Search results for "MLSS"

Diagnostic tools for GAMLSS fitted objects

2015

In the last years GAMLSS models were applied in many research fields representing a good solution to analyze data with huge variabilty. In this paper we propose a new approach to diagnostics in GAMLSS as an alternative to classical worm plot. An application will be shown where the class of GAMLSS is applied in order to detect the presence of liver fibrosis as a function of patients risk factors.

Separate regression modelling of the Gaussian and Exponential components of an EMG response from respiratory physiology.

2014

If Y1 \sim N(\mu ;\sigma^2) and Y2 \sim Exp(\nu), with Y1 independent of Y2, then their sum Y = Y1 +Y2 follows an Exponentially Modified Gaussian (EMG) distribution. In many applications it is of interest to model the two components separately, in order to investigate their (possibly) different important predictors. We show how this can be done through a GAMLSS with EMG response, and apply this separate regression modelling strategy to a dataset on lung function variables from the SAPALDIA cohort study.

The Use of GAMLSS Framework for a Non-Stationary Frequency Analysis of Annual Runoff Data over a Mediterranean Area

2022

Climate change affects all the components of the hydrological cycle. Starting from precipitation distribution, climate alterations have direct effects on both surface water and groundwater in terms of their quantity and quality. These effects lead to modifications in water availability for agriculture, ecology and other social uses. Change in rainfall patterns also affects the runoff of natural rivers. For this reason, studying runoff data according to classical hydrological approaches, i.e., statistical inference methods that exploit stationary probability distributions, might result in missing important information relevant to climate change. From this point of view, a new approach has to…

A flexible approach for modelling a proportion response variable: Loss given default

2016

Loss given default (LGD) is a proportion of a credit exposure that is lost if the obligor defaults on a loan. Response variable LGD contains values between 0 and 1 including both 0 and 1, where 0 means that the balance is fully recovered while 1 means total loss of exposure at default. This article addresses two alternative semi parametric approaches for modelling loss given default, which is measured on the interval [0,1]. The class of models are very flexible and can accommodate skewness and bimodal characteristics of LGD data. The dependence of the predictors of each of the parameters (of the proposed model distribution for LGD) on explanatory variables can be additive P-splines, regress…

Modelling a proportion response variable using generalised additive models for location scale and shape

2015

In this paper two alternative approaches are proposed to model a response variable Y measured on the interval from zero to one, including both zero and one. The first proposed model employs a flexible four parameter distribution for 0 < Y < 1, for example a logit skew exponential power distribution, inflated by including point probabilities at 0 and 1. The second proposed model is a generalised Tobit model, obtained from a flexible four parameter distribution on (-infinity;+infinity), for example the skew exponential power distribution, by censoring below 0 and above 1. The proposed models are applied to a real data set and compared with current popular models.

A century of fishery data documenting the collapse of smooth-hounds (Mustelusspp.) in the Mediterranean Sea

2017

Conservation and management of shark populations is increasingly becoming important in many marine regions, since there is a growing body of evidence showing that several species are threatened and continuing to decline because of unregulated fishing. Quantifying the extent of sharks' decline, the risk of species extinction, and the consequences for marine ecosystems have been challenging and controversial, mostly due to data limitations. In this study, more than one century of multiple-sources of bibliographic records on presence and frequency of occurrence of three species of commercial sharks, the smooth-hounds Mustelus spp., in the Mediterranean Sea were compiled and analysed. Generaliz…

GAMLSS for Big Data: Roc Curve prediction using Twitter data

2017

During last years, Big Data appears as one of the most innovative and growing scientific area of interest. In this field, finding reliable methods to make accurate predictions represents one of the most inspirational challenges. The way to make prediction in the following paper is the use of ROC (Receiver Operating Characteristic) Curve, a binary prediction tool, often used for medical tests. The attention is focused in particular on the implementation of ROC Curve in GAMLSS (Generalized Additive Models for Location Scale and Shape), semi-parametric models suitable for huge and flexible dataset. An application will be shown where the class of GAMLSS is applied to Twitter data in order to pr…

Centile estimation for a proportion response variable.

2015

This paper introduces two general models for computing centiles when the response variable Y can take values between 0 and 1, inclusive of 0 or 1. The models developed are more flexible alternatives to the beta inflated distribution. The first proposed model employs a flexible four parameter logit skew Student t (logitSST) distribution to model the response variable Y on the unit interval (0, 1), excluding 0 and 1. This model is then extended to the inflated logitSST distribution for Y on the unit interval, including 1. The second model developed in this paper is a generalised Tobit model for Y on the unit interval, including 1. Applying these two models to (1-Y) rather than Y enables model…

The use of diagnostic tools in GAMLSS for liver fibrosis detection

Anaerobisen kynnysharjoituksen päiväkohtainen vaihtelu ja kuntotason vaikutus vaihtelun määrään

2017

Johdanto. Kestävyyssuorituskykyyn vaikuttavat pääasiallisesti maksimaalinen hapenottokyky, pitkäaikainen aerobinen kestävyys, suorituksen taloudellisuus ja hermolihasjärjestelmän voimantuottokyky. Kestävyyssuorituskykyä mitattaessa pitää ymmärtää sen päiväkohtainen vaihtelu. Syke ja laktaatti ovat tyypillisiä muuttujia ja molemmissa on huomattu olevan vaihtelua suoritusten välillä. Myös kuntotasolla on katsottu olevan vaikutusta päiväkohtaiseen suorituskyvyn vaihteluun. Parempikuntoiset ovat tavallisesti toistettavampia. MLSS-vauhti on yksi tapa arvioida kestävyyssuorituskykyä. Menetelmät. Tutkimukseen osallistui 24 (11 miestä ja 13 naista) tutkittavaa vähintään vuoden kestävyysurheilutaust…