Search results for "Data analysis"
showing 10 items of 383 documents
The limit order book on different time scales
2007
Financial markets can be described on several time scales. We use data from the limit order book of the London Stock Exchange (LSE) to compare how the fluctuation dominated microstructure crosses over to a more systematic global behavior.
Modelling by Statistic in Research of Mathematics Education
2008
Summary. The aim of this paper is to study the quantitative tools of the research in didactics. We want to investigate the theoretical-experimental relationships between factorial and implicative analysis. This chapter consists of three parts. The first one deals with the didactic research and some fundamental tools: the a priori analysis of a didactic situation, the collection of experimental data and the statistic analysis of data. The purpose of the second and the third section is to introduce the experimental comparison between the factorial and the implicative analysis in two researches in mathematics education.
Multimodal and multicriteria analysis for VLSI expertises and defects localization
2017
The purpose of this manuscript is to exhibit the research work solving the issue of data processing stem from defect localization techniques. This step being decisive in the failure analysis process, scientists have to harness data coming from light emission and laser techniques. Nevertheless, this analysis process is sequential and only depends on the expert’s decision. This factor leads to a not quantified probability of localization. Consequently to solve these issues, a multimodal and multicriteria analysis has been developped, taking advantage of the heterogeneous andcomplementary nature of light emission and laser probing techniques. This kind of process is based on advanced level too…
Ventricular Fibrillation and Tachycardia Detection Using Features Derived from Topological Data Analysis
2022
A rapid and accurate detection of ventricular arrhythmias is essential to take appropriate therapeutic actions when cardiac arrhythmias occur. Furthermore, the accurate discrimination between arrhythmias is also important, provided that the required shocking therapy would not be the same. In this work, the main novelty is the use of the mathematical method known as Topological Data Analysis (TDA) to generate new types of features which can contribute to the improvement of the detection and classification performance of cardiac arrhythmias such as Ventricular Fibrillation (VF) and Ventricular Tachycardia (VT). The electrocardiographic (ECG) signals used for this evaluation were obtained from…
Principal components for multivariate spatiotemporal functional data
2014
Multivariate spatio-temporal data consist of a three way array with two dimensions’ domains both structured, temporally and spatially; think for example to a set of different pollutant levels recorded for a month/year at different sites. In this kind of dataset we can recognize time series along one dimension, spatial series along another and multivariate data along the third dimension. Statistical techniques aiming at handling huge amounts of information are very important in this context and classical dimension reduction techniques, such as Principal Components, are relevant, allowing to compress the information without much loss. Although time series, as well as spatial series, are recor…
Clustering and Registration of Multidimensional Functional Data
2013
In order to find similarity between multidimensional curves, we consider the application of a procedure that provides a simultaneous assignation to clusters and alignment of such functions. In particular we look for clusters of multivariate seismic waveforms based on EM-type procedure and functional data analysis tools.
Functional Data Analysis in NTCP Modeling: A New Method to Explore the Radiation Dose-Volume Effects
2014
Purpose/Objective(s) To describe a novel method to explore radiation dose-volume effects. Functional data analysis is used to investigate the information contained in differential dose-volume histograms. The method is applied to the normal tissue complication probability modeling of rectal bleeding (RB) for patients irradiated in the prostatic bed by 3-dimensional conformal radiation therapy. Methods and Materials Kernel density estimation was used to estimate the individual probability density functions from each of the 141 rectum differential dose-volume histograms. Functional principal component analysis was performed on the estimated probability density functions to explore the variatio…
Comparing Spatial and Spatio-temporal FPCA to Impute Large Continuous Gaps in Space
2018
Multivariate spatio-temporal data analysis methods usually assume fairly complete data, while a number of gaps often occur along time or in space. In air quality data long gaps may be due to instrument malfunctions; moreover, not all the pollutants of interest are measured in all the monitoring stations of a network. In literature, many statistical methods have been proposed for imputing short sequences of missing values, but most of them are not valid when the fraction of missing values is high. Furthermore, the limitation of the methods commonly used consists in exploiting temporal only, or spatial only, correlation of the data. The objective of this paper is to provide an approach based …
Functional Principal Components Analysis with Survey Data
2008
This work aims at performing Functional Principal Components Analysis (FPCA) with Horvitz-Thompson estimators when the observations are curves collected with survey sampling techniques. FPCA relies on estimations of the eigenelements of the covariance operator which can be seen as nonlinear functionals. Adapting to our functional context the linearization technique based on the influence function developed by Deville (1999), we prove that these estimators are asymptotically design unbiased and convergent. Under mild assumptions, asymptotic variances are derived for the FPCA’ estimators and convergent estimators of them are proposed. Our approach is illustrated with a simulation study and we…
A functional approach to monitor and recognize patterns of daily traffic profiles
2014
Functional Data Analysis (FDA) is a collection of statistical techniques for the analysis of information on curves or functions. This paper presents a new methodology for analyzing the daily traffic flow profiles based on the employment of FDA. A daily traffic profile corresponds to a single datum rather than a large set of traffic counts. This insight provides ideal information for strategic decision-making regarding road expansion, control, and other long-term decisions. Using Functional Principal Component Analysis the data are projected into a low dimensional space: the space of the first functional principal components. Each curve is represented by their vector of scores on this basis.…