Related papers: A test for counting sequences of integer-valued au…
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-positive-definite-in-covariance and sufficiently short-range…
We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have a smooth, possibly non Gaussian, probability density.…
Integer-valued time series are widely present in many fields, such as finance, economics, disease transmission, and traffic flow. With data dimensions surging, the traditional multivariate generalized integer autoregressive (MGINAR) model…
In the current study, a brand-new SINARS(1) model is proposed for stationary discrete time series defined on $\boldsymbol{Z}$, based on extended binomial distribution and the Pegram's operator. The model effectively characterizes the series…
In several disciplines it is common to find time series measured at irregular observational times. In particular, in astronomy there are a large number of surveys that gather information over irregular time gaps and in more than one…
Autoregressive neural network models have been used successfully for sequence generation, feature extraction, and hypothesis scoring. This paper presents yet another use for these models: allocating more computation to more difficult…
The behavior of a generalized random environment integer-valued autoregressive model of higher order with geometric marginal distribution {and negative binomial thinning operator} (abbrev. $RrNGINAR(\mathcal{M,A,P})$) is dictated by a…
Most time-series models assume that the data come from observations that are equally spaced in time. However, this assumption does not hold in many diverse scientific fields, such as astronomy, finance, and climatology, among others. There…
Non-autoregressive (NAR) automatic speech recognition (ASR) models predict tokens independently and simultaneously, bringing high inference speed. However, there is still a gap in the accuracy of the NAR models compared to the…
Time series anomaly detection aims to identify unusual patterns in data or deviations from systems' expected behavior. The reconstruction-based methods are the mainstream in this task, which learn point-wise representation via unsupervised…
In this paper we consider high dimension models based on dependent observations defined through autoregressive processes. For such models we develop an adaptive efficient estimation method via the robust sequential model selection…
The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta. In this paper we study the asymptotic behavior of this model (in particular, weak limits of extreme values and the growth rate of…
Guerrero et al. \cite{GBSO} propose a novel approach to building first-order integer-valued autoregressive (\inar1) models based on the concept of thinning. The standard approach requires that the thinning operator be defined first and…
The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…
In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of order p (INAR(p)) is described. Under a natural assumption it is proved that the sequence of appropriately scaled random step functions formed from…
In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…
Recurrent neural networks (RNN) are used in many real-world text and speech applications. They include complex modules such as recurrence, exponential-based activation, gate interaction, unfoldable normalization, bi-directional dependence,…
Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…
In this paper, we present a fractional decomposition of the probability generating function of the innovation process of the first-order non-negative integer-valued autoregressive [INAR(1)] process to obtain the corresponding probability…
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and statistical properties of this model are…