Results 1 to 10 of about 348,307 (118)

Time Series of Counts under Censoring: A Bayesian Approach [PDF]

Entropy, 2023
Censored data are frequently found in diverse fields including environmental monitoring, medicine, economics and social sciences. Censoring occurs when observations are available only for a restricted range, e.g., due to a detection limit.
Isabel Silva, Maria Eduarda Silva, Isabel Pereira, Brendan McCabe   +3 more
doaj   +2 more sources

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression [PDF]

Entropy, 2021
This study considers support vector regression (SVR) and twin SVR (TSVR) for the time series of counts, wherein the hyper parameters are tuned using the particle swarm optimization (PSO) method.
Sangyeol Lee, Sangjo Lee
doaj   +2 more sources

Goodness–of–Fit Tests for Bivariate Time Series of Counts

Econometrics, 2021
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being
Šárka Hudecová, Marie Hušková, Simos G. Meintanis   +2 more
doaj   +1 more source

Monitoring the Zero-Inflated Time Series Model of Counts with Random Coefficient

Entropy, 2021
In this research, we consider monitoring mean and correlation changes from zero-inflated autocorrelated count data based on the integer-valued time series model with random survival rate.
Cong Li, Shuai Cui, Dehui Wang
doaj   +1 more source

A Modified Multiplicative Thinning-Based INARCH Model: Properties, Saddlepoint Maximum Likelihood Estimation, and Application

Entropy, 2023
In this article, we propose a modified multiplicative thinning-based integer-valued autoregressive conditional heteroscedasticity model and use the saddlepoint maximum likelihood estimation (SPMLE) method to estimate parameters.
Yue Xu, Qi Li, Fukang Zhu
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

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator

Entropy, 2020
In this study, we consider an online monitoring procedure to detect a parameter change for integer-valued generalized autoregressive heteroscedastic (INGARCH) models whose conditional density of present observations over past information follows one ...
Sangyeol Lee, Dongwon Kim
doaj   +1 more source

Two-Threshold-Variable Integer-Valued Autoregressive Model

Mathematics, 2023
In the past, most threshold models considered a single threshold variable. However, for some practical applications, models with two threshold variables may be needed. In this paper, we propose a two-threshold-variable integer-valued autoregressive model
Jiayue Zhang, Fukang Zhu, Huaping Chen
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

Expert System to Model and Forecast Time Series of Epidemiological Counts with Applications to COVID-19

Mathematics, 2021
We developed two models for real-time monitoring and forecasting of the evolution of the COVID-19 pandemic: a non-linear regression model and an error correction model.
Beatriz González-Pérez, Concepción Núñez, José L. Sánchez, Gabriel Valverde, José Manuel Velasco   +4 more
doaj   +1 more source