A change-point detection and clustering method in the recurrent-event context

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2020-01-27
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Li, Qing
Yao, Kehui
Zhang, Xinyu
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Li, Qing
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Industrial and Manufacturing Systems Engineering
The Department of Industrial and Manufacturing Systems Engineering teaches the design, analysis, and improvement of the systems and processes in manufacturing, consulting, and service industries by application of the principles of engineering. The Department of General Engineering was formed in 1929. In 1956 its name changed to Department of Industrial Engineering. In 1989 its name changed to the Department of Industrial and Manufacturing Systems Engineering.
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Industrial and Manufacturing Systems Engineering
Abstract

Change-point detection in the context of recurrent-event is a valuable analysis tool for the identification of the intensity rate changes. It has been an interesting topic in many fields, such as medical studies, travel safety analysis, etc. If subgroups exist, clustering can be incorporated into the change-point detection to improve the quality of the results. This paper develops a new algorithm named Recurrent-K-means to detect the change-points of the intensity rates and identify clusters of objects with recurrent events. It also proposes a test-based method to perform a heuristic search in determining the number of underlying clusters. In this study, the objects are assumed to fall in several clusters while the objects in the same cluster share identical change-points. The event count for an object is assumed to be a non-homogeneous Poisson process with a piecewise-constant intensity function. The methodology estimates the change-point as well as the intensity rates before and after the change-point for each cluster. The methodology establishes a clustering analysis based on K-means algorithm but enhances the procedure to be model based. The simulation study shows that the methodology performs well in parameter estimation and determination of the number of clusters in different scenarios. The methodology is applied to the UK coal mining disaster data to show its possible role in shaping government regulations and improving coal industry safety.

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This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Statistical Computation and Simulation on January 27, 2020, available online: DOI: 10.1080/00949655.2020.1718149. Posted with permission.

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Wed Jan 01 00:00:00 UTC 2020
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