Distributed lag linear and non-linear models for time series data
نویسنده
چکیده
منابع مشابه
Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
متن کاملThe effect of short-term of fine particles on daily respiratory emergency in cities contaminated with wood smoke
BACKGROUND AND OBJECTIVES: The goal of this study is to evaluate in a time-series study the short-term effects of particulate matter-2.5exposure on respiratory emergency visits in six central-southern Chilean cities highly contaminated by wood smoke. METHODS: Association was assessed using both distributed lag linear and non-linear Poisson models constrai...
متن کاملFitting of Count Time Series Models on the Number of Patients Referred to Addiction Treatment Centers in Semnan County
Abstract. Count data over time are observed in many application areas. Many researchers use time series patterns to analyze this data. In this paper, the poisson count time series linear models and negative binomials on this type of data with the explanatory variables are studied. The Likelihood analysis and the evaluation of count time series model based on generalized linear models are pres...
متن کاملEstimating Stock Price in Energy Market Including Oil, Gas, and Coal: The Comparison of Linear and Non-Linear Two-State Markov Regime Switching Models
A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled using Markov switching process properties and the economic regime significance. In this paper, a two-...
متن کاملEvaluation of the Relative Risk of Covid-19 Mortality Based on the Number of Hospitalizations in Iran using a Log-Linear Distributed Lag Model
Background and Objectives: The Covid-19 epidemic began in Wuhan, China in the late 2019 and became a global epidemic in March 2020. In this regard, one of the most important indicators of the healthcare systems is the in-hospital mortality rate, which occurs with a time lag of one to two weeks after hospitalization. The aim of this study was to investigate the relative risk of Covid-19 mortalit...
متن کامل