Related papers: Autoregressive Moving Average and Generalized Auto…

Phenomenological and deterministic models are often used for the estimation of transmission parameters in an epidemic and for the prediction of its growth trajectory. Such analyses are usually based on single peak outbreak dynamics. In…

A mathematical model for the COVID-19 pandemic spread, which integrates age-structured Susceptible-Exposed-Infected-Recovered-Deceased dynamics with real mobile phone data accounting for the population mobility, is presented. The dynamical…

While COVID-19 has resulted in a significant increase in global mortality rates, the impact of the pandemic on mortality from other causes remains uncertain. To gain insight into the broader effects of COVID-19 on various causes of death,…

Two-dimensional (2-D) autoregressive moving average (ARMA) models are commonly applied to describe real-world image data, usually assuming Gaussian or symmetric noise. However, real-world data often present non-Gaussian signals, with…

The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too long of a moving average is not timely enough when faced with…

Coronavirus disease (COVID-2019) is a severe ongoing novel pandemic that is spreading quickly across the world. Italy, that is widely considered one of the main epicenters of the pandemic, has registered the highest COVID-2019 death rates…

We review autoregressive models for the analysis of multivariate count time series. In doing so, we discuss the choice of a suitable distribution for a vectors of count random variables. This review focus on three main approaches taken for…

In this work, a proposal to forecast the populations using generalized logistics regression curve fitting is presented. This type of curve is used to study population growth, in this case population of people infected with the Covid-19…

In this article, we model and study the spread of COVID-19 in Germany, Japan, India and highly impacted states in India, i.e., in Delhi, Maharashtra, West Bengal, Kerala and Karnataka. We consider recorded data published in Worldometers and…

We demonstrate the ability of statistical data assimilation to identify the measurements required for accurate state and parameter estimation in an epidemiological model for the novel coronavirus disease COVID-19. Our context is an effort…

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic…

We consider the issue of performing accurate small sample inference in beta autoregressive moving average model, which is useful for modeling and forecasting continuous variables that assumes values in the interval $(0,1)$. The inferences…

Across the world, scholars are racing to predict the spread of the novel coronavirus, COVID-19. Such predictions are often pursued by numerically simulating epidemics with a large number of plausible combinations of relevant parameters. It…

The application of differential equations is commonly used in mathematics and physics, as well as various other sciences to explain a phenomenon in a system. This paper explains the mathematical modeling in the analysis of the nCOVID-19…

Motivated by the application to German interest rates, we propose a timevarying autoregressive model for short and long term prediction of time series that exhibit a temporary non-stationary behavior but are assumed to mean revert in the…

Mobile data technologies use ``actigraphs'' to furnish information on health variables as a function of a subject's movement. The advent of wearable devices and related technologies has propelled the creation of health databases consisting…

We propose a detailed discrete-time model of COVID-19 epidemics coming in two flavours, mean-field and probabilistic. The main contribution lies in several extensions of the basic model that capture i) user mobility - distinguishing…

The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…

The spread of the coronavirus (COVID-19), starting in late 2019, has determined in Italy several interventions aimed to prevent saturation of the health system. We have examined the effects of such measures by proposing a mean-field model…

Coronavirus disease 2019 (COVID-19) is a global public health crisis that has been declared a pandemic by World Health Organization. Forecasting country-wise COVID-19 cases is necessary to help policymakers and healthcare providers prepare…