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Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models
Econometrics, 2023 The COVID-19 pandemic is characterized by a recurring sequence of peaks and troughs. This article proposes a regime-switching unobserved components (UC) approach to model the trend of COVID-19 infections as a function of this ebb and flow pattern ...
Paul Haimerl, Tobias Hartl
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Unobserved-Components Models for Seasonal Adjustment Filters [PDF]
Journal of Business and Economic Statistics, 1984 Abstract Abstract. Time series models are presented, for which the seasonal-component estimates delivered by linear least squares signal extraction closely approximate those of the standard option of the widely-used Census X-11 program.
Peter Burridge
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A simple analytical approach to deal with unobserved feeding in lifetime measurements using a plunger method [PDF]
Nuclear Technology and Radiation Protection, 2023 Determination of lifetime of low-lying states using a plunger method could be a subject of systematic uncertainty if, among else, correction of unobserved feeding is not properly taken into account. In this paper, a simple analytical approach is
Milanović Tamara J. +1 more
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On the Automatic Identification of Unobserved Components Models [PDF]
, 2020 Automatic identi cation of time series models is a necessity once the big data era has come and is staying among us. This has become obvious for many companies and public entities that has passed from a crafted analysis of each individual problem to handle a tsunami of information that has to be processed e ciently, online and in record time. Automatic
Diego J. Pedregal, Juan R. Trapero
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Is there any financial kuznets curve in Jordan? a structural time series analysis
Cogent Economics & Finance, 2022 This paper investigates the notion of the financial Kuznets curve in an emerging country—Jordan. Both variants of the financial Kuznets curve (growth financial Kuznets curve and inequality financial Kuznets curve) have been examined using different time ...
Ibrahim N. Khatatbeh +3 more
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On Finite and Non-Finite Bayesian Mixture Models
Journal of New Theory, 2023 In this paper, a Bayesian paradigm of a mixture model with finite and non-finite components is expounded for a generic prior and likelihood that can be of any distributional random noise.
Sodiq Adejare Olanrewaju +3 more
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Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp
Journal of Statistical Software, 2022 UComp is a powerful library for building unobserved components models, useful for forecasting and other important operations, such us de-trending, cycle analysis, seasonal adjustment, signal extraction, etc.
Diego J. Pedregal
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Fitting Time Series Models to Fisheries Data to Ascertain Age
Journal of Probability and Statistics, 2023 The ability of government agencies to assign accurate ages of fish is important to fisheries management. Accurate ageing allows for most reliable age-based models to be used to support sustainability and maximize economic benefit. Assigning age relies on
Kathleen S. Kirch +2 more
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COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models
Mathematics, 2022 With the aim of mitigating the damage caused by the coronavirus disease 2019 (COVID-19) pandemic, it is important to use models that allow forecasting possible new infections accurately in order to face the pandemic in specific sociocultural contexts in ...
Sergio Contreras-Espinoza +4 more
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A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
Journal of Business Economics and Management, 2012 This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the period ...
A. Nazif Çatık, Mehmet Karaçuka
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