Questions tagged [recurrent-events]

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Recurrent Survival Analysis with Time Dependent Covariates

I am analyzing the time (since 2000) of a policy adoption using R. These policies can be updated and so I think a recurrent Prentice Williams Peterson (PWP) model is appropriate. The challenge is that ...
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13 views

Test assumption of common baseline - Adersen-Gill Cox regression?

I'm running a Andersen-Gill recurrent (multiple events) cox model and I want to test the assumption of common baseline across events. Is this as simple as entering 'event' into the model and checking ...
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21 views

How to measure trends in the frequency of events

for my master thesis i want to figure out which website visitors increased / decreased the intervals between their visits during 3 months. Eventually, I want to segment them into increased and ...
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11 views

How to setup Time series model to predict time left to a binary event?

I have seen questions like this before on stack exchange, such as here and here, but most are either left unanswered, or the ones with answers (like the second link) are rather vague. Is there a ...
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1answer
29 views

Is it possible to use Survival Analyis on a time series to predict events?

I have a time-series of noisy data which occasionally triggers an event, and once that happens, the noise calms down and the cycle repeats itself (until the event is triggered once again). What I want ...
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1answer
163 views

Changing the baseline hazard ratio at each event in a PWP Cox model

I am performing a PWP (conditional) recurrent cox regression analysis over medical records. For each individual, events are indicated by dates in their medical record. It is, therefore very easy to ...
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1answer
247 views

Survival analysis with recurrent events with subjects that move in and out of risk periods

I would like to model a recurrent event with subjects that move in and out of risk over the course of the observation period of the study. I have data on the out-of-risk periods (start and end dates) ...
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1answer
61 views

Intensity function in Poisson random effect model

I have a somewhat general question about intensity functions in Poisson random effect models. Consider the Poisson random effects model in which conditional on a random effect $u$, an individual ...
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28 views

Is this a Diff and Diff kind of problem?

I have a sample of 500 firms and I need to study if an observed variable $y_i$ is different before and after a firm-specific event (happens 4 times in a year). I have 6 years of data for each firm. ...
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1answer
83 views

Survival Analysis on recurrent behavior time series predictor

We are trying to build a credit model to predict the default time (or finally closed the loans as censored). The predictor is a high-dimension time series of current observed previous payment behavior....
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1answer
97 views

Why does regression model theory not use measure-theoretic sigma-field type notation but counting process models do?

I have been studying counting process theory for time to recurrent event processes and am interested in the explicit use of the conditioning set in the model notation; $$E[dN(t)|\mathcal{F}_{t^{-}}]=\...
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2answers
46 views

Best way to visualise timing of seasonal events?

I have a spreadsheet in which I track various seasonal event – first snow, arrival of migratory birds, that kind of thing. You can view it here. What I would love to do is be able to visualise – as I ...
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147 views

Survival analysis per group for recurrent events

I am new to survival analysis, but I have a task to find the survival of groups that contain recurrent events. Without taking any predictor into account. Each group (ID) may have the same subjects, ...
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1answer
22 views

Calculating censoring proportion in recurrent event time data

My question pertains to how to calculate censoring proportion in the perspective of recurrent event data in which an individual subject can have multiple survival times related to repeated occurrences ...
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784 views

Modelling recurrent events using Cox regression (in R)

I would appreciate a sanity check of whether I am using Cox PH regression in R correctly to analyse recurrent events. My work has used the instructions proposed in "Modelling recurrent events: a ...
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66 views

Regression Analysis with Events

how can I use the event's to predict number of visitors per month, I have history of three years of Data. the layout of the data like this : Month_Year , Number of Visitors (target variable), count ...
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52 views

How to treat maximum remission time in survival analysis?

I am performing a Kaplan–Meier estimator to determine the probability of remission time before a relapse. I have seen many examples, typically using cancer as an example. These focus on the singular ...
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1answer
631 views

Event Correlation

I understand that this is a popular topic in the field of networking and telecommunication [see https://en.wikipedia.org/wiki/Event_correlation . In my problem context, I have to find correlation ...
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1answer
99 views

Time Series Classification?

I have univariate time series data for 70 subjects sampled at 1000 Hz. When graphing the single subject plots, time is on the x-axis and amplitude (arbitarty unit) on the y-axis. When looking at the ...
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1answer
82 views

Recurret Data structurring

I am confused with the structure of recurrent data that can be used with recurrent models. I know that in order to use the recurrent data models(Anderson-Gill (AG), ...
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1answer
588 views

Prediction with accelerated failure time in r for clinical data

So I have the following problem and I want to discuss it with you to see if I am thinking correctly. Data description: I have recurrent data from clinical trial. The data has a specific ...
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1answer
481 views

Can this clinical data be modeled with survival analysis or recurrent neural network

I am not from statistics background but I am faced with data that seems to be survival data. First of all, I read about survival analysis and I know about recurrent survival data and different models (...
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1answer
92 views

what kind of Recurrent Neural Network should I use to model solar irradiance data?

I am trying to model solar irradiance data. I have data per minute for like 6 months. Naturally during the night solar irradiance = 0 and over the day it creases and then drecreases. I have many data ...
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2answers
179 views

Calculating probability of churn time from interaction intervals

How can I calculate the probability, that customers of an online shop are most likely churned (not coming back), given their interaction histories. In detail, the histories include only timestamps of ...
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1answer
132 views

Regression method for Poisson Process

I was searching regarding Poisson process and data lay out for recurrent events. After diving into heap of literature its better that I should ask to someone. What steps should we take to write ...
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1answer
320 views

Error in cluster.default(ID) : only implemented for resamples objects [closed]

I am trying to implement Andersen-Gill model for recurrent analysis. I wrote the following command AG <- coxph(Surv(tstart, tstop, status) ~ trt+size+number+cluster(id), data=bladder_AG.dat) but ...
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1answer
42 views

How to model repeated occurrence of two types of events?

I have data on N individuals, where for each individual there is data on the times at which he/she visits a treatment facility for getting treated for an acute health-related condition. There are 2 ...
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2answers
473 views

What Survival Analysis Model Should I Use?

I'm sorry if this question is too broad for this board. I'm trying to figure out a survival model for my data. Right now I have it organized by country, year, "cur" which is my main IV, and event. I ...
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38 views

Measures of interdependence of events of different types

A mouse does four things: eats (E), drinks (D), defecates (S), and urinates (U). A time chart records the occurrence of each event along with the time in minutes (after the commencement of measurement)...
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0answers
279 views

Predicting next event time

Problem definition: Predict user's next event date, based on previous event occurrences. The aim is to inter-corporate time dependent and time independent features. Data: +10 year transactional data ...
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1answer
413 views

Markov Chains: Periodicity and Ergodicity

I found the dynamical system definition of ergodicity to be very intuitive: $T$, a measure preserving transformation wrt $(\Omega,\mu)$ is ergodic wrt $\mu$ if for all $A \subset \Omega$, $T^{-1}A = ...
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2answers
155 views

Time-to-event data with low censoring

I have data on individuals, consisting of an individual identifier column, starting date column and length date column. This indicates an individual being in financial distress for a specific period ...
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0answers
39 views

How to statistically make inferences about how close are repeated events to each other?

I have data about patient hospital readmission within one year after surgery. About two thirds of patients were readmitted, and the number of readmissions for those readmitted vary from 1 to 8 times. ...
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1answer
247 views

Cox model for recurrent events (with estimation of residuals / of an individual effect)

Consider some individuals that are followed during a period $T = 1$ (the same for all individuals). The individual indexed by $i$ have $n_i \ge 0$ events, at times $t_{i1}, t_{i2}, \dots, t_{in_i}$. ...
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173 views

Recurrent time-to-event?

I am working on a research paper looking at hospital readmissions after surgery and I have data for about 200 patients. I have the readmission dates for the first year after initial hospital discharge ...
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0answers
323 views

Missing survival probability estimates and times using R using an Anderson-Gill model for recurrent events

I am having problems with the "survfit" method to calculate survival probabilities following fitting an Anderson-Gill (AG) model for recurrent events using the "cph" method in the "rms" package. The ...
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1answer
2k views

Using R to calculate survival probabilities with time-varying covariates using an Andersen-Gill model

I have been using the cph function of the rms package in R to fit an Andersen-Gill (AG) model for recurrent time to events. I include time-varying covariates in this model as per the 1982 paper from ...
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1answer
858 views

Modeling mortgage prepayment behaviour using survival analysis

I am doing a study of prepayment behaviour on mortgage loans where the partial prepayment (curtailments) are very frequent and sort of normal behaviour as there are no penalties for such events. As a ...
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1answer
6k views

Using Keras LSTM RNN for variable length sequence prediction

I have a set of sequences. Each sequence is the form $\{(s_1,l_1),(s_2,l_2) \ldots\}$ where $s_i$'s are real valued numbers and $l_i$s are labels from a fixed alphabet. It is important to note that ...
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1k views

Recurrent neural network for object tracking & position filtering?

Would a recurrent neural network be appropriate for object tracking tasks? Mainly I will have 3D feature vectors $(x, y, t)$ where $x$ and $y$ are the positions of an object in the image and $t$ is ...
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1answer
138 views

Equivalent definition of persistence of state in Markov Chain

Let $E_j$ be a particular state in a sequence of finite states that qualify to follow the Markov Chain Property. If $E_j$ is persistent then by definition, \begin{equation} f_{jj}=\sum_{n=1}^{\infty} ...
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157 views

How to calculate median survival time in repeated events data?

I have a global dataset (with over 170 countries) and most of the countries in the data experienced the event multiple times. I use extended Cox models to analyze the data (so called "PWP"/conditional ...
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1answer
114 views

Best method to analyse longitudinal recurrent count data

I want to analyze count data, more specifically number of prescriptions over 10 years. My first idea was to use the GEE Poisson. However, after reading some papers about recurrent history analysis I ...
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0answers
82 views

covariate-adjusted analysis for time to event endpoint in a cross over design RCT

I have a time to event endpoint in a 2x2 crossover RCT which I would like to analyse with a regression model to adjust for covariate effects. I am supposing I cannot fit a Cox proportional Hazards ...
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1answer
20 views

How to figure part per 100000

I have 39 events in my area. How do I represent this as 39 events per 100000 people? I have a city population of about 14400 people. I divided the number events by the population getting the ...
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30 views

Method needed: parameters leading up to an event

I apologize, this is probably a simple question. I have 3 or 4 time series variables (temperature, depth, etc.) and I have the times that a specific event occurred (about 100 different events of the ...
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1answer
110 views

Finding significant predictors of psychiatric readmissions

The set of data I am working contains nearly 17,000 independent spells (each spell consists of a number of hospital episodes) each belonging to a unique patient ID. I have spent a very long time ...
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4answers
2k views

A regression model whose response variable is the day of year that an annual event (usually) occurs

In this particular case I'm referring to the day on which a lake freezes. This "ice-on" date only occurs once a year, but sometimes it doesn't occur at all (if the winter is warm). So on one year the ...