Predicting compositional time series via autoregressive Dirichlet estimation

被引：1
|
作者：
Zhou, Ganbin [1 ,2 ]
Luo, Ping [1 ,2 ]
He, Qing [1 ,2 ]
机构：
[1] Chinese Acad Sci, Inst Comp Technol, Key Lab Intelligent Informat Proc, Beijing 100190, Peoples R China
[2] Univ Chinese Acad Sci, Beijing 100049, Peoples R China
来源：
SCIENCE CHINA-INFORMATION SCIENCES | 2018年 / 61卷 / 09期
基金：
中国国家自然科学基金;
关键词：
MODEL;
D O I：
10.1007/s11432-017-9335-5
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页数：3
相关论文
共 50 条
  • [1] Predicting compositional time series via autoregressive Dirichlet estimation
    Ganbin Zhou
    Ping Luo
    Qing He
    Science China Information Sciences, 2018, 61
  • [2] Predicting compositional time series via autoregressive Dirichlet estimation
    Ganbin ZHOU
    Ping LUO
    Qing HE
    Science China(Information Sciences), 2018, 61 (09) : 300 - 305
  • [3] Dirichlet ARMA models for compositional time series
    Zheng, Tingguo
    Chen, Rong
    JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 158 : 31 - 46
  • [4] Modeling Compositional Time Series with Vector Autoregressive Models
    Kynclova, Petra
    Filzmoser, Peter
    Hron, Karel
    JOURNAL OF FORECASTING, 2015, 34 (04) : 303 - 314
  • [5] Spherical autoregressive models, with application to distributional and compositional time series
    Zhu, Changbo
    Muller, Hans -Georg
    JOURNAL OF ECONOMETRICS, 2024, 239 (01)
  • [6] THE ESTIMATION OF PARAMETERS IN LINEAR AUTOREGRESSIVE TIME SERIES
    Kendall, Maurice G.
    ECONOMETRICA, 1949, 17 : 44 - 57
  • [7] Robust estimation for periodic autoregressive time series
    Shao, Q.
    JOURNAL OF TIME SERIES ANALYSIS, 2008, 29 (02) : 251 - 263
  • [8] A Dirichlet Autoregressive Model for the Analysis of Microbiota Time-Series Data
    Creus-Marti, I
    Moya, A.
    Santonja, F. J.
    COMPLEXITY, 2021, 2021
  • [9] LEAST SQUARE ESTIMATION FOR CONTINUOUS TIME AUTOREGRESSIVE TIME SERIES
    DAVIS, HT
    ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03): : 1145 - &
  • [10] Variance estimation in nonlinear autoregressive time series models
    Cheng, Fuxia
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 141 (04) : 1588 - 1592
12345