Pakistan Journal of Statistics and Operation Research最新文献_第8页

Remarks on the Papers by Coelho-Barros et al. (2017), Usman et al. (2021) and Obeid and Kadry (2022) Coelho-Barros等人(2017)，Usman等人(2021)和Obeid和Kadry(2022)的论文评论

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-10 DOI: 10.18187/pjsor.v18i3.4180

G. Hamedani, I. Ghosh, A. Saghir

引用次数: 0

Some improvements for existing simple Approximations of the Normal Distribution Function 对现有的正态分布函数的简单近似作了一些改进

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.4007

A. Hanandeh, Omar M. Eidous

引用次数: 1

The Effect of Different Similarity Distance Measures in Detecting Outliers Using Single-Linkage Clustering Algorithm for Univariate Circular Biological Data 单变量圆形生物数据单链接聚类算法中不同相似距离测度对异常点检测的影响

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.3982

N. S. Zulkipli, S. Z. Satari, W. N. S. Wan Yusoff

{"title":"The Effect of Different Similarity Distance Measures in Detecting Outliers Using Single-Linkage Clustering Algorithm for Univariate Circular Biological Data","authors":"N. S. Zulkipli, S. Z. Satari, W. N. S. Wan Yusoff","doi":"10.18187/pjsor.v18i3.3982","DOIUrl":"https://doi.org/10.18187/pjsor.v18i3.3982","url":null,"abstract":"The procedure of outliers detection in univariate circular data can be developed using clustering algorithm. In clustering, it is necessary to calculate the similarity measure in order to cluster the observations into their own group. The similarity measure in circular data can be determined by calculating circular distance between each point of angular observation. In this paper, clustering-based procedure for outlier detection in univariate circular biological data with different similarity distance measures will be developed and the performance will be investigated. Three different circular similarity distance measures are used for the outliers detection procedure using single-linkage clustering algorithm. However, there are two similarity measures namely Satari distance and Di distance that are found to have similarity in formula for univariate circular data. The aim of this study is to develop and demonstrate the effectiveness of proposed clustering-based procedure with different similarity distance measure in detecting outliers. Therefore, in this study the circular similarity distance of SL-Satari/Di and another similarity measure namely SL-Chang will be compared at certain cutting rule. It is found that clustering-based procedure using single-linkage algorithm with different similarity distances are applicable and promising approach for outlier detection in univariate circular data, particularly for biological data. The result also found that at a certain condition of data, the SL-Satari/Di distance seems to overperform the performance of SL-Chang distance.","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":" ","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43942908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

The Performance of Bayesian Analysis in Structural Equation Modelling to Construct The Health Behaviour During Pandemic COVID-19 贝叶斯分析在构建新冠肺炎大流行期间健康行为的结构方程模型中的性能

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.4096

F. Yanuar, A. Zetra

{"title":"The Performance of Bayesian Analysis in Structural Equation Modelling to Construct The Health Behaviour During Pandemic COVID-19","authors":"F. Yanuar, A. Zetra","doi":"10.18187/pjsor.v18i3.4096","DOIUrl":"https://doi.org/10.18187/pjsor.v18i3.4096","url":null,"abstract":"Originating from Wuhan, China, COVID-19 is spreading rapidly throughout the world. The epidemiological model is required to provide evidence for public health policymakers to reduce the spread of COVID-19. Health behaviour is assumed could reduce the spread of this virus. This study purposes to construct an acceptable model of health behaviour. To achieve this goal, a Bayesian structural equation modelling (SEM) is implemented. This current study is also purposed to evaluate the performance of Bayesian SEM, including the sensitivity, adequacy, and the acceptability of parameters estimated with the result that the acceptable model is obtained. The sensitivity of the Bayesian SEM estimator is evaluated by choosing several types of prior and the model results are compared. The adequacy of the Bayesian SEM estimate is checked by doing the convergence test of the corresponding model parameters. The acceptability of the Bayesian approach and its associated algorithm in recovering the true parameters are monitored by the Bootstrap simulation study. The Bayesian SEM applies the Gibbs sample approach in estimating model parameters. This method is applied to the primary data gathered from an online survey from March to May 2020 during COVID-19 to individuals living in West Sumatera, Indonesia. It is found that health motivation is significantly related to health behaviour. Whereas socio-demographic and perceived susceptibility has no significant effect on health behaviour. ","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":" ","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49663589","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Optimization of Backpropagation Using Harmony Search for Gold Price Forecasting 基于和谐搜索的反向传播优化黄金价格预测

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.3915

Yuni Kurniawati, M. Muhajir

{"title":"Optimization of Backpropagation Using Harmony Search for Gold Price Forecasting","authors":"Yuni Kurniawati, M. Muhajir","doi":"10.18187/pjsor.v18i3.3915","DOIUrl":"https://doi.org/10.18187/pjsor.v18i3.3915","url":null,"abstract":"Gold is a precious metal often used for investment, due to its cash-in ease and yearly value increase. This indicates that price forecasting is used to determine the prospect of future gold prices. Strong gold price forecasting is highly desired by investors to make decisions. That is why technical indicators are very important used for forecasting. By using technical indicators the information obtained can be more informative than using pure gold prices. One of the commonly used methods is Backpropagation (BP). BP has been shown to have good performance in dealing with nonlinear problems. However, due to the random determination of the parameters of neurons in the hidden layer BP requires a number of neurons in the hidden layer to get optimal results. Therefore, this study aims to analyze the optimization of Backpropagation (BP) through the Harmony Search (HS) algorithm by evaluating the use of relevant technical indicators for forecasting gold prices. In the HS-BP model, this method is used to determine input variables and neurons in the hidden layer. HS with the principle of musicians with the aim of finding the best harmony. This technique is used based on the results of the fitness function. In this research, the fitness function used is Mean Square Error (MSE). HS aims to optimize BP in such a way that the forecasting system provides the lowest MSE and improves the forecasting performance of gold prices. Based on this research, the input variables used are Moving Average, Relative Strength Index, and Bollinger Bands. Next, the selected variables and neurons are applied to the BP algorithm. Where the implementation uses gold closing price data for January 2020-2021. The results showed that the proposed method has better results in forecasting accuracy and convergence error. HS-BP provides a better level of gold price forecasting than the regular BP model.","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":" ","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49102686","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A New Compound Lomax Model: Properties, Copulas, Modeling and Risk Analysis Utilizing the Negatively Skewed Insurance Claims Data 一种新的复合Lomax模型:利用负偏斜保险理赔数据的性质、联结、建模和风险分析

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.3652

M. Hamed, G. Cordeiro, H. Yousof

{"title":"A New Compound Lomax Model: Properties, Copulas, Modeling and Risk Analysis Utilizing the Negatively Skewed Insurance Claims Data","authors":"M. Hamed, G. Cordeiro, H. Yousof","doi":"10.18187/pjsor.v18i3.3652","DOIUrl":"https://doi.org/10.18187/pjsor.v18i3.3652","url":null,"abstract":"Analyzing the future values of anticipated claims is essential in order for insurance companies to avoid major losses caused by prospective future claims. This study proposes a novel three-parameter compound Lomax extension. The new density can be \"monotonically declining\", \"symmetric\", \"bimodal-asymmetric\", \"asymmetric with right tail\", \"asymmetric with wide peak\" or \"asymmetric with left tail\". The new hazard rate can take the following shapes: \"J-shape\", \"bathtub (U-shape)\", \"upside down-increasing\", \"decreasing-constant\", and \"upside down-increasing\". We use some common copulas, including the Farlie-Gumbel-Morgenstern copula, the Clayton copula, the modified Farlie-Gumbel-Morgenstern copula, Renyi's copula and Ali-Mikhail-Haq copula to present some new bivariate quasi-Poisson generalized Weibull Lomax distributions for the bivariate mathematical modelling. Relevant mathematical properties are determined, including mean waiting time, mean deviation, raw and incomplete moments, residual life moments, and moments of the reversed residual life. Two actual data sets are examined to demonstrate the unique Lomax extension's usefulness. The new model provides the lowest statistic testing based on two real data sets. The risk exposure under insurance claims data is characterized using five important risk indicators: value-at-risk, tail variance, tail-value-at-risk, tail mean-variance, and mean excess loss function. For the new model, these risk indicators are calculated. In accordance with five separate risk indicators, the insurance claims data are employed in risk analysis. We choose to focus on examining these data under five primary risk indicators since they have a straightforward tail to the left and only one peak. All risk indicators under the insurance claims data are addressed for numerical and graphical risk assessment and analysis.","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":" ","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47986311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 7

Expanding the Nadarajah Haghighi Model: Copula, Censored and Uncensored Validation, Characterizations and Applications Nadrajah-Hagheii模型的扩展：Copula、Censored和Uncensored验证、表征和应用

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-09 DOI: 10.18187/pjsor.v18i3.3420

M. Ibrahim, G. Hamedani, Nadeem Shafique Butt, H. Yousof

引用次数: 3

A Generalized Form of Power Transformation on Exponential Family of Distribution with Properties and Application 指数分布族幂变换的一种广义形式及其性质及应用

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-07 DOI: 10.18187/pjsor.v18i3.3883

Seema Chettri, Bhanita Das, Imliyangba Imliyangba, P. Hazarika

引用次数: 0

Generalized Linear Models for Loss Calculation in General Insurance 一般保险损失计算的广义线性模型

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-09-07 DOI: 10.18187/pjsor.v18i3.3676

D. Lestari, Raymond Tanujaya, Rahmat Al Kafi, S. Devila

引用次数: 0

A New Generalized-X Family of Distributions: Applications, Characterization and a Mixture of Random Effect Models 一个新的广义X分布族：应用、表征和随机效应模型的混合

IF 1.5

Pakistan Journal of Statistics and Operation Research Pub Date : 2022-06-03 DOI: 10.18187/pjsor.v18i2.4043

R. Roozegar, Getachew Tekle, G. Hamedani

{"title":"A New Generalized-X Family of Distributions: Applications, Characterization and a Mixture of Random Effect Models","authors":"R. Roozegar, Getachew Tekle, G. Hamedani","doi":"10.18187/pjsor.v18i2.4043","DOIUrl":"https://doi.org/10.18187/pjsor.v18i2.4043","url":null,"abstract":"The researchers in applied statistics are recently highly motivated to introduce new generalizations of distributions due to the limitations of the classical univariate distributions. In this study, we propose a new family called new generalized-X family of distributions. A special sub-model called new generalized-Weibull distribution is studied in detail. Some basic statistical properties are discussed in depth. The performance of the new proposed model is assessed graphically and numerically. It is compared with the five well-known competing models. The proposed model is the best in its performance based on the model adequacy and discrimination techniques. The analysis is done for the real data and the maximum likelihood estimation technique is used for the estimation of the model parameters. Furthermore, a simulation study is conducted to evaluate the performance of the maximum likelihood estimators. Additionally, we discuss a mixture of random effect models which are capable of dealing with the overdispersion and correlation in the data. The models are compared for their best fit of the data with these important features. The graphical and model comparison methods implied a good improvement in the combined model.","PeriodicalId":19973,"journal":{"name":"Pakistan Journal of Statistics and Operation Research","volume":" ","pages":""},"PeriodicalIF":1.5,"publicationDate":"2022-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41766585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3