Computational Statistics Research Papers - Academia.edu (original) (raw)

The increasing wind power generation requires the updating of the computational tools that support decision making in the operation and planning of electric power systems. This work describes a methodology to model the spatial... more

The increasing wind power generation requires the updating of the computational tools that support decision making in the operation and planning of electric power systems. This work describes a methodology to model the spatial correlations among wind speeds probability distributions in probabilistic power flow. The proposed methodology is based on Nataf transformation and Monte Carlo Simulation. The proposed methodology is illustrated in case studies with the IEEE 24 bus test system, highlighting the importance of adequately considering such correlations.

In this paper, a new two-parameter lifetime distribution with decreasing failure rate is introduced. Various properties of the proposed distribution are discussed. The estimation of the parameters attained by the EM algorithm and their... more

In this paper, a new two-parameter lifetime distribution with decreasing failure rate is introduced. Various properties of the
proposed distribution are discussed. The estimation of the parameters attained by the EM algorithm and their asymptotic variances and covariances are obtained. In order to assess the accuracy of the approximation of variances and covariances of the maximum likelihood estimators, simulation studies are performed and experimental results are illustrated based on real data sets.

Dynamically changing background ("dynamic background") still presents a great challenge to many motion-based video surveillance systems. In the context of event detection, it is a major source of false alarms. There is a strong need from... more

Dynamically changing background ("dynamic background") still presents a great challenge to many motion-based video surveillance systems. In the context of event detection, it is a major source of false alarms. There is a strong need from the security industry either to detect and suppress these false alarms, or dampen the effects of background changes, so as to increase the sensitivity to meaningful events of interest. In this paper, we restrict our focus to one of the most common causes of dynamic background changes: that of swaying tree branches and their shadows under windy conditions. Considering the ultimate goal in a video analytics pipeline, we formulate a new dynamic background detection problem as a signal processing alternative to the previously described but unreliable computer vision-based approaches. Within this new framework, we directly reduce the number of false alarms by testing if the detected events are due to characteristic background motions. In addition, we introduce a new dataset suitable for the evaluation of dynamic background detection. It consists of real-world events detected by a commercial surveillance system from two static surveillance cameras. The research question we address is whether dynamic background can be detected reliably and efficiently using simple motion features and in the presence of similar but meaningful events such as loitering. Inspired by the tree aerodynamics theory, we propose a novel method named local variation persistence (LVP), that captures the key characteristics of swaying motions. The method is posed as a convex optimization problem whose variable is the local variation. We derive a computationally efficient algorithm for solving the optimization problem, the solution of which is then used to form a powerful detection statistic. On our newly collected dataset, we demonstrate that the proposed LVP achieves excellent detection results and outperforms the best alternative adapted from existing art in the dynamic background literature.

The theory of dual numerical means of random and experienced variables is briefly described in the framework of the new theory of experience and the chance that arises as an axiomatic synthesis of two dual theories — the Kolmogorov theory... more

The theory of dual numerical means of random and experienced variables is briefly described in the framework of the new theory of experience and the chance that arises as an axiomatic synthesis of two dual theories — the Kolmogorov theory of probability and the theory of believability. A new term is introduced for the numerical mean of the experienced variable — mathematical reflection, which is dual to the mathematical expectation of a random variable within the framework of the new theory. The basic properties and examples of dual numerical means are considered.

Why Study Statistics? Modern Statistics Statistics and Engineering The Role of the Scientist and Engineer in Quality Improvement A Case Study : Visually Inspecting Data to Improve Product Quality Two Basic Concepts - Population and Sample... more

Why Study Statistics?
Modern Statistics
Statistics and Engineering
The Role of the Scientist and Engineer in Quality Improvement
A Case Study : Visually Inspecting Data to Improve Product Quality
Two Basic Concepts - Population and Sample
Treatment of Data
Pareto Diagrams and Dot Diagrams
Frequency Distributions
Graphs of Frequency Distributions
Stem-and-leaf Displays
Descriptive Measures
Quartiles and Percentiles
The Calculation of x and s
A Case Study: Problems with Aggregating
Data

From the bestselling author of Blink and The Tipping Point , Malcolm Gladwell's Outliers: The Story of Success overturns conventional wisdom about genius to show us what makes an ordinary person an extreme overachiever. Why do some people... more

From the bestselling author of Blink and The Tipping Point , Malcolm Gladwell's Outliers: The Story of Success overturns conventional wisdom about genius to show us what makes an ordinary person an extreme overachiever. Why do some people achieve so much more than others? Can they lie so far out of the ordinary? In this provocative and inspiring book, Malcolm Gladwell looks at everyone from rock stars to professional athletes, software billionaires to scientific geniuses, to show that the story of success is far more surprising, and far more fascinating, than we could ever have imagined. He reveals that it's as much about where we're from and what we do, as who we are-and that no one, not even a genius, ever makes it alone. Outliers will change the way you think about your own life story, and about what makes us all unique.

The Navier-Stokes differential equations describe the motion of fluids which are incompressible. The three-dimensional Navier-Stokes equations misbehave very badly although they are relatively simple-looking. The solutions could wind up... more

The Navier-Stokes differential equations describe the motion of fluids which are incompressible. The three-dimensional Navier-Stokes equations misbehave very badly although they are relatively simple-looking. The solutions could wind up being extremely unstable even with nice, smooth, reasonably harmless initial conditions. A mathematical understanding of the outrageous behaviour of these equations would dramatically alter the
field of fluid mechanics. This paper describes why the three-dimensional Navier-Stokes equations are not solvable, i.e., the equations cannot be used to model turbulence, which is
a three-dimensional phenomenon.

For a long time, one of my dreams was to describe the nature of uncertainty axiomatically, and it looks like I've finally done it in my co∼eventum mechanics! Now it remains for me to explain to everyone the co∼eventum mechanics in the... more

For a long time, one of my dreams was to describe the nature of uncertainty axiomatically, and it looks like I've finally done it in my co∼eventum mechanics! Now it remains for me to explain to everyone the co∼eventum mechanics in the most approachable way. This is what I'm trying to do in this work. The co∼eventum mechanics is another name for the co∼event theory, i.e., for the theory of experience and chance which I axiomatized in 2016 [1, 2]. In my opinion, this name best reflects the co∼event-based idea of the new dual theory of uncertainty, which combines the probability theory as a theory of chance, with its dual half, the believability theory as a theory of experience. In addition, I like this new name indicates a direct connection between the co∼event theory and quantum mechanics, which is intended for the physical explanation and description of the conict between quantum observers and quantum observations [4]. Since my theory of uncertainty satises the Kolmogorov axioms of probability theory, to explain this co∼eventum mechanics I will use a way analogous to the already tested one, which explains the theory of probability as a theory of chance describing the results of a random experiment. The simplest example of a random experiment in probability theory is the " tossing a coin ". Therefore, I decided to use this the simplest random experiment itself, as well as the two its analogies: the " "flipping a coin " and the " spinning a coin " to explain the co∼eventum mechanics, which describes the results of a combined experienced random experiment. I would like to resort to the usual for the probability theory " coin-based " analogy to explain (and first of all for myself) the logic of the co∼eventum mechanics as a logic of experience and chance. Of course, this analogy one may seem strange if not crazy. But I did not come up with a better way of tying the explanations of the logic of the co∼eventum mechanics to the coin-based explanations that are commonly used in probability theory to explain at least for myself the logic of the chance through a simple visual " coin-based " model that clarifies what occurs as a result of a combined experienced random experiment in which the experience of observer faces the chance of observation. I hope this analogy can be useful not only for me in understanding the co∼eventum mechanics.

This paper aims to present an implementation of classical DEA models in R, a free software and open source, highly extensible that offers a variety of functions and graphical routines for data analysis. In this work we show both the CRS... more

This paper aims to present an implementation of classical DEA models in R, a free software and open source, highly extensible that offers a variety of functions and graphical routines for data analysis. In this work we show both the CRS and VRS DEA models. The computational implementation is illustrated with real data from the Brazilian electric power distribution utilities.

Estatística Descritiva e Análise Exploratória de Dados Ciclo PPDAC - Problema, Plano, Dados, Análise e Conclusão (Spiegelhater, 2019) SPIEGELHALTER, D The Art of Statistics : How to learn from data , New York: Basic Books, Problema:... more

Does the social class a person belongs in determine the level of confidence in banks and financial institutions? I am a Financial Researcher so this question relates to my field of interest. I consider this a pertinent question because... more

Does the social class a person belongs in determine the level of confidence in banks and financial institutions? I am a Financial Researcher so this question relates to my field of interest. I consider this a pertinent question because the financial institutions could develop a marketing strategy in order to improve the level of confidence in banks of certain persons belonging to a certain social class based on the results of this study.

You yourself, or what is the same, your experience is such ``coin'' that, while you aren't questioned, it rotates all the time in ``free flight''. And only when you answer the question the ``coin'' falls on one of the sides: ``Yes'' or... more

You yourself, or what is the same, your experience is such ``coin'' that, while you aren't questioned, it rotates all the time in ``free flight''. And only when you answer the question the ``coin'' falls on one of the sides: ``Yes'' or ``No'' with the believability that your experience tells you.

Controlled experiments with chess engines may be used to evaluate the effectiveness of alternative continuation lines of chess openings. The proposed methodology is demonstrated by evaluating a selection of continuations by White after... more

Controlled experiments with chess engines may be used to evaluate the effectiveness of alternative continuation lines of chess openings. The proposed methodology is demonstrated by evaluating a selection of continuations by White after the Sicilian Defense Najdorf Variation has been played by Black. The results suggest that the nine continuations tested represent a wide range of effectiveness that are mostly consistent with expert opinion.

This book began as a revision of Elements of Computational Statistics, published by Springer in 2002. That book covered computationally-intensive statistical methods from the perspective of statistical applications, rather than from the... more

This book began as a revision of Elements of Computational Statistics, published by Springer in 2002. That book covered computationally-intensive statistical methods from the perspective of statistical applications, rather than from the standpoint of statistical computing.
Most of the students in my courses in computational statistics were in a program that required multiple graduate courses in numerical analysis, and so in my course in computational statistics, I rarely covered topics in numerical linear algebra or numerical optimization, for example. Over the years, however, I included more discussion of numerical analysis in my computational statistics courses. Also over the years I have taught numerical methods courses with no or very little statistical content. I have also accumulated a number of corrections and small additions to the elements of computational statistics. The present book includes most of the topics from Elements and also incorporates this additional material. The emphasis is still on computationally- intensive statistical methods, but there is a substantial portion on the numerical methods supporting the statistical applications.

Modul ini adalah pedoman atau panduan dalam Proses Belajar dan Mengajar yang merupakan penunjang Praktikum mata Kuliah Probabilitas dan Statistika menggunakan Microsoft Excel dan SPSS, bagi mahasiswa Sekolah Tinggi Manajemen & Informatika... more

Modul ini adalah pedoman atau panduan dalam Proses Belajar dan Mengajar yang merupakan penunjang Praktikum mata Kuliah Probabilitas dan Statistika menggunakan Microsoft Excel dan SPSS, bagi mahasiswa Sekolah Tinggi Manajemen & Informatika (STMIK) Sumedang, baik jurusan Teknik Informatika, Manajemen Informatika maupun Sistem Informasi. Modul ini diharapkan dapat membantu mahasiswa dalam mempersiapkan dan mengikuti proses belajar dan mengajar dengan lebih baik, terarah dan terencana.

This research examined factors affecting students’ academic performance in tertiary institutions taking the department of statistics, ABU, Zaria as a case study. Five factors namely: family income, adequacy of lecture halls, availability... more

This research examined factors affecting students’ academic performance in tertiary institutions taking the department of statistics, ABU, Zaria as a case study. Five factors namely: family income, adequacy of lecture halls, availability of reading materials, interest in course of study and reading habits; were considered. A sample of 100 students from the department of statistics was selected purposively and data was obtained through a structured questionnaire with a response value of 90 students. Multiple regression analysis revealed a model which proved to be significant at 0.05 level of significance by Analysis of variance and a Multiple correlation value of 0.551 which indicates a strong positive relationship between CGPA and the predictors. The coefficient of determination posited that 30.4% of the variation in academic performance was explained by the predictor variables. The result of the analysis indicated that availability of reading materials, interest in course of study and reading habits contribute to students’ academic performance (CGPA).

cara membuat tabulasi penelitian untuk olah data SPSS

Visualisasi data dalam ilmu statistika sangat diperlukan untuk menjadikan data agar lebih mudah dibaca, dimengerti, dan yang paling penting dipresentasikan. Salah satu cara memvisualisasikan data biasanya kita temui yaitu dengan Grafik... more

Visualisasi data dalam ilmu statistika sangat diperlukan untuk menjadikan data agar lebih mudah dibaca, dimengerti, dan yang paling penting dipresentasikan. Salah satu cara memvisualisasikan data biasanya kita temui yaitu dengan Grafik dan Tabel

In this thesis we study the problem of forecasting the nal score of a football match before the game kicks o (pre-match) and show how the derived models can be used to make pro t in an algorithmic trading (betting) strategy. The thesis... more

In this thesis we study the problem of forecasting the nal score of a football
match before the game kicks o (pre-match) and show how the derived models can
be used to make pro t in an algorithmic trading (betting) strategy.
The thesis consists of two main parts. The rst part discusses the database and
a new class of counting processes. The second part describes the football forecasting
models.
The data part discusses the details of the design, speci cation and data collection
of a comprehensive database containing extensive information on match results
and events, players' skills and attributes and betting market prices. The database
was created using state of the art web-scraping, text-processing and data-miming
techniques. At the time of writing, we have collected data on all games played in
the ve major European leagues since the 2009-2010 season and on more than 7000
players.
The statistical modelling part discusses forecasting models based on a new
generation of counting process with
exible inter-arrival time distributions. Several
di erent methods for fast computation of the associated probabilities are derived and
compared. The proposed algorithms are implemented in a contributed R package
Countr available from the Comprehensive R Archive Network.
One of these
exible count distributions, the Weibull count distribution, was used
to derive our rst forecasting model. Its predictive ability is compared to the models
previously suggested in the literature and tested in an algorithmic trading (betting)
strategy. The model developed has been shown to perform rather well compared to
its competitors.
Our second forecasting model uses the same statistical distribution but models
the attack and defence strengths of each team at the players level rather than at
a team level, as is systematically done in the literature. For this model we make
heavy use of the data on the players' attributes discussed in the data part of the
thesis. Not only does this model turn out to have a higher predictive power but it
also allows us to answer important questions about the `nature of the game' such as
the contribution of the full-backs to the attacking e orts or where would a new team
nish in the Premier League.

"This group of documents contains an introduction to SAS programming including: SAS Libraries, SAS names, creating/importing Data sets, SAS variables, labels, formats, informats, basic procedures (proc freq, proc means, proc univariate),... more

This exciting new volume examines the development of market performance from Antiquity until the dawn of the Industrial Revolution. Efficient market structures are agreed by most economists to serve as evidence of economic prosperity,... more

This exciting new volume examines the development of market performance from Antiquity until the dawn of the Industrial Revolution.
Efficient market structures are agreed by most economists to serve as evidence of economic prosperity, and to be prerequisites for further economic growth. However, this is the first study to examine market performance as a whole, over such a large time period. Presenting a hitherto unknown and inaccessible corpus of data from ancient Babylonia, this international set of contributors are for the first time able to offer an in-depth study of market performance over a period of 2,500 years.
The contributions focus on the market of staple crops, as they were crucial goods in these societies. Over this entire period, all papers provide a similar conceptual and methodological framework resting on a common definition of market performance combined with qualitative and quantitative analyses resting on new and improved price data. In this way, the book is able to combine analysis of the Babylonian period with similar work on the Roman, Early-and Late Medieval and Early Modern period.
Bringing together input from assyriologists, ancient historians, economic historians and economists, this volume will be crucial reading for all those with an interest in ancient history, economic history and economics.
This is part of a research project conducted at the VU University (Vrije Universiteit) Amsterdam, funded by the Netherlands Organisation for Scientific Research (NWO) and the Royal Netherlands Academy of Arts and Sciences (KNAW) on "The efficiency of markets in Pre-Industrial Societies: the case of Babylonia, 485-61 BC".

A dual engine experimental design previously described (Munshi, Evaluation of alternative continuations of chess openings, 2015) is used to evaluate the effectiveness of chess gambits by comparing ten gambit continuations with their... more

A dual engine experimental design previously described (Munshi, Evaluation of alternative continuations of chess openings, 2015) is used to evaluate the effectiveness of chess gambits by comparing ten gambit continuations with their closest mainline non-gambit twin in terms of the probability vector that generates chess game outcomes. Six of the gambits were found to be failed innovations because they changed the probability vector in favor of the opponent. The other four gambits were found to be benign innovations with two of them showing no change in the probability vector and the other two showing that the probability vector was changed in a neutral direction. More than these specific findings, however, the real purpose of the study is to offer an objective and quantitative method that may be used to evaluate any gambit.

Analysis about level of bankruptcies in the banking firm is usually reflected on finance report and it need to do because bank is necessary institute on economy. The method that can be used is logistic regression. It is generally used to... more

Analysis about level of bankruptcies in the banking firm is usually reflected on finance report and it need to do because bank is necessary institute on economy. The method that can be used is logistic regression. It is generally used to determine a relationship between response variable which has only two or more possible values with one or more predictor variable. The usual method of logistic regression is Maximum Likelihood Estimation where the parameter estimation process is preceded by the formation of likelihood function. Logistic Regression Model Parameter Estimates with small sample is caused bias estimation, it is one of the problems of logistic regression. To solve the problem, it can use resampling on data with bootstrap and jackknife method. One of the advantages of both method is can solve the estimation problem with good level of accuracy. Bootstrap is resampling with replacement, whereas jackknife is resampling without replacement by deleting d observation from real sample. Computers are needed to use those methods. In this research, the best method will be chosen to get the best possible estimate based on small sample from the minimum standard error. The data from previously research is illustrated in determination about level of bankruptcies in the Indonesian banking firm. Based on the results, jackknife deleted-2 is the best method to reduce the standard errors the amount of 0,033971.

This note is a further commentary on a previous paper on the chaos theory of stock returns that derives from the alleged detection of persistence in time series data indicated by values of the Hurst exponent H that differs from the... more

This note is a further commentary on a previous paper on the chaos theory of stock returns that derives from the alleged detection of persistence in time series data indicated by values of the Hurst exponent H that differs from the neutral value of H=0.5 implied by the efficient market hypothesis (EMH) (Munshi, 2014). A comparison of four different methods for estimating H is presented. Linear regression of log transformed values (OLS) is compared against a numerical approach using the generalized reduced gradient (GRG) method. These methods are applied to two different empirical models for the estimation of H. We find that the major source of error in the empirical estimation of H is the insertion of the extraneous constant C into the empirical model.

Di era yang semakin berkembang, banyak bidang ilmu seperti ekonomi, sosial, lingkungan, kesehatan, meteorologi, klimatologi, geologi dan sebagainya yang menggunakan data yang berkaitan dengan lokasi atau letak gepgrafis suatu tempat. Data... more

Di era yang semakin berkembang, banyak bidang ilmu seperti ekonomi, sosial, lingkungan, kesehatan, meteorologi, klimatologi, geologi dan sebagainya yang menggunakan data yang berkaitan dengan lokasi atau letak gepgrafis suatu tempat. Data yang memuat informasi mengenai lokasi atau letak geografis suatu daerah dan diperoleh dari hasil pengukuran sering disebut data spasial. Buku ini membahas lengkap mengenai metode statistika spasial dan penerapan dalam permasalahan. Bab pertama membahas definisi statistika spasial, Bab dua sampai dengan empat membahas Geographically Weighted Regression (GWR), Geograpichally Weighted Logistic Regression (GWLR), Geograpichally Weighted Logistic Regression Semiparametric (GWLRS), Geographically Weighted Poisson Regression (GWPR) dan bab lima membahas tentang applikasi OpenGeoDa ArcView GIS. Pada buku ini diberikan sejumlah panduan dalam menganalisis dan intepretasi dari metode tersebut khususnya pengoperasian dengan menggunakan software R, ArcView dan OpenGeoDa. R merupakan Bahasa pemrograman untuk komputasi statistik dan grafis.

It is demonstrated that a methodology previously described for comparing a number of different test openings with a neutral and perfect opening may also be used to make pairwise comparisons of alternate continuation lines of any chess... more

It is demonstrated that a methodology previously described for comparing a number of different test openings with a neutral and perfect opening may also be used to make pairwise comparisons of alternate continuation lines of any chess
opening. Such comparisons show, for example, that Accelerated Dragon variations initiated by black are not robust because they depend on white's cooperation. Rather than these specific findings, however, the real purpose of this paper is to further refine, validate, and demonstrate an objective methodology for evaluating the relative merit of chess openings, a subject of great interest to chess players at all levels of play.