With advanced technology and information explosion, the data of interest often have complex structures, with the large size and dimensions in the form of continuous or discrete features. There is an emerging need for data reduction, efficient modeling, and model inference. For example, data can contain millions of observations with thousands of features. Traditional methods, such as linear regression or LASSO regression, cannot effectively deal with such a large dataset directly. This dissertation aims to develop several techniques to effectively analyze large datasets with complex structures in the observational, experimental and time series data.
In Chapter 2, I focus on the data reduction for model estimation of sparse regression. The commonly-used subdata selection method often considers sampling or feature screening. Un- der the case of data with both large number of observation and predictors, we proposed a filtering approach for model estimation (FAME) to reduce both the size of data points and features. The proposed algorithm can be easily extended for data with discrete response or discrete predictors. Through simulations and case studies, the proposed method provides a good performance for parameter estimation with efficient computation.
In Chapter 3, I focus on modeling the experimental data with quantitative-sequence (QS) factor. Here the QS factor concerns both quantities and sequence orders of several compo- nents in the experiment. Existing methods usually can only focus on the sequence orders or quantities of the multiple components. To fill this gap, we propose a QS transformation to transform the QS factor to a generalized permutation matrix, and consequently develop a simple Gaussian process approach to model the experimental data with QS factors.
In Chapter 4, I focus on forecasting multivariate time series data by leveraging the au- toregression and clustering. Existing time series forecasting method treat each series data independently and ignore their inherent correlation. To fill this gap, I proposed a clustering based on autoregression and control the sparsity of the transition matrix estimation by adap- tive lasso and clustering coefficient. The clustering-based cross prediction can outperforms the conventional time series forecasting methods. Moreover, the the clustering result can also enhance the forecasting accuracy of other forecasting methods. The proposed method can be applied on practical data, such as stock forecasting, topic trend detection. / Doctor of Philosophy / This dissertation focuses on three projects that are related to data reduction and statistical modeling of data with complex structures. In chapter 2, we propose a filtering approach of data for parameter estimation of sparse regression. Given data with thousands of ob- servations and predictors or even more, large storage and computation spaces is need to handle these data. It is challenging to computational power and takes long time in terms of computational cost. So we come up with an algorithm (FAME) that can reduce both the number of observations and predictors. After data reduction, this subdata selected by FAME keeps most information of the original dataset in terms of parameter estimation. Compare with existing methods, the dimension of the subdata generated by the proposed algorithm is smaller while the computational time does not increase.
In chapter 3, we use quantitative-sequence (QS) factor to describe experimental data. One simple example of experimental data is milk tea. Adding 1 cup of milk first or adding 2 cup of tea first will influence the flavor. And this case can be extended to cases when there are thousands of ingredients need to be input into the experiment. Then the order and amount of ingredients will generate different experimental results. We use QS factor to describe this kind of order and amount. Then by transforming the QS factor to a matrix containing continuous value and set this matrix as input, we model the experimental results with a simple Gaussian process.
In chapter 4, we propose an autoregression-based clustering and forecasting method of multi- variate time series data. Existing research works often treat each time series independently. Our approach incorporates the inherent correlation of data and cluster related series into one group. The forecasting is built based on each cluster and data within one cluster can cross predict each other. One application of this method is on topic trending detection. With thousands of topics, it is unfeasible to apply one model for forecasting all time series. Considering the similarity of trends among related topics, the proposed method can cluster topics based on their similarity, and then perform forecasting in autoregression model based on historical data within each cluster.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/111673 |
| Date | 30 August 2022 |
| Creators | Wei, Yanran |
| Contributors | Statistics, Deng, Xinwei, Hong, Yili, Kim, Inyoung, Gramacy, Robert B. |
| Publisher | Virginia Tech |
| Source Sets | Virginia Tech Theses and Dissertation |
| Language | English |
| Detected Language | English |
| Type | Dissertation |
| Format | ETD, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
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