Search results for "statistical [Methods]"

Statistical Modelling and Risk Analysis of Bitcoins Exchange Rate

2018

Master's thesis Business Administration BE501 - University of Agder 2018 Bitcoin is a phenomenon that is new and there is little information on how and why it behaves as volatile as it does. This thesis uses existing data on Bitcoin’s exchange rate to estimate a model that describes the pattern and use it in a financial risk analysis. We also aim to contribute as a foundation for further studies in this field. The statistical properties of the log-return of the exchange rate are analysed and it is deemed to be iid. From the eleven distributional candidates we study is the fitted skew generalised t distribution proven to represent the data best after evaluation by criteria and statistics. Th…

An Emulator Toolbox to Approximate Radiative Transfer Models with Statistical Learning

2015

Physically-based radiative transfer models (RTMs) help in understanding the processes occurring on the Earth’s surface and their interactions with vegetation and atmosphere. When it comes to studying vegetation properties, RTMs allows us to study light interception by plant canopies and are used in the retrieval of biophysical variables through model inversion. However, advanced RTMs can take a long computational time, which makes them unfeasible in many real applications. To overcome this problem, it has been proposed to substitute RTMs through so-called emulators. Emulators are statistical models that approximate the functioning of RTMs. Emulators are advantageous in real practice because…

Evaluation of Innovation Statistics Data Quality Dimensions.

2017

Promocijas darbā analizēta praktiskā situācija statistikas par inovācijām vākšanas un apstrādes procesā Latvijā, tiek apskatīta statistikas par inovācijām metodoloģija un tās pielietošanas prakse Latvijā, īpašu uzmanību pievēršot Latvijas inovāciju sistēmas īpatnībām. Pētījumā izstrādātās Latvijas inovāciju vadības un informācijas plūsmas sistēmas ietvaros tiek pamatots informatīvā atbalsta nozīmīgums lēmumu pieņemšanā. Balstoties uz Datu kvalitātes dimensiju novērtēšanas metodiku, veikts inovāciju statistikas datu kvalitātes novērtējums Latvijā. Ir izstrādāta un aprobēta Iteratīvā metode neraksturīgo punktu ietekmes mazināšanai. Pētījuma ietvaros tiek aplūkoti statistikas par inovācijām kv…

Liver stiffness quantification in biopsy-proven nonalcoholic fatty liver disease patients using shear wave elastography in comparison with transient …

2021

Purpose: This study prospectively assessed the performance of liver stiffness measurements using point shear-wave elastography (p-SWE) in comparison with transient elastography (TE) in patients with biopsy-proven nonalcoholic fatty liver disease (NAFLD). Methods: Fifty-six consecutive adult patients with a histological diagnosis of NAFLD prospectively underwent TE and p-SWE on the same day. The median of 10 measurements (SWE-10), the first five (SWE-5), and the first three (SWE-3) measurements were analyzed for p-SWE. Liver biopsy was considered as the reference standard for liver fibrosis grade. Receiver operating characteristic (ROC) curves and areas under the ROC curves (AUROCs) were cal…

Wiener-Granger Causality in Network Physiology with Applications to Cardiovascular Control and Neuroscience

2016

Since the operative definition given by C. W. J. Granger of an idea expressed by N. Wiener, the Wiener–Granger causality (WGC) has been one of the most relevant concepts exploited by modern time series analysis. Indeed, in networks formed by multiple components, working according to the notion of segregation and interacting with each other according to the principle of integration, inferring causality has opened a window on the effective connectivity of the network and has linked experimental evidences to functions and mechanisms. This tutorial reviews predictability improvement, information-based and frequency domain methods for inferring WGC among physiological processes from multivariate…

Suite of Statistical Models Forecasting Latvian GDP

2014

Abstract We develop a suite of statistical models to forecast Latvian GDP. We employ various univariate and multivariate econometric techniques to obtain short-term GDP projections and to assess the performance of the models. We also comprise the information contained in components of GDP and obtain short-term GDP projections from disaggregated perspective. We run out-of-sample forecasting procedures to evaluate GDP projections and to assess forecasting accuracy of all individual statistical models. We conclude that factor and bridge models are among the best individually performing models in the suite. Forecasting accuracy obtained using disaggregated models of factor and bridge models is …

Acoustic, neural, and perceptual correlates of polyphonic timbre

2012

Book of Short Papers SIS 2018

2018

This book includes the papers presented at the "49th Meeting of the Italian Statistic Society". The conference has registered 445 participants, 350 reports divided into 4 plenary sessions, 20 specialised sessions, 25 sessions solicited, 27 sessions spontaneous, 2 poster sessions. The high number of participants, the high quality of the interventions, the productive spirit of the conference, the ability to respect the time table, are the main indices of the full success of this conference. The meeting hosted also, as plenary sessions, the ISTAT annual report 2018, and a round table on statistics and job markets. Methodological plenary sessions concerned with ordinal data, the dynamics of cli…

Statistical misconceptions, awareness, and attitudes towards open science practices in Slovak psychology researchers

2023

In the years following the reproducibility crisis in behavioral sciences, increased attention of the scientific community has been dedicated to the correct application of statistical inference and promotion of open science practices. In the present survey, we contacted psychology researchers, lecturers, and doctoral students from all universities in Slovakia and the Slovak Academy of Sciences via email. Together we re-ceived answers from 65 participants. Questions in the survey covered the most common misconceptions about statistical hypothesis testing, as well as awareness, attitudes, and barriers related to the adherence to open science practices. We found a high prevalence of statistical…

Enhancing Metastability by Dissipation and Driving in an Asymmetric Bistable Quantum System.

2018

The stabilizing effect of quantum fluctuations on the escape process and the relaxation dynamics from a quantum metastable state are investigated. Specifically, the quantum dynamics of a multilevel bistable system coupled to a bosonic Ohmic thermal bath in strong dissipation regime is analyzed. The study is performed by a non-perturbative method based on the real-time path integral approach of the Feynman-Vernon influence functional. We consider a strongly asymmetric double well potential with and without a monochromatic external driving, and with an out-of-equilibrium initial condition. In the absence of driving we observe a nonmonotonic behavior of the escape time from the metastable regi…