31 |
Analýza EEG signálů při Stroopově testu / EEG Signal Analysis during the Stroop TestTolaszová, Eva January 2009 (has links)
Master’s thesis deals with the measurement of biological signals for the effect of psychological burden. To monitor this effect was elected Stroop test, which is in the psychology used to detect disorders of attention and concentration. EEG and ECG signals during Stroop test were obtained using the EEG recording systém, in the context of research evoked potentials. As a part of the work it has been designed custom application for analyzing and interpreting data and statistical analysis by t-test.
|
32 |
An Iterative Feature Perturbation Method for Gene Selection from Microarray DataCanul Reich, Juana 11 June 2010 (has links)
Gene expression microarray datasets often consist of a limited number of samples relative to a large number of expression measurements, usually on the order of thousands of genes. These characteristics pose a challenge to any classification model as they might negatively impact its prediction accuracy. Therefore, dimensionality reduction is a core process prior to any classification task.
This dissertation introduces the iterative feature perturbation method (IFP), an embedded gene selector that iteratively discards non-relevant features. IFP considers relevant features as those which after perturbation with noise cause a change in the predictive accuracy of the classification model. Non-relevant features do not cause any change in the predictive accuracy in such a situation.
We apply IFP to 4 cancer microarray datasets: colon cancer (cancer vs. normal), leukemia (subtype classification), Moffitt colon cancer (prognosis predictor) and lung cancer (prognosis predictor). We compare results obtained by IFP to those of SVM-RFE and the t-test using a linear support vector machine as the classifier in all cases. We do so using the original entire set of features in the datasets, and using a preselected set of 200 features (based on p values) from each dataset. When using the entire set of features, the IFP approach results in comparable accuracy (and higher at some points) with respect to SVM-RFE on 3 of the 4 datasets. The simple t-test feature ranking typically produces classifiers with the highest accuracy across the 4 datasets. When using 200 features chosen by the t-test, the accuracy results show up to 3% performance improvement for both IFP and SVM-RFE across the 4 datasets. We corroborate these results with an AUC analysis and a statistical analysis using the Friedman/Holm test.
Similar to the application of the t-test, we used the methodsinformation gain and reliefF as filters and compared all three. Results of the AUC analysis show that IFP and SVM-RFE obtain the highest AUC value when applied on the t-test-filtered datasets. This result is additionally corroborated with statistical analysis.
The percentage of overlap between the gene sets selected by any two methods across the four datasets indicates that different sets of genes can and do result in similar accuracies.
We created ensembles of classifiers using the bagging technique with IFP, SVM-RFE and the t-test, and showed that their performance can be at least equivalent to those of the non-bagging cases, as well as better in some cases.
|
33 |
Växelkursdynamik vid stora monetära policybeslut : Fallet Schweiz 2015Hansson, Emil January 2022 (has links)
Ett flertal teorier försöker förklara de starka fluktuationer växelkurser under rörlig regim uppvisar vid monetära policychocker. En av dessa teorier, Rüdiger Dornbusch:s överreaktionsmodell, menar att fluktuationer kan förklaras av skillnader i den tid varurespektive kapitalmarknaden behöver för att anpassa sig till det förändrade penningutbudet. Denna studie avser utreda modellens empiriska förklaringsförmåga genom att applicera den på fallet Schweiz 2015, där en stor och oväntad centralbanksåtgärd skapade kraftiga reaktioner på valutamarknaden. Genom ett t-test testas den potentiella överreaktionens signifikans. T-statistikan påvisar starkt stöd för att växelkursen rör sig i enlighet med Dornbusch:s modell. Diverse känslighetstester genomförs, om vilket samtliga vidimerar resultaten.
|
34 |
Power Analysis for Alternative Tests for the Equality of Means.Li, Haiyin 07 May 2011 (has links) (PDF)
The two sample t-test is the test usually taught in introductory statistics courses to test for the equality of means of two populations. However, the t-test is not the only test available to compare the means of two populations. The randomization test is being incorporated into some introductory courses. There is also the bootstrap test. It is also not uncommon to decide the equality of the means based on confidence intervals for the means of these two populations. Are all those methods equally powerful? Can the idea of non-overlapping t confidence intervals be extended to bootstrap confidence intervals? The powers of seven alternative ways of comparing two population means are analyzed using small samples with data coming from distributions with different degrees of skewness and kurtosis. The analysis is done using simulation; programs in GAUSS were especially written for this purpose.
|
35 |
Is Illiquidity a Good Proxy for Risk? : Can illiquidity have an effect on growth firms' expected return?Carlberg, Vilma, Gyllner, Christina January 2022 (has links)
As previous researchers have discussed the paradigm of risk and return, this study also suggests illiquidity as a good proxy for risk. An illiquid asset, thus higher risk, should generate high return. As Amihud (2002) originally applies an illiquidity measure from daily return and turnover, this thesis elaborates on his average market illiquidity measure AILLIQ on assets of Nasdaq First North Growth Market. Over a five-year period returns are estimated using the CAPM together with the illiquidity proxy on Swedish growth assets. Results are in line with intuitive thoughts of a positive relationship between risk and return. The hypothesis of zero impact is rejected and concludes that illiquidity can have an impact on expected return.
|
36 |
Forensic Analysis Of Automobile Paints By Atomic And Molecular Spectroscopic Methods And Statistical Data AnalysesMcIntee, Erin 01 January 2008 (has links)
The analysis of 110 automotive paint samples was conducted for the research presented here. Laser-induced breakdown spectroscopy (LIBS) was the central instrument utilized for analysis although scanning electron microscopy / energy dispersive x-ray spectroscopy (SEM/EDS) and Fourier transform infrared spectroscopy - attenuated total reflection (FTIR-ATR) analyses were also performed. Two separate methods of LIBS analysis of samples were used: a cross sectional analysis and a drill down analysis. SEM/EDS analysis focused on the cross section while FTIR-ATR analysis concentrated on the clearcoat layer. Several different data/statistical analyses were evaluated including principal components analysis (PCA), two tailed t-tests based on several different metrics (Hit Quality Index (HQI), Pearson's correlation and Sorenson index), multivariate analysis of variance and receiver operating characteristic (ROC) curves. Full spectrum data analysis from LIBS spectra resulted in 99.7% discrimination between different sample comparisons and 12% between same sample comparisons based on HQI and t-tests. Peak analysis of LIBS spectra resulted in 87.5% discrimination between different sample comparisons and 5% between same sample comparisons based on MANOVA. When combining the results of the FTIR-ATR and SEM/EDS analyses, 88% of the samples could be discriminated.
|
37 |
Is there a correlation between the ability to recognise speech-in-noise and sensory memory?Svedberg, Stella January 2023 (has links)
Recently, research has begun to pay more attention to the cognitive functions associated with auditory perception. In this study, two tests are performed to investigate the correlation between the ability to recognise speech-in-noise and the performance of sensory memory, as well as to investigate whether the performance would improve during the sensory memory test. For measuring speech-in-noise, the Hagerman test was used. A random noise test to detect deviant noises was used to measure sensory memory. In total 16 participantstook part in the study (mean age=24.8125, SD=3.14), half of the group began with the Hagerman test, and the other half with the random noise test. Two different statistical analyses were performed on the data. For examining the correlation between the performance on the Hagerman test and the random noise test, a Pearson correlation was used. The results were as follows: p = 0.4962, r = -0.1835734. Observing the results, the tests did indicate a slight negative correlation regarding the r-value, but not a significant correlation. Thus, the analysis did not derive any significant results. The second analysis was a dependent t-test to examine whether there was an improvement in performance during the random noise test, as it was divided into four separate blocks. The analysis showed the following results: t = 1.0266, df = 28.943, p = 0.3131. These results were not significant, though observing the block graph might indicate a tendency for improvement. For further studies, the random noise test should perhaps be modified into an easier version. This is based upon the data, as many of the participants merely got a score above, or even below, chance. Further studiesshould also use a higher number of participants as well to increase the chance of receiving significant results from the tests.
|
38 |
Case study of a contract system : considering pulp prices from 1996-2006Janstad, Tobias January 2007 (has links)
Södra Cell sells 1 900 000 ton pulp every year. Of this 490 000 tonne is sold with a contract system based on a pricing index called PIX NBSK. This index was started in 1996 and reflects the price of pulp from conferious forest. We study the NBSK PIX value of softwood from October 1996 to December 2006. People working in this branch known that there is strong periodicity in the prices. We use predictive analysis to see if clients can benefit from the periodicity and use the options in the contract system Södra offers today. We conclude that a drawback for the current contract system is that there are too many contracts in proportion to the duration time that is one year for all contracts. Using a time series model called ARMA we make successfull predictions the price difference between two contracts. Based on this prediction we change between these contracts, reducing the price with 0.81% in mean during 1997-2006. Due to the total turnover, if all clients would used such predictions during 1997-2006 Södra's income would have been reduced with 2.77 million USD a year in mean. The prices used before PIX are called list prices. The list prices seem to behave like the PIX index. Supposing that the same contract system we see in PIX today was used 1975-2006 with the list price as the base index I made a prediction of the list prices from 1986-2006. Thanks to my predictions, if I had been a client during this period and under mentioned considerations I would have been buying pulp to a price reduced with 0.57%. If clients had known the PIX between 1996-2006 in say 1995 Södra's contract system based on PIX would give them a price reduction that were 1.5% in mean during 1996-2006. Price reduction is not possible all years, but when it occurs it can be as big as 3% of the price. Suppose the clients always choose the contract with the lowest price and thereby get a reduced price over time. Then with 95% probability over a long period the price reduction is somewhere in between 0.4-2.7%. To strangle this price reduction possibility for the clients there are two ways to go: either reduce the number of contracts or extend the duration time of the contracts. To find a suitable duration time, we do spectral density estimation to get indications of which periods that are most important. From this we see that PIX index has a period of five years, wavelet approximated PIX index has 3.4 years and the list prices has a period of 5.6 years. This indicates that current duration time one year is too short. Therefore if it wouldn't effect Södra's clients, an extension of the duration time from one to five years would be good. If Södra don't extend the duration time of the contracts my recommendation is to have fewer contracts. The possibility to change between the contracts ''average last three months'' and ''average current month'' every other year is the weakest point of today's system. Therefore I recommend stop selling pulp to the contract ''average PIX last three months''. We can't prove any longterm difference between the contracts. If Södra chooses to have just one contract from this point of view it does not matter which one they choose. However, it seems like a good idea to follow the global market and therefore I recommend to choose ''average PIX current month'' rather than ''average PIX last three months'' which lags behind the market front. Since the price ''average current month'' is available at FOEX web page I think Södra should choose this contract if they decide to have only one contract. / Södra Cell säljer årligen 1 900 000 ton pappersmassa. Av denna mängd säljs 490 000 ton enligt ett kontraktsystem baserat på ett prisindex som heter PIX NBSK. Detta index introducerades 1996 och reflekterar priset på pappersmassa gjord av barrträd. Jag studerar priset på indexet från Oktober 1996 till December 2006. Dagens kontraktsystem är baserat på kontrakt med löptiden ett år. Jag undersöker om man kan prediktera prisskilllnaden mellan kontrakten, dra nytta att dagens löptid som bara är ett år och välja det kontrakt som ger det billigaste priset så ofta att priset över lång tid reduceras. När man predikterar gör man en uppskattningen av framtiden utifrån en modell av hur framtid beror på dåtid och nutid. Den modell jag har använt kallas ARMA. Denna tillsammans med priserna på pappersmassa från 1975 och framåt gav mig ett fruktbart sätt att förutsäga priserna. Resultatet blev ett pris reducerat med 0.81% i medel under perioden 1996-2006. Eftersom Södra ha så stor försäljningsvolym skulle de ha förlorat 2.27 miljoner dollar per ton i medel om alla kunder ha spekulerat utifrån den modellen jag använde. Om dagens kontraktsystem hade börjat användas 1975 med listpriserna som bas hade en kund som använt min prediktionsmetod fått ett pris reducerat med 0.57% under perioden 1986-2006. Om kunderna i förväg hade vetat priset under 1996-2001 gav det nuvarande systemet en reducerad medelintäkt med 1.5% av priset. Enskilda år reducerades intäkten med så mycket som 3%. Beräknar man konfidensintervall för prisreduktionerna så inser man att på lång sikt kommer dessa vara av storleksordningen 0.4-2.7% med sannolikheten 95%. Detta förutsatt att klienterna kan se in i framtiden. Siffran 2.7% alltså ett mått på hur stor risk man tar med dagens system. Jag tror inte att klienterna kommer reducera priset med 2.7% med nuvarande system, men det är en övre gräns. De gynsamma prediktionerna har sitt ursprung i att det finns periodicitet i priserna. Jag undersöker denna periodicitet med spektralanalys. Periodiciteten för PIX indexet är starkast kring 5 år. En wavelet-approximation av PIX-indexet hade störst periodicitet kring 3.4 år. Listpriserna hade starkast periodicitet kring 5.6 år. Detta indikerar att den nuvarande löptiden, ett år, är för kort. En lämpligare löptid för kontrakten är 5 år. Förmodligen är fem års löptid alltför lång tid att binda sig för många kunder. Därför föreslår jag att man reducerar antalet kontrakt istället. Den största svagheten i dagens system är den korta löptiden tillsammans med kontrakten ''average current month'' och ''average last three months''. Jag rekommenderar att man slutar erbjuda kontraktet ''average last three months''. Det allra säkraste är att endast erbjuda ett kontrakt. Vi har inte kunnat påvisa några skillnader över lång sikt mellan kontrakten såtillvida att något kontrakt skulle ge ett lägre medelpris än ett annat. Ur den aspekten är det godtyckligt vilket kontrakt man väljer, men det verkar vettigt att följa den globala marknaden. Därför är det eftersläpande kontraktet ''average PIX last three months'' inte att rekommendera, välj heller ''average PIX current month''. Ett annat argument för att välja ''average PIX current month'' är att dessa priser finns på FOEX hemsida och inga extra beräkningar behöver göras.
|
39 |
Case study of a contract system : considering pulp prices from 1996-2006Janstad, Tobias January 2007 (has links)
<p>Södra Cell sells 1 900 000 ton pulp every year. Of this 490 000 tonne is sold with a contract system based on a pricing index called PIX NBSK. This index was started in 1996 and reflects the price of pulp from conferious forest. We study the NBSK PIX value of softwood from October 1996 to December 2006.</p><p>People working in this branch known that there is strong periodicity in the prices. We use predictive analysis to see if clients can benefit from the periodicity and use the options in the contract system Södra offers today. We conclude that a drawback for the current contract system is that there are too many contracts in proportion to the duration time that is one year for all contracts. Using a time series model called ARMA we make successfull predictions the price difference between two contracts. Based on this prediction we change between these contracts, reducing the price with 0.81% in mean during 1997-2006. Due to the total turnover, if all clients would used such predictions during 1997-2006 Södra's income would have been reduced with 2.77 million USD a year in mean.</p><p>The prices used before PIX are called list prices. The list prices seem to behave like the PIX index. Supposing that the same contract system we see in PIX today was used 1975-2006 with the list price as the base index I made a prediction of the list prices from 1986-2006. Thanks to my predictions, if I had been a client during this period and under mentioned considerations I would have been buying pulp to a price reduced with 0.57%.</p><p>If clients had known the PIX between 1996-2006 in say 1995 Södra's contract system based on PIX would give them a price reduction that were 1.5% in mean during 1996-2006. Price reduction is not possible all years, but when it occurs it can be as big as 3% of the price. Suppose the clients always choose the contract with the lowest price and thereby get a reduced price over time. Then with 95% probability over a long period the price reduction is somewhere in between 0.4-2.7%.</p><p>To strangle this price reduction possibility for the clients there are two ways to go: either reduce the number of contracts or extend the duration time of the contracts.</p><p>To find a suitable duration time, we do spectral density estimation to get indications of which periods that are most important. From this we see that PIX index has a period of five years, wavelet approximated PIX index has 3.4 years and the list prices has a period of 5.6 years. This indicates that current duration time one year is too short. Therefore if it wouldn't effect Södra's clients, an extension of the duration time from one to five years would be good.</p><p>If Södra don't extend the duration time of the contracts my recommendation is to have fewer contracts. The possibility to change between the contracts ''average last three months'' and ''average current month'' every other year is the weakest point of today's system. Therefore I recommend stop selling pulp to the contract ''average PIX last three months''.</p><p>We can't prove any longterm difference between the contracts. If Södra chooses to have just one contract from this point of view it does not matter which one they choose. However, it seems like a good idea to follow the global market and therefore I recommend to choose ''average PIX current month'' rather than ''average PIX last three months'' which lags behind the market front. Since the price ''average current month'' is available at FOEX web page I think Södra should choose this contract if they decide to have only one contract.</p> / <p>Södra Cell säljer årligen 1 900 000 ton pappersmassa. Av denna mängd säljs 490 000 ton enligt ett kontraktsystem baserat på ett prisindex som heter PIX NBSK. Detta index introducerades 1996 och reflekterar priset på pappersmassa gjord av barrträd. Jag studerar priset på indexet från Oktober 1996 till December 2006.</p><p>Dagens kontraktsystem är baserat på kontrakt med löptiden ett år. Jag undersöker om man kan prediktera prisskilllnaden mellan kontrakten, dra nytta att dagens löptid som bara är ett år och välja det kontrakt som ger det billigaste priset så ofta att priset över lång tid reduceras. När man predikterar gör man en uppskattningen av framtiden utifrån en modell av hur framtid beror på dåtid och nutid. Den modell jag har använt kallas ARMA. Denna tillsammans med priserna på pappersmassa från 1975 och framåt gav mig ett fruktbart sätt att förutsäga priserna. Resultatet blev ett pris reducerat med 0.81% i medel under perioden 1996-2006. Eftersom Södra ha så stor försäljningsvolym skulle de ha förlorat 2.27 miljoner dollar per ton i medel om alla kunder ha spekulerat utifrån den modellen jag använde.</p><p>Om dagens kontraktsystem hade börjat användas 1975 med listpriserna som bas hade en kund som använt min prediktionsmetod fått ett pris reducerat med 0.57% under perioden 1986-2006.</p><p>Om kunderna i förväg hade vetat priset under 1996-2001 gav det nuvarande systemet en reducerad medelintäkt med 1.5% av priset. Enskilda år reducerades intäkten med så mycket som 3%. Beräknar man konfidensintervall för prisreduktionerna så inser man att på lång sikt kommer dessa vara av storleksordningen 0.4-2.7% med sannolikheten 95%. Detta förutsatt att klienterna kan se in i framtiden. Siffran 2.7% alltså ett mått på hur stor risk man tar med dagens system. Jag tror inte att klienterna kommer reducera priset med 2.7% med nuvarande system, men det är en övre gräns.</p><p>De gynsamma prediktionerna har sitt ursprung i att det finns periodicitet i priserna. Jag undersöker denna periodicitet med spektralanalys. Periodiciteten för PIX indexet är starkast kring 5 år. En wavelet-approximation av PIX-indexet hade störst periodicitet kring 3.4 år. Listpriserna hade starkast periodicitet kring 5.6 år. Detta indikerar att den nuvarande löptiden, ett år, är för kort. En lämpligare löptid för kontrakten är 5 år.</p><p>Förmodligen är fem års löptid alltför lång tid att binda sig för många kunder. Därför föreslår jag att man reducerar antalet kontrakt istället. Den största svagheten i dagens system är den korta löptiden tillsammans med kontrakten ''average current month'' och ''average last three months''. Jag rekommenderar att man slutar erbjuda kontraktet ''average last three months''. Det allra säkraste är att endast erbjuda ett kontrakt. Vi har inte kunnat påvisa några skillnader över lång sikt mellan kontrakten såtillvida att något kontrakt skulle ge ett lägre medelpris än ett annat. Ur den aspekten är det godtyckligt vilket kontrakt man väljer, men det verkar vettigt att följa den globala marknaden. Därför är det eftersläpande kontraktet ''average PIX last three months'' inte att rekommendera, välj heller ''average PIX current month''. Ett annat argument för att välja ''average PIX current month'' är att dessa priser finns på FOEX hemsida och inga extra beräkningar behöver göras.</p>
|
40 |
Analys av försäsongsträningen hos ett svenskt damfotbollslag på elitnivåNiklasson, Emma, Sundström Karlsson, Tina January 2014 (has links)
Syftet med denna studie var att analysera vilken del av försäsongsträningens två cykler som påverkade styrka och explosivitet i nedre extremitet, accelerationsförmåga, agility och anaerob uthållighet genom att sammanställa dessa egenskaper hos kvinnliga elitfotbollsspelare, för att därefter kunna utvärdera om försäsongsträningen förbättrade dessa egenskaper. Tester som kunnat påvisa viktiga och avgörande fysiska kvalitéer hos elitfotbollsspelarevaldes ut och dessa genomfördes vid tre tillfällen; före, under och efter försäsongsträningen. Testerna var; knäböj, vertikalhopp, 15 m sprint, T-test och YO-YO Intermittent Återhämtningstest (YO-YO IÅ).Studien innefattade 24 damfotbollsspelare på elitnivå från alla spelarpositioner. Till den andra testomgången observerades en signifikant förbättring av styrka, agility och anaerob uthållighet. Vid de andra testerna observerades ingen skillnad. Första delen av försäsongsträningen utvecklade till viss del spelarna åt rätt håll genom en förbättring av styrkan i nedre extremiteten. Den signifikanta förbättringen i agility och anaerob uthållighet kom lite för tidigt, det vill säga under den första cykeln avförsäsongsträningen, vilket hade varit mer önskvärt efter den andra cykeln. Detta innebär attandra viktiga egenskaper kan ha försummats. / The purpose of this study was to analyze which part of the pre-season trainings two cycles that affected strength and power in lower extremities, acceleration, agility and anaerobic endurance by compiling these abilities of a female elite soccer player team, and then evaluate whether the pre-season training improved these abilities. Tests that could prove important and crucial physical qualities in elite soccer players were selected and then performed on three occasions; before, during and after the pre-seasontraining. The selected tests were; squat, vertical jump, 15 m sprint, T-test and YO-YO Intermittent Recovery Test (YO-YO IR). The study included 24 female elite soccer playersfrom all playing positions. A significant improvement in strength, agility and anaerobic endurance were measured in the second test round. In the other tests there were no difference observed. The first cycle of the pre-season training partly developed the players in the right direction, which the significant improvement in strength revealed. The significant improvement in the agility and anaerobic endurance occurred a little too early, it would have been more beneficial after the second cycle. This means that other important qualities might have been neglected.
|
Page generated in 0.0397 seconds