Search results for: conditional proportional reversed hazard rate model

Authors: Faiz N. K. Yusufi, Aquil Ahmed, Jamal Ahmad

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Diabetes in India is growing at an alarming rate and the complications caused by it need to be controlled. Coronary heart disease (CHD) is one of the complications that will be discussed for prediction in this study. India has the second most number of diabetes patients in the world. To the best of our knowledge, there is no CHD risk score for Indian type 2 diabetes patients. Any form of CHD has been taken as the event of interest. A sample of 750 was determined and randomly collected from the Rajiv Gandhi Centre for Diabetes and Endocrinology, J.N.M.C., A.M.U., Aligarh, India. Collected variables include patients data such as sex, age, height, weight, body mass index (BMI), blood sugar fasting (BSF), post prandial sugar (PP), glycosylated haemoglobin (HbA1c), diastolic blood pressure (DBP), systolic blood pressure (SBP), smoking, alcohol habits, total cholesterol (TC), triglycerides (TG), high density lipoprotein (HDL), low density lipoprotein (LDL), very low density lipoprotein (VLDL), physical activity, duration of diabetes, diet control, history of antihypertensive drug treatment, family history of diabetes, waist circumference, hip circumference, medications, central obesity and history of CHD. Predictive risk scores of CHD events are designed by cox proportional hazard regression. Model calibration and discrimination is assessed from Hosmer Lemeshow and area under receiver operating characteristic (ROC) curve. Overfitting and underfitting of the model is checked by applying regularization techniques and best method is selected between ridge, lasso and elastic net regression. Youden’s index is used to choose the optimal cut off point from the scores. Five year probability of CHD is predicted by both survival function and Markov chain two state model and the better technique is concluded. The risk scores for CHD developed can be calculated by doctors and patients for self-control of diabetes. Furthermore, the five-year probabilities can be implemented as well to forecast and maintain the condition of patients.

Keywords: coronary heart disease, cox proportional hazard regression, ROC curve, type 2 diabetes Mellitus

Procedia PDF Downloads 220

Authors: Aude Gounelle, Gloria Senfaute, Ludivine Saint-Mard, Thomas Chartier

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The long-term deformation rates of faults are not fully captured by Probabilistic Seismic Hazard Assessment (PSHA). PSHA that use catalogues to develop area or smoothed-seismicity sources is limited by the data available to constraint future earthquakes activity rates. The integration of faults in PSHA can at least partially address the long-term deformation. However, careful treatment of fault sources is required, particularly, in low strain rate regions, where estimated seismic hazard levels are highly sensitive to assumptions concerning fault geometry, segmentation and slip rate. When integrating faults in PSHA various constraints on earthquake rates from geologic and seismologic data have to be satisfied. For low strain rate regions where such data is scarce it would be especially challenging. Faults in PSHA requires conversion of the geologic and seismologic data into fault geometries, slip rates and then into earthquake activity rates. Several approaches exist for translating slip rates into earthquake activity rates. In the most frequently used approach, the background earthquakes are handled using a truncated approach, in which earthquakes with a magnitude lower or equal to a threshold magnitude (Mw) occur in the background zone, with a rate defined by the rate in the earthquake catalogue. Although magnitudes higher than the threshold are located on the fault with a rate defined using the average slip rate of the fault. As high-lighted by several research, seismic events with magnitudes stronger than the selected magnitude threshold may potentially occur in the background and not only at the fault, especially in regions of slow tectonic deformation. It also has been known that several sections of a fault or several faults could rupture during a single fault-to-fault rupture. It is then essential to apply a consistent modelling procedure to allow for a large set of possible fault-to-fault ruptures to occur aleatory in the hazard model while reflecting the individual slip rate of each section of the fault. In 2019, a tool named SHERIFS (Seismic Hazard and Earthquake Rates in Fault Systems) was published. The tool is using a methodology to calculate the earthquake rates in a fault system where the slip-rate budget of each fault is conversed into rupture rates for all possible single faults and faultto-fault ruptures. The objective of this paper is to compare the SHERIFS method with one other frequently used model to analyse the impact on the seismic hazard and through sensibility studies better understand the influence of key parameters and assumptions. For this application, a simplified but realistic case study was selected, which is in an area of moderate to hight seismicity (South Est of France) and where the fault is supposed to have a low strain.

Keywords: deformation rates, faults, probabilistic seismic hazard, PSHA

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Authors: A. Bere, H. G. Sithuba, K. Kyei, C. Sigauke

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We employ a discrete logit survival model to investigate the risk factors for early alcohol intake among students at two tertiary institutions in Thohoyandou, South Africa. Data were collected from a sample of 744 students using a self-administered questionnaire. Significant covariates were arrived at through a regularization algorithm implemented using the glmmLasso package. The tuning parameter was determined using a five-fold cross-validation algorithm. The baseline hazard was modelled as a smooth function of time through the use of spline functions. The results show that the hazard of initial alcohol intake peaks at the age of about 16 years and that at any given time, being of a male gender, prior use of other drugs, having drinking peers, having experienced negative life events and physical abuse are associated with a higher risk of alcohol intake debut.

Keywords: cross-validation, discrete hazard model, LASSO, smooth baseline hazard

Procedia PDF Downloads 192

Authors: Hadi Ghasemi, Mark Leonard, Spiliopoulos Spiro, Phil Cummins, Mathew Moihoi, Felix Taranu, Eric Buri, Chris Mckee

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In this study the level of seismic hazard in terms of Peak Ground Acceleration (PGA) was calculated for return period of 475 years, using modeled seismic sources and assigned ground-motion equations. The calculations were performed for bedrock site conditions (Vs30=760 m/s). From the results it is evident that the seismic hazard reaches its maximum level (i.e. PGA≈1g for 475 yr return period) at the Huon Peninsula and southern New Britain regions. Disaggregation analysis revealed that moderate to large earthquakes occurring along the New Britain Trench mainly control the level of hazard at these locations. The open-source computer program OpenQuake developed by Global Earthquake Model foundation was used for the seismic hazard computations. It should be emphasized that the presented results are still preliminary and should not be interpreted as our final assessment of seismic hazard in PNG.

Keywords: probabilistic seismic hazard assessment, Papua New Guinea, building code, OpenQuake

Procedia PDF Downloads 557

Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

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In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: Lingzhi Li, Jiankun Zhang, Tiantian Gu

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Hazard management that can prevent fatal accidents and property losses is a fundamental process during the buildings’ construction stage. However, due to lack of safety supervision resources and operational pressures, the conduction of hazard management is poor and ineffective in China. In order to improve the quality of construction safety management, it is critical to explore the use of information technologies to ensure that the process of hazard management is efficient and effective. After exploring the existing problems of construction hazard management in China, this paper develops the griddization management model for construction hazard management. First, following the knowledge grid infrastructure, the griddization computing infrastructure for construction hazards management is designed which includes five layers: resource entity layer, information management layer, task management layer, knowledge transformation layer and application layer. This infrastructure will be as the technical support for realizing grid management. Second, this study divides the construction hazards into grids through city level, district level and construction site level according to grid principles. Last, a griddization management process including hazard identification, assessment and control is developed. Meanwhile, all stakeholders of construction safety management, such as owners, contractors, supervision organizations and government departments, should take the corresponding responsibilities in this process. Finally, a case study based on actual construction hazard identification, assessment and control is used to validate the effectiveness and efficiency of the proposed griddization management model. The advantage of this designed model is to realize information sharing and cooperative management between various safety management departments.

Keywords: construction hazard, griddization computing, grid management, process

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Authors: Yuzhi Cai

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In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, financial returns, predictive distribution, quantile function model

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Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: A. H. Shaikat, M. B. Hossain, S. K. M. A. Islam, M. M. Hassan, S. A. Khan, A. K. M. Saifuddin, M. N. Islam, M. A. Hoque

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A total of eighteen (18) sex reversed chickens with unusual phenotypic characteristics of male birds were identified over 2000 Hyline layer chickens at Motaher Poultry Farm, Ramu, Cox’s Bazar. Chickens were subdivided into two groups (case = 18, control = 20) based on the appearance of sex-reversed secondary sexual characteristics. Phenotypic traits of studied chickens were measured with farm management details. Hormone assay using ELISA, autopsy followed by gross examination of viscera was performed. The study found higher body weight (gm) (1579.3; 95% CI: 1561.7-1596.8), comb length (cm) (12.2; 11.5-12.8), comb width (cm) (7.9; 7.7-8.2), wattle length (cm) (4.9; 4.8-5.1) distinct spur, and shortened pubic bones distance, suggesting decrease oviposition in sex-reversed chickens. Testosterone concentration (ng/ml) (8.5; 6.4-10.6) was significantly higher (p<0.001) along with decrease estrogen (pg/ml) (5.1; 4.9-5.5) and progesterone concentration (pg/ml) (310.9; 289.4-332.5) in sex-reversed chickens. Mass abdominal fat deposition with atrophied ovary was found upon exploration of viscera.

Keywords: ovary, phenotypic traits, sex hormone, sex reversal

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Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

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Authors: Johan Loeckx, Joeri Bultheel

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Recently, the application of deep learning to music has gained popularity. Its true potential, however, has been largely unexplored. In this paper, a new idea for representing the dynamic behavior of music is proposed. A ”forward” conditional RBM takes into account not only preceding but also future samples during training. Though this may sound controversial at first sight, it will be shown that it makes sense from a musical and neuro-cognitive perspective. The model is applied to reconstruct music based upon the first notes and to improvise in the musical style of a composer. Different to expectations, reconstruction accuracy with respect to a regular CRBM with the same order, was not significantly improved. More research is needed to test the performance on unseen data.

Keywords: deep learning, restricted boltzmann machine, music generation, conditional restricted boltzmann machine (CRBM)

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Authors: Paul Han, Jun-Geol Baek

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In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model

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Authors: Ben Cheikh Asma, Bouafia Nabiha, Ammar Asma, Ezzi Olfa, Meddeb Khaoula, Chouchène Imed, Boussarsar Hamadi, Njah Mansour

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Background: Hospital Acquired Infection (HAI) constitutes an important worldwide health problem. It was associated with high mortality rate in intensive care units (ICU). This study aimed to determine HAI mortality rate in Tunisian intensive care units and identify its risk factors. Methods: We conducted a prospective observational cohort study over a 12 months period (September 15th 2015 to September 15 th 2016) in the adult medical ICU of University Hospital-Farhat Hached (Sousse-Tunisia). All patients admitted in the ICU for more than 48 hours were included in the study. We used an anonymous standardized survey record form to collect data by a medical hygienist assisted by an intensivist. We adopted definitions of Center for Diseases Control and prevention of Atlanta to detect HAI, Kaplan Meier survival analysis and Cox proportional hazard regression to identify independent risk factor of HAI mortality. Results: Of 171 patients, 67 developed ICU-acquired infection (global incidence rate=39.2%). The mean age of patients was 59 ± 21.2 years and 60.8% were male. The most frequently identified infections were pulmonary acquired infection (ventilator associated pneumonia (VAP) and infected atelectasis with density rates 21.4 VAP/1000 days of mechanical ventilation and 9.4 infected atelectasis /1000 days of mechanical ventilation; respectively) and central venous catheter associated infection (CVC - AI) with density rate 28.4 CVC-AI / 1000 CVC-days). HAI mortality rate was 66.7% (n=44). The median survival was 20 days 3.36, 95% Confidential Interval [13.39 – 26.60]. Specific mortality rates according to infectious site were 65.5%, 36.4% and 4.5% respectively for VAP, CVC associated infection and infected atelectasis. In univariate analysis, a significant associations between mortality and cardiovascular history (p=0.04) tracheotomy (p=0.00), peripheral venous catheterization (p=0.04), VAP (p=0.04) and infected atelectasis (p=0.04) were detected. Independent risk factors for HAI mortality were VAP with Hazard Ratio = 3.14, 95% Confidential Interval [1.63 – 6.05] (p=0.001) and tracheotomy (Hazard Ratio=0.22, 95% Confidential Interval [0.10 – 0.44], p=0.000). Conclusions: In the present study, hospital acquired infection mortality rate was relatively high. We need to intensify the fight against these infections especially ventilator-associated pneumonia that is associated with higher risk of mortality in many studies. Thus, more effective infection control interventions were necessary in our hospital.

Keywords: hospital acquired infection, intensive care unit, mortality, risk factors

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Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit

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The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.

Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function

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Authors: Juan Bojórquez, Henry E. Reyes, Edén Bojórquez, Alfredo Reyes-Salazar

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This paper addressed the use of Artificial Intelligence to obtain the structural reliability of reinforced concrete buildings. For this purpose, artificial neuronal networks (ANN) are developed to predict seismic demand hazard curves. In order to have enough input-output data to train the ANN, a set of reinforced concrete buildings (low, mid, and high rise) are designed, then a probabilistic seismic hazard analysis is made to obtain the seismic demand hazard curves. The results are then used as input-output data to train the ANN in a feedforward backpropagation model. The predicted values of the seismic demand hazard curves found by the ANN are then compared. Finally, it is concluded that the computer time analysis is significantly lower and the predictions obtained from the ANN were accurate in comparison to the values obtained from the conventional methods.

Keywords: structural reliability, seismic design, machine learning, artificial neural network, probabilistic seismic hazard analysis, seismic demand hazard curves

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Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

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Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

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Authors: Fabrizio Iezzi, Claudio Valente

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The viscous damping in dynamic systems can be proportional or non-proportional. In the first case, the mode shapes are real whereas in the second case they are complex. From an engineering point of view, the complexity of the mode shapes is important in order to quantify the non-proportional damping. Different indices exist to provide estimates of the modal complexity. These indices are or not zero, depending whether the mode shapes are not or are complex. The modal density problem arises in the experimental identification when the dynamic systems have close modal frequencies. Depending on the entity of this closeness, the mode shapes can hold fictitious imaginary quantities that affect the values of the modal complexity indices. The results are the failing in the identification of the real or complex mode shapes and then of the proportional or non-proportional damping. The paper aims to show the influence of the modal density on the values of these indices in case of both proportional and non-proportional damping. Theoretical and pseudo-experimental solutions are compared to analyze the problem according to an appropriate mechanical system.

Keywords: complex mode shapes, dynamic systems identification, modal density, non-proportional damping

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Authors: Gustavo Rodrigues, Hans Weber, Larissa Driemeier

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The prevision of post-impact conditions and the behavior of the bodies during the impact have been object of several collision models. The formulation from Hertz’s theory is generally used dated from the 19^th century. These models consider the repulsive force as proportional to the deformation of the bodies under contact and may consider it proportional to the rate of deformation. The objective of the present work is to analyze the behavior of the bodies during impact using the Finite Element Method (FEM) with elastic and plastic material models. The main parameters to evaluate are, the contact force, the time of contact and the deformation of the bodies. An advantage of using the FEM approach is the possibility to apply a plastic deformation to the model according to the material definition: there will be used Johnson–Cook plasticity model whose parameters are obtained through empirical tests of real materials. This model allows analyzing the permanent deformation caused by impact, phenomenon observed in real world depending on the forces applied to the body. These results are compared between them and with the model-based Hertz theory.

Keywords: collision, impact models, finite element method, Hertz Theory

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Authors: Ludivine Saint-Mard, Masato Nakajima, Gloria Senfaute

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In areas with low to moderate seismicity, the probabilistic seismic hazard analysis frequently uses a Poisson approach, which assumes independence in time and space of events to determine the annual probability of earthquake occurrence. Nevertheless, in countries with high seismic rate, such as Japan, it is frequently use non-poissonian model which assumes that next earthquake occurrence depends on the date of previous one. The objective of this paper is to apply a non-poissonian models in a region of low to moderate seismicity to get a feedback on the following questions: can we overcome the lack of data to determine some key parameters?, and can we deal with uncertainties to apply largely this methodology on an industrial context?. The Brownian-Passage-Time model was applied to a fault located in France and conclude that even if the lack of data can be overcome with some calculations, the amount of uncertainties and number of scenarios leads to a numerous branches in PSHA, making this method difficult to apply on a large scale of low to moderate seismicity areas and in an industrial context.

Keywords: probabilistic seismic hazard, non-poissonian model, earthquake occurrence, low seismicity

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Authors: Amel Oueslati, Olfa Benouda

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New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

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Authors: Denys Osipenko, Jonathan Crook

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Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Aries Nawel, Bentarzi Mohamed

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This paper deals with the study of some probabilistic and statistical properties of a Periodic Integer-Valued Moving Average Model (PINMA_{S}(q)). The closed forms of the mean, the second moment and the periodic autocovariance function are obtained. Furthermore, the time reversibility of the model is discussed in details. Moreover, the estimation of the underlying parameters are obtained by the Yule-Walker method, the Conditional Least Square method (CLS) and the Weighted Conditional Least Square method (WCLS). A simulation study is carried out to evaluate the performance of the estimation method. Moreover, an application on real data set is provided.

Keywords: periodic integer-valued moving average, periodically correlated process, time reversibility, count data

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Authors: Faiz N. K. Yusufi, Aquil Ahmed, Jamal Ahmad

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Predicting the risk of diabetic retinopathy (DR) in Indian type 2 diabetes patients is immensely necessary. India, being the second largest country after China in terms of a number of diabetic patients, to the best of our knowledge not a single risk score for complications has ever been investigated. Diabetic retinopathy is a serious complication and is the topmost reason for visual impairment across countries. Any type or form of DR has been taken as the event of interest, be it mild, back, grade I, II, III, and IV DR. A sample was determined and randomly collected from the Rajiv Gandhi Centre for Diabetes and Endocrinology, J.N.M.C., A.M.U., Aligarh, India. Collected variables include patients data such as sex, age, height, weight, body mass index (BMI), blood sugar fasting (BSF), post prandial sugar (PP), glycosylated haemoglobin (HbA1c), diastolic blood pressure (DBP), systolic blood pressure (SBP), smoking, alcohol habits, total cholesterol (TC), triglycerides (TG), high density lipoprotein (HDL), low density lipoprotein (LDL), very low density lipoprotein (VLDL), physical activity, duration of diabetes, diet control, history of antihypertensive drug treatment, family history of diabetes, waist circumference, hip circumference, medications, central obesity and history of DR. Cox proportional hazard regression is used to design risk scores for the prediction of retinopathy. Model calibration and discrimination are assessed from Hosmer Lemeshow and area under receiver operating characteristic curve (ROC). Overfitting and underfitting of the model are checked by applying regularization techniques and best method is selected between ridge, lasso and elastic net regression. Optimal cut off point is chosen by Youden’s index. Five-year probability of DR is predicted by both survival function, and Markov chain two state model and the better technique is concluded. The risk scores developed can be applied by doctors and patients themselves for self evaluation. Furthermore, the five-year probabilities can be applied as well to forecast and maintain the condition of patients. This provides immense benefit in real application of DR prediction in T2DM.

Keywords: Cox proportional hazard regression, diabetic retinopathy, ROC curve, type 2 diabetes mellitus

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Authors: Li-Ching Chen

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The case-control design has been widely applied in clinical and epidemiological studies to investigate the association between risk factors and a given disease. The retrospective design can be easily implemented and is more economical over prospective studies. To adjust effects for confounding factors, methods such as stratification at the design stage and may be adopted. When some major confounding factors are difficult to be quantified, a matching design provides an opportunity for researchers to control the confounding effects. The matching effects can be parameterized by the intercepts of logistic models and the conditional logistic regression analysis is then adopted. This study demonstrates an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model for matched case-control data. The asymptotic null distribution of this proposed test statistic is inferred. It needs neither to employ a simulation to evaluate its critical values nor to partition covariate space. The asymptotic power of this test statistic is also derived. The performance of the proposed method is assessed through simulation studies. An example of the real data set is applied to illustrate the implementation of the proposed method as well.

Keywords: conditional logistic model, goodness-of-fit, information matrix, matched case-control studies

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Authors: Shinji Ukita, Naohiro Nakamura, Yuji Miyazu

Abstract:

In considering the dynamic characteristics of structure, natural frequency and damping ratio are useful indicator. When performing dynamic design, it's necessary to select an appropriate initial damping model and hysteretic model. In the linear region, the setting of initial damping model influences the response, and in the nonlinear region, the combination of initial damping model and hysteretic model influences the response. However, the dynamic characteristics of structure in the nonlinear region remain unclear. In this paper, we studied the effect of setting of initial damping model and hysteretic model on the dynamic characteristics of structure. On initial damping model setting, Initial stiffness proportional, Tangent stiffness proportional, and Rayleigh-type were used. On hysteretic model setting, TAKEDA model and Normal-trilinear model were used. As a study method, dynamic analysis was performed using a lumped mass model of base-fixed. During analysis, the maximum acceleration of input earthquake motion was gradually increased from 1 to 600 gal. The dynamic characteristics were calculated using the ARX model. Then, the characteristics of 1st and 2nd natural frequency and 1st damping ratio were evaluated. Input earthquake motion was simulated wave that the Building Center of Japan has published. On the building model, an RC building with 30×30m planes on each floor was assumed. The story height was 3m and the maximum height was 18m. Unit weight for each floor was 1.0t/m2. The building natural period was set to 0.36sec, and the initial stiffness of each floor was calculated by assuming the 1st mode to be an inverted triangle. First, we investigated the difference of the dynamic characteristics depending on the difference of initial damping model setting. With the increase in the maximum acceleration of the input earthquake motions, the 1st and 2nd natural frequency decreased, and the 1st damping ratio increased. Then, in the natural frequency, the difference due to initial damping model setting was small, but in the damping ratio, a significant difference was observed (Initial stiffness proportional≒Rayleigh type>Tangent stiffness proportional). The acceleration and the displacement of the earthquake response were largest in the tangent stiffness proportional. In the range where the acceleration response increased, the damping ratio was constant. In the range where the acceleration response was constant, the damping ratio increased. Next, we investigated the difference of the dynamic characteristics depending on the difference of hysteretic model setting. With the increase in the maximum acceleration of the input earthquake motions, the natural frequency decreased in TAKEDA model, but in Normal-trilinear model, the natural frequency didn’t change. The damping ratio in TAKEDA model was higher than that in Normal-trilinear model, although, both in TAKEDA model and Normal-trilinear model, the damping ratio increased. In conclusion, in initial damping model setting, the tangent stiffness proportional was evaluated the most. In the hysteretic model setting, TAKEDA model was more appreciated than the Normal-trilinear model in the nonlinear region. Our results would provide useful indicator on dynamic design.

Keywords: initial damping model, damping ratio, dynamic analysis, hysteretic model, natural frequency

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Authors: Sanjay Kumar, Lillie Dewan

Abstract:

The study of complex dynamic systems has advanced through various scientific approaches with the help of computer modeling. The common design trends in aerospace system design can be applied to quadcopter design. A quadcopter is a nonlinear, under-actuated system with complex aerodynamics parameters and creates challenges that demand new, robust, and effective control approaches. The flight control stability can be improved by planning and tracking the trajectory and reducing the effect of sensors and the operational environment. This paper presents a modern design Simmechanics visual modeling approach for a mechanical model of a quadcopter with three degrees of freedom. The Simmechanics model, considering inertia, mass, and geometric properties of a dynamic system, produces multiple translation and rotation maneuvers. The proportional, integral, and derivative (PID) controller is integrated with the Simmechanics model to follow a predefined quadcopter rotational trajectory for a fixed time interval. The results presented are satisfying. The simulation of the quadcopter control performed operations successfully.

Keywords: nonlinear system, quadcopter model, simscape modelling, proportional-integral-derivative controller

Procedia PDF Downloads 196

Authors: Ping Xu, Gregory T. Golm, Guanghan (Frank) Liu

Abstract:

In the presence of competing events, traditional survival analysis may not be appropriate and can result in biased estimates, as it assumes independence between competing events and the event of interest. Instead, competing risk analysis should be considered to correctly estimate the survival probability of the event of interest and the hazard ratio between treatment groups. The COVID-19 pandemic has provided a potential source of competing risks in clinical trials, as participants in trials may experienceCOVID-related competing events before the occurrence of the event of interest, for instance, death due to COVID-19, which can affect the incidence rate of the event of interest. We have performed simulation studies to compare multiple competing risk analysis models, including the cumulative incidence function, the sub-distribution hazard function, and the cause-specific hazard function, to the traditional survival analysis model under various scenarios. We also provide a general recommendation on conducting competing risk analysis in randomized clinical trials during the era of the COVID-19 pandemic based on the extensive simulation results.

Keywords: competing risk, survival analysis, simulations, randomized clinical trial, COVID-19 pandemic

Procedia PDF Downloads 188

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

Procedia PDF Downloads 386