论文标题

预测未来事件的数量

Predicting the Number of Future Events

论文作者

Tian, Qinglong, Meng, Fanqi, Nordman, Daniel J., Meeker, William Q.

论文摘要

本文介绍了来自与持续的活动过程相关的单位人群的未来事件数量的预测方法。例子包括保修申报表的预测以及可能对财产或生命造成严重威胁的未来产品故障数量的预测。重要的决定,例如是否应要求产品召回,通常是基于此类预测。数据通常是右审查(有时是左截断和右审查),用于估计事件时间分布的参数。然后,该分布可用于预测未来时间内事件的数量。这种预测有时称为样本内预测,与大多数预测文献中考虑的其他预测问题有所不同。本文表明,插件(也称为估计性或幼稚)预测方法不是渐近正确的(即,对于大量数据,覆盖范围概率总是无法收敛到标称置信度)。但是,一种常用的预测校准方法被证明是对样本内预测的渐近正确性,并且表明并证明了两种替代性预测性基于分布的方法,其性能比校准方法更好。

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 future product failures that could cause serious threats to property or life. Important decisions such as whether a product recall should be mandated are often based on such predictions. Data, generally right-censored (and sometimes left truncated and right-censored), are used to estimate the parameters of a time-to-event distribution. This distribution can then be used to predict the number of events over future periods of time. Such predictions are sometimes called within-sample predictions and differ from other prediction problems considered in most of the prediction literature. This paper shows that the plug-in (also known as estimative or naive) prediction method is not asymptotically correct (i.e., for large amounts of data, the coverage probability always fails to converge to the nominal confidence level). However, a commonly used prediction calibration method is shown to be asymptotically correct for within-sample predictions, and two alternative predictive-distributionbased methods that perform better than the calibration method are presented and justified.

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