相关论文: A Bivariate DAR($1$) model for ordinal time series

In this paper, we introduce a general model for jointly modelling the nodal heterogeneity and covariates in weighted or unweighted bipartite networks, which contains two different types of nodes. The model has a degree heterogeneity…

Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…

The time series with periodic behavior, such as the periodic autoregressive (PAR) models belonging to the class of the periodically correlated processes, are present in various real applications. In the literature, such processes were…

Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on…

The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the forecasts of the series from a recursion relation. Instead, we…

The event-based model (EBM) for data-driven disease progression modeling estimates the sequence in which biomarkers for a disease become abnormal. This helps in understanding the dynamics of disease progression and facilitates early…

In the fields of sociology and economics, the modeling of matrix-variate integervalued time series is urgent. However, no prior studies have addressed the modeling of such data. To address this topic, this paper proposes a novel…

We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…

Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copulas", makes a clear distinction between the continuous case…

The main aim of this paper is to review recent advances in the multivariate autoregressive index model [MAI], originally proposed by Reinsel (1983), and their applications to economic and financial time series. MAI has recently gained…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

A new modeling framework for bipartite social networks arising from a sequence of partially time-ordered relational events is proposed. We directly model the joint distribution of the binary variables indicating if each single actor is…

The Unit-Lindley is a one-parameter family of distributions in $(0,1)$ obtained from an appropriate transformation of the Lindley distribution. In this work, we introduce a class of dynamical time series models for continuous random…

This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical…

The autoregressive process of order $p$ (AR($p$)) is a central model in time series analysis. A Bayesian approach requires the user to define a prior distribution for the coefficients of the AR($p$) model. Although it is easy to write down…

This technical report describes a dynamic causal model of the spread of coronavirus through a population. The model is based upon ensemble or population dynamics that generate outcomes, like new cases and deaths over time. The purpose of…

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…

We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and multivariate series. We derive the copula of a…

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of random-coefficient AR(1) process driven by i.i.d. innovations in the domain of normal attraction of an $\alpha$-stable distribution, $0< \alpha \le 2$,…

The paper deals with the estimation of a signal model in the form of the output of a continuous linear time-invariant system driven by a sequence of instantaneous impulses, i.e. an impulsive time series. This modeling concept arises in,…