相关论文: Modeling the number of hidden events subject to ob…
A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking preventive actions in case of infectious diseases. The accurate…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
In many fields and applications count data can be subject to delayed reporting. This is where the total count, such as the number of disease cases contracted in a given week, may not be immediately available, instead arriving in parts over…
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…
Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…
This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…
We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…
We review basic modeling approaches for failure and maintenance data from repairable systems. In particular we consider imperfect repair models, defined in terms of virtual age processes, and the trend-renewal process which extends the…
This paper introduces an algorithm for discovering implicit and delayed causal relations between events observed by a robot at arbitrary times, with the objective of improving data-efficiency and interpretability of model-based…
One difficulty for real-time tracking of epidemics is related to reporting delay. The reporting delay may be due to laboratory confirmation, logistic problems, infrastructure difficulties and so on. The ability to correct the available…
Accurate forecasting of an insurer's outstanding liabilities is vital for the solvency of insurance companies and the financial stability of the insurance sector. For health and disability insurance, the liabilities are intimately linked…
Infectious disease forecasting is of great interest to the public health community and policymakers, since forecasts can provide insight into disease dynamics in the near future and inform interventions. Due to delays in case reporting,…
The availability of a large amount of electronic health records (EHR) provides huge opportunities to improve health care service by mining these data. One important application is clinical endpoint prediction, which aims to predict whether…
Joint models of longitudinal and event-time data have been extensively studied and applied in many different fields. Estimation of joint models is challenging, most present procedures are computational expensive and have a strict…
People often deviate from expected utility theory when making risky and intertemporal choices. While the effects of probabilistic risk and time delay have been extensively studied in isolation, their interplay and underlying theoretical…
We aim to explicitly model the delayed Granger causal effects based on multivariate Hawkes processes. The idea is inspired by the fact that a causal event usually takes some time to exert an effect. Studying this time lag itself is of…
In this paper we study the problem of predictability in partially observable discrete event systems, i.e., the question whether an observer can predict the occurrence of a fault. We extend the definition of predictability to consider the…
This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of…
This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model includes a random damage and the possibility of several…
The reporting delay in data breach incidents poses a formidable challenge for Incurred But Not Reported (IBNR) studies, complicating reserve estimation for actuarial professionals. This work presents a novel Bayesian nowcasting model…