Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Community college adjunct policies and practices: Incumbents' perspectives and congruence with learning organization tenets

The primary research question was: What is the nature and degree of alignment between the tenets of learning organizations and the policies and practices of a community college concerning adjunct instructors? I investigated the employment experiences of 8 adjunct instructors at a large community college in the Southeastern U.S. to (a) describe and explain the perspectives of the adjuncts, (b) describe and explain my own adjunct employment experience at the same college, (c) determine how the adjunct policies and practices collectively encountered were congruent with or at variance with the tenets of learning organizations, and (d) to use this framework to support recommendations that may help the college achieve more favorable alignment with these tenets. ^ Data on perceived adjunct policies and practices were reduced into 11 categories and, using matrices, were compared with 5 major categories of learning organization tenets. The 5 categories of tenets were: (a) inputs, (b) information flow/communication, (c) employee inclusion/value, (d) teamwork, and (e) facilitation of change. The 11 categories of the college's policies and practices were (a) becoming an adjunct, (b) full-time employment aspirations, (c) salary, (d) benefits, (e) job security and predictability, (f) job satisfaction, (g) respect, (h) support services, (i) professional development, (j) institutional inclusion, and (k) future role of adjuncts. The reflective journal component relied on a 5-year (1995–2000) personal and professional journal maintained by me during employment with the same college as the participants. ^ Findings indicate that the college's adjunct policies and practices were most incongruent with 25 of the 70 learning organization tenets. These incongruencies spanned the 5 categories, although most occurred in the Employee/Inclusion/Value category. Adjunct instructors wanted inclusion, respect, value, trust, and empowerment in decision making processes that affect adjunct policies and practices of the college, but did not perceive this to be a part of the present situation. ^

Essays on international macroeconomics and conflict analysis

This dissertation addressed two broad problems in international macroeconomics and conflict analysis. The first problem in the first chapter looked at the behavior of exchange rate and its interaction with industry-level tradable goods prices for three countries, USA, UK and Japan. This question has important monetary policy implications. Here, I computed to what extent changes in exchange rate affected prices of consumer, producer, and export goods. I also studied the timing of these changes in these prices. My results, based on thirty-four industrial prices for USA, UK and Japan, supported the view that changes in exchange rates significantly affect prices of industrial and consumer goods. It also provided an insight to the underlying economic process that led to changes in relative prices. ^ In the second chapter, I explored the predictability of future inflation by incorporating shocks to exchange rates and clearly specified the transmission mechanisms that link exchange rates to industry-level consumer and producer prices. Employing a variety of linear and state-of-the-art nonlinear models, I also predicted growth rates of future prices. Comparing levels of inflation obtained from the above approaches showed superiority of the structural model incorporating the exchange rate pass-through effect. ^ The second broad issue addressed in the third chapter of the dissertation investigated the economic motives for conflict, manifested by rebellion and civil war for seventeen Latin American countries. Based on the analytical framework of Garfinkel, Skaperdas and Syropoulos (2004), I employed ordinal regressions and Markov switching for a panel of seventeen countries to identify trade and openness factors responsible for conflict occurrence and intensity. The results suggested that increased trade openness reduced high intensity domestic conflicts but overdependence on agricultural exports, along with a lack of income earning opportunities lead to more conflicts. Thereafter, using the Cox Proportional Hazard model I studied “conflict duration” and found that over-reliance on agricultural exports explained a major part of the length of conflicts in addition to various socio-political factors. ^

Predicting jurors' decisions: The effects of repeated expression and forewarning in civil voir dire

To help lawyers uncover jurors' attitudes and predict verdict, litigation experts recommend that attorneys encourage jurors to repeatedly express their attitudes during voir dire. While social cognitive literature has established that repeated expression of attitudes increases accessibility and behavior predictability, the persuasive twist on the method exercised in trials deserves empirical investigation. Only one study has examined the use of repeated expression within a legal context with the results finding that the tactic increased accessibility, but did not influence the attitude verdict relationship. This dissertation reexamines the ability of civil attitudes to predict verdict in a civil trial and investigates the use of repeated expression as a persuasive tactic utilized by both parties (Plaintiff and Defense) within a civil voir dire in an attempt to increase attitudinal strength, via accessibility, and change attitudes to better predict verdict. This project also explores potential moderators, repetition by the opposing party and the use of a forewarning, to determine their ability to counter the effects of repeated expression on attitudes and verdict.^ This dissertation project asked subjects to take on the role of jurors in a civil case. During the voir dire questioning session, the number of times the participants were solicited to express their attitudes towards litigation crisis by both parties was manipulated (one vs. five). Also manipulated was the inclusion of a forewarning statement from the plaintiff, within which mock jurors were cautioned about the repeated tactics that the defense may use to influence their attitudes. Subsequently, participants engaged in a response latency task which measured the accessibility of their attitudes towards various case-related issues. After reading a vignette of a fictitious personal injury case, participants rendered verdict decisions and responded to an attitude evaluation scale. Exploratory factor analyses, Probit regressions, and path analyses were used to analyze the data. Results indicated that the act of repeated expression influenced both the accessibility and value of litigation crisis attitudes thus increasing the attitude-verdict relationship, but only when only one party engaged in it. Furthermore, the forewarning manipulation did moderate the effect of repeated expression on attitude change and verdict, supporting our hypothesis.^

Dietary adequacy in community-dwelling older Chinese adults living in South Florida

A challenge facing nutrition care providers and the Chinese community is how to improve and maintain dietary adequacy (DA) and quality of life (QoL) in older Chinese Americans. Little is known about the factors contributing to DA and the relationships between DA and QoL among community-dwelling older Chinese adults in South Florida. A DA model and a QoL model were hypothesized. ^ Structured interviews with 100 Chinese Floridians, ages ≥60, provided data to test the hypothesized models, using structured equation modeling. Participants (mean age ± SD = 70.9 + 6.8 years) included 59% females, 98% foreign-born, 23% non-English speakers, and 68% residents of Florida for 20 years or more. The findings supported the study hypotheses: an excellent goodness-of-fit of the DA model (χ2/DF (7) = .286; CFI = 1.000; TLI = 1.704; NFI = .934; RMSEA < .001, 90% CI < .0001 to < .001; SRMR = .033; AIC = 30.000; and BIC = 66.472) and an excellent goodness-of-fit of the QoL model (χ2/DF (6) = .811; CFI = 1.000; TLI = 1.013; NFI = .979; RMSEA < .001, 90% CI < .001 to .116; SRMR = .0429; AIC = 34.869; and BIC = 73.946). ^ The DA model consisted of a structure of four indicators (i.e. Body Mass Index, food practices, diet satisfaction, and appetite) and one intervening variable (i.e. combining nutrient adequacy with nutritional risk). BMI was the strongest, most reliable indicator of DA with the highest predictability coefficient (.63) and the ability to differentiate between participants with different DA levels. The QoL model consisted of a two-dimensional construct with one indicator (i.e. physical function) and one intervening variable (i.e. combining loneliness with social resources, depression, social function, and mental health). Physical function had the strongest predictability coefficient (.89), while other indicators contributed to QoL indirectly. When integrating the DA model to the QoL model, DA appears to influence QoL via indirect pathways. ^ It is necessary to include a precise measure of BMI as the basis for assessing DA in this population. Important goals of dietary interventions should be improving physical function and alleviating social and emotional isolation. ^

Disciplining democracy: United Nations peacekeeping, international security and democratization in the post -Cold War era

After the end of the Cold War, democratization and good governance became the organizing concepts for activities of the United Nations, regional organizations and states in the fields of peace, development and security. How can this increasing interest in democratization and its connection with international security be explained? This dissertation applies the theoretical tools developed by Michel Foucault in his discussions of disciplinarity and government to the analysis of the United Nations debate on democracy in the 1990s, and of two United Nations pro-democracy peacekeeping operations and their aftermath: the United Nations interventions in Haiti and Croatia. It probes “how” certain techniques of power came into being and describes their effects, using as data the texts that elaborate the United Nations understanding of democracy and the texts that constitute peacekeeping. ^ In the face of the proliferation of unpredictable threats in the last decades of the twentieth century a new form of international power emerged. Order in the international arena increasingly was maintained through activities aimed at reducing risk and increasing predictability through the normalization of “rogue” states. The dissertation shows that in the context of these activities, which included but were not limited to UN peacekeeping, normality was identified with democracy, non-democratic regimes with international threats, and democratization with international security. “Good governance” doctrines translated the political debate on democracy into the technical language of functioning state institutions. International organizations adopted good governance as the framework that made democratization a universal task within the reach of their expertise. In Haiti, the United Nations engaged in efforts to transform punishment institutions (the judiciary, police and the prison) into disciplined and disciplinary machines. In Croatia, agreements signed in the context of peacekeeping established in detail the rules of functioning of administrations and the monitoring mechanisms for their implementation. However, in Haiti, the institutions promoted were not sustainable. And in Croatia reforms are stalled by lack of consensus. ^ This dissertation puts efforts to bring about democracy through peacekeeping in the context of a specific modality of power and suggests caution in engaging in universal normalizing endeavors. ^

Development, validation and uncertainty analysis of quantitative structure and activity relationship models for Log P of disinfection by -products

Hydrophobicity as measured by Log P is an important molecular property related to toxicity and carcinogenicity. With increasing public health concerns for the effects of Disinfection By-Products (DBPs), there are considerable benefits in developing Quantitative Structure and Activity Relationship (QSAR) models capable of accurately predicting Log P. In this research, Log P values of 173 DBP compounds in 6 functional classes were used to develop QSAR models, by applying 3 molecular descriptors, namely, Energy of the Lowest Unoccupied Molecular Orbital (ELUMO), Number of Chlorine (NCl) and Number of Carbon (NC) by Multiple Linear Regression (MLR) analysis. The QSAR models developed were validated based on the Organization for Economic Co-operation and Development (OECD) principles. The model Applicability Domain (AD) and mechanistic interpretation were explored. Considering the very complex nature of DBPs, the established QSAR models performed very well with respect to goodness-of-fit, robustness and predictability. The predicted values of Log P of DBPs by the QSAR models were found to be significant with a correlation coefficient R2 from 81% to 98%. The Leverage Approach by Williams Plot was applied to detect and remove outliers, consequently increasing R 2 by approximately 2% to 13% for different DBP classes. The developed QSAR models were statistically validated for their predictive power by the Leave-One-Out (LOO) and Leave-Many-Out (LMO) cross validation methods. Finally, Monte Carlo simulation was used to assess the variations and inherent uncertainties in the QSAR models of Log P and determine the most influential parameters in connection with Log P prediction. The developed QSAR models in this dissertation will have a broad applicability domain because the research data set covered six out of eight common DBP classes, including halogenated alkane, halogenated alkene, halogenated aromatic, halogenated aldehyde, halogenated ketone, and halogenated carboxylic acid, which have been brought to the attention of regulatory agencies in recent years. Furthermore, the QSAR models are suitable to be used for prediction of similar DBP compounds within the same applicability domain. The selection and integration of various methodologies developed in this research may also benefit future research in similar fields.

Design of a dynamic e-commerce system with engineering applications

The primary purpose of this thesis was to design and develop a prototype e-commerce system where dynamic parameters are included in the decision-making process and execution of an online transaction. The system developed and implemented takes into account previous usage history, priority and associated engineering capabilities. The system was developed using three-tiered client server architecture. The interface was the Internet browser. The middle tiered web server was implemented using Active Server Pages, which form a link between the client system and other servers. A relational database management system formed the data component of the three-tiered architecture. It includes a capability for data warehousing which extracts needed information from the stored data of the customers as well as their orders. The system organizes and analyzes the data that is generated during a transaction to formulate a client's behavior model during and after a transaction. This is used for making decisions like pricing, order rescheduling during a client's forthcoming transaction. The system helps among other things to bring about predictability to a transaction execution process, which could be highly desirable in the current competitive scenario.