利用分层抽样设计的训练数据预测罕见事件,并应用于人为野火预测

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
Johanna de Haan-Ward, Douglas G. Woolford, Simon J. Bonner
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引用次数: 0

摘要

基于响应的抽样通常用于从大量不平衡数据中对罕见事件进行建模,以提高效率。当用逻辑回归对事件建模时,可以调整抽样设计以使用抽样权重或偏移量。我们提出了一种分层抽样设计,用于模拟具有大数据的罕见事件,该设计通过在多元逻辑回归场景中提供系数标准误差的无偏估计,改进了以前的方法。我们使用多个截距来模拟采样数据中的发生率,然后通过地层特定偏移量调整每个截距。我们的模拟在估计的逻辑回归系数或其标准误差中没有提供偏差的证据。我们将该方法应用于加拿大安大略省西北部一个地区的时空、精细尺度人为火灾发生模型,说明分层抽样方法如何导致更精确的局部火灾发生估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Predicting rare events using training data from stratified sampling designs, with application to human-caused wildfire prediction

Predicting rare events using training data from stratified sampling designs, with application to human-caused wildfire prediction

Response-based sampling is often used in modelling rare events from large, imbalanced data for efficiency. When modelling the event with logistic regression, the sampling design may be adjusted for using sampling weights or an offset. We propose a stratified sampling design for modelling rare events with large data which improves on previous methods by providing unbiased estimates of the standard errors of the coefficients in a multiple logistic regression scenario. We use multiple intercepts to model the incidence in the sampled data, then adjust each intercept via a stratum-specific offset. Our simulations provide no evidence of bias in the estimated logistic regression coefficients or their standard errors. We apply this method to spatio-temporal, fine-scale human-caused fire occurrence modelling for a region in northwestern Ontario, Canada, illustrating how the stratified sampling approach results in more locally precise estimates of fire occurrence.

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来源期刊
CiteScore
1.40
自引率
0.00%
发文量
62
审稿时长
>12 weeks
期刊介绍: The Canadian Journal of Statistics is the official journal of the Statistical Society of Canada. It has a reputation internationally as an excellent journal. The editorial board is comprised of statistical scientists with applied, computational, methodological, theoretical and probabilistic interests. Their role is to ensure that the journal continues to provide an international forum for the discipline of Statistics. The journal seeks papers making broad points of interest to many readers, whereas papers making important points of more specific interest are better placed in more specialized journals. The levels of innovation and impact are key in the evaluation of submitted manuscripts.
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