Abstract

In this work, we initiate an innovative alternative modeling approach for time-to-event dynamic processes. The proposed approach is composed of the following basic components: (1) development of continuous-time state of dynamic process, (2) introduction of discrete-time dynamic intervention process, (3) formulation of continuous and discrete-time interconnected dynamic system, (4) utilizing Euler-type discretized schemes, and (5) introduction of conceptual and computational state and parameter estimation procedures. The presented approach is motivated by state and parameter estimation of time-to-event processes in biological, chemical, engineering, epidemiological, medical, military, multiple-markets and social dynamic processes under the influence of discrete-time intervention processes. The role and scope of our approach is exhibited by presenting several well-known hazard/risk rate and survival function estimates as special cases. Moreover, conceptual algorithms are illustrated by time-series data sets under the influence of intervention processes.

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