• Title/Summary/Keyword: Probability Score

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Evaluation Method of Quality of Service in Telecommunications Using Logit Model (로짓모형을 이용한 통신 서비스품질 평가방법)

  • Cho, Jae-Gyeun;Ahn, Hae-Sook
    • IE interfaces
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    • v.15 no.2
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    • pp.209-217
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    • 2002
  • Quality of Service(QoS) in the telecommunications can be evaluated by analyzing the opinion data which result from the surveyed opinions of respondents and quantify subjective satisfaction on the QoS from the customers' viewpoints. For analyzing the opinion data, MOS(mean opinion score) method and Cumulative Probability Curve method are often used. The methods are based on the scoring method, and therefore, have the intrinsic deficiency due to the assignment of arbitrary scores. In this paper, we propose an analysis method of the opinion data using logit models which can be used to analyze the ordinal categorical data without assigning arbitrary scores to customers' opinion, and develop an analysis procedure considering the usage of procedures provided by SAS(Statistical Analysis System) statistical package. By the proposed method, we can estimate the relationship between customer satisfaction and network performance parameters, and provide guidelines for network planning. In addition, the proposed method is compared with Cumulative Probability Curve method with respect to prediction errors.

A Decision-making Strategy to Maximize the Information Value of Weather Forecasts in a Customer Relationship Management (CRM) Problem of the Leisure Industry (레저산업의 고객관계관리 문제에서 기상예보의 정보가치를 최대화시키는 의사결정전략 분석)

  • Lee, Joong-Woo;Lee, Ki-Kwang
    • Korean Management Science Review
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    • v.27 no.1
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    • pp.33-43
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    • 2010
  • This paper presents a method for the estimation and analysis of the economic value of weather forecasts for CRM decision-making problems in the leisure industry. Value is calculated in terms of the customer's satisfaction returned from the user's decision under the specific payoff structure, which is itself represented by a customer's satisfaction ratio model. The decision is assessed by a modified cost-loss model to consider the customer's satisfaction instead of the loss or cost. Site-specific probability and deterministic forecasts, each of which is provided in Korea and China, are applied to generate and analyze the optimal decisions. The application results demonstrate that probability forecasts have greater value than deterministic forecasts, provided that the users can locate the optimal decision threshold. This paper also presents the optimal decision strategy for specific customers with a variety of satisfaction patterns.

Color Image Segmentation by statistical approach (확률적 방법을 통한 컬러 영상 분할)

  • Gang Seon-Do;Yu Heon-U;Jang Dong-Sik
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1677-1683
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    • 2006
  • Color image segmentation is useful for fast retrieval in large image database. For that purpose, new image segmentation technique based on the probability of pixel distribution in the image is proposed. Color image is first divided into R, G, and B channel images. Then, pixel distribution from each of channel image is extracted to select to which it is similar among the well known probabilistic distribution function-Weibull, Exponential, Beta, Gamma, Normal, and Uniform. We use sum of least square error to measure of the quality how well an image is fitted to distribution. That P.d.f has minimum score in relation to sum of square error is chosen. Next, each image is quantized into 4 gray levels by applying thresholds to the c.d.f of the selected distribution of each channel. Finally, three quantized images are combined into one color image to obtain final segmentation result. To show the validity of the proposed method, experiments on some images are performed.

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An Algorithm of Score Function Generation using Convolution-FFT in Independent Component Analysis (독립성분분석에서 Convolution-FFT을 이용한 효율적인 점수함수의 생성 알고리즘)

  • Kim Woong-Myung;Lee Hyon-Soo
    • The KIPS Transactions:PartB
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    • v.13B no.1 s.104
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    • pp.27-34
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    • 2006
  • In this study, we propose this new algorithm that generates score function in ICA(Independent Component Analysis) using entropy theory. To generate score function, estimation of probability density function about original signals are certainly necessary and density function should be differentiated. Therefore, we used kernel density estimation method in order to derive differential equation of score function by original signal. After changing formula to convolution form to increase speed of density estimation, we used FFT algorithm that can calculate convolution faster. Proposed score function generation method reduces the errors, it is density difference of recovered signals and originals signals. In the result of computer simulation, we estimate density function more similar to original signals compared with Extended Infomax and Fixed Point ICA in blind source separation problem and get improved performance at the SNR(Signal to Noise Ratio) between recovered signals and original signal.

Association of Financial Distress and Predicted Bankruptcy: The Case of Pakistani Banking Sector

  • ULLAH, Hafeez;WANG, Zhuquan;ABBAS, Muhammad Ghazanfar;ZHANG, Fan;SHAHZAD, Umeair;MAHMOOD, Memon Rafait
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.1
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    • pp.573-585
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    • 2021
  • The banking sector is one of the most important sectors in Pakistan's struggling economy. Recent studies have recommended that suitable methods can be applied to predict bankruptcy. In this context, this work analyzes Pakistan's banking sector's financial status through the five-factor Altman Z-score model, which determines the probability of bankruptcy for an organization. Banking data has been collected through the Pakistan Stock Exchange (PSX) in the period 2013-2017. The Z-score assessment criteria is defined as: Z> 2.99 - "safe" zone; Z> 1.8 Z>2.98- "grey" zone; and Z <1.8 - "distress" zone. Results show good predictions for the local banking industry, while most foreign Pakistani banks were found bankrupt with the Z-score below 1.1. One of the financial risks investors face when investing in any company is the risk of bankruptcy. One of the most used models for predicting financial distress for any company is Altman's Z-score model. On the other hand, the Z-score analysis suggests that all banking establishments are not bankrupt because they have sufficient ability to control bankruptcy. At the same time, foreign banks failed financially and would not be able to be sustained in the future because they do not have the ability to pay the short-term and long-term debt.

Validity of the scoring system for traumatic liver injury: a generalized estimating equation analysis

  • Lee, Kangho;Ryu, Dongyeon;Kim, Hohyun;Jeon, Chang Ho;Kim, Jae Hun;Park, Chan Yong;Yeom, Seok Ran
    • Journal of Trauma and Injury
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    • v.35 no.1
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    • pp.25-33
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    • 2022
  • Purpose: The scoring system for traumatic liver injury (SSTLI) was developed in 2015 to predict mortality in patients with polytraumatic liver injury. This study aimed to validate the SSTLI as a prognostic factor in patients with polytrauma and liver injury through a generalized estimating equation analysis. Methods: The medical records of 521 patients with traumatic liver injury from January 2015 to December 2019 were reviewed. The primary outcome variable was in-hospital mortality. All the risk factors were analyzed using multivariate logistic regression analysis. The SSTLI has five clinical measures (age, Injury Severity Score, serum total bilirubin level, prothrombin time, and creatinine level) chosen based on their predictive power. Each measure is scored as 0-1 (age and Injury Severity Score) or 0-3 (serum total bilirubin level, prothrombin time, and creatinine level). The SSTLI score corresponds to the total points for each item (0-11 points). Results: The areas under the curve of the SSTLI to predict mortality on post-traumatic days 0, 1, 3, and 5 were 0.736, 0.783, 0.830, and 0.824, respectively. A very good to excellent positive correlation was observed between the probability of mortality and the SSTLI score (γ=0.997, P<0.001). A value of 5 points was used as the threshold to distinguish low-risk (<5) from high-risk (≥5) patients. Multivariate analysis using the generalized estimating equation in the logistic regression model indicated that the SSTLI score was an independent predictor of mortality (odds ratio, 1.027; 95% confidence interval, 1.018-1.036; P<0.001). Conclusions: The SSTLI was verified to predict mortality in patients with polytrauma and liver injury. A score of ≥5 on the SSTLI indicated a high-risk of post-traumatic mortality.

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.

Nonresponse Adjusted Raking Ratio Estimation

  • Park, Mingue
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.655-664
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    • 2015
  • A nonresponse adjusted raking ratio estimator that consists of weighting adjustment using estimated response probability and raking procedure is often used to reduce the nonresponse bias and keep the calibration property of the estimator. We investigated asymptotic properties of nonresponse adjusted raking ratio estimator and proposed a variance estimator. A simulation study is used to examine the performance of suggested estimators.

On Estimating the Parameters of an Extended Form of Logarithmic Series Distribution

  • Kumar, C. Satheesh;Riyaza, A.
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.417-425
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    • 2013
  • We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.

Binary Forecast of Heavy Snow Using Statistical Models

  • Sohn, Keon-Tae
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.369-378
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    • 2006
  • This Study focuses on the binary forecast of occurrence of heavy snow in Honam area based on the MOS(model output statistic) method. For our study daily amount of snow cover at 17 stations during the cold season (November to March) in 2001 to 2005 and Corresponding 45 RDAPS outputs are used. Logistic regression model and neural networks are applied to predict the probability of occurrence of Heavy snow. Based on the distribution of estimated probabilities, optimal thresholds are determined via true shill score. According to the results of comparison the logistic regression model is recommended.