Monitoring the multivariate coefficient of variation over time is a natural choice when the focus is on stabilising the relative variability of a multivariate process, as is the case in a significant number of real situations in engineering, health sciences, and finance, to name but a few areas. However, not many tools are available to practitioners with this aim. This paper introduces a new control chart to monitor the multivariate coefficient of variation through an exponentially weighted moving average (EWMA) scheme. Concrete methodologies to calculate the limits and evaluate the performance of the chart proposed and determine the optimal values of the chart's parameters are derived based on a theoretical study of the statistic being monitored. Computational experiments reveal that our proposal clearly outperforms existing alternatives, in terms of the average run length to detect an out-of-control state. A numerical example is included to show the efficiency of our chart when operating in practice. KEYWORDSaverage run length, doubly noncentral F distribution, EWMA, multivariate coefficient of variation, Nelder-Mead method, trimmed mean Qual Reliab Engng Int. 2019;35:1515-1541. wileyonlinelibrary.com/journal/qre
ElsevierClemente Císcar, M.; San Matías Izquierdo, S.; Giner Bosch, V. (2014). A methodology based on profitability criteria for defining the partial defection of customers in noncontractual settings. AbstractThe defection or churn of customers represents an important concern for any company and a central matter of interest in customer base analysis. An additional complication arises in non-contractual settings, where the characteristics that should be observed to saying that a customer has totally or partially defected are not clearly defined. As a matter of fact, different definitions of the churn situation could be used in this context. Focusing on non-contractual settings, in this paper we propose a methodology for evaluating the short-time economic effects that using a certain definition of churn would have on a company. With this aim, we have defined two efficiency measures for the economic results of a marketing campaign implemented against churn, and these measures have been computed using a set of definitions of * Corresponding author. 1 Prof. Susana San Matías sadly passed away in the Summer of 2012 while this paper was under review. We deeply regret the loss of such a brilliant researcher and good person and feel fortunate to have had the opportunity to work with her. Susana will be deeply missed. February 7, 2014 partial defection. Our methodology finds that definition maximizing both efficiency measures and moreover, the monetary amount that the company should invest per customer in the campaign for achieving the optimal solution. This has been modelled as a multiobjective optimization problem that we solved using compromise programming. Numerical results using real data from a Spanish retailing company are presented and discussed in order to Preprint submitted to European Journal of Operational Researchshow the performance and validity of our proposal.
Background: Studies of patients with cancer affected by coronavirus disease 2019 (COVID-19) are needed to assess the impact of the disease in this sensitive population, and the influence of different cancer treatments on the COVID-19 infection and seroconversion. Material and Methods: We performed a retrospective analysis of all patients hospitalized with RT-PCR positive for COVID-19 in our region to assess the prevalence of cancer patients and describe their characteristics and evolution (Cohort 1). Concurrently, a transversal study was carried out in patients on active systemic cancer treatment for symptomatology and seroprevalence (IgG/IgM by ELISA-method) against Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) (Cohort 2). Results: A total of 215 patients (Cohort 1) were admitted to hospital with a confirmed COVID-19 infection between February 28 and April 30, 2020, and 17 died (7.9%). A medical record of cancer was noted in 43 cases (20%), 6 of them required Intensive care unit ICU attention (14%), and 7 died (16%). There were thirty-six patients (83%) who tested IgG/IgM positive for SARS-CoV-2. Patients on immunosuppressive therapies presented a lower ratio of seroconversion (40% vs. 8%; p = 0.02). In Cohort 2, 166 patients were included in a symptoms-survey and tested for SARS-CoV-2. Any type of potential COVID-19-related symptom was referred up to 67.4% of patients (85.9% vs. 48.2% vs. 73.9%, for patients on chemotherapy, immunotherapy and targeted therapies respectively, p < 0.05). The seroprevalence ratio was 1.8% for the whole cohort with no significant differences by patient or treatment characteristics. Conclusion: Patients with cancer present higher risks for hospital needs for COVID-19 infection. The lack of SARS-CoV-2 seroconversion may be a concern for patients on immunosuppressive therapies. Patients receiving systematic therapies relayed a high rate of potentially COVID-19-related symptoms, particularly those receiving chemotherapy. However, the seroconversion rate remains low and in the range of general population.
BackgroundAn adequate forecasting model of mortality that allows an analysis of different population changes is a topic of interest for countries in demographic transition. Phenomena such as the reduction of mortality, ageing, and the increase in life expectancy are extremely useful in the planning of public policies that seek to promote the economic and social development of countries. To our knowledge, this paper is one of the first to evaluate the performance of mortality forecasting models applied to abridged life tables.ObjectiveSelect a mortality model that best describes and forecasts the characteristics of mortality in Colombia when only abridged life tables are available.Data and methodWe used Colombian abridged life tables for the period 1973–2005 with data from the Latin American Human Mortality Database. Different mortality models to deal with modeling and forecasting probability of death are presented in this study. For the comparison of mortality models, two criteria were analyzed: graphical residuals analysis and the hold-out method to evaluate the predictive performance of the models, applying different goodness of fit measures.ResultsOnly three models did not have convergence problems: Lee-Carter (LC), Lee-Carter with two terms (LC2), and Age-Period-Cohort (APC) models. All models fit better for women, the improvement of LC2 on LC is mostly for central ages for men, and the APC model’s fit is worse than the other two. The analysis of the standardized deviance residuals allows us to deduce that the models that reasonably fit the Colombian mortality data are LC and LC2. The major residuals correspond to children’s ages and later ages for both sexes.ConclusionThe LC and LC2 models present better goodness of fit, identifying the principal characteristics of mortality for Colombia.Mortality forecasting from abridged life tables by sex has clear added value for studying differences between developing countries and convergence/divergence of demographic changes.
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