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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…

Statistics Theory · Mathematics 2021-05-14 Vurukonda Sathish , Siuli Mukhopadhyay , Rashmi Tiwari

There are numerous applications which involve modeling multi-dimensional count data, notably in actuarial science and risk management. When such data exhibit an excess of zeros, common count models are no longer suitable. With multivariate…

Methodology · Statistics 2025-09-30 Golshid Aflaki , Juliana Schulz , Jean-François Plante

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

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)…

Statistics Theory · Mathematics 2022-03-31 Michael D. Perlman

Background: Outcome measures that are count variables with excessive zeros are common in health behaviors research. There is a lack of empirical data about the relative performance of prevailing statistical models when outcomes are…

Applications · Statistics 2023-08-17 Zhengyang Zhou , Dateng Li , David Huh , Minge Xie , Eun-Young Mun

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

Methodology · Statistics 2008-09-25 A. Baillo , J. Carcamo , J. R. Berrendero

This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…

Methodology · Statistics 2025-08-01 Jeonghwa Lee , Chloe Breece

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

Risk Management · Quantitative Finance 2020-08-06 Benjamin Avanzi , Greg Taylor , Bernard Wong , Alan Xian

We propose a regression model for count data when the classical generalized linear model approach is too rigid due to a high outcome of zero counts and a nonlinear influence of continuous covariates. Zero-Inflation is applied to take into…

Methodology · Statistics 2013-04-12 T. Opitz , P. Tramini , N. Molinari

We consider the analysis of count data in which the observed frequency of zero counts is unusually large, typically with respect to the Poisson distribution. We focus on two alternative modelling approaches: Over-Dispersion (OD) models, and…

Methodology · Statistics 2021-07-30 John Haslett , Andrew C. Parnell , John Hinde , Rafael A. Moral

Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with missing data is the concept of amplitude modulation. While this principle works with any data,…

Methodology · Statistics 2024-04-19 Simon Nik

Count data are common in medical research. When these data have more zeros than expected by the most used count distributions, it is common to employ a zero-inflated regression model. However, the interpretability of these models is much…

Methodology · Statistics 2025-09-30 Gustavo H. A. Pereira , Jeremias Leão , Manoel Santos-Neto , Jianwen Cai

Spatio-temporal counts of infectious disease cases often contain an excess of zeros. With existing zero inflated count models applied to such data it is difficult to quantify space-time heterogeneity in the effects of disease spread between…

Applications · Statistics 2022-04-19 Dirk Douwes-Schultz , Alexandra M. Schmidt

Interval-censored multi state data is collected when the state of a subject is observed periodically. The analysis of such data using non-parametric multi-state models was not possible until recently, but is very desirable as it allows for…

Methodology · Statistics 2025-07-16 Daniel Gomon , Hein Putter

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,…

Methodology · Statistics 2021-02-19 Soudeep Deb

Many data sets cannot be accurately described by standard probability distributions due to the excess number of zero values present. For example, zero-inflation is prevalent in microbiome data and single-cell RNA sequencing data, which…

Methodology · Statistics 2024-11-20 Max Beveridge , Zach Goldstein , Hee Cheol Chung

The disaggregated time-series for the Consumer Price Index (CPI) often exhibits exact zero price changes, stemming from structural features of the data collection process. However, the currently prominent stochastic volatility model of…

Methodology · Statistics 2026-03-04 Geonhee Han , Kaoru Irie

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…

Statistics Theory · Mathematics 2008-12-18 Archan Bhattacharya , Bertrand S. Clarke , Gauri S. Datta

Analyzing high-dimensional count data is a challenge and statistical model-based approaches provide an adequate and efficient framework that preserves explainability. The (multivariate) Poisson-Log-Normal (PLN) model is one such model: it…

Methodology · Statistics 2025-09-15 Bastien Batardière , Julien Chiquet , François Gindraud , Mahendra Mariadassou

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
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