A Systematic Review of INGARCH Models for Integer-Valued Time Series [PDF]
Entropy, 2023 Count time series are widely available in fields such as epidemiology, finance, meteorology, and sports, and thus there is a growing demand for both methodological and application-oriented research on such data.
Mengya Liu +3 more
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Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model [PDF]
Entropy, 2020 We examine issues of prior sensitivity in a semi-parametric hierarchical extension of the INAR(p) model with innovation rates clustered according to a Pitman−Yor process placed at the top of the model hierarchy.
Helton Graziadei +4 more
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Re-visiting the COVID-19 analysis using the class of high ordered integer-valued time series models with harmonic features [PDF]
Healthcare Analytics, 2022 The COVID-19 series is obviously one of the most volatile time series with lots of spikes and oscillations. The conventional integer-valued auto-regressive time series models (INAR) may be limited to account for such features in COVID-19 series such as ...
Naushad Mamode Khan +5 more
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Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence [PDF]
Entropy, 2020 In this study, we consider the problem of testing for a parameter change in general integer-valued time series models whose conditional distribution belongs to the one-parameter exponential family when the data are contaminated by outliers. In particular,
Byungsoo Kim, Sangyeol Lee
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Re-analyzing the SARS-CoV-2 series using an extended integer-valued time series models: A situational assessment of the COVID-19 in Mauritius [PDF]
PLoS ONE, 2022 This paper proposes some high-ordered integer-valued auto-regressive time series process of order p (INAR(p)) with Zero-Inflated and Poisson-mixtures innovation distributions, wherein the predictor functions in these mentioned distributions allow for ...
Ashwinee Devi Soobhug +8 more
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Recent advancements in integer-valued autoregressive models for count data time series: A comprehensive review [PDF]
MethodsXCount data time series, characterized by non-negative integer values, frequently arise across diverse domains, including finance, public health, economics, epidemiology, and environmental sciences.
Vinitha Serrao +2 more
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Infectious Diseases in Children: Diagnosing the Impact of Climate Change-Related Disasters Using Integer-Valued Autoregressive Models with Overdispersion [PDF]
DiseasesThe incidence of infectious diseases in children may be affected by climate change-related disaster risks that increase as extreme weather events become more frequent.
Dessie Wanda +5 more
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Binomial Thinning Integer-Valued AR (1) with Poisson – α Fold Zero Modified Geometric Innovations [PDF]
Journal of Sciences, Islamic Republic of Iran, 2022 Real count data time series often show the phenomenon of the overdispersion. In this paper, we introduce the first-order integer-valued autoregressive process.
Maryam Shalbaf +2 more
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Coherent Forecasting for a Mixed Integer-Valued Time Series Model
Mathematics, 2022 In commerce, economics, engineering and the sciences, quantitative methods based on statistical models for forecasting are very useful tools for prediction and decision.
Wooi Chen Khoo +2 more
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On the Estimation for Compound Poisson Inarch Processes
Revstat Statistical Journal, 2021 Considering the wide class of discrete Compound Poisson INARCH models, introduced in [6], the main goal of this paper is to develop and compare parametric estimation procedures for first-order models, applicable without specifying the conditional ...
E. Gonçalves +2 more
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