• Title/Summary/Keyword: Interval Data

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Modeling Clustered Interval-Censored Failure Time Data with Informative Cluster Size (군집의 크기가 생존시간에 영향을 미치는 군집 구간중도절단된 자료에 대한 준모수적 모형)

  • Kim, Jinheum;Kim, Youn Nam
    • The Korean Journal of Applied Statistics
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    • v.27 no.2
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    • pp.331-343
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    • 2014
  • We propose two estimating procedures to analyze clustered interval-censored data with an informative cluster size based on a marginal model and investigate their asymptotic properties. One is an extension of Cong et al. (2007) to interval-censored data and the other uses the within-cluster resampling method proposed by Hoffman et al. (2001). Simulation results imply that the proposed estimators have a better performance in terms of bias and coverage rate of true value than an estimator with no adjustment of informative cluster size when the cluster size is related with survival time. Finally, they are applied to lymphatic filariasis data adopted from Williamson et al. (2008).

FINANCIAL TIME SERIES FORECASTING USING FUZZY REARRANGED INTERVALS

  • Jung, Hye-Young;Yoon, Jin-Hee;Choi, Seung-Hoe
    • The Pure and Applied Mathematics
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    • v.19 no.1
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    • pp.7-21
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    • 2012
  • The fuzzy time series is introduced by Song and Chissom([8]) to construct a pattern for time series with vague or linguistic value. Many methods using the interval and fuzzy logical relationship related with historical data have been suggested to enhance the forecasting accuracy. But they do not fully reflect the fluctuation of historical data. Therefore, we propose the interval rearranged method to reflect the fluctuation of historical data and to improve the forecasting accuracy of fuzzy time series. Using the well-known enrollment, the proposed method is discussed and the forecasting accuracy is evaluated. Empirical studies show that the proposed method in forecasting accuracy is superior to existing methods and it fully reflects the fluctuation of historical data.

A Method for Generating Large-Interval Itemset using Locality of Data (데이터의 지역성을 이용한 빈발구간 항목집합 생성방법)

  • 박원환;박두순
    • Journal of Korea Multimedia Society
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    • v.4 no.5
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    • pp.465-475
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    • 2001
  • Recent1y, there is growing attention on the researches of inducing association rules from large volume of database. One of them is the method that can be applied to quantitative attribute data. This paper presents a new method for generating large-interval itemsets, which uses locality for partitioning the range of data. This method can minimize the loss of data-inherent characteristics by generating denser large-interval items than other methods. Performance evaluation results show that our new approach is more efficient than previously proposed techniques.

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Empirical Bayes Interval Estimation by a Sample Reuse Method

  • Cho, Kil-Ho;Choi, Dal-Woo;Chae, Hyeon-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.41-48
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    • 1997
  • We construct the empirical Bayes(EB) confidence intervals that attain a specified level of EB coverage for the unknown scale parameter in the Weibull distribution with the known shape parameter under the type II censored data. Our general approach is to use an EB bootstrap samples introduced by Larid and Louis(1987). Also, we compare the coverage probability and the expected interval length for these bootstrap intervals with those of the naive intervals through Monte Carlo simulation.

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Extension of the Mantel-Haenszel test to bivariate interval censored data

  • Lee, Dong-Hyun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.403-411
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    • 2022
  • This article presents an independence test between pairs of interval censored failure times. The Mantel-Haenszel test is commonly applied to test the independence between two categorical variables accompanied with a strata variable. Hsu and Prentice (1996) applied a Mantel-Haenszel test to the sequence of 2 × 2 tables formed at the grids which are composed of failure times. In this article, due to unknown failure times, the suitable grid points should be determined and the status of failure and at risk are estimated at those grid points. We also consider a weighted test statistic to bring a more powerful test. Simulation studies are performed to evaluate the power of test statistics under finite samples. The method is applied to analyze two real data sets, mastitis data from milk cows and an age-related eye disease study.

Discount Survival Models

  • Shim, Joo-Y.;Sohn, Joong-K.
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.227-234
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    • 1996
  • The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.

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A Comparative Study on the Statistical Methodology to Determine the Optimal Aggregation Interval for Travel Time Estimation of the Interrupted Traffic Flow (단속류 통행시간 추정을 위한 적정 집락간격 결정에 관한 통계적 방법론 비교 연구)

  • Lim, Houng-Seok;Lee, Seung-Hwan;Lee, Hyun-Jae
    • Journal of Korean Society of Transportation
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    • v.23 no.3 s.81
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    • pp.109-123
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    • 2005
  • The goals of this paper are two folds: i) to evaluate whether the data collected by a license plate matching AVI equipment being operated on some segment of a national highway are suitable or not for use in travel time estimation of interrupted traffic flows; ii) to study the statistical methodologies to be used for the determination of the optimal aggregation interval for travel time estimation. In this study it was found that the AVI data are not representative because the data are collected on some selected lanes of a roadway where main traffic is thru-traffic and, thus the AVI data are different from those collected from all lanes in traffic characteristics. For the determination of the optimal aggregation interval for travel time estimation. two statistical methods. namely point estimation and interval estimation. were tested. The test shows that the point estimation method is more sensitive and gives more desirable results in determing the optimal aggregation interval than the interval estimation method. And it turned out that the optimal aggregation interval on interrupted traffic flows has been calculated as 5 minute and thus the existing aggregation interval. 5 minute is proper.

Statistical Analysis of Clustered Interval-Censored Data with Informative Cluster Size (정보적군집 크기를 가진 군집화된 구간 중도절단자료 분석을 위한결합모형의 적용)

  • Kim, Yang-Jin;Yoo, Han-Na
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.689-696
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    • 2010
  • Interval-censored data are commonly found in studies of diseases that progress without symptoms, which require clinical evaluation for detection. Several techniques have been suggested with independent assumption. However, the assumption will not be valid if observations come from clusters. Furthermore, when the cluster size relates to response variables, commonly used methods can bring biased results. For example, in a study on lymphatic filariasis, a parasitic disease where worms make several nests in the infected person's lymphatic vessels and reside until adulthood, the response variable of interest is the nest-extinction times. Since the extinction times of nests are checked by repeated ultrasound examinations, exact extinction times are not observed. Instead, data are composed of two examination points: the last examination time with living worms and the first examination time with dead worms. Furthermore, as Williamson et al. (2008) pointed out, larger nests show a tendency for low clearance rates. This association has been denoted as an informative cluster size. To analyze the relationship between the numbers of nests and interval-censored nest-extinction times, this study proposes a joint model for the relationship between cluster size and clustered interval-censored failure data.

Likelihood Based Confidence Intervals for the Difference of Proportions in Two Doubly Sampled Data with a Common False-Positive Error Rate

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.679-688
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    • 2010
  • Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.

A Variable Precision Rough Set Model for Interval data (구간 데이터를 위한 가변정밀도 러프집합 모형)

  • Kim, Kyeong-Taek
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.34 no.2
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    • pp.30-34
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    • 2011
  • Variable precision rough set models have been successfully applied to problems whose domains are discrete values. However, there are many situations where discrete data is not available. When it comes to the problems with interval values, no variable precision rough set model has been proposed. In this paper, we propose a variable precision rough set model for interval values in which classification errors are allowed in determining if two intervals are same. To build the model, we define equivalence class, upper approximation, lower approximation, and boundary region. Then, we check if each of 11 characteristics on approximation that works in Pawlak's rough set model is valid for the proposed model or not.