Search results for "Quantitative"
showing 10 items of 2409 documents
Non-Hierarchical Clustering as a method to analyse an open-ended questionnaire on algebraic thinking
2016
The problem of taking a data set and separating it into subgroups, where the members of each subgroup are more similar to each other than they are to members outside the subgroup, has been extensively studied in science and mathematics education research. Student responses to written questions and multiple-choice tests have been characterised and studied using several qualitative and/or quantitative analysis methods. However, there are inherent difficulties in the categorisation of student responses in the case of open-ended questionnaires. Very often, researcher bias means that the categories picked out tend to find the groups of students that the researcher is seeking out. In this paper, …
On the interplay between multiscaling and stocks dependence
2019
We find a nonlinear dependence between an indicator of the degree of multiscaling of log-price time series of a stock and the average correlation of the stock with respect to the other stocks traded in the same market. This result is a robust stylized fact holding for different financial markets. We investigate this result conditional on the stocks' capitalization and on the kurtosis of stocks' log-returns in order to search for possible confounding effects. We show that a linear dependence with the logarithm of the capitalization and the logarithm of kurtosis does not explain the observed stylized fact, which we interpret as being originated from a deeper relationship.
Structural invariants for the prediction of relative toxicities of polychloro dibenzo-p-dioxins and dibenzofurans
2004
Multivariate models are reported that can predict the relative toxicity of compounds with severe environmental impact, namely polychloro dibenzo-p-dioxins (PCDDs) and dibenzofurans (PCDFs). Multiple linear regression analysis (MLR) and partial least square projections of latent variables (PLS) show the usefulness of graph-theoretical descriptors, mainly topological charge indices (TCIs), in these series. The general trends of the group are correctly reproduced and better results are presented than have previously been published. In general, the more toxic compounds exhibit more symmetric molecular structures.
Modelling systemic price cojumps with Hawkes factor models
2015
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.
Visitor arrivals forecasts amid COVID-19: A perspective from the Africa team
2021
Abstract COVID-19 disrupted international tourism worldwide, subsequently presenting forecasters with a challenging conundrum. In this competition, we predict international arrivals for 20 destinations in two phases: (i) Ex post forecasts pre-COVID; (ii) Ex ante forecasts during and after the pandemic up to end 2021. Our results show that univariate combined with cross-sectional hierarchical forecasting techniques (THieF-ETS) outperform multivariate models pre-COVID. Scenarios were developed based on judgemental adjustment of the THieF-ETS baseline forecasts. Analysts provided a regional view on the most likely path to normal, based on country-specific regulations, macroeconomic conditions,…
T-patterns in the study of movement and behavioral disorders
2020
Aim of the present review is to offer an outline of the application of T-pattern analysis (TPA) in the study of neurological disorders characterized by anomalies of movement and, more in general, of behavior. TPA is a multivariate technique to detect real time patterns of behavior on the basis of statistically significant constraints among the events in sequence. TPA is particularly suitable to analyse the structure of behavior. The application of TPA to study movement and behavioral disorders is able to offer, with a high level of detail, hidden characteristics of behavior otherwise impossible to detect. For its intrinsic features, TPA is completely different not only from quantitative eva…
Prediction of chromatographic properties of organophosphorus insecticides by molecular connectivity
2000
A study is reported of the relationship between theR F values for a group of organophosphorus insecticides obtained by thin layer chromatography and a series of topological descriptors. By using multivariate regression, the corresponding connectivity functions were obtained, which had been selected on the basis of their respective statistical parameters: multiple correlation coefficient (r), standard error of estimate (s), F-Snedecor values and statistical significance (Student’s t). Regression analysis of the connectivity functions can predict the elution behaviour of any structurally similar derivative of this group of compounds with different stationary and mobile phases. Stability studi…
Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series
2012
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respira…
Vector Autoregressive Fractionally Integrated Models to Assess Multiscale Complexity in Cardiovascular and Respiratory Time Series
2020
Cardiovascular variability is the result of the activity of several physiological control mechanisms, which involve different variables and operate across multiple time scales encompassing short term dynamics and long range correlations. This study presents a new approach to assess the multiscale complexity of multivariate time series, based on linear parametric models incorporating autoregressive coefficients and fractional integration. The approach extends to the multivariate case recent works introducing a linear parametric representation of multiscale entropy, and is exploited to assess the complexity of cardiovascular and respiratory time series in healthy subjects studied during postu…
Approche quantitative, approche qualitative : une opposition à dépasser ?
1991
International audience; Dans le contexte français de la recherche en éducation, la dichotomie entre approche qualitative et approche quantitative apparait singulièrement marquée. C'est la pertinence de cette dichotomie que nous entendons discuter ici.