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Análisis factorial dinámico basado rn modelos VAR aplicado al pronóstico de la inflaciónLlusco Silvestre, Genaro January 2010 (has links)
La presente tesis se enmarca dentro del análisis de series de tiempo multivariante, un campo de la Estadística de creciente interés en los últimos años. Su objeto es el estudio de variables con alto grado de desagregación tanto en corte transversal como longitudinal y como una aplicación de la teoría desarrollada se realiza el análisis y predicción de la inflación en Bolivia, la cual tiene como indicador a Índice de precios de Consumo (IPC), las predicciones de IPC son explicadas mediante la información de las variables Macroeconómicas mediante el modelo autorregresivo VAR. Para reducir la dimensionalidad y comprimir la información potencial se desarrolla el análisis factorial dinámico(AFD), la cual es una generalización del modelo factorial que esta orientado al análisis de variables aleatorias independientes e idénticamente distribuidos, la misma que es proyectado al marco estático para poder estimar los factores mediante componentes principales. El numero de factores dinámicos q es asociado al espacio de shocks que conducen las fluctuaciones Macroeconómicas, las cuales inducen a IPC. Y q es determinado a través de la estimación de la matriz de correlación residual de la estimación del modelo VAR en r factores estáticos estimados Ft , es decir, las dinámicas de Ft evolucionan de acuerdo a un modelo VAR.
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Construction of efficient fractional factorial mixed-level designsGuo, Yong, Simpson, James R. January 2003 (has links)
Thesis (M.S.)--Florida State University, 2003. / Advisor: Dr. James R. Simpson, Florida State University, College of Engineering, Dept. of Industrial and Manufacturing Engineering. Title and description from dissertation home page (viewed Mar. 2, 2004). Includes bibliographical references.
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Assessing factors that influence position accuracy in a hydroacoustic telemetry systemConnolly, Jessica 10 September 2012 (has links)
Simulation modelling was used to quantify the accuracy of positions estimated in a three dimensional underwater environment. Time of arrival differences combined with multilateration methods were used to make positional estimates of a signal source (acoustic tag). The network studied was used to examine position estimates of aquatic organisms within a sensor (hydrophone) array. Hydrophone position uncertainty (distribution and variance), background noise converted to a measurement of signal strength in the form of a signal to noise ratio, a signal to noise ratio threshold and geometry of the hydrophone array were considered. Each of these factors was studied at two levels by way of a 2 to the power of 5 factorial design and analyzed with an ANOVA analysis to determine their influence on three dimensional positioning error. The level of background noise and hydrophone geometry were the two most influential factors in position accuracy. When a high level of background noise was present, it was essential that hydrophone geometry was as close to ideal as possible to ensure accurate position estimates.
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A comparison of two adaptive prediction systemsYap, Yet-Ghee 08 1900 (has links)
No description available.
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Optimal designs for two-colour microarray experiments.Sanchez, Penny S. January 2010 (has links)
My PhD research focuses on the recommendation of optimal designs for two-colour microarray experiments. Two-colour microarrays are a technology used to investigate the behaviour of many thousands of genes in a single experiment. This technology has created the potential for making significant advances in the field of bioinformatics. Careful statistical design is crucial to realize the full potential of microarray technology. My research has focused on the recommendation of designs that are optimal in terms of precision for effects that are of scientific interest, making the most effective use of available resources. Based on statistical efficiency, the optimality criterion used is Pareto optimality. A design is defined to be Pareto optimal if there is no other design that leads to equal or greater precision for each effect of scientific interest and strictly greater precision for at least one. My PhD thesis was submitted in June and key aspects of my research are summarised below. Pareto optimality enables the recommendation of designs that are particularly efficient for the effects that are of scientific interest. I have developed methodology to cater for effects of interest that correspond to contrasts rather than solely considering parameters of the statistical linear model. My approach also caters for additional experimental considerations such as contrasts that are of equal scientific interest. During my PhD, I have provided advice regarding the design of two-colour microarray experiments aimed at discovering the genetic basis of medical conditions. For large experiments, it is not feasible to examine all possible designs in an exhaustive search for Pareto optimal designs. I have adapted the multiple objective metaheuristic method of Pareto simulated annealing to the microarray context. The aim of Pareto simulated annealing is to generate an approximation to the set of Pareto optimal designs in a relatively short time. At each iteration, a sample of generating designs is used to explore the design space in an efficient way. This involves the setting of a number of Pareto simulated annealing parameters and the development of appropriate quality measures. I have developed algorithms to search systematically for the optimal values of the tuning parameters based on Pareto simulated annealing and response surface methodology. / Thesis (Ph.D.) -- University of Adelaide, School of Mathematical Sciences, 2010
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Assumption violation in independent groups factorial designs : a comparison of procedures /Mills, Laura. January 2007 (has links)
Thesis (M.A.)--York University, 2007. Graduate Programme in Psychology. / Typescript. Includes bibliographical references (leaves 35-37). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:MR29292
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Response surface designs for specified factor levelsStoneman, David McNeel, January 1966 (has links)
Thesis (Ph. D.)--University of Wisconsin--Madison, 1966. / Typescript. Vita. Description based on print version record. Includes bibliographical references (p. 217-221).
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Efficient mixed-level fractional factorial designs evaluation, augmentation and application /Guo, Yong, Simpson, James R. January 1900 (has links)
Thesis (Ph. D.)--Florida State University, 2006. / Advisor: James R. Simpson, Florida State University, FAMU-FSU College of Engineering, Dept. of Industrial and Manufacturing Engineering. Title and description from dissertation home page (viewed June 16, 2006). Document formatted into pages; contains ix, 99 pages. Includes bibliographical references.
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The Effect of Time Since Last Incarceration Spell in Situations of Trust: A Factorial Vignette StudyJanuary 2018 (has links)
abstract: Studies on what shapes public perceptions of ex-prisoners are abundant. One omission is the detailed investigation of how perceptions of former inmates might vary by the amount of time since their last incarceration term. More specifically, it remains unknown whether increased length since an ex-prisoner’s last incarceration spell is positively linked to higher levels of trust. This study (N = 448) uses a factorial vignette design to test the perceived trustworthiness of former inmates across two hypothetical scenarios. Time since last incarceration spell is used as the independent variables in a series of ordered logistic regression models. The role of gender is also explored. Results show that trust perceptions of ex-prisoners minimally vary by time since last incarceration spell when personal victimization is at risk, but the magnitude is small and shows no clear pattern of declining risk over time. Less support is observed in situations where property victimization is at risk. These findings illustrate the complexity of how people perceive and feel about ex-inmates in situations of trust. / Dissertation/Thesis / Masters Thesis Criminology and Criminal Justice 2018
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On lower bounds of mixture L₂-discrepancy, construction of uniform design and gamma representative points with applications in estimation and simulationKe, Xiao 13 May 2015 (has links)
Two topics related to the experimental design are considered in this thesis. On the one hand, the uniform experimental design (UD), a major kind of space-filling design, is widely used in applications. The majority of UD tables (UDs) with good uniformity are generated under the centralized {dollar}L_2{dollar}-discrepancy (CD) and the wrap-around {dollar}L_2{dollar}-discrepancy (WD). Recently, the mixture {dollar}L_2{dollar}-discrepancy (MD) is proposed and shown to be more reasonable than CD and WD in terms of uniformity. In first part of the thesis we review lower bounds for MD of two-level designs from a different point of view and provide a new lower bound. Following the same idea we obtain a lower bound for MD of three-level designs. Moreover, we construct UDs under the measurement of MD by the threshold accepting (TA) algorithm, and finally we attach two new UD tables with good properties derived from TA under the measurement of MD. On the other hand, the problem of selecting a specific number of representative points (RPs) to maintain as much information as a given distribution has raised attention. Previously, a method has been given to select type-II representative points (RP-II) from normal distribution. These point sets have good properties and minimize the information loss. Whereafter, following similar idea, Fu, 1985 have discussed RP-II for gamma distribution. In second part of the thesis, we improve the discussion of selecting Gamma RP-II and provide more RP-II tables with a number of parameters. Further in statistical simulation, we also evaluate the estimation performance of point sets resampled from Gamma RP-II by making comparison in different situations.
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