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Contributions to Change Point and Functional Data Analysis
No full textThe advent and progression of computers has led to consideration of data previous considered too unwieldy. So called high-dimensional, or big, data can be considered large in both the size of observations and the number of observations. In this thesis, we consider such data which may be infinite dimensional and is often collected over some dimension, such as time. Methodology for detection of changes and exploration of this information-rich data is explored.
Chapter 1 provides a review of concepts and notation used throughout the thesis. Topics related to time series, functional data, and change point analysis are of particular interest and form the foundation of the thesis. The chapter concludes with an overview of the main contributions contained in the thesis.
An empirical characteristic functional-based method for detecting distributional change points in functional time series is presented in chapter 2. Although various methods exist to detect changes in functional time series, they typically require projection or are tuned to specific changes. The characteristic functional-based approach is fully functional and sensitive to general changes in the distribution of functional time series. Integrated- and supremum-type test statistics are proposed. Theoretical considerations for the test statistics are examined, including asymptotic distributions and the measure used to integrate the test statistic over the function space. Simulation, permutation, and approximation approaches to calibrate detection thresholds for the test statistics are investigated. Comparisons to existing methods are conducted via simulation experiments. The proposed methods are applied to continuous electricity prices and high-frequency asset returns.
Chapter 3 is devoted to graph-based change point detection. Graph-based approaches provide another method for detecting distributional changes in functional time series. Four test statistics and their theoretical properties are discussed. Extensive simulations provide context for graph-based tuning parameter choices and compare the approaches to other functional change point detection methods. The efficacy of graph-based change point detection is demonstrated on multi-year pedestrian counts, high-resolution stock returns, and continuous electricity prices.
Despite increased interest in functional time series, available implementations are largely missing. Practical considerations for applying functional change point detection are covered in chapter 4. We present fChange, a functional time series package in R. The package combines and expands functional time series and change point methods into an easy-to-use format. The package provides functionality to store and process data, summarize and validate assumptions, characterize and perform inference of change points, and provide visualizations. The data are stored as discretely observed observations, promoting usability and accuracy. Applications to continuous electricity prices, cancer mortality, and long-term treasury rates are shown.
In chapter 5, we propose novel methodology for analyzing tumor microenvironments (TMEs) in cancer research. TMEs contain vast amounts of information on patient's cancer through their cellular composition and the spatial distribution of tumor cells and immune cell populations. We present an approach to explore variation in TMEs, and determine the extent to which this information can predict outcomes such as patient survival or treatment success. Our approach can identify specific interactions which are useful in such predictions. We use spatial functions to summarize interactions, and then apply a functional random forest-based model. This approach is shown to be effective in simulation experiments at identifying important spatial interactions while also controlling the false discovery rate. We use the proposed approach to interrogate two real data sets of Multiplexed Ion Beam Images of TMEs in triple negative breast cancer and lung cancer patients. The publicly available companion R package funkycells is discussed.
The random coefficient autoregressive model of order 1, RCA(1), is a model well-suited for volatile time series. Detection of changes between stable and explosive regimes of scalar data modeled with the RCA(1) is explored in chapter 6. We derive a (maximally selected) likelihood ratio statistic and show that it has power versus breaks occurring even as close as O(\log \log N) periods from the beginning/end of sample. Moreover, the use of quasi maximum likelihood-based estimates yields better power properties, with the added bonus of being nuisance-free. Our test statistic has the same distribution - of the Darling-Erd\H{o}s type - irrespective of whether the data are stationary or not, and can therefore be applied with no prior knowledge on this. Our simulations show that the test has very good power and, when applying a suitable correction to the asymptotic critical values, the correct size. We illustrate the usefulness and generality of our approach through applications to economic and epidemiological time series.
Chapter 7 provides summaries and discussions on each chapter. Directions for future work are considered. These directions, with the provided commentary, extend the scope of the models and may behoove practitioners and researchers alike
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
Author Under Sail The Imagination of Jack London, 1893-1902
No full textIn Author Under Sail, Jay Williams offers the first complete literary biography of Jack London as a professional writer engaged in the labor of writing. It examines the authorial imagination in London's work, the use of imagination in both his fiction and nonfiction, and the ways he defined imagination in the creative process in his business dealings with his publishers, editors, and agents. In this first volume of a two-volume biography, Williams traverses the years 1893 to 1902, from London's "Story of a Typhoon" to The People of the Abyss. The Jack London who emerges in the pages of Author Under Sail is a writer whose partnership with publishers, most notably his productive alliance with George Brett of Macmillan, was one of the most formative in American literary history. London pioneered many author models during the heyday of realism and naturalism, blurring the boundaries of these popular genres by focusing on absorption and theatricality and the representation of the seen and unseen. London created an impassioned, sincere, and extremely personal realism unlike that of other American writers of the time. Author Under Sail is a literary tour de force that reveals the full range of London as writer, creative citizen, and entrepreneur at the same time it sheds light on the maverick side of machine-age literature.Intro -- Title Page -- Copyright Page -- Dedication -- Contents -- Acknowledgments -- Introduction -- 1. Spirit Truth -- 2. From Absorption to Theatricality and Back Again -- 3. "I Will Build a New Present" -- 4. Sons as Authors -- 5. Fathers as Publishers -- 6. The Daughter as Author -- 7. Lovers as Authors -- 8. At Sea with the Family -- 9. Yellow News, Yellow Stories -- 10. The Return Home -- Notes -- Bibliography -- Index -- About Jay WilliamsIn Author Under Sail, Jay Williams offers the first complete literary biography of Jack London as a professional writer engaged in the labor of writing. It examines the authorial imagination in London's work, the use of imagination in both his fiction and nonfiction, and the ways he defined imagination in the creative process in his business dealings with his publishers, editors, and agents. In this first volume of a two-volume biography, Williams traverses the years 1893 to 1902, from London's "Story of a Typhoon" to The People of the Abyss. The Jack London who emerges in the pages of Author Under Sail is a writer whose partnership with publishers, most notably his productive alliance with George Brett of Macmillan, was one of the most formative in American literary history. London pioneered many author models during the heyday of realism and naturalism, blurring the boundaries of these popular genres by focusing on absorption and theatricality and the representation of the seen and unseen. London created an impassioned, sincere, and extremely personal realism unlike that of other American writers of the time. Author Under Sail is a literary tour de force that reveals the full range of London as writer, creative citizen, and entrepreneur at the same time it sheds light on the maverick side of machine-age literature.Description based on publisher supplied metadata and other sources.Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, YYYY. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries
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