Related papers: Kumaraswamy autoregressive moving average models f…
We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and conditionally on past values, each coordinate at time $t$ can…
Autoregressive generative models are commonly used, especially for those tasks involving sequential data. They have, however, been plagued by a slew of inherent flaws due to the intrinsic characteristics of chain-style conditional modeling…
The objective of disease mapping is to model data aggregated at the areal level. In some contexts, however, (e.g. residential histories, general practitioner catchment areas) when data is arising from a variety of sources, not necessarily…
Periodicity is a common feature of time series. For finite-dimensional data, periodic autoregressive moving average (ARMA) models have been extensively studied. In functional time series analysis, AR models have been extended to incorporate…
A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, has recently been introduced. The model generalizes the Hawkes process by substituting the…
Kinetically constrained models (KCM) are systems with trivial thermodynamics but often complex dynamical behavior due to constraints on the accessible paths followed by the system. Exploring these properties, the Kob-Andersen (KA) model was…
Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…
We present KaRMMa, a novel method for performing mass map reconstruction from weak-lensing surveys. We employ a fully Bayesian approach with a physically motivated lognormal prior to sample from the posterior distribution of convergence…
We present KaRMMa 2.0, an updated version of the mass map reconstruction code introduced in Fiedorowicz et al. (2022). KaRMMa is a full-sky Bayesian algorithm for reconstructing weak lensing mass maps from shear data. It forward-models the…
Zero inflation is a common nuisance while monitoring disease progression over time. This article proposes a new observation driven model for zero inflated and over-dispersed count time series. The counts given the past history of the…
This paper considers quantile regression for a wide class of time series models including ARMA models with asymmetric GARCH (AGARCH) errors. The classical mean-variance models are reinterpreted as conditional location-scale models so that…
Technological developments and open data policies have made large, global environmental datasets accessible to everyone. For analysing such datasets, including spatiotemporal correlations using traditional models based on Gaussian processes…
Recently, Verma et al. (2025) introduced a novel generalized class of Kavya-Manoharan distributions, which have demonstrated significant utility in reliability analysis and the modeling of lifetime data. This paper proposes an extension of…
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…
Infectious epidemics can be simulated by employing dynamical processes as interactions on network structures. Here, we introduce techniques from the Multi-Agent System (MAS) domain in order to account for individual level characterization…
We analyze the time reversed dynamics of generative diffusion models. If the exact empirical score function is used in a regime of large dimension and exponentially large number of samples, these models are known to undergo transitions…
Estimation in GARMA models has traditionally been carried out under the frequentist approach. To date, Bayesian approaches for such estimation have been relatively limited. In the context of GARMA models for count time series, Bayesian…
This paper explores the duration dynamics modelling under the Autoregressive Conditional Durations (ACD) framework (Engle and Russell 1998). I test different distributions assumptions for the durations. The empirical results suggest…
We propose a parsimonious spatiotemporal model for time series data on a spatial grid. Our model is capable of dealing with high-dimensional time series data that may be collected at hundreds of locations and capturing the spatial…
When using ecological momentary assessment data (EMA), missing data is pervasive as participant attrition is a common issue. Thus, any EMA study must have a missing data plan. In this paper, we discuss missingness in time series analysis…