• 제목/요약/키워드: Predictive modeling

검색결과 347건 처리시간 0.025초

Predictive analysis in insurance: An application of generalized linear mixed models

  • Rosy Oh;Nayoung Woo;Jae Keun Yoo;Jae Youn Ahn
    • Communications for Statistical Applications and Methods
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    • 제30권5호
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    • pp.437-451
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    • 2023
  • Generalized linear models and generalized linear mixed models (GLMMs) are fundamental tools for predictive analyses. In insurance, GLMMs are particularly important, because they provide not only a tool for prediction but also a theoretical justification for setting premiums. Although thousands of resources are available for introducing GLMMs as a classical and fundamental tool in statistical analysis, few resources seem to be available for the insurance industry. This study targets insurance professionals already familiar with basic actuarial mathematics and explains GLMMs and their linkage with classical actuarial pricing tools, such as the Buhlmann premium method. Focus of the study is mainly on the modeling aspect of GLMMs and their application to pricing, while avoiding technical issues related to statistical estimation, which can be automatically handled by most statistical software.

비선형 강인 내부루프 보상기를 이용한 6자유도 원격조종 수중로봇의 선형 모델예측 제어 (Linear Model Predictive Control of 6-DOF Remotely Operated Underwater Vehicle Using Nonlinear Robust Internal-loop Compensator)

  • 김준식;최유나;이동철;최영진
    • 로봇학회논문지
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    • 제19권1호
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    • pp.8-15
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    • 2024
  • This paper proposes a linear model predictive control of 6-DOF remotely operated underwater vehicles using nonlinear robust internal-loop compensator (NRIC). First, we design a integrator embedded linear model prediction controller for a linear nominal model, and then let the real model follow the values calculated through forward dynamics. This work is carried out through an NRIC and in this process, modeling errors and external disturbance are compensated. This concept is similar to disturbance observer-based control, but it has the difference that H optimality is guaranteed. Finally, tracking results at trajectory containing the velocity discontinuity point and the position tracking performance in the disturbance environment is confirmed through the comparative study with a traditional inverse dynamics PD controller.

k-means 클러스터링과 순차 패턴 기법을 이용한 VLDB 기반의 상품 추천시스템 (Product Recommendation System on VLDB using k-means Clustering and Sequential Pattern Technique)

  • 심장섭;우선미;이동하;김용성;정순기
    • 정보처리학회논문지D
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    • 제13D권7호
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    • pp.1027-1038
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    • 2006
  • 대용량 데이터베이스에서의 추천시스템은 많은 문제점들을 지니고 있으므로, 대규모 인터넷 쇼핑몰에 적합한 추천 시스템 구조와 데이터 마이닝 기법의 필요성이 요구되고 있다. 따라서 본 논문에서는 k-mean 클러스터링과 순차 패턴 기법을 이용한 VLDB(very large database) 기반의 상품 추천 시스템을 설계 및 구현한다. 본 논문에서는 사용자의 정보를 일괄처리하고 다양한 카테고리를 계층적으로 정의하며, 탐색엔진에 순차 패턴 마이닝 기법을 이용한다. 예측 모델을 만들기 위하여 사용자의 로그 데이터 중에서 카테고리에 대한 사용자의 선호도를 추출하여 이용한다. 본 논문에서는 실험과 성능 평가를 위하여 국내 인터넷 쇼핑몰에서 30일 동안 수집한 실제 데이터를 이용한다. 또한 성능평가를 위하여 추천 예측 정확율(PRP: Predictive Recommend Precision), 추천 예측 재현율(PRR: Predictive Recommend Recall), 정확도 인수(PF1 : Predictive Factor One-measure)를 제안하여 사용한다. 성능평가 결과 가장 빠른 추천시간 및 학습시간은 O(N)이었고, 다양한 실험에서의 측도들의 값이 상당히 우수하였다.

Bayesian methods in clinical trials with applications to medical devices

  • Campbell, Gregory
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.561-581
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    • 2017
  • Bayesian statistics can play a key role in the design and analysis of clinical trials and this has been demonstrated for medical device trials. By 1995 Bayesian statistics had been well developed and the revolution in computing powers and Markov chain Monte Carlo development made calculation of posterior distributions within computational reach. The Food and Drug Administration (FDA) initiative of Bayesian statistics in medical device clinical trials, which began almost 20 years ago, is reviewed in detail along with some of the key decisions that were made along the way. Both Bayesian hierarchical modeling using data from previous studies and Bayesian adaptive designs, usually with a non-informative prior, are discussed. The leveraging of prior study data has been accomplished through Bayesian hierarchical modeling. An enormous advantage of Bayesian adaptive designs is achieved when it is accompanied by modeling of the primary endpoint to produce the predictive posterior distribution. Simulations are crucial to providing the operating characteristics of the Bayesian design, especially for a complex adaptive design. The 2010 FDA Bayesian guidance for medical device trials addressed both approaches as well as exchangeability, Type I error, and sample size. Treatment response adaptive randomization using the famous extracorporeal membrane oxygenation example is discussed. An interesting real example of a Bayesian analysis using a failed trial with an interesting subgroup as prior information is presented. The implications of the likelihood principle are considered. A recent exciting area using Bayesian hierarchical modeling has been the pediatric extrapolation using adult data in clinical trials. Historical control information from previous trials is an underused area that lends itself easily to Bayesian methods. The future including recent trends, decision theoretic trials, Bayesian benefit-risk, virtual patients, and the appalling lack of penetration of Bayesian clinical trials in the medical literature are discussed.

원심형 임펠러에 대한 이구역 모델링 (Two-Zone Modeling for Centrifugal Impellers)

  • 오형우;정명균;김재원
    • 대한기계학회논문집B
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    • 제23권9호
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    • pp.1129-1138
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    • 1999
  • This paper presents a systematic two-zone modeling for reliable performance prediction of centrifugal compressors. In order to improve the predictive capability, a modified jet slip factor is developed and new corrections for the wake flow deviation and mass fraction are suggested based on the comprehensive experimental data of the three Eckardt impellers. The proposed two-zone modeling is tested against nine sets of measured data of centrifugal compressors. The results are also compared with those obtained by the mean streamline analysis. It was found that the predictions by the present two-zone modeling agree fairly well with experimental data for a variety of centrifugal compressors over the wide operating conditions.

정량적 구조-활성 상관 관계와 생리학 기반 약물동태를 사용한 새로운 선도물질 최적화 전략 (Novel Lead Optimization Strategy Using Quantitative Structure-Activity Relationship and Physiologically-Based Pharmacokinetics Modeling)

  • 변진주;박민호;신석호;신영근
    • 약학회지
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    • 제59권4호
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    • pp.151-157
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    • 2015
  • The purpose of this study is to demonstrate how lead compounds are best optimized with the application of in silico QSAR and PBPK modeling at the early drug discovery stage. Several predictive QSAR models such as $IC_{50}$ potency model, intrinsic clearance model and brain penetration model were built and applied to a set of virtually synthesized library of the BACE1 inhibitors. Selected candidate compounds were also applied to the PBPK modeling for comparison between the predicted animal pharmacokinetic parameters and the observed ones in vivo. This novel lead optimization strategy using QSAR and PBPK modelings could be helpful to expedite the drug discovery process.

A novel smart criterion of grey-prediction control for practical applications

  • Z.Y. Chen;Ruei-yuan Wang;Yahui Meng;Timothy Chen
    • Smart Structures and Systems
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    • 제31권1호
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    • pp.69-78
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    • 2023
  • The purpose of this paper is to develop a scalable grey predictive controller with unavoidable random delays. Grey prediction is proposed to solve problems caused by incorrect parameter selection and to eliminate the effects of dynamic coupling between degrees of freedom (DOFs) in nonlinear systems. To address the stability problem, this study develops an improved gray-predictive adaptive fuzzy controller, which can not only solve the implementation problem by determining the stability of the system, but also apply the Linear Matrix Inequality (LMI) law to calculate Fuzzy change parameters. Fuzzy logic controllers manipulate robotic systems to improve their control performance. The stability is proved using Lyapunov stability theorem. In this article, the authors compare different controllers and the proposed predictive controller can significantly reduce the vibration of offshore platforms while keeping the required control force within an ideal small range. This paper presents a robust fuzzy control design that uses a model-based approach to overcome the effects of modeling errors. To guarantee the asymptotic stability of large nonlinear systems with multiple lags, the stability criterion is derived from the direct Lyapunov method. Based on this criterion and a distributed control system, a set of model-based fuzzy controllers is synthesized to stabilize large-scale nonlinear systems with multiple delays.

전자건강기록 데이터 기반 욕창 발생 예측모델의 개발 및 평가 (Development and Evaluation of Electronic Health Record Data-Driven Predictive Models for Pressure Ulcers)

  • 박슬기;박현애;황희
    • 대한간호학회지
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    • 제49권5호
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    • pp.575-585
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    • 2019
  • Purpose: The purpose of this study was to develop predictive models for pressure ulcer incidence using electronic health record (EHR) data and to compare their predictive validity performance indicators with that of the Braden Scale used in the study hospital. Methods: A retrospective case-control study was conducted in a tertiary teaching hospital in Korea. Data of 202 pressure ulcer patients and 14,705 non-pressure ulcer patients admitted between January 2015 and May 2016 were extracted from the EHRs. Three predictive models for pressure ulcer incidence were developed using logistic regression, Cox proportional hazards regression, and decision tree modeling. The predictive validity performance indicators of the three models were compared with those of the Braden Scale. Results: The logistic regression model was most efficient with a high area under the receiver operating characteristics curve (AUC) estimate of 0.97, followed by the decision tree model (AUC 0.95), Cox proportional hazards regression model (AUC 0.95), and the Braden Scale (AUC 0.82). Decreased mobility was the most significant factor in the logistic regression and Cox proportional hazards models, and the endotracheal tube was the most important factor in the decision tree model. Conclusion: Predictive validity performance indicators of the Braden Scale were lower than those of the logistic regression, Cox proportional hazards regression, and decision tree models. The models developed in this study can be used to develop a clinical decision support system that automatically assesses risk for pressure ulcers to aid nurses.

단결정 철의 소성에 대한 멀티스케일 모델링 (Multi-scale Modeling of Plasticity for Single Crystal Iron)

  • 전종배;이병주;장영원
    • 소성∙가공
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    • 제21권6호
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    • pp.366-371
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    • 2012
  • Atomistic simulations have become useful tools for exploring new insights in materials science, but the length and time scale that can be handled with atomistic simulations are seriously limiting their practical applications. In order to make meaningful quantitative predictions, atomistic simulations are necessarily combined with higher-scale modeling. The present research is thus concerned with the development of a multi-scale model and its application to the prediction of the mechanical properties of body-centered cubic(BCC) iron with an emphasis on the coupling of atomistic molecular dynamics with meso-scale discrete dislocation dynamics modeling. In order to achieve predictive multi-scale simulations, it is necessary to properly incorporate atomistic details into the meso-scale approach. This challenge is handled with the proposed hierarchical information passing strategy from atomistic to meso-scale by obtaining material properties and dislocation mobility. Finally, this fundamental and physics-based meso-scale approach is employed for quantitative predictions of the mechanical response of single crystal iron.