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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information Criteria

Lehmann, Rüdiger, Lösler, Michael 14 June 2017 (has links) (PDF)
The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.
2

Multiple Outlier Detection: Hypothesis Tests versus Model Selection by Information Criteria

Lehmann, Rüdiger, Lösler, Michael January 2016 (has links)
The detection of multiple outliers can be interpreted as a model selection problem. Models that can be selected are the null model, which indicates an outlier free set of observations, or a class of alternative models, which contain a set of additional bias parameters. A common way to select the right model is by using a statistical hypothesis test. In geodesy data snooping is most popular. Another approach arises from information theory. Here, the Akaike information criterion (AIC) is used to select an appropriate model for a given set of observations. The AIC is based on the Kullback-Leibler divergence, which describes the discrepancy between the model candidates. Both approaches are discussed and applied to test problems: the fitting of a straight line and a geodetic network. Some relationships between data snooping and information criteria are discussed. When compared, it turns out that the information criteria approach is more simple and elegant. Along with AIC there are many alternative information criteria for selecting different outliers, and it is not clear which one is optimal.
3

Dynamic prediction of repair costs in heavy-duty trucks

Saigiridharan, Lakshidaa January 2020 (has links)
Pricing of repair and maintenance (R&M) contracts is one among the most important processes carried out at Scania. Predictions of repair costs at Scania are carried out using experience-based prediction methods which do not involve statistical methods for the computation of average repair costs for contracts terminated in the recent past. This method is difficult to apply for a reference population of rigid Scania trucks. Hence, the purpose of this study is to perform suitable statistical modelling to predict repair costs of four variants of rigid Scania trucks. The study gathers repair data from multiple sources and performs feature selection using the Akaike Information Criterion (AIC) to extract the most significant features that influence repair costs corresponding to each truck variant. The study proved to show that the inclusion of operational features as a factor could further influence the pricing of contracts. The hurdle Gamma model, which is widely used to handle zero inflations in Generalized Linear Models (GLMs), is used to train the data which consists of numerous zero and non-zero values. Due to the inherent hierarchical structure within the data expressed by individual chassis, a hierarchical hurdle Gamma model is also implemented. These two statistical models are found to perform much better than the experience-based prediction method. This evaluation is done using the mean absolute error (MAE) and root mean square error (RMSE) statistics. A final model comparison is conducted using the AIC to draw conclusions based on the goodness of fit and predictive performance of the two statistical models. On assessing the models using these statistics, the hierarchical hurdle Gamma model was found to perform predictions the best
4

CURE RATE AND DESTRUCTIVE CURE RATE MODELS UNDER PROPORTIONAL ODDS LIFETIME DISTRIBUTIONS

FENG, TIAN January 2019 (has links)
Cure rate models, introduced by Boag (1949), are very commonly used while modelling lifetime data involving long time survivors. Applications of cure rate models can be seen in biomedical science, industrial reliability, finance, manufacturing, demography and criminology. In this thesis, cure rate models are discussed under a competing cause scenario, with the assumption of proportional odds (PO) lifetime distributions for the susceptibles, and statistical inferential methods are then developed based on right-censored data. In Chapter 2, a flexible cure rate model is discussed by assuming the number of competing causes for the event of interest following the Conway-Maxwell (COM) Poisson distribution, and their corresponding lifetimes of non-cured or susceptible individuals can be described by PO model. This provides a natural extension of the work of Gu et al. (2011) who had considered a geometric number of competing causes. Under right censoring, maximum likelihood estimators (MLEs) are obtained by the use of expectation-maximization (EM) algorithm. An extensive Monte Carlo simulation study is carried out for various scenarios, and model discrimination between some well-known cure models like geometric, Poisson and Bernoulli is also examined. The goodness-of-fit and model diagnostics of the model are also discussed. A cutaneous melanoma dataset example is used to illustrate the models as well as the inferential methods. Next, in Chapter 3, the destructive cure rate models, introduced by Rodrigues et al. (2011), are discussed under the PO assumption. Here, the initial number of competing causes is modelled by a weighted Poisson distribution with special focus on exponentially weighted Poisson, length-biased Poisson and negative binomial distributions. Then, a damage distribution is introduced for the number of initial causes which do not get destroyed. An EM-type algorithm for computing the MLEs is developed. An extensive simulation study is carried out for various scenarios, and model discrimination between the three weighted Poisson distributions is also examined. All the models and methods of estimation are evaluated through a simulation study. A cutaneous melanoma dataset example is used to illustrate the models as well as the inferential methods. In Chapter 4, frailty cure rate models are discussed under a gamma frailty wherein the initial number of competing causes is described by a Conway-Maxwell (COM) Poisson distribution in which the lifetimes of non-cured individuals can be described by PO model. The detailed steps of the EM algorithm are then developed for this model and an extensive simulation study is carried out to evaluate the performance of the proposed model and the estimation method. A cutaneous melanoma dataset as well as a simulated data are used for illustrative purposes. Finally, Chapter 5 outlines the work carried out in the thesis and also suggests some problems of further research interest. / Thesis / Doctor of Philosophy (PhD)

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