Zero-inflated negative binomial distribution is characterized in this paper through a linear differential equation satisfied by its probability generating function.
In this paper,we study a robust estimation method for the observation-driven integervalued time-series models in which the conditional probability mass of current observations is assumed to follow a negative binomial ...In this paper,we study a robust estimation method for the observation-driven integervalued time-series models in which the conditional probability mass of current observations is assumed to follow a negative binomial distribution.Maximum likelihood estimator is highly affected by the outliers.We resort to the minimum density power divergence estimator as a robust estimator and showthat it is strongly consistent and asymptotically normal under some regularity conditions.Simulation results are provided to illustrate the performance of the estimator.An application is performed on data for campylobacteriosis infections.展开更多
Background: In this paper, a regression model for predicting the spatial distribution of forest cockchafer larvae in the Hessian Ried region (Germany) is presented. The forest cockchafer, a native biotic pest, is a...Background: In this paper, a regression model for predicting the spatial distribution of forest cockchafer larvae in the Hessian Ried region (Germany) is presented. The forest cockchafer, a native biotic pest, is a major cause of damage in forests in this region particularly during the regeneration phase. The model developed in this study is based on a systematic sample inventory of forest cockchafer larvae by excavation across the Hessian Ried. These forest cockchafer larvae data were characterized by excess zeros and overdispersion. Methods: Using specific generalized additive regression models, different discrete distributions, including the Poisson, negative binomial and zero-inflated Poisson distributions, were compared. The methodology employed allowed the simultaneous estimation of non-linear model effects of causal covariates and, to account for spatial autocorrelation, of a 2-dimensional spatial trend function. In the validation of the models, both the Akaike information criterion (AIC) and more detailed graphical procedures based on randomized quantile residuals were used. Results: The negative binomial distribution was superior to the Poisson and the zero-inflated Poisson distributions, providing a near perfect fit to the data, which was proven in an extensive validation process. The causal predictors found to affect the density of larvae significantly were distance to water table and percentage of pure clay layer in the soil to a depth of I m. Model predictions showed that larva density increased with an increase in distance to the water table up to almost 4 m, after which it remained constant, and with a reduction in the percentage of pure clay layer. However this latter correlation was weak and requires further investigation. The 2-dimensional trend function indicated a strong spatial effect, and thus explained by far the highest proportion of variation in larva density. Conclusions: As such the model can be used to support forest practitioners in their decision making for regeneration and forest protection planning in the Hessian predicting future spatial patterns of the larva density is still comparatively weak. Ried. However, the application of the model for somewhat limited because the causal effects are展开更多
Road crash prediction models are very useful tools in highway safety, given their potential for determining both the crash frequency occurrence and the degree severity of crashes. Crash frequency refers to the predict...Road crash prediction models are very useful tools in highway safety, given their potential for determining both the crash frequency occurrence and the degree severity of crashes. Crash frequency refers to the prediction of the number of crashes that would occur on a specific road segment or intersection in a time period, while crash severity models generally explore the relationship between crash severity injury and the contributing factors such as driver behavior, vehicle characteristics, roadway geometry, and road-environment conditions. Effective interventions to reduce crash toll include design of safer infrastructure and incorporation of road safety features into land-use and transportation planning;improvement of vehicle safety features;improvement of post-crash care for victims of road crashes;and improvement of driver behavior, such as setting and enforcing laws relating to key risk factors, and raising public awareness. Despite the great efforts that transportation agencies put into preventive measures, the annual number of traffic crashes has not yet significantly decreased. For in-stance, 35,092 traffic fatalities were recorded in the US in 2015, an increase of 7.2% as compared to the previous year. With such a trend, this paper presents an overview of road crash prediction models used by transportation agencies and researchers to gain a better understanding of the techniques used in predicting road accidents and the risk factors that contribute to crash occurrence.展开更多
The compound negative binomial model, introduced in this paper, is a discrete time version. We discuss the Markov properties of the surplus process, and study the ruin probability and the joint distributions of actuar...The compound negative binomial model, introduced in this paper, is a discrete time version. We discuss the Markov properties of the surplus process, and study the ruin probability and the joint distributions of actuarial random vectors in this model. By the strong Markov property and the mass function of a defective renewal sequence, we obtain the explicit expressions of the ruin probability, the finite-horizon ruin probability, the joint distributions of T, U(T - 1), |U(T)| and inf U(n) (i.e., the time of ruin, the surplus immediately before ruin, the deficit at ruin and maximal deficit from ruin to recovery) and the distributions of some actuarial random vectors.展开更多
We investigate the major characteristics of the occurrences, causes of and counter measures for aircraft accidents in Japan. We apply statistical data analysis and mathematical modeling techniques to determine the rel...We investigate the major characteristics of the occurrences, causes of and counter measures for aircraft accidents in Japan. We apply statistical data analysis and mathematical modeling techniques to determine the relations among economic growth, aviation demand, the frequency of aircraft/helicopter accidents, the major characteristics of the occurrence intervals of accidents, and the number of fatalities due to accidents. The statistical model analysis suggests that the occurrence intervals of accidents and the number of fatalities can be explained by probability distributions such as the exponential distribution and the negative binomial distribution, respectively. We show that countermeasures for preventing accidents have been developed in every aircraft model, and thus they have contributed to a significant decrease in the number of accidents in the last three decades. We find that the major cause of accidents involving large airplanes has been weather, while accidents involving small airplanes and helicopters are mainly due to the pilot error. We also discover that, with respect to accidents mainly due to pilot error, there is a significant decrease in the number of accidents due to the aging of airplanes, whereas the number of accidents due to weather has barely declined. We further determine that accidents involving small and large airplanes mostly occur during takeoff and landing, whereas those involving helicopters are most likely to happen during flight. In order to decrease the number of accidents, i) enhancing safety and security by further developing technologies for aircraft, airports and air control radars, ii) establishing and improving training methods for crew including pilots, mechanics and traffic controllers, iii) tightening public rules, and iv) strengthening efforts made by individual aviation-related companies are absolutely necessary.展开更多
In this article we propose a novel hurdle negative binomial (HNB) regression combined with a distributed lag nonlinear model (DLNM) to model weather factors’ impact on heat related illness (HRI) in Singapore. AIC cri...In this article we propose a novel hurdle negative binomial (HNB) regression combined with a distributed lag nonlinear model (DLNM) to model weather factors’ impact on heat related illness (HRI) in Singapore. AIC criterion is adopted to help select proper combination of weather variables and check their lagged effect as well as nonlinear effect. The process of model selection and validation is demonstrated. It is observed that the predicted occurrence rate is close to the observed one. The proposed combined model can be used to predict HRI cases for mitigating HRI occurrences and provide inputs for related public health policy considering climate change impact.展开更多
文摘Zero-inflated negative binomial distribution is characterized in this paper through a linear differential equation satisfied by its probability generating function.
基金supported by National Natural Science Foundation of China(Nos.11871027,11731015)Science and Technology Developing Plan of Jilin Province(No.20170101057JC)Cultivation Plan for Excellent Young Scholar Candidates of Jilin University.
文摘In this paper,we study a robust estimation method for the observation-driven integervalued time-series models in which the conditional probability mass of current observations is assumed to follow a negative binomial distribution.Maximum likelihood estimator is highly affected by the outliers.We resort to the minimum density power divergence estimator as a robust estimator and showthat it is strongly consistent and asymptotically normal under some regularity conditions.Simulation results are provided to illustrate the performance of the estimator.An application is performed on data for campylobacteriosis infections.
文摘Background: In this paper, a regression model for predicting the spatial distribution of forest cockchafer larvae in the Hessian Ried region (Germany) is presented. The forest cockchafer, a native biotic pest, is a major cause of damage in forests in this region particularly during the regeneration phase. The model developed in this study is based on a systematic sample inventory of forest cockchafer larvae by excavation across the Hessian Ried. These forest cockchafer larvae data were characterized by excess zeros and overdispersion. Methods: Using specific generalized additive regression models, different discrete distributions, including the Poisson, negative binomial and zero-inflated Poisson distributions, were compared. The methodology employed allowed the simultaneous estimation of non-linear model effects of causal covariates and, to account for spatial autocorrelation, of a 2-dimensional spatial trend function. In the validation of the models, both the Akaike information criterion (AIC) and more detailed graphical procedures based on randomized quantile residuals were used. Results: The negative binomial distribution was superior to the Poisson and the zero-inflated Poisson distributions, providing a near perfect fit to the data, which was proven in an extensive validation process. The causal predictors found to affect the density of larvae significantly were distance to water table and percentage of pure clay layer in the soil to a depth of I m. Model predictions showed that larva density increased with an increase in distance to the water table up to almost 4 m, after which it remained constant, and with a reduction in the percentage of pure clay layer. However this latter correlation was weak and requires further investigation. The 2-dimensional trend function indicated a strong spatial effect, and thus explained by far the highest proportion of variation in larva density. Conclusions: As such the model can be used to support forest practitioners in their decision making for regeneration and forest protection planning in the Hessian predicting future spatial patterns of the larva density is still comparatively weak. Ried. However, the application of the model for somewhat limited because the causal effects are
文摘Road crash prediction models are very useful tools in highway safety, given their potential for determining both the crash frequency occurrence and the degree severity of crashes. Crash frequency refers to the prediction of the number of crashes that would occur on a specific road segment or intersection in a time period, while crash severity models generally explore the relationship between crash severity injury and the contributing factors such as driver behavior, vehicle characteristics, roadway geometry, and road-environment conditions. Effective interventions to reduce crash toll include design of safer infrastructure and incorporation of road safety features into land-use and transportation planning;improvement of vehicle safety features;improvement of post-crash care for victims of road crashes;and improvement of driver behavior, such as setting and enforcing laws relating to key risk factors, and raising public awareness. Despite the great efforts that transportation agencies put into preventive measures, the annual number of traffic crashes has not yet significantly decreased. For in-stance, 35,092 traffic fatalities were recorded in the US in 2015, an increase of 7.2% as compared to the previous year. With such a trend, this paper presents an overview of road crash prediction models used by transportation agencies and researchers to gain a better understanding of the techniques used in predicting road accidents and the risk factors that contribute to crash occurrence.
基金Supported by the National Natural Science Foundation of China (No.10671197)
文摘The compound negative binomial model, introduced in this paper, is a discrete time version. We discuss the Markov properties of the surplus process, and study the ruin probability and the joint distributions of actuarial random vectors in this model. By the strong Markov property and the mass function of a defective renewal sequence, we obtain the explicit expressions of the ruin probability, the finite-horizon ruin probability, the joint distributions of T, U(T - 1), |U(T)| and inf U(n) (i.e., the time of ruin, the surplus immediately before ruin, the deficit at ruin and maximal deficit from ruin to recovery) and the distributions of some actuarial random vectors.
文摘We investigate the major characteristics of the occurrences, causes of and counter measures for aircraft accidents in Japan. We apply statistical data analysis and mathematical modeling techniques to determine the relations among economic growth, aviation demand, the frequency of aircraft/helicopter accidents, the major characteristics of the occurrence intervals of accidents, and the number of fatalities due to accidents. The statistical model analysis suggests that the occurrence intervals of accidents and the number of fatalities can be explained by probability distributions such as the exponential distribution and the negative binomial distribution, respectively. We show that countermeasures for preventing accidents have been developed in every aircraft model, and thus they have contributed to a significant decrease in the number of accidents in the last three decades. We find that the major cause of accidents involving large airplanes has been weather, while accidents involving small airplanes and helicopters are mainly due to the pilot error. We also discover that, with respect to accidents mainly due to pilot error, there is a significant decrease in the number of accidents due to the aging of airplanes, whereas the number of accidents due to weather has barely declined. We further determine that accidents involving small and large airplanes mostly occur during takeoff and landing, whereas those involving helicopters are most likely to happen during flight. In order to decrease the number of accidents, i) enhancing safety and security by further developing technologies for aircraft, airports and air control radars, ii) establishing and improving training methods for crew including pilots, mechanics and traffic controllers, iii) tightening public rules, and iv) strengthening efforts made by individual aviation-related companies are absolutely necessary.
文摘In this article we propose a novel hurdle negative binomial (HNB) regression combined with a distributed lag nonlinear model (DLNM) to model weather factors’ impact on heat related illness (HRI) in Singapore. AIC criterion is adopted to help select proper combination of weather variables and check their lagged effect as well as nonlinear effect. The process of model selection and validation is demonstrated. It is observed that the predicted occurrence rate is close to the observed one. The proposed combined model can be used to predict HRI cases for mitigating HRI occurrences and provide inputs for related public health policy considering climate change impact.