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The problem of determining the occurrence rate for Earth-size planets orbiting Sun-like stars is emerging in the universe. We propose a methodology based on a spatial Poisson regression model with model parameters being inferred by the Bayesian framework to investigate this occurrence rate. We analyzed an exoplanet sample and its corresponding survey completeness data. Our results suggest that 46% of Sun-like stars have an Earth-size (i.e., 1–2 times Earth radii) planet with an orbital period of 5–100 days. Furthermore, we are also interested in the occurrence rate of Earth analogs hosted by GK dwarf stars (i.e., orbital period of 200–400 days and size 1–2 times Earth radii). After completeness correction, we obtained an occurrence rate of 0.18% based on the proposed methodology. [ABSTRACT FROM AUTHOR]

Autoregressive model is a popular method for analysing the time dependent data, where selection of order parameter is imperative. Two commonly used selection criteria are the Akaike information criterion (AIC) and the Bayesian information criterion (BIC), which are known to suffer the potential problems regarding overfit and underfit, respectively. To our knowledge, there does not exist a criterion in the literature that can satisfactorily perform under various situations. Therefore, in this paper, we focus on forecasting the future values of an observed time series and propose an adaptive idea to combine the advantages of AIC and BIC but to mitigate their weaknesses based on the concept of generalized degrees of freedom. Instead of applying a fixed criterion to select the order parameter, we propose an approximately unbiased estimator of mean squared prediction errors based on a data perturbation technique for fairly comparing between AIC and BIC. Then use the selected criterion to determine the final order parameter. Some numerical experiments are performed to show the superiority of the proposed method and a real data set of the retail price index of China from 1952 to 2008 is also applied for illustration. [ABSTRACT FROM AUTHOR]

Typhoon is one of the most destructive disasters in Taiwan, which usually causes many floods and mudslides and prevents the electrical and water supply. Prior to its arrival, how to accurately forecast the path and rainfall of typhoon are important issues. In the past, a regression-based model was the most applied statistical method to evaluate the associated problems. However, it generally ignored the spatial dependence in the data, resulting in less accurate estimation and prediction, and the importance of particular explanatory variables may not be apparent. Therefore, in this paper we focus on assessing the spatial risk variations regarding the typhoon cumulated rainfall at Taipei with respect to typhoon locations by using the spatial hierarchical Bayesian model combined with the spatial conditional autoregressive model, where the model parameters are estimated by designing a family of stochastic algorithms based on a Markov chain Monte Carlo technique. The proposed method is applied to a real data set of Taiwan for illustration. Also, some important explanatory variables regarding the typhoon cumulated rainfall at Taipei are indicated as well. [ABSTRACT FROM AUTHOR]

The autoregressive (AR) model is a popular method for fitting and prediction in analyzing time-dependent data, where selecting an accurate model among considered orders is a crucial issue. Two commonly used selection criteria are the Akaike information criterion and the Bayesian information criterion. However, the two criteria are known to suffer potential problems regarding overfit and underfit, respectively. Therefore, using them would perform well in some situations, but poorly in others. In this paper, we propose a new criterion in terms of the prediction perspective based on the concept of generalized degrees of freedom for AR model selection. We derive an approximately unbiased estimator of mean-squared prediction errors based on a data perturbation technique for selecting the order parameter, where the estimation uncertainty involved in a modeling procedure is considered. Some numerical experiments are performed to illustrate the superiority of the proposed method over some commonly used order selection criteria. Finally, the methodology is applied to a real data example to predict the weekly rate of return on the stock price of Taiwan Semiconductor Manufacturing Company and the results indicate that the proposed method is satisfactory. [ABSTRACT FROM AUTHOR]