Related papers: Autoregressive Moving Average and Generalized Auto…

A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…

COVID-19 pandemic has become a global issue nowadays. Various efforts have been made to break the chain of the spread of the COVID-19. Indonesia's government issued a large-scale social restrictions policy to prevent the spread of the…

In practice, several time series exhibit long-range dependence or persistence in their observations, leading to the development of a number of estimation and prediction methodologies to account for the slowly decaying autocorrelations. The…

SARS CoV-2 infection and transmission are problematic in developing countries such as Indonesia. Due to the lack of an information system, Provinces must be able to innovate in developing information systems related to surveillance of SARS…

Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. This…

Autoregressive (AR) models are useful tools in time series analysis. Inferences under such models are distorted in the presence of measurement error, which is very common in practice. In this article, we establish analytical results for…

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

COVID-19 pandemic has brought to the fore epidemiological models which, though describing a wealth of behaviors, have previously received little attention in signal processing literature. In this work, a generalized time-varying…

Over the course of the COVID-19 pandemic, Generalised Additive Models (GAMs) have been successfully employed on numerous occasions to obtain vital data-driven insights. In this paper we further substantiate the success story of GAMs,…

Count-valued time series data are routinely collected in many application areas. We are particularly motivated to study the count time series of daily new cases, arising from COVID-19 spread. We propose two Bayesian models, a time-varying…

In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval $(0,1)$. The proposed model accommodates a set of…

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

During 2020, the infection rate of COVID-19 has been investigated by many scholars from different research fields. In this context, reliable and interpretable forecasts of disease incidents are a vital tool for policymakers to manage…

In light of the outbreak of COVID-19, analyzing and measuring human mobility has become increasingly important. A wide range of studies have explored spatiotemporal trends over time, examined associations with other variables, evaluated…

This paper extends the canonical model of epidemiology, SIRD model, to allow for time varying parameters for real-time measurement of the stance of the COVID-19 pandemic. Time variation in model parameters is captured using the generalized…

The need to forecast COVID-19 related variables continues to be pressing as the epidemic unfolds. Different efforts have been made, with compartmental models in epidemiology and statistical models such as AutoRegressive Integrated Moving…

Generalized autoregressive score (GAS) models are a class of observation-driven time series models that employ the score to dynamically update time-varying parameters of the underlying probability distribution. GAS models have been…

This paper extends the canonical model of epidemiology, the SIRD model, to allow for time-varying parameters for real-time measurement and prediction of the trajectory of the Covid-19 pandemic. Time variation in model parameters is captured…

Using a discretised version of our recently-developed SIR-type mathematical model for the spread of COVID-19, we construct a design of governmental policies for the eradication of the disease in the province of DKI Jakarta, Indonesia,…

We analyze repeated cross-sectional survey data collected by the Institute of Global Health Innovation, to characterize the perception and behavior of the Italian population during the Covid-19 pandemic, focusing on the period that spans…