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Activity Number:
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418
- SPEED: Biostatistical Methods, Application, and Education, Part 2
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Type:
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Contributed
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Date/Time:
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Tuesday, July 30, 2019 : 2:00 PM to 2:45 PM
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Sponsor:
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Quality and Productivity Section
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Abstract #307822
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Title:
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Tolerance Intervals for Autoregressive Models, with an Application to Hospital Waiting Lists
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Author(s):
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Kedai Cheng* and Derek Young
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Companies:
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and University of Kentucky
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Keywords:
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AR(k) capacity planning;
coverage probability;
forecasting;
k-factor;
regression
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Abstract:
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Statistical tolerance intervals are intervals that contain a specified proportion of the sampled population at a given confidence level. Tolerance intervals are available for numerous settings, however, the approaches for autoregressive models are far more limited. This talk fills that gap and establishes tolerance intervals for general AR(p) models, which may also have a mean or trend component present. A rigorous development of tolerance intervals in this setting is presented. Extensive simulation studies identify that good coverage properties are achieved when the AR process is stationary and the parameters of the AR model are well within the stationarity constraints. Finally, the method is applied to the monthly number of patients on hospital waiting lists in England.
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Authors who are presenting talks have a * after their name.
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