StatsPub Date : 2023-11-02DOI: 10.3390/stats6040075
Vladimir Kovtun, Avi Giloni, Clifford Hurvich, Sridhar Seshadri
{"title":"Pivot Clustering to Minimize Error in Forecasting Aggregated Demand Streams Each Following an Autoregressive Moving Average Model","authors":"Vladimir Kovtun, Avi Giloni, Clifford Hurvich, Sridhar Seshadri","doi":"10.3390/stats6040075","DOIUrl":"https://doi.org/10.3390/stats6040075","url":null,"abstract":"In this paper, we compare the effects of forecasting demand using individual (disaggregated) components versus first aggregating the components either fully or into several clusters. Demand streams are assumed to follow autoregressive moving average (ARMA) processes. Using individual demand streams will always lead to a superior forecast compared to any aggregates; however, we show that if several aggregated clusters are formed in a structured manner, then these subaggregated clusters will lead to a forecast with minimal increase in mean-squared forecast error. We show this result based on theoretical MSFE obtained directly from the models generating the clusters as well as estimated MSFE obtained directly from simulated demand observations. We suggest a pivot algorithm, which we call Pivot Clustering, to create these clusters. We also provide theoretical results to investigate sub-aggregation, including for special cases, such as aggregating demand generated by MA(1) models and aggregating demand generated by ARMA models with similar or the same parameters.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"11 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135973024","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}
StatsPub Date : 2023-11-01DOI: 10.3390/stats6040074
Gebrenegus Ghilagaber, Rolf Larsson
{"title":"Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach","authors":"Gebrenegus Ghilagaber, Rolf Larsson","doi":"10.3390/stats6040074","DOIUrl":"https://doi.org/10.3390/stats6040074","url":null,"abstract":"We address an inference issue where the value of a covariate is measured at the date of the survey but is used to explain behavior that has occurred long before the survey. This causes bias because the value of the covariate does not follow the temporal order of events. We propose an expected likelihood approach to adjust for such bias and illustrate it with data on the effects of educational level achieved by the time of marriage on risks of divorce. For individuals with anticipatory educational level (whose reported educational level was completed after marriage), conditional probabilities of having attained the reported level before marriage are computed. These are then used as weights in the expected likelihood to obtain adjusted estimates of relative risks. For our illustrative data set, the adjusted estimates of relative risks of divorce did not differ significantly from those obtained from anticipatory analysis that ignores the temporal order of events. Our results are slightly different from those in two other studies that analyzed the same data set in a Bayesian framework, though the studies are not fully comparable to each other.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"2 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135271487","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}
StatsPub Date : 2023-10-25DOI: 10.3390/stats6040073
Alexander Robitzsch
{"title":"Implementation Aspects in Invariance Alignment","authors":"Alexander Robitzsch","doi":"10.3390/stats6040073","DOIUrl":"https://doi.org/10.3390/stats6040073","url":null,"abstract":"In social sciences, multiple groups, such as countries, are frequently compared regarding a construct that is assessed using a number of items administered in a questionnaire. The corresponding scale is assessed with a unidimensional factor model involving a latent factor variable. To enable a comparison of the mean and standard deviation of the factor variable across groups, identification constraints on item intercepts and factor loadings must be imposed. Invariance alignment (IA) provides such a group comparison in the presence of partial invariance (i.e., a minority of item intercepts and factor loadings are allowed to differ across groups). IA is a linking procedure that separately fits a factor model in each group in the first step. In the second step, a linking of estimated item intercepts and factor loadings is conducted using a robust loss function L0.5. The present article discusses implementation alternatives in IA. It compares the default L0.5 loss function with Lp with other values of the power p between 0 and 1. Moreover, the nondifferentiable Lp loss functions are replaced with differentiable approximations in the estimation of IA that depend on a tuning parameter ε (such as, e.g., ε=0.01). The consequences of choosing different values of ε are discussed. Moreover, this article proposes the L0 loss function with a differentiable approximation for IA. Finally, it is demonstrated that the default linking function in IA introduces bias in estimated means and standard deviations if there is noninvariance in factor loadings. Therefore, an alternative linking function based on logarithmized factor loadings is examined for estimating factor means and standard deviations. The implementation alternatives are compared through three simulation studies. It turned out that the linking function for factor loadings in IA should be replaced by the alternative involving logarithmized factor loadings. Furthermore, the default L0.5 loss function is inferior to the newly proposed L0 loss function regarding the bias and root mean square error of factor means and standard deviations.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"64 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135168392","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}
StatsPub Date : 2023-10-25DOI: 10.3390/stats6040072
Szilárd Nemes
{"title":"Asymptotic Relative Efficiency of Parametric and Nonparametric Survival Estimators","authors":"Szilárd Nemes","doi":"10.3390/stats6040072","DOIUrl":"https://doi.org/10.3390/stats6040072","url":null,"abstract":"The dominance of non- and semi-parametric methods in survival analysis is not without criticism. Several studies have highlighted the decrease in efficiency compared to parametric methods. We revisit the problem of Asymptotic Relative Efficiency (ARE) of the Kaplan–Meier survival estimator compared to parametric survival estimators. We begin by generalizing Miller’s approach and presenting a formula that enables the estimation (numerical or exact) of ARE for various survival distributions and types of censoring. We examine the effect of follow-up time and censoring on ARE. The article concludes with a discussion about the reasons behind the lower and time-dependent ARE of the Kaplan–Meier survival estimator.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"32 7","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135216538","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}
StatsPub Date : 2023-10-21DOI: 10.3390/stats6040071
Roman V. Ivanov
{"title":"The Semi-Hyperbolic Distribution and Its Applications","authors":"Roman V. Ivanov","doi":"10.3390/stats6040071","DOIUrl":"https://doi.org/10.3390/stats6040071","url":null,"abstract":"This paper studies a subclass of the class of generalized hyperbolic distribution called the semi-hyperbolic distribution. We obtain analytical expressions for the cumulative distribution function and, specifically, their first and second lower partial moments. Using the received formulas, we compute the value at risk, the expected shortfall, and the semivariance in the semi-hyperbolic model of the financial market. The formulas depend on the values of generalized hypergeometric functions and modified Bessel functions of the second kind. The research illustrates the possibility of analysis of generalized hyperbolic models using the same methodology as is employed for the well-established variance-gamma model.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"23 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135512022","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}
StatsPub Date : 2023-10-20DOI: 10.3390/stats6040070
Ioannis S. Triantafyllou
{"title":"An Archimedean Copulas-Based Approach for m-Consecutive-k-Out-of-n: F Systems with Exchangeable Components","authors":"Ioannis S. Triantafyllou","doi":"10.3390/stats6040070","DOIUrl":"https://doi.org/10.3390/stats6040070","url":null,"abstract":"It is evident that several real-life applications, such as telecommunication systems, call for the establishment of consecutive-type networks. Moreover, some of them require more complex connectors than the ones that exist already in the literature. Thereof, in the present work we provide a signature-based study of a reliability network consisting of identical m-consecutive-k-out-of-n: F structures with exchangeable components. The dependency of the components of each system is modeled with the aid of well-known Archimedean copulas. Exact formulae for determining the expected lifetime of the underlying reliability scheme are provided under different Archimedean copulas-based assumptions. Several numerical results are carried out to shed light on the performance of the resulting consecutive-type design. Some thoughts on extending the present study to more complex consecutive-type reliability structures are also discussed.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135618827","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}
StatsPub Date : 2023-10-19DOI: 10.3390/stats6040069
Andreea-Ionela Puiu, Rodica Ianole-Călin, Elena Druică
{"title":"Exploring the Consumer Acceptance of Nano Clothing Using a PLS-SEM Analysis","authors":"Andreea-Ionela Puiu, Rodica Ianole-Călin, Elena Druică","doi":"10.3390/stats6040069","DOIUrl":"https://doi.org/10.3390/stats6040069","url":null,"abstract":"We use an extended framework of the technology acceptance model (TAM) to identify the most significant drivers behind the intention to buy clothes produced with nano fabrics (nano clothing). Based on survey data, we estimate an integrated model that explains this intention as being driven by attitudes, perceived usefulness, and perceived ease of use. The influences of social innovativeness, relative advantage, compatibility, and ecologic concern on perceived usefulness are tested using perceived ease of use as a mediator. We employ a partial least squares path model in WarpPLS 7.0., a predictive technique that informs policies. The results show positive effects for all the studied relationships, with effect sizes underscoring perceived usefulness, attitude, and compatibility as the most suitable targets for practical interventions. Our study expands the TAM framework into the field of nano fashion consumption, shedding light on the potential drivers of the adoption process. Explorations of the topic hold the potential to make a substantial contribution to the promotion of sustainable fashion practices.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135778354","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}
StatsPub Date : 2023-10-13DOI: 10.3390/stats6040068
Áurea Sousa, Osvaldo Silva, Leonor Bacelar-Nicolau, João Cabral, Helena Bacelar-Nicolau
{"title":"Comparison between Two Algorithms for Computing the Weighted Generalized Affinity Coefficient in the Case of Interval Data","authors":"Áurea Sousa, Osvaldo Silva, Leonor Bacelar-Nicolau, João Cabral, Helena Bacelar-Nicolau","doi":"10.3390/stats6040068","DOIUrl":"https://doi.org/10.3390/stats6040068","url":null,"abstract":"From the affinity coefficient between two discrete probability distributions proposed by Matusita, Bacelar-Nicolau introduced the affinity coefficient in a cluster analysis context and extended it to different types of data, including for the case of complex and heterogeneous data within the scope of symbolic data analysis (SDA). In this study, we refer to the most significant partitions obtained using the hierarchical cluster analysis (h.c.a.) of two well-known datasets that were taken from the literature on complex (symbolic) data analysis. h.c.a. is based on the weighted generalized affinity coefficient for the case of interval data and on probabilistic aggregation criteria from a VL parametric family. To calculate the values of this coefficient, two alternative algorithms were used and compared. Both algorithms were able to detect clusters of macrodata (aggregated data into groups of interest) that were consistent and consonant with those reported in the literature, but one performed better than the other in some specific cases. Moreover, both approaches allow for the treatment of large microdatabases (non-aggregated data) after their transformation into macrodata from the huge microdata.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135917806","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}
StatsPub Date : 2023-10-10DOI: 10.3390/stats6040067
Wolf-Dieter Richter
{"title":"On the Vector Representation of Characteristic Functions","authors":"Wolf-Dieter Richter","doi":"10.3390/stats6040067","DOIUrl":"https://doi.org/10.3390/stats6040067","url":null,"abstract":"Based upon the vector representation of complex numbers and the vector exponential function, we introduce the vector representation of characteristic functions and consider some of its elementary properties such as its polar representation and a vector power expansion.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136358081","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}
StatsPub Date : 2023-10-09DOI: 10.3390/stats6040066
Adriano Silva, Sergio Floquet, Ricardo Lima
{"title":"Newcomb–Benford’s Law in Neuromuscular Transmission: Validation in Hyperkalemic Conditions","authors":"Adriano Silva, Sergio Floquet, Ricardo Lima","doi":"10.3390/stats6040066","DOIUrl":"https://doi.org/10.3390/stats6040066","url":null,"abstract":"Recently, we demonstrated the validity of the anomalous numbers law, known as Newcomb–Benford’s law, in mammalian neuromuscular transmission, considering different extracellular calcium. The present work continues to examine how changes in extracellular physiological artificial solution can modulate the first digit law in the context of spontaneous acetylcholine release at the neuromuscular junction. Using intracellular measurements, we investigated if the intervals of miniature potentials collected at the neuromuscular junction obey the law in a hyperkalemic environment. When bathed in standard Ringer’s solution, the experiments provided 22,582 intervals extracted from 14 recordings. On the other hand, 690,385 intervals were obtained from 12 experiments in a modified Ringer’s solution containing a high potassium concentration. The analysis showed that the intervals, harvested from recordings at high potassium, satisfactorily obeyed Newcomb–Benford’s law. Furthermore, our data allowed us to uncover a conformity fluctuation as a function of the number of intervals of the miniature potentials. Finally, we discuss the biophysical implications of the present findings.","PeriodicalId":93142,"journal":{"name":"Stats","volume":"2015 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135094154","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}