Glossary · Business Analytics

Survival Analysis

also: Cox proportional hazards · hazard model · time-to-event

Definition

Survival analysis models time-to-event data — how long until a customer churns, a subscription renews, a machine fails — accounting for censored observations where the event has not yet occurred. Cox proportional hazards is the standard semi-parametric model; deep recurrent survival models handle non-proportional hazards.

Unlike classification models, survival analysis answers 'when will this happen?' and handles right-censoring natively. The hazard function h(t) describes the instantaneous event rate; the survival function S(t) the probability of survival past time t. Cox PH assumes the hazard ratio between groups is constant over time. Deep survival models (DeepSurv, DRSA) relax this assumption and capture complex time-varying covariate effects.

Essays on this concept