• PCA and CVA biplots : a study of their underlying theory and quality measures 

      Brand, Hilmarie (Stellenbosch : Stellenbosch University, 2013-03)
      ENGLISH ABSTRACT: The main topics of study in this thesis are the Principal Component Analysis (PCA) and Canonical Variate Analysis (CVA) biplots, with the primary focus falling on the quality measures associated with ...
    • Portfolio Opportunity Distributions (PODs) for the South African market : based on regulation requirements 

      Nortje, Hester Maria (Stellenbosch : Stellenbosch University, 2014-04)
      ENGLISH ABSTRACT: In this study Portfolio Opportunity Distributions (PODs) is applied as an alternative performance evaluation method. Traditionally, Broad-Market Indices or peer group comparisons are used to perform ...
    • Preconditioning for feature selection in classification 

      Pretorius, Jani (Stellenbosch : Stellenbosch University, 2019-04)
      ENGLISH SUMMARY : Increased dimensionality of data is a clear trend that has been observed over the past few decades. However, analysing high-dimensional data in order to predict an outcome can be problematic. In certain ...
    • Predicting equity movements using structural models of debt pricing and statistical learning 

      Singh, Kiran Ryan (Stellenbosch : Stellenbosch University, 2019-04)
      ENGLISH SUMMARY : Valuation is not an interesting problem in corporate finance, it is the only problem. Price and value are assumed to be the same number in economic theories of equilibrium and perfect capital markets. The ...
    • Predicting tomato crop yield from weather data using statistical learning techniques 

      De Villiers, Margaret (Stellenbosch : Stellenbosch University, 2017-03)
      ENGLISH SUMMARY : Predicting crop harvest quantities accurately is important in managing a farming enterprise effectively, facilitating decisions regarding crop management, allocation of resources, anticipated delivery ...
    • Probability of default calibration for low default portfolios: revisiting the Bayesian approach 

      Venter, Edward Stevens (Stellenbosch : Stellenbosch University, 2016-03)
      ENGLISH ABSTRACT : The Probability of Default is one of the fundamental parameters used in the quantification of credit risk. When estimating the Probability of Default for portfolios with a low default nature the ...
    • Projected naive bayes 

      Melonas, Michail C. (Stellenbosch : Stellenbosch University, 2020-03)
      ENGLISH SUMMARY : Naïve Bayes is a well-known statistical model that is recognised by the Institute of Electrical and Electronics Engineers (IEEE) as being among the top ten data mining algorithms. It performs classification ...
    • Recommender systems 

      Dumbleton, Bronwyn Catherine (Stellenbosch : Stellenbosch University, 2019-12)
      ENGLISH ABSTRACT: A Recommender System (RS) is a particular type of information filtering system used to propose relevant items to users. Their successful application in online retail is reflected in increased customer ...
    • A report on the development of the control chart 

      Contardo, Ivona (Stellenbosch : Stellenbosch University, 2007-03)
      ENGLISH ABSTRACT: The goal of quality control as stated by Feigenbaum (1961) is to provide a product or service into which quality Is designed, built, marketed and maintained at the lowest economical cost which simultaneously ...
    • Risk and admissibility for a Weibull class of distributions 

      Negash, Efrem Ocubamicael (Stellenbosch : Stellenbosch University, 2004-12)
      ENGLISH ABSTRACT: The Bayesian approach to decision-making is considered in this thesis for reliability/survival models pertaining to a Weibull class of distributions. A generalised right censored sampling scheme has ...
    • The saddle-point method and its application to the hill estimator 

      Buitendag, Sven (Stellenbosch : Stellenbosch University, 2016-12)
      ENGLISH SUMMARY : The saddle-point approximation is a highly accurate approximation of the distribution of a random variable. It was originally derived as an approximation in situations where a parameter takes on large ...
    • Short-term wind speed prediction using various forecasting methods 

      Nambandi, Maria Ndinelago (Stellenbosch : Stellenbosch University, 2020-03)
      ENGLISH SUMMARY : There is a significant challenge in finding ways to enhance energy security and decrease greenhouse gas emissions emanating from the consumption of non-renewable resources for energy. The release of ...
    • South African security market imperfections 

      Jooste, Dirk (Stellenbosch : University of Stellenbosch, 2006-03)
      In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the ...
    • A statistical analysis of the renumeration of teaching/research staff at Stellenbosch University for the years 2002 to 2005 

      Walters, Idielletta Sophia (Stellenbosch : Stellenbosch University, 2007-03)
      ENGLISH ABSTRACT: This assignment investigates the gender and faculty remuneration gap of permanent full-time teaching/research staff members at Stellenbosch University. A dataset providing detailed information on ...
    • Statistical classification in high-dimensional scenarios with a focus on microarray data sets 

      Rodseth, Tessa Louise (2017-12)
      ENGLISH SUMMARY : High-dimensional data analysis characterises many contemporary problems in statistics and arise in many application areas. This thesis focuses on very high-dimensional problems in which the input predictor ...
    • Statistical classification procedures for analyisng functional data 

      Orsmond, Chane (Stellenbosch : Stellenbosch University, 2016-12)
      ENGLISH SUMMARY : Functional data are obtained through the measurement of one or more variables at a set of discrete evaluation points over a continuum such as time, wavelength or values of a spatial variable. Functional ...
    • Stock market participation in the European Union 

      Burger, Nadia Cornelia (Stellenbosch : Stellenbosch University, 2018-12)
      ENGLISH SUMMARY : Understanding why most people shy away from stock market participation, both on individual and country level, is very important. Stock market participation explains consumption smoothing and this in turn ...
    • Strategies for combining tree-based learners 

      Meyer, Nicholas George (Stellenbosch : Stellenbosch University., 2020-04)
      ENGLISH ABSTRACT: In supervised statistical learning, an ensemble is a predictive model that is the conglomeration of several other predictive models. Ensembles are applicable to both classification and regression problems ...
    • A unified approach to the economic aspects of statistical quality control and improvement 

      Ghebretensae Manna, Zerai (Stellenbosch : Stellenbosch University, 2004-12)
      ENGLISH ABSTRACT: The design of control charts refers to the selection of the parameters implied, including the sample size n, control limit width parameter k, and the sampling interval h. The design of the X -control ...
    • Validation of independent components using a hypothesis testing approach 

      De Koker, Corine (Stellenbosch : Stellenbosch University, 2020-12)
      ENGLISH ABSTRACT: The main focus of this thesis is the validation of Independent Component Analysis (ICA), a popular technique used in signal processing. In a typical application, the purpose of ICA is to extract non-Gaussian ...