Related papers: Kumaraswamy autoregressive moving average models f…
Another new family of continuous probability distribution is proposed by using Generalized Marshal-Olkin distribution as the base line distribution in the Kumaraswamy-G distribution. This family includes (Cordeiro and de Castro, 2011) and…
Lead time data is compositional data found frequently in the hospitality industry. Hospitality businesses earn fees each day, however these fees cannot be recognized until later. For business purposes, it is important to understand and…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…
Copula-based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly this approach…
The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…
This paper proposes a wavelet-based method for analysing periodic autoregressive moving average (PARMA) time series. Even though Fourier analysis provides an effective method for analysing periodic time series, it requires the estimation of…
Assessing the availability of rainfall water plays a crucial role in rainfed agriculture. Given the substantial proportion of agricultural practices in India being rainfed and considering the potential trends in rainfall amounts across…
This paper proposes a simple yet effective convolutional module for long-term time series forecasting. The proposed block, inspired by the Auto-Regressive Integrated Moving Average (ARIMA) model, consists of two convolutional components:…
Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…
Dynamic model averaging (DMA) combines the forecasts of a large number of dynamic linear models (DLMs) to predict the future value of a time series. The performance of DMA critically depends on the appropriate choice of two forgetting…
In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational risk in banking regulation. This model, which is initially…
Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…
Persistent monitoring of dynamic targets is essential in real-world applications such as disaster response, environmental sensing, and wildlife conservation, where mobile agents must continuously gather information under uncertainty. We…
Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…
Recent technological advances have enabled researchers in a variety of fields to collect accurately geocoded data for several variables simultaneously. In many cases it may be most appropriate to jointly model these multivariate spatial…
We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too, if all innovations are normally distributed. This…
We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timescales. We take these multiscale features to be the recent…
This paper introduces CARLA (spatially Constrained Anchor-based Recursive Location Assignment), a recursive algorithm for assigning secondary or any activity locations in activity-based travel models. CARLA minimizes distance deviations…
Motivated by investigating spatio-temporal patterns of the distribution of continuous variables, we consider describing the conditional distribution function of the response variable incorporating spatio-temporal components given…