Model selection for time series of count data
نویسندگان
چکیده
منابع مشابه
Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model
This paper introduces and evaluates new models for time series count data. The Autoregressive Conditional Poisson model (ACP) makes it possible to deal with issues of discreteness, overdispersion (variance greater than the mean) and serial correlation. A fully parametric approach is taken and a marginal distribution for the counts is specified, where conditional on past observations the mean is...
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Count Time Series Models
We review regression models for count time series. We discuss the approach which is based on generalized linear models and the class of integer autoregressive processes. The generalized linear models framework provides convenient tools for implementing model fitting and prediction using standard software. Furthermore, this approach provides a natural extension to the traditional ARMA methodolog...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2018
ISSN: 0167-9473
DOI: 10.1016/j.csda.2018.01.002