STEPWISE PROCEDURES IN DISCRIMINANT ANALYSIS

STEPWISE PROCEDURES IN DISCRIMINANT ANALYSIS ABSTRACT Several multivariate measurements require variables selection and ordering. Stepwise procedures ensure a step by step method through which these variables are selected and ordered usually for discrimination and classification purposes. Stepwise procedures in discriminant analysis show that only important variables are selected, while redundant variables (variables that contribute less …

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STATISTICAL MODELS OF DETERMINANTS OF BIRTH WEIGHT IN NKPOR AND ITS ENVIRONS, ANAMBRA STATE

STATISTICAL MODELS OF DETERMINANTS OF BIRTH WEIGHT IN NKPOR AND ITS ENVIRONS, ANAMBRA STATE ABSTRACT Birth weight is an important indicator of child survival, future physical growth and mental development. Twenty million infants worldwide representing 15.5% of all births are born with low birth weight, 95.6% of them in developing countries like Nigeria. This study …

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STATISTICAL ANALYSIS ON EDUCATION TRUST FUND ALLOCATION TO TERTIARY INSTITUTION IN SIX GEO-POLITICAL ZONES OF NIGERIA (1999-2007)

STATISTICAL ANALYSIS ON EDUCATION TRUST FUND ALLOCATION TO TERTIARY INSTITUTION IN SIX GEO-POLITICAL ZONES OF NIGERIA (1999-2007) ABSTRACT In this project entitled statistical analysis on education trust fund allocation to tertiary institutions in six geo-political zones of Nigeria, the average allocation to zones, method of distributions, extraction of principal components, classification of the components into …

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MODELING CARDIAC OUT–PATIENT FLOW IN NNAMDI AZIKIWE UNIVERSITY TEACHING HOSPITAL (NAUTH) NNEWI WITH MONTE CARLO SIMULATION:  AN APPLICATION ON QUEUEING THEORY

MODELING CARDIAC OUT–PATIENT FLOW IN NNAMDI AZIKIWE UNIVERSITY TEACHING HOSPITAL (NAUTH) NNEWI WITH MONTE CARLO SIMULATION:  AN APPLICATION ON QUEUEING THEORY ABSTRACT Cardiac outpatients are those with heart-related diseases but are not on admission. In the present study, a stochastic approach was used for modeling the cardiac outpatient flow in Nnamdi Azikiwe University Teaching Hospital …

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LOANS AND ADVANCES EVALUATION WITH DISCRIMINANT ANALYSIS: A CASE STUDY OF FIVE COMMERCIAL BANKS

LOANS AND ADVANCES EVALUATION WITH DISCRIMINANT ANALYSIS: A CASE STUDY OF FIVE COMMERCIAL BANKS ABSTRACT The study examined critical factors that discriminate between Non-performing loans and advances and performing ones in commercial Banks.  Non-performing credits has been a major cankerworm that continuously affects the Nigerian Banking System. A linear discriminant function  was developed after considering …

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IMPACT OF GLOBAL FINANCIAL CRISIS ON CRUDE OIL PRICES, STOCK PRICES AND INFLATION RATES IN NIGERIA

IMPACT OF GLOBAL FINANCIAL CRISIS ON CRUDE OIL PRICES, STOCK PRICES AND INFLATION RATES IN NIGERIA ABSTRACT This study explains the effects of financial crisis on crude oil prices, stock prices and inflation rates in Nigeria and the global markets. Data were obtained from major players in the financial and oil sectors of the economy. …

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ANALYSIS OF MULTIVARIATE TIME SERIES MODEL AND NEURAL NETWORKS

ANALYSIS OF MULTIVARIATE TIME SERIES MODEL AND NEURAL NETWORKS ABSTRACT In this work, vector autoregression and neural network approach to multivariate time series analysis is presented. A multilayer perceptron network with backpropagation, gradient descent algorithm has been designed to model the monthly average exchange rates of three major international currencies with respect to naira. The …

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DETERMINATION OF VOLATILITY CLUSTERING IN GARCH FAMILY MODELS USING R

DETERMINATION OF VOLATILITY CLUSTERING IN GARCH FAMILY MODELS USING R ABSTRACT This work investigated the volatility clustering of exchange rate of Nigeria Naira against the United States of America Dollar. The data used in the present study consist of the monthly exchange rates of the Naira to Dollar from January 1999 to December 2012 obtained …

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FABRICATION AND CAPACITIVE (C-V) CHARACTERISTICS OF CONJUGATED POLYMER COMPOSITE (P- POLYANILINE-N-WO3) HETEROJUNCTION

FABRICATION AND CAPACITIVE (C-V) CHARACTERISTICS OF CONJUGATED POLYMER COMPOSITE (P- POLYANILINE-N-WO3) HETEROJUNCTION ABSTRACT A  nanocrystalline  and  porous  p-Polyaniline/n-WO3   dissimilar  heterojunction  at ambient temperature is reported. The high-quality and well-reproducible conjugated polymer composite films have been fabricated by oxidative polymerization of anilinium ion on predeposited WO3 thin film by chemical bath deposition (CBD). X-ray diffraction analysis …

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INTEGER PROGRAMMING APPROACH TO STAFF SCHEDULING OF RESOURCE PERSONS TO A POLYTECHNIC- A CASE STUDY OF NBTE’S ACCREDITATION TEAM

INTEGER PROGRAMMING APPROACH TO STAFF SCHEDULING OF RESOURCE PERSONS TO A POLYTECHNIC- A CASE STUDY OF NBTE’S ACCREDITATION TEAM ABSTRACT In this work, we applied an Integer Programming approach to scheduling of resource persons on National Board for Technical Education (NBTE) accreditation team to a Polytechnic. The level of compliance of the institution to national …

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METHODOLOGICAL MODELS FOR OPTIMAL CONTROL OF MARINE OIL SPILL

METHODOLOGICAL MODELS FOR OPTIMAL CONTROL OF MARINE OIL SPILL ABSTRACT The frequency of accidental discharge of oil into aquatic environment has presented a significant threat to marine biota with related adverse effects on the supply of products and services of importance to human cultures. This threat of economic and environmental devastation led to the development …

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MODELING AND EVALUATION OF RISK MEASURES FOR THE RESIDUALS OF FINANCIAL TIME SERIES WITH UNOBSERVED VALUES USING R

MODELING AND EVALUATION OF RISK MEASURES FOR THE RESIDUALS OF FINANCIAL TIME SERIES WITH UNOBSERVED VALUES USING R ABSTRACT In this work ARMA+GARCH model is adopted for the daily stock price of First Bank Nigeria, Plc. The methods of weekly average, regression imputation and repetition were used in computing the unobserved values. An alternative method …

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MULTIVARIATE APPROACH TO TIME SERIES MODEL IDENTIFICATION

MULTIVARIATE APPROACH TO TIME SERIES MODEL IDENTIFICATION ABSTRACT This work suggests an exact and systematic model identification approach which is entirely new and addresses most of the challenges of existing methods. We developed quadratic discriminant functions for various orders of autoregressive moving average (ARMA) models. An Algorithm that is to be used alongside our functions …

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MULTIVARIATE TIME SERIES MODELLING OF SELECT MACROECONOMIC INDICATORS IN NIGERIA

MULTIVARIATE TIME SERIES MODELLING OF SELECT MACROECONOMIC INDICATORS IN NIGERIA ABSTRACT This work, in trying to ascertain some of the major macroeconomic factors that would drive the nation’s economic growth, examined the causal relationship among all share index (ASI), nominal exchange rate, foreign direct investment, oil exports and GDP using quarterly data spanning from 1985Q1 …

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ON EQUAL PREDICTIVE ABILITY AND PARALLELISM OF SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODEL

ON EQUAL PREDICTIVE ABILITY AND PARALLELISM OF SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODEL ABSTRACT Several authors have developed statistical procedures for testing whether two models are similar. In this work, we not only present the notion of equivalence but also extend this to a measure of predictive ability of a time series following a stationary self-exciting threshold …

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ON OPTIMAL COMPLETE REPLICATED ROTATABLE, ORTHOGONAL, EFFICIENT AND RELATIVE EFFICIENT CENTRAL COMPOSITE DESIGNS

ON OPTIMAL COMPLETE REPLICATED ROTATABLE, ORTHOGONAL, EFFICIENT AND RELATIVE EFFICIENT CENTRAL COMPOSITE DESIGNS ABSTRACT Replication is the repetition of the treatments under investigation to different experimental unit. Replication is essential for obtaining a valid estimate of the experimental error and to a greater extent, increasing the precision of estimating the pairwise difference among the treatment …

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SEVEN-FACTOR CENTRAL COMPOSITE DESIGN ROBUST TO A PAIR OF MISSING OBSERVATIONS

SEVEN-FACTOR CENTRAL COMPOSITE DESIGN ROBUST TO A PAIR OF MISSING OBSERVATIONS ABSTRACT In this work, the seven-factor central composite design (ııı) is studied in respect of a pair of missing values using the minimax loss criterion. It was observed empirically that seven-factor central composite design with k = 7 ,n = 128 , = 14 …

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A NON-LINER REGIME SWITCHING MODELS IN FINANCIAL SERIES WITH TWO REGIMES

A NON-LINER REGIME SWITCHING MODELS IN FINANCIAL SERIES WITH TWO REGIMES ABSTRACT In this study, two economic series which have changes in regimes were considered. Models considered for the two series are Simple Switching Mixture (SSM) model and Markov Switching Autoregressive (MS-AR) model.  Predictions of future transition regime probabilities were performed using the Hamilton filter …

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