• 제목/요약/키워드: Generalized Modeling

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Transmuted new generalized Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert;Hudson, Irene Lena
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.363-383
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    • 2016
  • The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.

Negative binomial loglinear mixed models with general random effects covariance matrix

  • Sung, Youkyung;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.61-70
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    • 2018
  • Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

Comparison between nonlinear statistical time series forecasting and neural network forecasting

  • Inkyu;Cheolyoung;Sungduck
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.87-96
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    • 2000
  • Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

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미세구동을 위한 3자유도 병렬식 매니퓨레이터 개발에 관한 연구 (Development of Three D.O.F. Parallel Manipulator for Micro-motion)

  • 이계영;한창수
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1995년도 추계학술대회 논문집
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    • pp.1067-1070
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    • 1995
  • In this paper, we have treated the modeling and development of three degree of freedom parallel manipulator for micromotion based on the Stewart platform type parallel structure. the kinematic modeling was derived from the relation between base coordinate and platform anr the dynamic modeling was from the method of Kinematic Influence Coefficients(KIC) and transferring of the generalized coordinates. Using this method, we presented the method to choose the actuator and joint by investigating the actuating forces needed when the manipulator moves along the given trajectory. In the end, the prototype manipulator was developmented and evaluated.

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Generalized State-Space Modeling of Three Phase Self-Excited Induction Generator For Dynamic Characteristics and Analysis

  • Kumar Garlapati Satish;Kishore Avinash
    • Journal of Electrical Engineering and Technology
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    • 제1권4호
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    • pp.482-489
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    • 2006
  • This paper presents the generalized dynamic modeling of self-excited induction generator (SEIG) using state-space approach. The proposed dynamic model consists of induction generator; self-excitation capacitance and load model are expressed in stationary d-q reference frame with the actual saturation curve of the machine. An artificial neural network model is implemented to estimate the machine magnetizing inductance based on the knowledge of magnetizing current. The dynamic performance of SEIG is investigated under no load, with the load, perturbation of load, short circuit at stator terminals, and variation of prime mover speed, variation of capacitance value by considering the effect of main and cross-flux saturation. During voltage buildup the variation in magnetizing inductance is taken into consideration. The performance of SEIG system under various conditions as mentioned above is simulated using MATLAB/SIMULINK and the simulation results demonstrates the feasibility of the proposed system.

A Flexible Modeling Approach for Current Status Survival Data via Pseudo-Observations

  • Han, Seungbong;Andrei, Adin-Cristian;Tsui, Kam-Wah
    • 응용통계연구
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    • 제25권6호
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    • pp.947-958
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    • 2012
  • When modeling event times in biomedical studies, the outcome might be incompletely observed. In this paper, we assume that the outcome is recorded as current status failure time data. Despite well-developed literature the routine practical use of many current status data modeling methods remains infrequent due to the lack of specialized statistical software, the difficulty to assess model goodness-of-fit, as well as the possible loss of information caused by covariate grouping or discretization. We propose a model based on pseudo-observations that is convenient to implement and that allows for flexibility in the choice of the outcome. Parameter estimates are obtained based on generalized estimating equations. Examples from studies in bile duct hyperplasia and breast cancer in conjunction with simulated data illustrate the practical advantages of this model.

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.

General problem solver를 이용한 intelligent LP 모형화에 대한 연구

  • 박성주;권오병
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1991년도 춘계공동학술대회 발표논문 및 초록집; 전북대학교, 전주; 26-27 Apr. 1991
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    • pp.469-474
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    • 1991
  • Recent interests in intelligent LP modeling aim to support MS/OR-naive users to be able to apply LP models to practical problems without the expert knowledges required. For more generalized LP modeling, a GPS(General Problem Solver)-based approach is suggested in this paper. It identifies modeling process as a means-ends analysis process. In view of this approach, a) we first divide the knowledges into domain specific assertive knowledges(state) and procedural knowledges about LP modeling(operator and macro) for model-domain independence, b) and then generate LP model according to the difference resolution techniques.

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2변수 시계열 모델 산출을 위한 소형컴퓨터용 알고리즘 (Algorithms for bivariate time series modeling in small size computers)

  • 김광준;문인혁;박병호
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.108-112
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    • 1986
  • Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

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