• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.687-696
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• 2011

고객수명은 고객생애가치(CLV)와 함께 차별화된 마케팅전략과 기업의 경쟁력 강화의 핵심수단으로 차별화된 고객관계관리(CRM) 마케팅의 매우 중요한 핵심요소이다. 그러나 보통기업에서 사용하는 고객수명은 어떤 특정시점에서의 고객에 한정하여 고객 개별적인 특성을 반영하지 않고 단순 이탈율만을 가지고 고객 수명을 예측하고 있다. 본 연구는 이러한 단점을 극복하고 현실적인 활용을 위해, 기업고객들의 중도절단자료를 가지고 고객 세분화에 기반한 생존분석을 활용한 고객수 명예측방법을 제시하고, 실제 활용을 위해 국내 A 이동통신사의 데이터를 활용하여 적용하였다. 본 연구에서 제시하고 있는 고객 세분화에 기반한 생존 분석을 이용한 고객수명 예측방법은, 첫째, 가입시점이 다른 모든고객 을반영하고 있고, 둘째, 고객의 개별적 특성을 반영하여 개별 고객수명에 대한 오차를 줄일 수 있으며, 셋째, 관측시점 이후의 수명을 예측함으로써 시간의 흐름에 따른 이탈율 또는 해지율의 변동추이를 반영하게 되어 더욱 현실성을 반영하고 있다.

• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.227-233
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• 2004

This paper presents our work on constructing a model that is intended to predict the probability of attrition at specified points in time among customers of an insurance company. There are some difficulties in building a data-based model because a data set may contain possibly censored observations. In an effort to avoid such kind of problem, we performed logistic regression over specified time intervals while using explanatory variables to construct the proposed model. Then, we developed a Cox-type regression model for estimating the probability of attrition over a specified period of time using time-dependent explanatory variables subject to changes in value over the course of the observations.

• Journal of the Korean Data and Information Science Society
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• 제21권4호
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• pp.765-775
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• 2010

For the accelerated failure time (AFT) model a lot of effort has been devoted to develop effective estimation methods. AFT model assumes a linear relationship between the logarithm of event time and covariates. In this paper we propose a semiparametric support vector machine to consider situations where the functional form of the effect of one or more covariates is unknown. The proposed estimating equation can be computed by a quadratic programming and a linear equation. We study the effect of several covariates on a censored response variable with an unknown probability distribution. We also provide a generalized approximate cross-validation method for choosing the hyper-parameters which affect the performance of the proposed approach. The proposed method is evaluated through simulations using the artificial example.

• Journal of the Korean Data and Information Science Society
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• 제25권2호
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• pp.431-438
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• 2014

Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

• 대한산업공학회지
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• 제33권1호
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• pp.76-85
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• 2007

A reliability acceptance sampling plan (RASP) consists of a set of life test procedures and rules for eitheraccepting or rejecting a collection of items based on the sampled lifetime data. Most of the existing RASPs areconcerned with the case where test items are available at the same time. However, as in the early stage ofproduct development, it may be difficult to secure test items at the same time. In such a case, it is inevitable toconduct a life test using sequentially supplied samples.In this paper, it is assumed that test items are sequentially supplied, the lifetimes of test items follow anexponential disthbution, failures are monitored continuously, arrival times of test items are known, and thenumber of test items at each arrival time is given. Under these assumptions, RASPs are developed by deter-mining the test completion time and the critical value for the maximum likelihood estimator of the mean lifetimesuch that the producer and consumer risks are satisfied. Then, the developed plans are compared to thetraditional Type-I censored RASPs in terms of the test completion time. Computational results indicate that thetest completion time of the developed RASP is shorter than that of the traditional Type-I censored plan in mostcases considered. It is also found that the superiority of the developed RASP becomes more prominent as theinter-arrival times of test items increase and/or the total number of test items gets larger.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.11-18
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• 2005

Assume that the life times of the units under test follow the Rayleigh distribution and the test is terminated at a pre assigned time. Acceptance sampling plans are developed for this situation. The minimum sample size necessary to ensure the specified average life are obtained and the operating characteristic values of the sampling plans and producer's risk are given. An example is given to illustrate the methodology.

• Nuclear Engineering and Technology
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• 제53권6호
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• pp.1909-1923
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• 2021

We experimentally investigated the effects of thermal aging and cold work on the microstructure, mechanical properties, and primary water stress corrosion cracking (PWSCC) initiation time for Alloy 182 welds. The effects of thermal aging and cold work on the PWSCC initiation time of Alloy 182 were modeled based on the plastic energy concept and the PWSCC initiation data of this study and previous reports by considering censored data. Based on the results, it is estimated that the PWSCC resistance of the Alloy 182 weld firstly increases and then decreases with thermal aging time when the applied stress is kept constant.

• Journal of the Korean Data and Information Science Society
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• 제21권3호
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• pp.569-574
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• 2010

We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

• Journal of the Korean Data and Information Science Society
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• 제11권2호
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• pp.225-233
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• 2000

수명시험에서 시험에 장기간 노출된 대상 부품이나 실험 대상자의 수명은 관측되는 경우보다 관측중단이 일어나기가 쉽다. 이와 같은 경우에 임의중단모형에서 생존함수 추정량으로 흔히 이용되는 Kaplan과 Meier의 추정량은 수명분포의 오른쪽 꼬리부분에서 심각한 편의가 발생된다. 이러한 문제점에 대한 대안으로 정상적으로 관측된 최장수명보다 큰 관측중단수명이 많은 극단적인 오른쪽 관측중단모형에서 새로운 비모수적 생존함수 추정량을 제안하고 그 특성을 몬테칼로 모의실험을 통하여 기존의 추정량과 비교 분석하였다.