UMD Theses and Dissertations

Permanent URI for this collectionhttp://hdl.handle.net/1903/3

New submissions to the thesis/dissertation collections are added automatically as they are received from the Graduate School. Currently, the Graduate School deposits all theses and dissertations from a given semester after the official graduation date. This means that there may be up to a 4 month delay in the appearance of a given thesis/dissertation in DRUM.

More information is available at Theses and Dissertations at University of Maryland Libraries.

Browse

Subject: search.filters.subject.correlation

Search Results

Now showing 1 - 5 of 5
  • Thumbnail Image
    Item
    Children's Public Library Use and Kindergarten Literacy Readiness in the State of Maryland
    (2014) Slaby, Marie H.; Jaeger, Paul T.; Library & Information Services; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    In the last fifteen years dramatic changes have occurred in early childhood education, particularly in early literacy. Responding to the research, public libraries have transformed their services to young children and caregivers. In 2004, the Public Library Association launched Every Child Ready to Read. Maryland librarians were on the forefront of this effort, which developed in tandem with their It's Never Too Early campaign. At the same time, libraries have been trying to develop outcome measures to assess their impact on users. The current study uses data from a kindergarten readiness assessment in literacy and finds a positive correlation with children's library use as shown by circulation and attendance at children's programs in Maryland. This paper examines the implications of such research on policies and practices and makes recommendations for future study.
  • Thumbnail Image
    Item
    Geochemical and Radiometric Constraints on the Redox History of Late Ediacaran Oceans
    (2012) Peek, Sara; Kaufman, Alan J.; Geology; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    Over the past decade, significant field and laboratory studies have been devoted to furthering understanding of the chemical conditions that accompanied the origin and diversification of Earth's earliest multicellular animals during the Ediacaran Period (ca. 635-542 Ma). Here, I apply geochemical methods to excellently preserved and exposed sections spanning approximately the last 10 million years of the Ediacaran Period. From Arctic Siberia, hundreds of samples were collected at high stratigraphic resolution, from which carbonate carbon and oxygen profiles have been produced, along with organic carbon and sulfur isotope data. From South China, a carbonate carbon isotope profile has been constructed. Radiometric dates constrain the timing of deposition in our sections. This work uses geochemical data and radiometric dating to inform and improve intra- and inter-basinal correlation, and serves as a preliminary study confirming the suitability of our Siberian sections to the study of oxygenation during the latest Ediacaran Period.
  • Thumbnail Image
    Item
    A Multivariate Stochastic Levy Correlation Model with Integrated Wishart Time Change and Its Application in Option Pricing
    (2012) Gao, Peng; Madan, Dilip B; Applied Mathematics and Scientific Computation; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    We develop a new multivariate Levy correlation model which is formulated by evaluating Levy processes subordinate to the integral of a Wishart process. This new model captures not only stochastic mean, stochastic volatility, and stochastic skewness, but also stochastic correlation of cross-sectional asset returns while still being analytical tractable. It is a multivariate extension of the time changed Levy process introduced by Carr, Geman, Madan and Yor, which can capture the individual dynamics as well as the interdependencies among several assets. In this dissertation, two different methods are employed to simulate paths of the instantaneous rate of time change matrix A(t), followed by a Wishart process. The simulation paths successfully display desirable clustering and persistence features. In addition, we analyze the behavior of the joint log return distribution generated in this new model and show that the model provides a rich dependence structure. The option pricing problem involves computing the closed form of the characteristic functions, which are usually not easily obtained in the multivariate correlated case. In this thesis, we derive explicit forms of both marginal and joint conditional characteristic functions by applying the `Matrix Riccati Linearization' technique creatively. Our work is distinguished from existing multivariate stochastic volatility models, with the advantage that it can deal with stochastic skewness effects introduced by Carr and Wu. Finally, we derive pricing methods for multi asset options as well as single asset options by using both simulation and Fast Fourier transform methods. More important, this model can be well calibrated to the real market. We chose options on two major FX currencies to perform the calibration and remarkable consistency has been observed.
  • Thumbnail Image
    Item
    Correlation of Signals, Noise, and Harmonics in Parallel Analog-to-Digital Converter Arrays
    (2009) Lauritzen, Keir Christian; Peckerar, Martin; Electrical Engineering; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    Combining M analog-to-digital converters (ADC) in parallel increases the maximum signal-to-noise ratio (SNR) by a factor of M, assuming the noise is uncorrelated from one channel to the next. This allows for a significant increase in SNR over a single ADC; however, noise and harmonic correlation degrade this improvement. ADCs have three sources of noise: thermal (and other random physical processes), sampling, and quantization noise. There are two system components creating harmonics: the sampler and the quantizer. In this thesis, I determine, analytically and experimentally, the degree of correlation between signals, noise, and harmonics in a parallel ADC array. To test the analysis experimentally, I developed a 16-channel test-bed using 16-bit, state-of-the-art ADCs and 16 direct-digital synthesizers as low-noise signal sources. The test bed provides excellent signal isolation between channels and minimal digital noise to enable the measurement of very low levels of correlation. I investigated the feasibility of measuring the very high levels of signal correlation in the presence of channel nonlinearities with different measurement signals. For a completely linear channel, the channel matching is limited by noise. With nonlinearities, the ability to measure the signal correlation depends on the measurement signal. I verified that the thermal noise is uncorrelated across 16 channels as expected. I also demonstrated that sampling noise is fully correlated from channel-to-channel when a common clock drives the ADCs. Efforts to reduce the correlation using two previously developed de-correlation techniques-phase randomization and frequency offsets-successfully reduced the correlated noise by a factor of two. I then demonstrated analytically and experimentally that harmonics from quantizers are largely uncorrelated; however, harmonics from the sampler are largely correlated confirming the need for decorrelation techniques. I demonstrated the impact of the previously developed decorrelation techniques to reduce harmonic correlation and developed two new decorrelation techniques: phase cancellation and clock offsets, which offer significant advantages over phase randomization and frequency offsets. Each technique offers different levels of dynamic range improvement and complexity, allowing for a range of techniques to target the optimal level of decorrelation.
  • Thumbnail Image
    Item
    DETERMINATION OF ROUND EXIT VELOCITY USING FIBER BRAGG GRATING SENSORS
    (2004-04-27) Aiyar, Arvind Ramaswamy; Davis, Christopher C; Electrical Engineering
    Optical fiber sensing technology has found widespread applications in smart structures and intelligent engineering systems. In particular, the use of fiber Bragg grating sensors for strain, temperature and pressure measurement has been an area of active research in the past decade. In this thesis, an experimental technique to measure the exit velocity of projectiles in field-deployed gun barrels is presented. In-fiber Bragg grating sensors are used to monitor the onset of propagating hoop strain waves accompanying the passage of rapidly moving projectiles. A fixed optical filter is used for providing temperature compensation and enable high-speed data acquisition. The elapsed time information extracted from the resulting strain waves is used to estimate the round exit velocity (REV). An approach based on short-time Fourier analysis and cross-correlation has been developed to accurately measure the REV to within 1% error. Results from live-fire tests are presented and compared to reference velocity data.