Matching Items (26)
Description
The primary objective in time series analysis is forecasting. Raw data often exhibits nonstationary behavior: trends, seasonal cycles, and heteroskedasticity. After data is transformed to a weakly stationary process, autoregressive moving average (ARMA) models may capture the remaining temporal dynamics to improve forecasting. Estimation of ARMA can be performed through regressing current values on previous realizations and proxy innovations. The classic paradigm fails when dynamics are nonlinear; in this case, parametric, regime-switching specifications model changes in level, ARMA dynamics, and volatility, using a finite number of latent states. If the states can be identified using past endogenous or exogenous information, a threshold autoregressive (TAR) or logistic smooth transition autoregressive (LSTAR) model may simplify complex nonlinear associations to conditional weakly stationary processes. For ARMA, TAR, and STAR, order parameters quantify the extent past information is associated with the future. Unfortunately, even if model orders are known a priori, the possibility of over-fitting can lead to sub-optimal forecasting performance. By intentionally overestimating these orders, a linear representation of the full model is exploited and Bayesian regularization can be used to achieve sparsity. Global-local shrinkage priors for AR, MA, and exogenous coefficients are adopted to pull posterior means toward 0 without over-shrinking relevant effects. This dissertation introduces, evaluates, and compares Bayesian techniques that automatically perform model selection and coefficient estimation of ARMA, TAR, and STAR models. Multiple Monte Carlo experiments illustrate the accuracy of these methods in finding the "true" data generating process. Practical applications demonstrate their efficacy in forecasting.
ContributorsGiacomazzo, Mario (Author) / Kamarianakis, Yiannis (Thesis advisor) / Reiser, Mark R. (Committee member) / McCulloch, Robert (Committee member) / Hahn, Richard (Committee member) / Fricks, John (Committee member) / Arizona State University (Publisher)
Created2018
Description
This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈ V represents an individual who is characterized by the number of coins in her possession at time t. At each time step t, an edge (x, y) ∈ E is chosen at random, resulting in an exchange of coins between individuals x and y according to the rules of the model. Random variables ξt, and ξt(x) keep track of the current configuration and number of coins individual x has at time t respectively. Of particular interest is the distribution of coins in the long run. Considered first are the uniform reshuffling model, immediate exchange model and model with saving propensity. For each of these models, the number of coins an individual can have is nonnegative and the total number of coins in the system is conserved for all time. It is shown here that the distribution of coins converges to the exponential distribution, gamma distribution and a pseudo gamma distribution respectively. The next two models introduce debt, however, the total number of coins again remains fixed. It is shown here that when there is an individual debt limit, the number of coins per individual converges to a shifted exponential distribution. Alternatively, when a collective debt limit is imposed on the whole population, a heuristic argument is given supporting the conjecture that the distribution of coins converges to an asymmetric Laplace distribution. The final model considered focuses on the effect of cooperation on a population. Unlike the previous models discussed here, the total number of coins in the system at any given time is not bounded and the process evolves in continuous time rather than in discrete time. For this model, death of an individual will occur if they run out of coins. It is shown here that the survival probability for the population is impacted by the level of cooperation along with how productive the population is as whole.
ContributorsReed, Stephanie Jo (Author) / Lanchier, Nicolas (Thesis advisor) / Smith, Hal (Committee member) / Gumel, Abba (Committee member) / Motsch, Sebastien (Committee member) / Camacho, Erika (Committee member) / Arizona State University (Publisher)
Created2019
Description
Statistical model selection using the Akaike Information Criterion (AIC) and similar criteria is a useful tool for comparing multiple and non-nested models without the specification of a null model, which has made it increasingly popular in the natural and social sciences. De- spite their common usage, model selection methods are not driven by a notion of statistical confidence, so their results entail an unknown de- gree of uncertainty. This paper introduces a general framework which extends notions of Type-I and Type-II error to model selection. A theo- retical method for controlling Type-I error using Difference of Goodness of Fit (DGOF) distributions is given, along with a bootstrap approach that approximates the procedure. Results are presented for simulated experiments using normal distributions, random walk models, nested linear regression, and nonnested regression including nonlinear mod- els. Tests are performed using an R package developed by the author which will be made publicly available on journal publication of research results.
ContributorsCullan, Michael J (Author) / Sterner, Beckett (Thesis advisor) / Fricks, John (Committee member) / Kao, Ming-Hung (Committee member) / Arizona State University (Publisher)
Created2018
Description
Women and people of color are some of the most underrepresented groups in the STEM field (science, technology, engineering, and mathematics). The purpose of this study was to uncover the barriers that undergraduate Hispanic women, as well as other women of color, face while pursuing an education in a STEM-related major at Arizona State University (ASU). In-depth interviews were conducted with 13 adult participants to dig deeper into the experiences of each woman and analyze how race and class overlap in each of the women's experiences. The concept of intersectionality was used to highlight various barriers such as perceptions of working versus middle-class students, the experience of being a first-generation college student, diversity campus-wide and in the classroom, effects of stereotyping, and impacts of mentorships. All women, no matter their gender, race, or socioeconomic status, faced struggles with stereotyping, marginalization, and isolation. Women in STEM majors at ASU performed better when provided with positive mentorships and grew aspirations to become a professional in the STEM field when encouraged and guided by someone who helped them build their scientific identities. Working-class women suffered from severe stress related to finances, family support, employment, and stereotyping. Reforming the culture of STEM fields in higher education will allow women to achieve success, further build their scientific identities, and increase the rate of women graduating with STEM degrees.
ContributorsValdivia, Lilianna Alina (Author) / Kim, Linda (Thesis director) / Camacho, Erika (Committee member) / School of Mathematical and Natural Sciences (Contributor) / School of Social and Behavioral Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2018-05
Description
Pharmacokinetics describes the movement and processing of a drug in a body, while Pharmacodynamics describes the drug's effect on a given subject. Pharmacokinetic/Pharmacodynamic(Pk/Pd) models have become a fundamental tool when predicting bacterial behavior and drug development. In November of 2009, Katsube et al. published their paper detailing their Pk/Pd model for the drug Doripenem and the bacteria P. aeruginosa. In their paper, they determined that there is a dependent relationship between the drug's effectiveness and the dosing strategy of the drug. Therefore, this thesis has applied optimal control in order to optimize the drug's effectiveness, while not burdening the subject with the side effects of the drug. Optimal Control is a mathematical tool used to balance two competing factors. As a result, it has become a useful tool used to make decisions involving complex behavior. By using Optimal Control, the model will maximize the drug's effect on the bacterial population of P. aeruginosa, while minimizing the drug concentration of Doripenem. In doing so, our research will enable doctors and clinicians to maximize a drug's effectiveness on the body, while minimizing side effects.
ContributorsSawkins, Bryan Thomas (Author) / Camacho, Erika (Thesis director) / Wirkus, Stephen (Committee member) / School of Mathematical and Natural Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2018-05
Description
Infectious diseases are a leading cause of death worldwide. With the development of drugs, vaccines and antibiotics, it was believed that for the first time in human history diseases would no longer be a major cause of mortality. Newly emerging diseases, re-emerging diseases and the emergence of microorganisms resistant to existing treatment have forced us to re-evaluate our optimistic perspective. In this study, a simple mathematical framework for super-infection is considered in order to explore the transmission dynamics of drug-resistance. Through its theoretical analysis, we identify the conditions necessary for the coexistence between sensitive strains and drug-resistant strains. Farther, in order to investigate the effectiveness of control measures, the model is extended so as to include vaccination and treatment. The impact that these preventive and control measures may have on its disease dynamics is evaluated. Theoretical results being confirmed via numerical simulations. Our theoretical results on two-strain drug-resistance models are applied in the context of Malaria, antimalarial drugs, and the administration of a possible partially effective vaccine. The objective is to develop a monitoring epidemiological framework that help evaluate the impact of antimalarial drugs and partially-effective vaccine in reducing the disease burden at the population level. Optimal control theory is applied in the context of this framework in order to assess the impact of time dependent cost-effective treatment efforts. It is shown that cost-effective combinations of treatment efforts depend on the population size, cost of implementing treatment controls, and the parameters of the model. We use these results to identify optimal control strategies for several scenarios.
ContributorsUrdapilleta, Alicia (Author) / Castillo-Chavez, Carlos (Thesis advisor) / Wang, Xiaohong (Thesis advisor) / Wirkus, Stephen (Committee member) / Camacho, Erika (Committee member) / Arizona State University (Publisher)
Created2011
DescriptionUnderstanding the evolution of opinions is a delicate task as the dynamics of how one changes their opinion based on their interactions with others are unclear.
ContributorsWeber, Dylan (Author) / Motsch, Sebastien (Thesis advisor) / Lanchier, Nicolas (Committee member) / Platte, Rodrigo (Committee member) / Armbruster, Dieter (Committee member) / Fricks, John (Committee member) / Arizona State University (Publisher)
Created2021
Description
\begin{abstract}The human immunodeficiency virus (HIV) pandemic, which causes the syndrome of opportunistic infections that characterize the late stage HIV disease, known as the acquired immunodeficiency syndrome (AIDS), remains a major public health challenge to many parts of the world. This dissertation contributes in providing deeper qualitative insights into the transmission dynamics and control of the HIV/AIDS disease in Men who have Sex with Men (MSM) community. A new mathematical model (which is relatively basic), which incorporates some of the pertinent aspects of HIV epidemiology and immunology and fitted using the yearly new case data of the MSM population from the State of Arizona, was designed and used to assess the population-level impact of awareness of HIV infection status and condom-based intervention, on the transmission dynamics and control of HIV/AIDS in an MSM community. Conditions for the existence and asymptotic stability of the various equilibria ofthe model were derived. The numerical simulations showed that the prospects for the effective control and/or elimination of HIV/AIDS in the MSM community in the United States are very promising using a condom-based intervention, provided the condom efficacy is high and the compliance is moderate enough. The model was extended in Chapter 3 to account for the effect of risk-structure, staged-progression property of HIV disease, and the use of pre-exposure prophylaxis (PrEP) on the spread and control of the disease. The model was shown to undergo a PrEP-induced \textit{backward bifurcation} when the associated control reproduction number is less than one. It was shown that when the compliance in PrEP usage is $50%(80%)$ then about $19.1%(34.2%)$ of the yearly new HIV/AIDS cases recorded at the peak will have been prevented, in comparison to the worst-case scenario where PrEP-based intervention is not implemented in the MSM community. It was also shown that the HIV pandemic elimination is possible from the MSM community even for the scenario when the effective contact rate is increased by 5-fold from its baseline value, if low-risk individuals take at least 15 years before they change their risky behavior and transition to the high-risk group (regardless of the value of the transition rate from high-risk to low-risk susceptible population).
ContributorsTollett, Queen Wiggs (Author) / Gumel, Abba (Thesis advisor) / Crook, Sharon (Committee member) / Fricks, John (Committee member) / Gardner, Carl (Committee member) / Nagy, John (Committee member) / Arizona State University (Publisher)
Created2023
Description
This dissertation comprises two projects: (i) Multiple testing of local maxima for detection of peaks and change points with non-stationary noise, and (ii) Height distributions of critical points of smooth isotropic Gaussian fields: computations, simulations and asymptotics. The first project introduces a topological multiple testing method for one-dimensional domains to detect signals in the presence of non-stationary Gaussian noise. The approach involves conducting tests at local maxima based on two observation conditions: (i) the noise is smooth with unit variance and (ii) the noise is not smooth where kernel smoothing is applied to increase the signal-to-noise ratio (SNR). The smoothed signals are then standardized, which ensures that the variance of the new sequence's noise becomes one, making it possible to calculate $p$-values for all local maxima using random field theory. Assuming unimodal true signals with finite support and non-stationary Gaussian noise that can be repeatedly observed. The algorithm introduced in this work, demonstrates asymptotic strong control of the False Discovery Rate (FDR) and power consistency as the number of sequence repetitions and signal strength increase. Simulations indicate that FDR levels can also be controlled under non-asymptotic conditions with finite repetitions. The application of this algorithm to change point detection also guarantees FDR control and power consistency. The second project focuses on investigating the explicit and asymptotic height densities of critical points of smooth isotropic Gaussian random fields on both Euclidean space and spheres.The formulae are based on characterizing the distribution of the Hessian of the Gaussian field using the Gaussian orthogonally invariant (GOI) matrices and the Gaussian orthogonal ensemble (GOE) matrices, which are special cases of GOI matrices. However, as the dimension increases, calculating explicit formulae becomes computationally challenging. The project includes two simulation methods for these distributions. Additionally, asymptotic distributions are obtained by utilizing the asymptotic distribution of the eigenvalues (excluding the maximum eigenvalues) of the GOE matrix for large dimensions. However, when it comes to the maximum eigenvalue, the Tracy-Widom distribution is utilized. Simulation results demonstrate the close approximation between the asymptotic distribution and the real distribution when $N$ is sufficiently large.
Contributorsgu, shuang (Author) / Cheng, Dan (Thesis advisor) / Lopes, Hedibert (Committee member) / Fricks, John (Committee member) / Lan, Shiwei (Committee member) / Zheng, Yi (Committee member) / Arizona State University (Publisher)
Created2023
Description
A pneumonia-like illness emerged late in 2019 (coined COVID-19), caused by SARSCoV-2, causing a devastating global pandemic on a scale never before seen sincethe 1918/1919 influenza pandemic. This dissertation contributes in providing deeper
qualitative insights into the transmission dynamics and control of the disease in the
United States. A basic mathematical model, which incorporates the key pertinent
epidemiological features of SARS-CoV-2 and fitted using observed COVID-19 data,
was designed and used to assess the population-level impacts of vaccination and face
mask usage in mitigating the burden of the pandemic in the United States. Conditions
for the existence and asymptotic stability of the various equilibria of the model were
derived. The model was shown to undergo a vaccine-induced backward bifurcation
when the associated reproduction number is less than one. Conditions for achieving
vaccine-derived herd immunity were derived for three of the four FDA-approved vaccines (namely Pfizer, Moderna and Johnson & Johnson vaccine), and the vaccination
coverage level needed to achieve it decreases with increasing coverage of moderately and highly-effective face masks. It was also shown that using face masks as a singular
intervention strategy could lead to the elimination of the pandemic if moderate or
highly-effective masks are prioritized and pandemic elimination prospects are greatly
enhanced if the vaccination program is combined with a face mask use strategy that
emphasizes the use of moderate to highly-effective masks with at least moderate coverage. The model was extended in Chapter 3 to allow for the assessment of the
impacts of waning and boosting of vaccine-derived and natural immunity against
the BA.1 Omicron variant of SARS-CoV-2. It was shown that vaccine-derived herd
immunity can be achieved in the United States via a vaccination-boosting strategy
which entails fully vaccinating at least 72% of the susceptible populace. Boosting
of vaccine-derived immunity was shown to be more beneficial than boosting of natural immunity. Overall, this study showed that the prospects of the elimination of
the pandemic in the United States were highly promising using the two intervention
measures.
ContributorsSafdar, Salman (Author) / Gumel, Abba (Thesis advisor) / Kostelich, Eric (Committee member) / Kang, Yun (Committee member) / Fricks, John (Committee member) / Espanol, Malena (Committee member) / Arizona State University (Publisher)
Created2023