Results 31 to 40 of about 3,700 (150)

Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts

Entropy, 2023
The geometric first-order integer-valued autoregressive process (GINAR(1)) can be particularly useful to model relevant discrete-valued time series, namely in statistical process control.
Manuel Cabral Morais
doaj   +1 more source

A simple integer-valued bilinear time series model [PDF]

Advances in Applied Probability, 2006
In this paper, we extend the integer-valued model class to give a nonnegative integer-valued bilinear process, denoted by INBL(p,q,m,n), similar to the real-valued bilinear model. We demonstrate the existence of this strictly stationary process and give an existence condition for it.
Doukhan, Paul, Latour, Alain, Oraichi, D.   +2 more
openaire   +3 more sources

Forecasting in INAR(1) Model

Revstat Statistical Journal, 2009
In this work we consider the problem of forecasting integer-valued time series, modelled by the INAR(1) process introduced by McKenzie (1985) and Al-Osh and Alzaid (1987).
Nélia Silva , Isabel Pereira , M. Eduarda Silva   +2 more
doaj   +1 more source

A New Extension of Thinning-Based Integer-Valued Autoregressive Models for Count Data

Entropy, 2020
The thinning operators play an important role in the analysis of integer-valued autoregressive models, and the most widely used is the binomial thinning.
Zhengwei Liu, Fukang Zhu
doaj   +1 more source

Consistent Model Selection Procedure for Random Coefficient INAR Models

Entropy, 2023
In the realm of time series data analysis, information criteria constructed on the basis of likelihood functions serve as crucial instruments for determining the appropriate lag order. However, the intricate structure of random coefficient integer-valued
Kaizhi Yu, Tielai Tao
doaj   +1 more source

Modeling digital camera monitoring count data with intermittent zeros for short-term prediction

Heliyon, 2022
Digital camera monitoring has revolutionised survey designs in many fields, as an important source of information. The extended sampling coverage offered by this monitoring scheme makes it preferable compared to other traditional methods of survey ...
E. Afrifa-Yamoah, U.A. Mueller
doaj   +1 more source

Discrete D-Vine Pair-Copula Estimation for Skellam Integer-Valued Time Series

Stats
Signed integer-valued time series arise naturally as differences between opposing counts, such as arrivals and departures, and require models that capture both their discrete nature and temporal dependence.
Mohammed Alqawba
doaj   +1 more source

A New Bivariate INAR(1) Model with Time-Dependent Innovation Vectors

Stats, 2022
Recently, there has been a growing interest in integer-valued time series models, especially in multivariate models. Motivated by the diversity of the infinite-patch metapopulation models, we propose an extension to the popular bivariate INAR(1) model ...
Huaping Chen, Fukang Zhu, Xiufang Liu
doaj   +1 more source

The effects of additive outliers in INAR(1) process and robust estimation

Statistical Theory and Related Fields, 2018
In this paper, methods based on ranks and signs for estimating the parameters of the first-order integer-valued autoregressive model in the presence of additive outliers are proposed.
Marcelo Bourguignon, Klaus L. P. Vasconcellos   +1 more
doaj   +1 more source

Bivariate Poisson 2Sum-Lindley Distributions and the Associated BINAR(1) Processes

Mathematics, 2022
Discrete-valued time series modeling has witnessed numerous bivariate first-order integer-valued autoregressive process or BINAR(1) processes based on binomial thinning and different innovation distributions.
Muhammed Rasheed Irshad, Christophe Chesneau, Veena D’cruz, Naushad Mamode Khan, Radhakumari Maya   +4 more
doaj   +1 more source