نتایج جستجو برای: bayesian prediction intervals

تعداد نتایج: 496635  

2013
Zhenlin Yang

Maximum likelihood predictive densities (MLPD) for the inverse Gaussian distribution are derived for the cases of one or both parameters unknown. They are then applied to obtain estimators of the reliability function and prediction or shortest prediction intervals for a future observation. Comparisons with the existing likelihood or frequentist methods show that the MLPD estimators of reliabili...

A. Habibi Rad, M. Doostparast, S. Ghafoori,

Prediction on the basis of censored data is very important topic in many fields including medical and engineering sciences. In this paper, based on progressive Type-II right censoring scheme, we will discuss Bayesian two-sample prediction. A general form for lifetime model including some well known and useful models such asWeibull and Pareto is considered for obtaining prediction bounds ...

In this article, we consider the problem of estimating the stress-strength reliability $Pr (X > Y)$ based on upper record values when $X$ and $Y$ are two independent but not identically distributed random variables from the power hazard rate distribution with common scale parameter $k$. When the parameter $k$ is known, the maximum likelihood estimator (MLE), the approximate Bayes estimator and ...

2010
K. Krishnamoorthy Jie Peng

The problems of constructing prediction intervals for the binomial and Poisson distributions are considered. Available approximate, exact and conditional methods for both distributions are reviewed and compared. Simple approximate prediction intervals based on the joint distribution of the past samples and the future sample are proposed. Exact coverage studies and expected widths of prediction ...

2007
Joshua LANDON Nozer D. SINGPURWALLA

Coverage probabilities for prediction intervals are germane to filtering, forecasting, previsions, regression, and time series analysis. It is a common practice to choose the coverage probabilities for such intervals by convention or by astute judgment. We argue here that coverage probabilities can be chosen by decision theoretic considerations. But to do so, we need to specify meaningful utili...

Journal: :CoRR 2016
Mohammad Ghasemi Hamed Masoud Ebadi Kivaj

This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interv...

2016
Shih-Kang Chao Yang Ning Han Liu

This paper considers the construction of prediction intervals for future observations in high dimensional regression models. We propose a new approach to evaluate the uncertainty for estimating the mean parameter based on the widely-used penalization/regularization methods. The proposed method is then applied to construct prediction intervals for sparse linear models as well as sparse additive ...

Journal: :Proceedings of the National Academy of Sciences of the United States of America 2017
Lynn H Kaack Jay Apt M Granger Morgan Patrick McSharry

Hundreds of organizations and analysts use energy projections, such as those contained in the US Energy Information Administration (EIA)'s Annual Energy Outlook (AEO), for investment and policy decisions. Retrospective analyses of past AEO projections have shown that observed values can differ from the projection by several hundred percent, and thus a thorough treatment of uncertainty is essent...

2014
M. Z. Raqab R. A. Al-Jarallah

In reliability theory, risk analysis, renewal processes and actuarial studies, the residual lifetimes data play an important essential role in studying the conditional tail of the lifetime data. In this paper, Based on some observed ordered residual Weibull data, we introduce different prediction methods for obtaining prediction intervals of future residual lifetimes including likelihood, Wald,...

2000
James Glimm Shuling Hou Yoon-ha Lee David H. Sharp Kenny Ye

We present a prediction methodology for reservoir oil production rates which assesses uncertainty and yields confidence intervals associated with its prediction. The methodology combines new developments in the traditional areas of upscaling and history matching with a new theory for numerical solution errors and with Bayesian inference. We present recent results of coworkers and ourselves. Int...

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