• Title/Summary/Keyword: Censoring error model

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Accounting for zero flows in probabilistic distributed hydrological modeling for ephemeral catchment (무유출의 고려를 통한 간헐하천 유역에 확률기반의 격자형 수문모형의 구축)

  • Lee, DongGi;Ahn, Kuk-Hyun
    • Journal of Korea Water Resources Association
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    • v.53 no.6
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    • pp.437-450
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    • 2020
  • This study presents a probabilistic distributed hydrological model for Ephemeral catchment, where zero flow often occurs due to the influence of distinct climate characteristics in South Korea. The gridded hydrological model is developed by combining the Sacramento Soil Moisture Accounting Model (SAC-SMA) runoff model with a routing model. In addition, an error model is employed to represent a probabilistic hydrologic model. To be specific, the hydrologic model is coupled with a censoring error model to properly represent the features of ephemeral catchments. The performance of the censoring error model is evaluated by comparing it with the Gaussian error model, which has been utilized in a probabilistic model. We first address the necessity to consider ephemeral catchments through a review of the extensive research conducted over the recent decade. Then, the Yongdam Dam catchment is selected for our study area to confirm the usefulness of the hydrologic model developed in this study. Our results indicate that the use of the censored error model provides more reliable results, although the two models considered in this study perform reliable results. In addition, the Gaussian model delivers many negative flow values, suggesting that it occasionally offers unrealistic estimations in hydrologic modeling. In an in-depth analysis, we find that the efficiency of the censored error model may increase as the frequency of zero flow increases. Finally, we discuss the importance of utilizing the censored error model when the hydrologic model is applied for ephemeral catchments in South Korea.

Adaptive Robust Regression for Censored Data (중도 절단된 자료에 대한 적은 로버스트 회귀)

  • Kim, Chul-Ki
    • Journal of Korean Society for Quality Management
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    • v.27 no.2
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    • pp.112-125
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    • 1999
  • In a robust regression model, it is typically assumed that the errors are normally distributed. However, what if the error distribution is deviated from the normality and the response variables are not completely observable due to censoring? For complete data, Kim and Lai(1998) suggested a new adaptive M-estimator with an asymptotically efficient score function. The adaptive M-estimator is based on using B-splines to estimate the score function and simple cross validation to determine the knots of the B-splines, which are a modified version of Kun( 1992). We herein extend this method to right-censored data and study how well the adaptive M-estimator performs for various error distributions and censoring rates. Some impressive simulation results are shown.

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Estimation of the Survival Function under Extreme Right Censoring Model (극단적인 오른쪽 관측중단모형에서 생존함수의 추정)

  • Lee, Jae-Man
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.225-233
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    • 2000
  • In life-testing experiments, in which the longest time an experimental unit is on test is not a failure time, but rather a censored observation. For the situation the Kaplan-Meier estimator is known to be a baised estimator of the survival function. Several modifications of the Kaplan-Meier estimator are examined and compared with bias and mean squared error.

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Estimation on Modified Proportional Hazards Model

  • Lee, Kwang-Ho;Lee, Mi-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.1
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    • pp.59-66
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    • 1994
  • Heller and Simonoff(1990) compared several methods of estimating the regression coefficient in a modified proportional hazards model, when the response variable is subject to censoring. We give another method of estimating the parameters in the model which also allows the dependent variable to be censored and the error distribution to be unspecified. The proposed method differs from that of Miller(1976) and that of Buckely and James(1979). We also obtain the variance estimator of the coefficient estimator and compare that with the Buckely-James Variance estimator studied by Hillis(1993).

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The Study for Software Future Forecasting Failure Time Using Time Series Analysis. (시계열 분석을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.11 no.3
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    • pp.19-24
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    • 2011
  • Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

The Study for Software Future Forecasting Failure Time Using Curve Regression Analysis (곡선 회귀모형을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.12 no.3
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    • pp.115-121
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    • 2012
  • Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offers information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, we predict the future failure time by using the curve regression analysis where the s-curve, growth, and Logistic model is used. The proposed prediction method analysis used failure time for the prediction of this model. Model selection using the coefficient of determination and the mean square error were presented for effective comparison.

BAYESIAN AND CLASSICAL INFERENCE FOR TOPP-LEONE INVERSE WEIBULL DISTRIBUTION BASED ON TYPE-II CENSORED DATA

  • ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • v.42 no.4
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    • pp.819-829
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    • 2024
  • This paper delves into an examination of both non-Bayesian and Bayesian estimation techniques for determining the Topp-leone inverse Weibull distribution parameters based on progressive Type-II censoring. The first approach employs expectation maximization (EM) algorithms to derive maximum likelihood estimates for these variables. Subsequently, Bayesian estimators are obtained by utilizing symmetric and asymmetric loss functions such as Squared error and Linex loss functions. The Markov chain Monte Carlo method is invoked to obtain these Bayesian estimates, solidifying their reliability in this framework.

Analyzing Clustered and Interval-Censored Data based on the Semiparametric Frailty Model

  • Kim, Jin-Heum;Kim, Youn-Nam
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.707-718
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    • 2012
  • We propose a semi-parametric model to analyze clustered and interval-censored data; in addition, we plugged-in a gamma frailty to the model to measure the association of members within the same cluster. We propose an estimation procedure based on EM algorithm. Simulation results showed that our estimation procedure may result in unbiased estimates. The standard error is smaller than expected and provides conservative results to estimate the coverage rate; however, this trend gradually disappeared as the number of members in the same cluster increased. In addition, our proposed method was illustrated with data taken from diabetic retinopathy studies to evaluate the effectiveness of laser photocoagulation in delaying or preventing the onset of blindness in individuals with diabetic retinopathy.

Accounting for zero flows to develop a hydrological model for Yongdam Basin (무유출의 고려를 통한 용담댐 유역에 수문모형의 구축)

  • Lee, Dong Gi;Ahn, Kuk-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.138-138
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    • 2020
  • 본 연구에서는 우리나라에서 발생하는 무유출량을 고려하는 확률기반 격자형 수문 모형을 용담댐 유역에 구축하였다. 용담댐 유역은 무유출량이 종종 나타나는 간혈하천 (Ephemeral catchment) 유역으로 우리나라의 많은 유역들이 여기에 해당한다. 격자형 수문 모형의 구축을 위하여 Sacramento Soil Moisture Accounting Model (SAC-SMA) 유출 모형을 사용하여 라우팅 모형과 결합하였다. 무유출량을 표현하기 위해서 본 연구에서는 검열된 오류 모형 (censoring error model)을 사용하였다. 구축한 오류 모형과 기존에 많이 사용되는 정규화된 오류 모형의 비교를 하였으며 이를 통하여 본 연구에서 구축한 모형의 적합성을 평가하였다. 결과적으로 본 연구에서 구축한 두 개의 모형이 둘 다 신뢰할 만한 결과를 보여주지만 검열된 오류 모형이 더 적합한 결과를 보여주며 무유출의 빈도 증가에 따라 효율이 증가하는 것을 보여 준다. 그리고 기존의 방법론은 확률 기반의 유출량의 표현에 있어서 0 이하의 음수값을 표현하여 현실적이지 못한 수문 모델링을 표현한다. 따라서 본 연구에서 얻어진 결과는 간헐하천 유역에 대한 고려가 우리나라에 수문 모델 구축에 있어서 필요하다는 것을 의미한다.

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Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.