• Title/Summary/Keyword: Cox Model

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Analysis and Prediction of Anchovy Fisheries in Korea ARIMA Model and Spectrum Analysis (한국 멸치어업의 어획량 분석과 예측 ARIMA 모델 및 스펙트럼 해석)

  • PARK Hae-Hoon;YOON Gab-Dong
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.29 no.2
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    • pp.143-149
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    • 1996
  • Forecasts of the monthly catches of anchovy in Korea were carried out by the seasonal Autoregressive Integrated Moving Average (ARIMA) model and spectral analysis. The seasonal ARIMA model is as follows: $$(1-0.431B)(1-B^{12})Z_t=(1-0.882B^{12})e_t$$ where: $Z_t=value$ at month $t;\;B^{p}$ is a backward shift operator, that is, $B^pZ_t=Z_{t-p};$ and $e_t=error$ term at month t, which is to forecast 24 months ahead the anchovy catches in Korea. The prediction error by the Box-Cox transformation on monthly anchovy catches in Korea was less than that by the logarithmic transformation. The equation of the Box-Cox transformation was $Y'=(Y^{0.58}-1)/0.58$. Forecasts of the monthly anchovy catches for $1991\~1992$, which were compared with the actual catches, had an absolute percentage error (APE) range of $1.0\~63.2\%$. Total observed annual catches in 1991 and 1992 were 170,293 M/T and 168,234 M/T respectively, while the predicted catches were 148,201 M/T and 148,834 M/T $(API\;13.0\%\;and\;11.5\%,\;respectively)$. The spectrum analysis of the monthly catches of anchovy showed some dominant fluctuations in the periods of 2.2, 6.1, 10.2 12.0 and 14.7 months. The spectrum analysis was also useful for selecting the ARIMA model.

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Survival analysis of bank loan repayment rate for customers of Hawassa commercial bank of Ethiopaia

  • Kitabo, Cheru Atsmegiorgis;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1591-1598
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    • 2014
  • The reviews of the balance sheet of commercial banks showed that loan item constitutes the largest portion of bank's assets. Although the sector has highest rate of profit, it possesses the greatest risk. Identifying factors that can contribute in lifting-up the loan repayment rate of customers of Hawassa district commercial bank is the major goal of this study. A sample of 183 customers who took loan from October, 2005 to April, 2012 was taken from the bank record. Kaplan-Meier estimation method and univariate Cox proportional hazard model were applied to identify factors affecting bank loan repayment rate. The result from Kaplan-Meier survival estimation revealed that the loan repayment rate is significantly related with loan type, and previous loan experience, educational level and mode of repayment. The log-rank test indicates that the survival probability of loan customers is not statistically different in repaying the loan among groups classified by sex. Moreover, the univariate Cox proportional hazard model result portrayed that educational level, having previous loan experience, mode of repayment, collateral type and purpose of loan are significantly related with loan repayment rate of customers commercial bank. Hence, banks should design loan strategies giving special emphasis on the significant factors while they are giving loans to their customers.

Antinociceptive Effects of Prim-O-Glucosylcimifugin in Inflammatory Nociception via Reducing Spinal COX-2

  • Wu, Liu-Qing;Li, Yu;Li, Yuan-Yan;Xu, Shi-hao;Yang, Zong-Yong;Lin, Zheng;Li, Jun
    • Biomolecules & Therapeutics
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    • v.24 no.4
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    • pp.418-425
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    • 2016
  • We measured anti-nociceptive activity of prim-o-glucosylcimifugin (POG), a molecule from Saposhnikovia divaricate (Turcz) Schischk. Anti-nociceptive or anti-inflammatory effects of POG on a formalin-induced tonic nociceptive response and a complete Freund's adjuvant (CFA) inoculation-induced rat arthritis pain model were studied. Single subcutaneous injections of POG produced potent anti-nociception in both models that was comparable to indomethacin analgesia. Anti-nociceptive activity of POG was dose-dependent, maximally reducing pain 56.6% with an $ED_{50}$ of 1.6 mg. Rats given POG over time did not develop tolerance. POG also time-dependently reduced serum TNF${\alpha}$, IL-$1{\beta}$ and IL-6 in arthritic rats and both POG and indomethacin reduced spinal prostaglandin E2 ($PGE_2$). Like indomethacin which inhibits cyclooxygenase-2 (COX-2) activity, POG dose-dependently decreased spinal COX-2 content in arthritic rats. Additionally, POG, and its metabolite cimifugin, downregulated COX-2 expression in vitro. Thus, POG produced potent anti-nociception by downregulating spinal COX-2 expression.

A Multiple-criteria Facility Layout Model Considering the Function for Maintaining the Distance between Facilities (설비간(設備間) 거리유지(距離維持) 기능(機能)을 고려(考慮)한 다기준(多基準) 설비배치(設備配置) 모델)

  • Choe, Chang-Ho;Lee, Sang-Yong
    • Journal of Korean Society for Quality Management
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    • v.21 no.1
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    • pp.190-198
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    • 1993
  • A multiple criteria model for the facility layout problem considers both of the quantitative, the cost of the work flow, and qualitative, the closeness rating score, aspect. Rosenblatt, Fortenberry & Cox and Urban have developed multiple criteria models that consider both of the quantitative and qualitative aspect. Fortenberry & Cox's multiplicity model penalizes facilities with undesirable closeness rating and high work flows more than those undesirable closeness rating and low work flow between them to contribute to the objective function regardless of the closeness rating between these facilities. In this paper, it is intended to develops a improved multiple-criteria facility layout model considering the function for maintaning the distance between facilities.

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Prediction Model on Delivery Time in Display FAB Using Survival Analysis (생존분석을 이용한 디스플레이 FAB의 반송시간 예측모형)

  • Han, Paul;Baek, Jun Geol
    • Journal of Korean Institute of Industrial Engineers
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    • v.40 no.3
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    • pp.283-290
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    • 2014
  • In the flat panel display industry, to meet production target quantities and the deadline of production, the scheduler and dispatching systems are major production management systems which control the order of facility production and the distribution of WIP (Work In Process). Especially the delivery time is a key factor of the dispatching system for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors of the delivery time and to build the delivery time forecasting model. To select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the accelerated failure time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the mean square error (MSE) criteria, the AFT model decreased by 33.8% compared to the statistics prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing the delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

From Gut to Brain: Alteration in Inflammation Markers in the Brain of Dextran Sodium Sulfate-induced Colitis Model Mice

  • Do, Jongho;Woo, Jungmin
    • Clinical Psychopharmacology and Neuroscience
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    • v.16 no.4
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    • pp.422-433
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    • 2018
  • Objective: Neuropsychiatric manifestations like depression and cognitive dysfunction commonly occur in inflammatory bowel disease (IBD). In the context of the brain-gut axis model, colitis can lead to alteration of brain function in a bottom-up manner. Here, the changes in the response of the hypothalamic-pituitary-adrenal axis and inflammation-related markers in the brain in colitis were studied. Methods: Dextran sodium sulfate (DSS) was used to generate a mouse model of colitis. Mice were treated with DSS for 3 or 7 days and sacrificed. We analyzed the gene expression of brain-derived neurotrophic factor (BDNF), cyclooxygenase 2 (COX-2), and glial fibrillary acidic protein (GFAP), and the expression of GFAP, in the hippocampus, hypothalamus, and amygdala. Additionally, the levels of C-reactive protein (CRP) and serum cortisol/corticosterone were measured. Results: Alteration of inflammatory-related markers varied depending on the brain region and exposure time. In the hippocampus, COX-2 mRNA, GFAP mRNA, and GFAP expression were upregulated during exposure to DSS. However, in the hypothalamus, COX-2 mRNA was upregulated only 3 days after treatment. In the amygdala, BDNF and COX-2 mRNAs were downregulated. CRP and corticosterone expression increased with DSS treatment at day 7. Conclusion: IBD could lead to neuroinflammation in a bottom-up manner, and this effect varied according to brain region. Stress-related hormones and serum inflammatory markers, such as CRP, were upregulated from the third day of DSS treatment. Therefore, early and active intervention is required to prevent psychological and behavioral changes caused by IBD, and region-specific studies can help understand the precise mechanisms by which IBD affects the brain.

Crash Clearance Time Analysis of Korean Freeway Systems using a Cox Model (Cox 모형을 활용한 고속도로 사고 처리시간 영향인자 분석)

  • Chung, Younshik;Kim, Seon Jung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.6
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    • pp.1017-1023
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    • 2017
  • Duration induced by freeway crashes has a critical influence on traffic congestion. In general, crash duration composes detection and verification, response, and clearance time. Of these, the crash clearance time determined by a crash clearance team has attracted considerable attention in the freeway congestion management since the interest of the first two time stages faded away with increasing ubiquitous mobile phone users. The objective of this study is to identify the critical factors that affect freeway crash clearance time using a Cox's proportional hazard model. In total, 6,870 crash duration data collected from 30 major Korean freeways in 2013 were used. As a result, it was found that crashes during the night, with trailer or larger size truck, and in tunnel section contribute to increasing clearance time. Crashes associated with fatality, completed damage of crashed vehicle (s), and vehicles' fire or rollover after crash also lead to increasing clearance time. Additionally, an increase in the number of vehicles involved resulted in longer clearance time. On the other hand, crashes in the vicinity of tollgate, by passenger car, during spring, on flat section, and of car-facility type had longer clearance time. On the basis of the results, this paper suggested some strategic plans and mitigation measures to reduce crash clearance time on Korean freeway systems.

Analysis of Survivability for Combatants during Offensive Operations at the Tactical Level (전술제대 공격작전간 전투원 생존성에 관한 연구)

  • Kim, Jaeoh;Cho, HyungJun;Kim, GakGyu
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.921-932
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    • 2015
  • This study analyzed military personnel survivability in regards to offensive operations according to the scientific military training data of a reinforced infantry battalion. Scientific battle training was conducted at the Korea Combat Training Center (KCTC) training facility and utilized scientific military training equipment that included MILES and the main exercise control system. The training audience freely engaged an OPFOR who is an expert at tactics and weapon systems. It provides a statistical analysis of data in regards to state-of-the-art military training because the scientific battle training system saves and utilizes all training zone data for analysis and after action review as well as offers training control during the training period. The methodologies used the Cox PH modeling (which does not require parametric distribution assumptions) and decision tree modeling for survival data such as CART, GUIDE, and CTREE for richer and easier interpretation. The variables that violate the PH assumption were stratified and analyzed. Since the Cox PH model result was not easy to interpret the period of service, additional interpretation was attempted through univariate local regression. CART, GUIDE, and CTREE formed different tree models which allow for various interpretations.

DETECTING INRLUENTIAL OBSERVATIONS ONTRANSFORMATION PARAMETER IN BOX-COX MODEL

  • Kim, Choong-Rak;Jeong, Mee-Seon
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.35-46
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    • 1992
  • On Box-Cox transformation, one or few responses are influential on transformation parameter estimator. To detect influential observatins, several diagnostics (Cook and Wang 1983, Hinkley and Wang 1988, Lawrance 1988, Tsai and Wu 1990) have been suggested. We compare these diagnostics and denote the necessity of multiple cases deletion which is important especially when the masking effect is present. Also, analytic expression of Tsai and Wu's diagnostic is given. We suggest a computationally feasible and useful algorithm based on the basic building blocks, and present descriptive examples using artificial data.

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