Related papers: ARMA Models for Zero Inflated Count Time Series

The problem of estimating the ratio of the means of a two-component Poisson mixture model is considered, when each component is subject to zero-inflation, i.e., excess zero counts. The. resulting {\it zero-inflated Poisson mixture (ZIPM)…

We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two…

Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and…

In this paper we derive the asymptotic distribution of normalized residual empirical autocovariances and autocorrelations under weak assumptions on the noise. We propose new portmanteau statistics for vector autoregressive moving-average…

In this paper we introduce the zero-adjusted Birnbaum-Saunders regression model. This new model generalizes at least seven Birnbaum-Saunders regression models. The idea of this modeling is mixing a degenerate distribution at zero with a…

In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…

A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…

Blinded sample size re-estimation and information monitoring based on blinded data has been suggested to mitigate risks due to planning uncertainties regarding nuisance parameters. Motivated by a randomized controlled trial in pediatric…

High-dimensional sparse matrix data frequently arise in various applications. A notable example is the weighted word-word co-occurrence count data, which summarizes the weighted frequency of word pairs appearing within the same context…

The Unit-Lindley is a one-parameter family of distributions in $(0,1)$ obtained from an appropriate transformation of the Lindley distribution. In this work, we introduce a class of dynamical time series models for continuous random…

Count data appears in various disciplines. In this work, a new method to analyze time series count data has been proposed. The method assumes exponentially decaying covariance structure, a special class of the Mat\'ern covariance function,…

Power series distributions form a useful subclass of one-parameter discrete exponential families suitable for modeling count data. A zero-inflated power series distribution is a mixture of a power series distribution and a degenerate…

Regression for count data is widely performed by models such as Poisson, negative binomial (NB) and zero-inflated regression. A challenge often faced by practitioners is the selection of the right model to take into account dispersion,…

Univariate zero-inflated models are increasingly being used to account for excess zeros in spatio-temporal infectious disease counts. However, the multivariate case is challenging due to the need to account for correlations across space,…

We introduce a new R package useful for inference about network count time series. Such data are frequently encountered in statistics and they are usually treated as multivariate time series. Their statistical analysis is based on linear or…

Linear time series modelling is dominated by the use of purely autoregressive models even though incorporating moving average components can greatly improve parsimony. We present a convex formulation for vector-ARMA system identification…

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

A common type of zero-inflated data has certain true values incorrectly replaced by zeros due to data recording conventions (rare outcomes assumed to be absent) or details of data recording equipment (e.g. artificial zeros in gene…

The autoregressive moving average (ARMA) model is one of the most important models in time series analysis.We consider the Bayesian estimation of an unknown spectral density in the ARMA model.In the i.i.d. cases, Komaki showed that Bayesian…