Statistical Analysis of Flow Parameters for the Graphical Simulation Outputs

System dynamics simulation software, in general, depicts graphical interpretations. The values of the parameters, on the other hand, are required for prediction. The goal of this research is to develop a novel multivariate model that can predict flow parameters while simulating flow under various scenarios. The project involves looking for variations in the streamline and constructing a new multivariate model for each elliptic cylinder system's velocity magnitude. Furthermore, the flow zones were split into three groups based on streamline behavior. As a result, utilizing simulation outputs, new models for flow zones are developed using linear and semiparametric regression. The best fitted model for each flow region was determined using mean square error (MSE), root of mean square error (RMSE), and mean absolute percentage error (MAPE). Based on the fitted smoothing curve of the velocity magnitude, a summary statistic and variability may be assessed. The presented models can be used to predict magnitude in any point of fluid flow using these models.

Right-Censored Time Series Modeling by Modified Semi-Parametric A-Spline Estimator

This paper focuses on the adaptive spline (A-spline) fitting of the semiparametric regression model to time series data with right-censored observations. Typically, there are two main problems that need to be solved in such a case: dealing with censored data and obtaining a proper A-spline estimator for the components of the semiparametric model. The first problem is traditionally solved by the synthetic data approach based on the Kaplan–Meier estimator. In practice, although the synthetic data technique is one of the most widely used solutions for right-censored observations, the transformed data’s structure is distorted, especially for heavily censored datasets, due to the nature of the approach. In this paper, we introduced a modified semiparametric estimator based on the A-spline approach to overcome data irregularity with minimum information loss and to resolve the second problem described above. In addition, the semiparametric B-spline estimator was used as a benchmark method to gauge the success of the A-spline estimator. To this end, a detailed Monte Carlo simulation study and a real data sample were carried out to evaluate the performance of the proposed estimator and to make a practical comparison.

Selection of Optimal Smoothing Parameters in Mixed Estimator of Kernel and Fourier Series in Semiparametric Regression

In this article, we propose a new method of selecting smoothing parameters in semiparametric regression. This method is used in semiparametric regression estimation where the nonparametric component is partially approximated by multivariable Fourier Series and partly approached by multivariable Kernel. Selection of smoothing parameters using the method with Generalized Cross-Validation (GCV). To see the performance of this method, it is then applied to the data drinking water quality sourced from Regional Drinking Water Company (PDAM) Surabaya by using Fourier Series with trend and Gaussian Kernel. The results showed that this method contributed a good performance in selecting the optimal smoothing parameters.

ESTIMASI MODEL REGRESI SEMIPARAMETRIK SPLINE TRUNCATED MENGGUNAKAN METODE MAXIMUM LIKELIHOOD ESTIMATION (MLE)

Regression modeling with a semiparametric approach is a combination of two approaches, namely the parametric regression approach and the nonparametric regression approach. The semiparametric regression model can be used if the response variable has a known relationship pattern with one or more of the predictor variables used, but with the other predictor variables the relationship pattern cannot be known with certainty. The purpose of this research is to examine the estimation form of the semiparametric spline truncated regression model. Suppose that random error is assumed to be independent, identical, and normally distributed with zero mean and variance , then using this assumption, we can estimate the semiparametric spline truncated regression model using the Maximum Likelihood Estimation (MLE) method. Based on the results, the estimation results of the semiparametric spline truncated regression model were obtained p=(inv(M'M)) M'y

Mixed estimator of spline truncated, Fourier series, and kernel in biresponse semiparametric regression model

Regression analysis is a method of analysis to determine the relationship between the response and the predictor variables. There are three approaches in regression analysis, namely the parametric, nonparametric, and semiparametric approaches. Biresponse Semiparametric regression model is a regression model that uses a combination approach between parametric and nonparametric components, where two response variables are correlated with each other. For data cases with several predictor variables, different estimation technique approaches can be used for each variable. In this study, the parametric component is assumed to be linear. At the same time, the nonparametric part is approached using a mixture of three estimation techniques, namely, spline truncated, Fourier series, and the kernel. The unknown data pattern is assumed to follow the criteria of each of these estimation techniques. The spline is used when the data pattern tends to change at certain time intervals, the Fourier series is used when the data pattern tends to repeat itself, and the kernel is used when the data does not have a specific way. This study aims to obtain parameter estimates for the mixed semiparametric regression model of spline truncated, Fourier series, and the kernel on the biresponse data using the Weighted Least Square (WLS) method. The formed model depends on the selection of knot points, oscillation parameters, and optimal bandwidth. The best model is based on the smallest Generalized Cross Validation (GCV).

Regularized Weighted Nonparametric Likelihood Approach for High-Dimension Sparse Subdistribution Hazards Model for Competing Risk Data

Variable selection and penalized regression models in high-dimension settings have become an increasingly important topic in many disciplines. For instance, omics data are generated in biomedical researches that may be associated with survival of patients and suggest insights into disease dynamics to identify patients with worse prognosis and to improve the therapy. Analysis of high-dimensional time-to-event data in the presence of competing risks requires special modeling techniques. So far, some attempts have been made to variable selection in low- and high-dimension competing risk setting using partial likelihood-based procedures. In this paper, a weighted likelihood-based penalized approach is extended for direct variable selection under the subdistribution hazards model for high-dimensional competing risk data. The proposed method which considers a larger class of semiparametric regression models for the subdistribution allows for taking into account time-varying effects and is of particular importance, because the proportional hazards assumption may not be valid in general, especially in the high-dimension setting. Also, this model relaxes from the constraint of the ability to simultaneously model multiple cumulative incidence functions using the Fine and Gray approach. The performance/effectiveness of several penalties including minimax concave penalty (MCP); adaptive LASSO and smoothly clipped absolute deviation (SCAD) as well as their L2 counterparts were investigated through simulation studies in terms of sensitivity/specificity. The results revealed that sensitivity of all penalties were comparable, but the MCP and MCP-L2 penalties outperformed the other methods in term of selecting less noninformative variables. The practical use of the model was investigated through the analysis of genomic competing risk data obtained from patients with bladder cancer and six genes of CDC20, NCF2, SMARCAD1, RTN4, ETFDH, and SON were identified using all the methods and were significantly correlated with the subdistribution.

Estimating equivalence scales and non-food needs in Egypt: Parametric and semiparametric regression modeling

This paper investigated the appropriate specifications of Engel curves for non-food expenditure categories and estimated the deprivation indices of non-food needs in rural areas using a semi parametric examination of the presence of saturation points. The study used the extended partial linear model (EPLM) and adopted two estimation methods—the double residual estimator and differencing estimator—to obtain flexible shapes across different expenditure categories and estimate equivalence scales. We drew on data of the Egyptian Household Income, Expenditure, and Consumption Survey (HIEC). Our paper provides empirical evidence that the rankings of most non-food expenditure categories is of rank three at most. Rural households showed high economies of scale in non-food consumption, with child’s needs accounting for only 10% of adult’s non-food needs. Based on semi-parametrically estimated consumption behavior, the tendency of non-food expenditure categories to saturate did not emerge. While based on parametrically estimated consumption behavior, rural areas exhibited higher deprivation indices in terms of health and education expenditure categories, which indicates the need to design specific programs economically targeting such vulnerable households.