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Related papers: Multivariate Count Time Series Modelling

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Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

Methodology · Statistics 2020-06-22 Davide Ravagli , Georgi N. Boshnakov

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

Machine Learning · Statistics 2024-05-09 Aryan Bhambu , Arabin Kumar Dey

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

We present a new method for causal discovery in linear structural vector autoregressive models. We adapt an idea designed for independent observations to the case of time series while retaining its favorable properties, i.e., explicit error…

Methodology · Statistics 2025-01-03 Christoph Schultheiss , Markus Ulmer , Peter Bühlmann

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

Statistics Theory · Mathematics 2014-09-16 Axel Bücher , Ivan Kojadinovic , Tom Rohmer , Johan Segers

We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in…

Statistics Theory · Mathematics 2019-08-01 Lionel Truquet

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…

Methodology · Statistics 2020-10-13 Sigrunn H. Sørbye , Pedro G. Nicolau , Håvard Rue

This paper develops a framework for quantile regression in binary longitudinal data settings. A novel Markov chain Monte Carlo (MCMC) method is designed to fit the model and its computational efficiency is demonstrated in a simulation…

Econometrics · Economics 2019-09-16 Mohammad Arshad Rahman , Angela Vossmeyer

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool…

Methodology · Statistics 2023-04-18 Shuichi Kawano , Toshikazu Fukushima , Junichi Nakagawa , Mamoru Oshiki

We introduce a general class of autoregressive models for studying the dynamic of multivariate binary time series with stationary exogenous covariates. Using a high-level set of assumptions, we show that existence of a stationary path for…

Statistics Theory · Mathematics 2024-07-16 Guillaume Franchi , Lionel Truquet

In data science, vector autoregression (VAR) models are popular in modeling multivariate time series in the environmental sciences and other applications. However, these models are computationally complex with the number of parameters…

Methodology · Statistics 2022-09-20 Zhihao Hu , Shyam Ranganathan , Yang Shao , Xinwei Deng

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

Modeling data with multivariate count responses is a challenging problem due to the discrete nature of the responses. Existing methods for univariate count responses cannot be easily extended to the multivariate case since the dependency…

Methodology · Statistics 2016-08-15 Hao Wu , Xinwei Deng , Naren Ramakrishnan

This paper proposes a sequential test procedure for determining the number of regimes in nonlinear multivariate autoregressive models. The procedure relies on linearity and no additional nonlinearity tests for both multivariate smooth…

Econometrics · Economics 2024-06-05 Andrea Bucci

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…

Methodology · Statistics 2010-09-07 Song Cai , James V. Zidek , Nathaniel Newlands

Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performance in generating samples that resemble the observed data,…

Machine Learning · Computer Science 2023-05-02 Lequan Lin , Zhengkun Li , Ruikun Li , Xuliang Li , Junbin Gao

Count data modeling has been extensively applied in medical sciences to analyze various healthcare datasets. Numerous probability models have been developed to address diverse aspects of healthcare data. In this study, we propose a novel…

Methodology · Statistics 2025-09-04 Peer Bilal Ahmad , Na Elah

The literature on multivariate time series is, largely, limited to either models based on the multivariate Gaussian distribution or models specifically developed for a given application. In this paper we develop a general approach which is…

Methodology · Statistics 2025-12-02 Jonas Andersson , Dimitris Karlis

Obtaining reliable estimates of conditional covariance matrices is an important task of heteroskedastic multivariate time series. In portfolio optimization and financial risk management, it is crucial to provide measures of uncertainty and…

Methodology · Statistics 2022-09-19 Davide Ravagli , Georgi N. Boshnakov
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