다사건 시계열 자료 분석을 위한 베이지안 기반의 통계적 접근의 응용

Abstract

Times to multiple events (TMEs) are a major data type in large-scale business and medical data. Despite its importance, the analysis of TME data has not been well studied because of the analysis difficulty from censoring of observation. To address this difficulty, we have developed a Bayesian-based multivariate survival analysis method, which can successfully estimate the joint probability density of survival times. In this work, we extended this method for the analysis of precedence, dependency and causality among multiple events. We applied this method to the electronic health records of 2,111 patients in a children’s hospital in the US and the proposed analysis successfully shows the relation between times to two types of hospital visits for different medical issues. The overall result implies the usefulness of the multivariate survival analysis method in large-scale big data in a variety of areas including marketing, human resources, and e-commerce. Lastly, we suggest our future research directions based multivariate survival analysis method.