Modeling count time series: a comparative case study

被引：0
|
作者：
Maia, Gisele O. [1 ]
Franco, Glaura C. [1 ]
Santos, Thiago R. [1 ]
Camara, Ana Julia A. [2 ]
机构：
[1] Univ Fed Minas Gerais UFMG, Dept Estat, Belo Horizonte, Brazil
[2] Univ Fed Espirito Santo UFES, Dept Estat, Espirito Santo, Brazil
来源：
SIGMAE | 2024年 / 13卷 / 01期
关键词：
Observation-driven model; Parameter-driven model; GAM-ARMA; NGSSEML; count data; DRIVEN; REGRESSION;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper presents an application for counting data, where the observation-driven and parameter -driven models are compared. To this purpose, the Generalized Additive Autoregressive Moving Average (GAM -ARMA) and Non-Gaussian State Space with Exact Marginal Likelihood (NGSSEML) models are used. Model parameters are estimated using the maximum likelihood method. The ability of the procedure to model and forecast real data is presented for the number of chronic obstructive disease (COPD) cases.
引用
下载
收藏
页码：13 / 23
页数：11
相关论文
共 50 条
  • [41] Parallel Time Series Modeling - A Case Study of In-Database Big Data Analytics
    Qian, Hai
    Yang, Shengwen
    Iyer, Rahul
    Feng, Xixuan
    Wellons, Mark
    Welton, Caleb
    TRENDS AND APPLICATIONS IN KNOWLEDGE DISCOVERY AND DATA MINING, 2014, 8643 : 417 - 428
  • [42] Modeling and Forecasting of Fuel Selling Price Using Time Series Approach: Case Study
    El Bahi, Younes Fakhradine
    El Moussami, Haj
    Aman, Zineb
    Ezzine, Latifa
    2018 5TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT), 2018, : 283 - 288
  • [43] A study of travel time modeling via time series analysis
    Yang, JS
    2005 IEEE INTERNATIONAL CONFERENCE ON CONTROL APPLICATIONS (CCA), VOLS 1AND 2, 2005, : 855 - 860
  • [44] Multifractal analyses of response time series: A comparative study
    Ihlen, Espen A. F.
    BEHAVIOR RESEARCH METHODS, 2013, 45 (04) : 928 - 945
  • [45] A Comparative Study of Similarity Measures for Time Series Classification
    Yoshida, Sho
    Chakraborty, Basabi
    NEW FRONTIERS IN ARTIFICIAL INTELLIGENCE, 2017, 10091 : 397 - 408
  • [46] A comparative study of predictive algorithms for time series forecasting
    Melyem, Ouahilal
    Ismail, Jellouli
    Mohammed, El Mohajir
    2014 THIRD IEEE INTERNATIONAL COLLOQUIUM IN INFORMATION SCIENCE AND TECHNOLOGY (CIST'14), 2014, : 68 - 73
  • [47] Time Series Reconstruction and Classification: A Comprehensive Comparative Study
    Jinbo Li
    Witold Pedrycz
    Adam Gacek
    Applied Intelligence, 2022, 52 : 10082 - 10097
  • [48] Multifractal analyses of response time series: A comparative study
    Espen A. F. Ihlen
    Behavior Research Methods, 2013, 45 : 928 - 945
  • [49] A Comparative Study and Analysis of Time Series Forecasting Techniques
    Athiyarath S.
    Paul M.
    Krishnaswamy S.
    SN Computer Science, 2020, 1 (3)
  • [50] Time Series Reconstruction and Classification: A Comprehensive Comparative Study
    Li, Jinbo
    Pedrycz, Witold
    Gacek, Adam
    APPLIED INTELLIGENCE, 2022, 52 (09) : 10082 - 10097
12345