• 제목/요약/키워드: Piecewise constant model

검색결과 29건 처리시간 0.026초

Further Results on Piecewise Constant Hazard Functions in Aalen's Additive Risk Model

  • Uhm, Dai-Ho;Jun, Sung-Hae
    • 응용통계연구
    • /
    • 제25권3호
    • /
    • pp.403-413
    • /
    • 2012
  • The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.

3원 변량분석을 이용한 구분적으로 일정한 모델의 에너지 함수 최소화를 위한 매개변수들 추정 (The Estimation of Parameters to minimize the Energy Function of the Piecewise Constant Model Using Three-way Analysis of Variance)

  • 주기세;조덕상;서재형
    • 한국항행학회논문지
    • /
    • 제16권5호
    • /
    • pp.846-852
    • /
    • 2012
  • 영상분할 결과는 알고리즘에 관련된 매개변수들에 따라 다르기 때문에 최적 분할을 위하여 시행 착오법이 많이 이용된다. 본 논문에서는 3차원 변량 분석법을 이용하여 영역기반 active contour 방법에 관련된 최적 매개변수들을 결정하는 방법을 제안한다. 3원 변량 분석법에 의해서 추출된 결과와 사용자가 영상에서 직접 그린 결과가 상호 비교된다. 마지막으로 각 매개변수들의 주요 효과와 상호작용 효과를 측정하고 최적 값을 추출하기 위하여 점 추정 및 구간 추정 값을 계산한다. 본 논문에서 제안한 방법은 구간 상수 모델을 대상으로 영상분할시 최적 매개변수들을 추출하는데 큰 도움을 줄 것이다.

A Generalized Partly-Parametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권2호
    • /
    • pp.401-409
    • /
    • 2006
  • We consider a generalized partly-parametric additive risk model which generalizes the partly parametric additive risk model suggested by McKeague and Sasieni (1994). As an estimation method of this model, we propose to use the weighted least square estimation, suggested by Huffer and McKeague (1991), for Aalen's additive risk model by a piecewise constant risk. We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least squares method.

  • PDF

Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
    • /
    • 제19권2호
    • /
    • pp.293-301
    • /
    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

Transient diffusion approximation for $M/G/m/N$ queue with state dependent arrival rates

  • Shin, Yang-Woo
    • 대한수학회논문집
    • /
    • 제10권3호
    • /
    • pp.715-733
    • /
    • 1995
  • We present a transient queue size distribution for $M/G/m/N$ queue with state dependent arrival rates, using the diffusion process with piecewise constant diffusion parameters, with state space [0, N] and elementary return boundaries at x = 0 and x = N. The model considered here contains not only many basic model but the practical models such as as two-node cyclic queue, repairmen model and overload control in communication system with finite storage buffer. For the accuracy check, we compare the approximation results with the exact and simulation results.

  • PDF

Analysis of recurrent event data with incomplete observation gaps using piecewise models

  • Kim, Yang-Jin
    • Journal of the Korean Data and Information Science Society
    • /
    • 제25권5호
    • /
    • pp.1117-1125
    • /
    • 2014
  • In a longitudinal study, subjects can experience same type of events repeatedly. Also, there may exist intermittent dropouts resulting in repeated observation gaps during which no recurrent events are observed. Furthermore, when such observation gaps have incomplete forms caused by the unknown termination times of observation gaps, ordinary approaches result in biased estimates. In this study, we investigate the effect of ignoring observation gaps and propose methods to overcome this problem. For estimating the distribution of unknown termination times, an interval-censored mechanism is applied and two cases are considered. Simulation studies are carried out to evaluate the performance of the proposed method. Conviction data of young drivers with several suspensions are analyzed to illustrate the suggested approach.

기동 표적 추적을 위한 GA 기반 IMM 방법 (GA-Based IMM Method Using Fuzzy Logic for Tracking a Maneuvering Target)

  • Lee, Bum-Jik;Joo, Young-Hoon;Park, Jin-Bae
    • 한국지능시스템학회:학술대회논문집
    • /
    • 한국퍼지및지능시스템학회 2002년도 춘계학술대회 및 임시총회
    • /
    • pp.166-169
    • /
    • 2002
  • The accuracy in maneuvering target tracking using multiple models is caused by the suitability of each target motion model to be used. The interacting multiple model (IMM) algorithm and the adaptive IMM algorithm require the predefined sub-models and the predetermined acceleration intervals, respectively, in consideration of the properties of maneuvers to construct multiple models. In this paper, to solve these problems intelligently, a genetic algorithm (GA) based-IMM method using fuzzy logic is proposed. In the proposed method, a sub-model is represented as a set of fuzzy rules to model the time-varying variances of the process noises of a new piecewise constant white acceleration model, and the GA is applied to identify this fuzzy model. The proposed method is compared with the AIMM algorithm in simulations.

  • PDF

Analysis of bivariate recurrent event data with zero inflation

  • Kim, Taeun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
    • /
    • 제27권1호
    • /
    • pp.37-46
    • /
    • 2020
  • Recurrent event data frequently occur in clinical studies, demography, engineering reliability and so on (Cook and Lawless, The Statistical Analysis of Recurrent Events, Springer, 2007). Sometimes, two or more different but related type of recurrent events may occur simultaneously. In this study, our interest is to estimate the covariate effect on bivariate recurrent event times with zero inflations. Such zero inflation can be related with susceptibility. In the context of bivariate recurrent event data, furthermore, such susceptibilities may be different according to the type of event. We propose a joint model including both two intensity functions and two cure rate functions. Bivariate frailty effects are adopted to model the correlation between recurrent events. Parameter estimates are obtained by maximizing the likelihood derived under a piecewise constant hazard assumption. According to simulation results, the proposed method brings unbiased estimates while the model ignoring cure rate models gives underestimated covariate effects and overestimated variance estimates. We apply the proposed method to a set of bivariate recurrent infection data in a study of child patients with leukemia.

Adaptive Active Contour Model: a Localized Mutual Information Approach for Medical Image Segmentation

  • Dai, Shuanglu;Zhan, Shu;Song, Ning
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제9권5호
    • /
    • pp.1840-1855
    • /
    • 2015
  • Troubles are often met when traditional active contours extract boundaries of medical images with inhomogeneous bias and various noises. Focusing on such a circumstance, a localized mutual information active contour model is discussed in the paper. By defining neighborhood of each point on the level set, mutual information is introduced to describe the relationship between the zero level set and image field. A driving energy term is then generated by integrating all the information. In addition, an expanding energy and internal energy are designed to regularize the driving energy. Contrary to piecewise constant model, new model has a better command of driving the contours without initialization.