Assessment of climate change statistical downscaling methods: Application and comparison of two statistical methods to a single site in Lisbon

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente

Exploraty Multivariate Statistical Methods Applied to Pharmaceutical Industry CRM Data

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Statistical methods for river runoff prediction

Methods used to analyze one type of nonstationary stochastic processes?the periodically correlated process?are considered. Two methods of one-step-forward prediction of periodically correlated time series are examined. One-step-forward predictions made in accordance with an autoregression model and a model of an artificial neural network with one latent neuron layer and with an adaptation mechanism of network parameters in a moving time window were compared in terms of efficiency. The comparison showed that, in the case of prediction for one time step for time series of mean monthly water discharge, the simpler autoregression model is more efficient.

Use of Statistical Methods in Demand Planning

In a very volatile industry of high technology it is of utmost importance to accurately forecast customers’ demand. However, statistical forecasting of sales, especially in heavily competitive electronics product business, has always been a challenging task due to very high variation in demand and very short product life cycles of products. The purpose of this thesis is to validate if statistical methods can be applied to forecasting sales of short life cycle electronics products and provide a feasible framework for implementing statistical forecasting in the environment of the case company. Two different approaches have been developed for forecasting on short and medium term and long term horizons. Both models are based on decomposition models, but differ in interpretation of the model residuals. For long term horizons residuals are assumed to represent white noise, whereas for short and medium term forecasting horizon residuals are modeled using statistical forecasting methods. Implementation of both approaches is performed in Matlab. Modeling results have shown that different markets exhibit different demand patterns and therefore different analytical approaches are appropriate for modeling demand in these markets. Moreover, the outcomes of modeling imply that statistical forecasting can not be handled separately from judgmental forecasting, but should be perceived only as a basis for judgmental forecasting activities. Based on modeling results recommendations for further deployment of statistical methods in sales forecasting of the case company are developed.

Statistical Methods for Conservation and Alignment Quality in Proteins

Construction of multiple sequence alignments is a fundamental task in Bioinformatics. Multiple sequence alignments are used as a prerequisite in many Bioinformatics methods, and subsequently the quality of such methods can be critically dependent on the quality of the alignment. However, automatic construction of a multiple sequence alignment for a set of remotely related sequences does not always provide biologically relevant alignments.Therefore, there is a need for an objective approach for evaluating the quality of automatically aligned sequences. The profile hidden Markov model is a powerful approach in comparative genomics. In the profile hidden Markov model, the symbol probabilities are estimated at each conserved alignment position. This can increase the dimension of parameter space and cause an overfitting problem. These two research problems are both related to conservation. We have developed statistical measures for quantifying the conservation of multiple sequence alignments. Two types of methods are considered, those identifying conserved residues in an alignment position, and those calculating positional conservation scores. The positional conservation score was exploited in a statistical prediction model for assessing the quality of multiple sequence alignments. The residue conservation score was used as part of the emission probability estimation method proposed for profile hidden Markov models. The results of the predicted alignment quality score highly correlated with the correct alignment quality scores, indicating that our method is reliable for assessing the quality of any multiple sequence alignment. The comparison of the emission probability estimation method with the maximum likelihood method showed that the number of estimated parameters in the model was dramatically decreased, while the same level of accuracy was maintained. To conclude, we have shown that conservation can be successfully used in the statistical model for alignment quality assessment and in the estimation of emission probabilities in the profile hidden Markov models.

Utilization of Statistical Methods for Management in the Forest Industry

The strongest wish of the customer concerning chemical pulp features is consistent, uniform quality. Variation may be controlled and reduced by using statistical methods. However, studies addressing the application and benefits of statistical methods in forest product sector are scarce. Thus, the customer wish is the root cause of the motivation behind this dissertation. The research problem addressed by this dissertation is that companies in the chemical forest product sector require new knowledge for improving their utilization of statistical methods. To gain this new knowledge, the research problem is studied from five complementary viewpoints – challenges and success factors, organizational learning, problem solving, economic benefit, and statistical methods as management tools. The five research questions generated on the basis of these viewpoints are answered in four research papers, which are case studies based on empirical data collection. This research as a whole complements the literature dealing with the use of statistical methods in the forest products industry. Practical examples of the application of statistical process control, case-based reasoning, the cross-industry standard process for data mining, and performance measurement methods in the context of chemical forest products manufacturing are brought to the public knowledge of the scientific community. The benefit of the application of these methods is estimated or demonstrated. The purpose of this dissertation is to find pragmatic ideas for companies in the chemical forest product sector in order for them to improve their utilization of statistical methods. The main practical implications of this doctoral dissertation can be summarized in four points: 1. It is beneficial to reduce variation in chemical forest product manufacturing processes 2. Statistical tools can be used to reduce this variation 3. Problem-solving in chemical forest product manufacturing processes can be intensified through the use of statistical methods 4. There are certain success factors and challenges that need to be addressed when implementing statistical methods

Modified statistical methods to calculate rare gas interaction potentials

New density functionals representing the exchange and correlation energies (per electron) are employed, based on the electron gas model, to calculate interaction potentials of noble gas systems X2 and XY, where X (and Y) are He,Ne,Ar and Kr, and of hydrogen atomrare gas systems H-X. The exchange energy density functional is that recommended by Handler and the correlation energy density functional is a rational function involving two parameters which were optimized to reproduce the correlation energy of He atom. Application of the two parameter function to other rare gas atoms shows that it is "universal"; i. e. ,accurate for the systems considered. The potentials obtained in this work compare well with recent experimental results and are a significant improvement over those from competing statistical modelS.

New statistical methods to assess the effect of time-dependent exposures in case-control studies

Contexte. Les études cas-témoins sont très fréquemment utilisées par les épidémiologistes pour évaluer l’impact de certaines expositions sur une maladie particulière. Ces expositions peuvent être représentées par plusieurs variables dépendant du temps, et de nouvelles méthodes sont nécessaires pour estimer de manière précise leurs effets. En effet, la régression logistique qui est la méthode conventionnelle pour analyser les données cas-témoins ne tient pas directement compte des changements de valeurs des covariables au cours du temps. Par opposition, les méthodes d’analyse des données de survie telles que le modèle de Cox à risques instantanés proportionnels peuvent directement incorporer des covariables dépendant du temps représentant les histoires individuelles d’exposition. Cependant, cela nécessite de manipuler les ensembles de sujets à risque avec précaution à cause du sur-échantillonnage des cas, en comparaison avec les témoins, dans les études cas-témoins. Comme montré dans une étude de simulation précédente, la définition optimale des ensembles de sujets à risque pour l’analyse des données cas-témoins reste encore à être élucidée, et à être étudiée dans le cas des variables dépendant du temps. Objectif: L’objectif général est de proposer et d’étudier de nouvelles versions du modèle de Cox pour estimer l’impact d’expositions variant dans le temps dans les études cas-témoins, et de les appliquer à des données réelles cas-témoins sur le cancer du poumon et le tabac. Méthodes. J’ai identifié de nouvelles définitions d’ensemble de sujets à risque, potentiellement optimales (le Weighted Cox model and le Simple weighted Cox model), dans lesquelles différentes pondérations ont été affectées aux cas et aux témoins, afin de refléter les proportions de cas et de non cas dans la population source. Les propriétés des estimateurs des effets d’exposition ont été étudiées par simulation. Différents aspects d’exposition ont été générés (intensité, durée, valeur cumulée d’exposition). Les données cas-témoins générées ont été ensuite analysées avec différentes versions du modèle de Cox, incluant les définitions anciennes et nouvelles des ensembles de sujets à risque, ainsi qu’avec la régression logistique conventionnelle, à des fins de comparaison. Les différents modèles de régression ont ensuite été appliqués sur des données réelles cas-témoins sur le cancer du poumon. Les estimations des effets de différentes variables de tabac, obtenues avec les différentes méthodes, ont été comparées entre elles, et comparées aux résultats des simulations. Résultats. Les résultats des simulations montrent que les estimations des nouveaux modèles de Cox pondérés proposés, surtout celles du Weighted Cox model, sont bien moins biaisées que les estimations des modèles de Cox existants qui incluent ou excluent simplement les futurs cas de chaque ensemble de sujets à risque. De plus, les estimations du Weighted Cox model étaient légèrement, mais systématiquement, moins biaisées que celles de la régression logistique. L’application aux données réelles montre de plus grandes différences entre les estimations de la régression logistique et des modèles de Cox pondérés, pour quelques variables de tabac dépendant du temps. Conclusions. Les résultats suggèrent que le nouveau modèle de Cox pondéré propose pourrait être une alternative intéressante au modèle de régression logistique, pour estimer les effets d’expositions dépendant du temps dans les études cas-témoins

Statistical methods for insurance fraud detection

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

"Statistical Methods in Gear Selectivity and Gear Efficiency Studies”

The preceding discussion and review of literature show that studies on gear selectivity have received great attention, while gear efficiency studies do not seem to have received equal consideration. In temperate waters, fishing industry is well organised and relatively large and well equipped vessels and gear are used for commercial fishing and the number of species are less; whereas in tropics particularly in India, small scale fishery dominates the scene and the fishery is multispecies operated upon by nmltigear. Therefore many of the problems faced in India may not exist in developed countries. Perhaps this would be the reason for the paucity of literature on the problems in estimation of relative efficiency. Much work has been carried out in estimating relative efficiency (Pycha, 1962; Pope, 1963; Gulland, 1967; Dickson, 1971 and Collins, 1979). The main subject of interest in the present thesis is an investigation into the problems in the comparison of fishing gears. especially in using classical test procedures with special reference to the prevailing fishing practices (that is. with reference to the catch data generated by the existing system). This has been taken up with a view to standardizing an approach for comparing the efficiency of fishing gear. Besides this, the implications of the terms ‘gear efficiency‘ and ‘gear selectivity‘ have been examined and based on the commonly used selectivity model (Holt, 1963), estimation of the ratio of fishing power of two gear has been considered. An attempt to determine the size of fish for which a gear is most efficient.has also been made. The work has been presented in eight chapters

Statistical methods for examining genetic influences of resistance to anti-epileptic drugs

It is generally accepted that genetics may be an important factor in explaining the variation between patients’ responses to certain drugs. However, identification and confirmation of the responsible genetic variants is proving to be a challenge in many cases. A number of difficulties that maybe encountered in pursuit of these variants, such as non-replication of a true effect, population structure and selection bias, can be mitigated or at least reduced by appropriate statistical methodology. Another major statistical challenge facing pharmacogenetics studies is trying to detect possibly small polygenic effects using large volumes of genetic data, while controlling the number of false positive signals. Here we review statistical design and analysis options available for investigations of genetic resistance to anti-epileptic drugs.

Statistical methods for ordered categorical data based on a constrained odds model

The proportional odds model provides a powerful tool for analysing ordered categorical data and setting sample size, although for many clinical trials its validity is questionable. The purpose of this paper is to present a new class of constrained odds models which includes the proportional odds model. The efficient score and Fisher's information are derived from the profile likelihood for the constrained odds model. These results are new even for the special case of proportional odds where the resulting statistics define the Mann-Whitney test. A strategy is described involving selecting one of these models in advance, requiring assumptions as strong as those underlying proportional odds, but allowing a choice of such models. The accuracy of the new procedure and its power are evaluated.

Novel Statistical Methods in Quantitative Genetics : Modeling Genetic Variance for Quantitative Trait Loci Mapping and Genomic Evaluation

This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision.  Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes.  The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).