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Data mining in sequential medical data and limits for harmonizable processes

PhD defence, Friday 22 November 2019. Thorbjørn Grønbæk.

2019.11.22 | Sunitha Satkunam

Thorbjørn Øystein Brynimin Grønbæk

During his studies, cand.scient Thorbjørn Grønbæk has researched sequences of observations which carry some unexplained random component. These could be stock prices, particle movement, disease progression or simply the path of a drunk person. The aim has been to find predictable behavior in the sequences, e.g. after two steps left, the drunk person will probably turn right or after a spike in the stock price, a drop-off in the price is looming. This has been studied in two different setups. First, we study the structure so-called harmonizable processes which has been used to model the water levels of the Nile river. We describe how they evolve at small timescales, and to which extent such sequences may vary.  Secondly, we study two applications of sequential medical data. This covers electronic health records and medication logs, which are the main databases for patient history. These are typically utilized for documentation, but under-utilized for statistical analysis. Thorbjørns results shows how these can be utilized for supporting clinical decisions.

The PhD degree was completed as the Department of Mathematics, Science and Technology, Aarhus University.

This résumé was prepared by the PhD student.

Time: Friday 22 November 2019 at 11.15
Place: Building 1532, room 122, Auditorium G2, Department of Mathematics, Aarhus University, Ny Munkegade 118, 8000 Aarhus C
Title of PhD thesis: Limit theorems for harmonizable Lévy-driven processes and Analysis of sequential medical data.
Contact information: Thorbjørn Grønbæk, thorbjorn.groenbaek@gmail.com, tel. +45 31208437.
Members of the assessment committee:
Professor Alexander Lindner, Institute of Mathematical Finance, Ulm University, Germany
Professor Martin Bøgsted, Department of Clinical Medicine, Aalborg University, Denmark
Associate Professor Erik Skibsted, Department of Mathematics, Aarhus University (chair)
Main supervisor:
Associate Professor Andreas Basse-O'Connor, Department of Mathematics, Aarhus University
Co-supervisor:
Associate Professor Jan Pedersen, Department of Mathematics, Aarhus University
Associate Professor Lars Nørvang Andersen, Department of Mathematics, Aarhus University
Professor Kim Mouridsen, Institute for Clinical Medicine, Aarhus University
Language: The PhD dissertation will be defended in English

The defence is public.
The PhD thesis is available for reading at the Graduate School of Science and Technology/GSST, Ny Munkegade 120, building 1521, 8000 Aarhus C.

PhD defence
12183 / i43