --- Algorithm and Methodology --- p.8 / Chapter 2.1 --- Algorithm and Methodology --- p.8 / Chapter 2.2 --- Illustrative Examples --- p.14 / Chapter 3 --- Simulation Study --- p.20 / Chapter 3.1 --- Simulation Plan --- p.20 / Chapter 3.2 --- Measure of Performance --- p.24 / Chapter 3.3 --- Simulation Results --- p.27 / Chapter 3.4 --- Results of k-means Clustering --- p.33 / Chapter 4 --- Application on Gene Expression --- p.37 / Chapter 4.1 --- Dataset --- p.37 / Chapter 4.2 --- Parameter Settings --- p.38 / Chapter 4.3 --- Results --- p.38 / Chapter 5 --- Conclusion and Further Research --- p.55

Fung, Yu Hin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 39-40). / Abstracts in English and Chinese. / List of Figures --- p.v / List of Tables --- p.vii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Extremogram --- p.3 / Chapter 2.1 --- Strictly Stationary --- p.3 / Chapter 2.2 --- Regularly Varying: A time series {Xt} --- p.3 / Chapter 2.3 --- (Upper) tail dependence --- p.5 / Chapter 2.4 --- Extremogram --- p.6 / Chapter 3 --- Simulated Models --- p.9 / Chapter 3.1 --- Autoregressive (AR) Process --- p.9 / Chapter 3.1.1 --- The simulation --- p.9 / Chapter 3.1.2 --- Theoretical findings --- p.11 / Chapter 3.2 --- Moving Average (MA) Process --- p.12 / Chapter 3.2.1 --- The simulation --- p.12 / Chapter 3.3 --- GARCH and SV --- p.25 / Chapter 4 --- Applications to Market Data --- p.29 / Chapter 4.1 --- Case study: 2011 Japan Earthquake EOD data --- p.29 / Chapter 4.1.1 --- Data description --- p.29 / Chapter 4.1.2 --- Results --- p.30 / Chapter 4.2 --- Case study: TEPCO multi-timeframe analysis --- p.31 / Chapter 4.2.1 --- Data description --- p.31 / Chapter 4.2.2 --- Results --- p.32 / Chapter 5 --- Summary --- p.37 / References --- p.39

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This thesis will take a look at the roots of modern-day information geometry and some applications into statistical modeling. In order to truly grasp this field, we will first provide a basic and relevant introduction to differential geometry. This includes the basic concepts of manifolds as well as key properties and theorems. We will then explore exponential families with applications of probability distributions. Finally, we select a few time series models and derive the underlying geometries of their manifolds.

Using C. Fefferman's embedding of a charge space in a measure space allows us to apply standard interpolation theorems to the establishment of norm inequalities for Besicovitch almost periodic functions. This yields a significant improvement to the results of A. Avantaggiati, G. Bruno and R. Iannacci. / Includes bibliography. / Dissertation (Ph.D.)--Florida Atlantic University, 2019. / FAU Electronic Theses and Dissertations Collection

Three macroeconomic issues are examined in separate self-contained studies. The first study tests the business cycle theory with application of an enhanced Augmented Dickey-Fuller test on the U.S. time series of real gross national product. Unlike previous studies, the null hypothesis of a unit root is rejected. The second study tests for IS-LM conditions in the U.S. during the post-Bretton Woods era by combining the Johansen's approach to cointegration with bootstrap algorithms. The estimated model produces a dynamic version of the IS-LM that permits short-term evaluations of fiscal and monetary policies. The third study seeks to explain the observed persistence in the Bolivan dollarization process. It is found that dollarization is now an irreversible process, with the Bolivian economy in transition toward equalization with U.S. prices and interest rates.

Web Services can be seen from two views ? one that it is a purely technological advance and the other that it is a capability that an organisation can deploy to meet a business objective. Much has been said about the first view but not much has been said about the second view. The underlying premise of this research is that in the context of an ever-increasing competitive environment, an organisation needs to take into account these important aspects: What is the business strategy of the organisation, which adopts Web Services? Does the IT align with the business strategy of the organisation? The aim of this research is to capture and describe business-IT problems in the context of strategic requirements and Web Services. As a means to align a Web Services initiative with business strategy, we propose a Requirements Engineering framework to capture the business objectives of an organisation from strategy to implementation. The methodology that we propose provides a roadmap from business strategy, to the strategic objectives to implementation in four dimensions: innovation, customer relationship management, infrastructure management and financials. The proposed framework extends the e-Business Modelling Ontology (eBMO) of Pigneur and Osterwalder by applying Bleistein et al?s Progression of Problems to understand the strategic objectives and the business context. We have presented 2 examples as proof of concept. We have experimented with our methodology on Amazon.com and Dell.com ?cases developed from the literature? as these organisations are aggressively pursuing Web Services as a part of their IT and business strategy. We use the Problem Frames approach to capture the business objectives and the problem context of an organisation deploying Web Services and to create a strategic alignment between the business strategy and the information technology. The approach presented in this thesis is used to understand Amazon and Dell?s strategy and strategic objectives. It was possible to capture strategic objectives and the strategic context through combination of the eBMO and Progression of Problems. It was also possible to trace this to Web Services requirement description through application of Problem Frames. The framework combines with Bleistein et al?s Progression of Problems at the strategic level and applies Problem Frames at the operational level. It takes the problem-oriented view of the whole process, but does not apply Problem Frames throughout, at least not in their original formulation by Jackson.

Department of Civil, Surveying and Environmental Engineering. Includes bibliographical references (leaves R-1--R-9)

This article investigates the detection and identification problems for changing of regimes about non-linear time series process. We apply the concept of genetic algorithm and AIC criterion to test the changing of regimes. This way is different from traditional detection methods According to our statistical decision procedure, the mean of moving average and the genetic detection for the underlying time series will be considered to decide change points. Finally, an empirical application about the detection and identification of change points for the Taiwan Business Cycle is illustrated.