Poisson Count Time Series ...
This paper reviews and compares popular methods, some old and some very recent, that produce time series having Poisson marginal distributions. The paper begins by narrating ways where time series with Poisson marginal distributions can be produced. Modeling nonstationary series with covariates moti...
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arXiv
2023
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| Online Access: | https://dx.doi.org/10.48550/arxiv.2310.10798 https://arxiv.org/abs/2310.10798 |
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ftdatacite:10.48550/arxiv.2310.10798 2023-12-03T10:26:46+01:00 Poisson Count Time Series ... Kong, Jiajie Lund, Robert 2023 https://dx.doi.org/10.48550/arxiv.2310.10798 https://arxiv.org/abs/2310.10798 unknown arXiv Creative Commons Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/legalcode cc-by-4.0 Methodology stat.ME FOS Computer and information sciences CreativeWork article Article Preprint 2023 ftdatacite https://doi.org/10.48550/arxiv.2310.10798 2023-11-03T10:55:20Z This paper reviews and compares popular methods, some old and some very recent, that produce time series having Poisson marginal distributions. The paper begins by narrating ways where time series with Poisson marginal distributions can be produced. Modeling nonstationary series with covariates motivates consideration of methods where the Poisson parameter depends on time. Here, estimation methods are developed for some of the more flexible methods. The results are used in the analysis of 1) a count sequence of tropical cyclones occurring in the North Atlantic Basin since 1970, and 2) the number of no-hitter games pitched in major league baseball since 1893. Tests for whether the Poisson marginal distribution is appropriate are included. ... Article in Journal/Newspaper North Atlantic DataCite Metadata Store (German National Library of Science and Technology) |
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Open Polar |
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DataCite Metadata Store (German National Library of Science and Technology) |
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ftdatacite |
| language |
unknown |
| topic |
Methodology stat.ME FOS Computer and information sciences |
| spellingShingle |
Methodology stat.ME FOS Computer and information sciences Kong, Jiajie Lund, Robert Poisson Count Time Series ... |
| topic_facet |
Methodology stat.ME FOS Computer and information sciences |
| description |
This paper reviews and compares popular methods, some old and some very recent, that produce time series having Poisson marginal distributions. The paper begins by narrating ways where time series with Poisson marginal distributions can be produced. Modeling nonstationary series with covariates motivates consideration of methods where the Poisson parameter depends on time. Here, estimation methods are developed for some of the more flexible methods. The results are used in the analysis of 1) a count sequence of tropical cyclones occurring in the North Atlantic Basin since 1970, and 2) the number of no-hitter games pitched in major league baseball since 1893. Tests for whether the Poisson marginal distribution is appropriate are included. ... |
| format |
Article in Journal/Newspaper |
| author |
Kong, Jiajie Lund, Robert |
| author_facet |
Kong, Jiajie Lund, Robert |
| author_sort |
Kong, Jiajie |
| title |
Poisson Count Time Series ... |
| title_short |
Poisson Count Time Series ... |
| title_full |
Poisson Count Time Series ... |
| title_fullStr |
Poisson Count Time Series ... |
| title_full_unstemmed |
Poisson Count Time Series ... |
| title_sort |
poisson count time series ... |
| publisher |
arXiv |
| publishDate |
2023 |
| url |
https://dx.doi.org/10.48550/arxiv.2310.10798 https://arxiv.org/abs/2310.10798 |
| genre |
North Atlantic |
| genre_facet |
North Atlantic |
| op_rights |
Creative Commons Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/legalcode cc-by-4.0 |
| op_doi |
https://doi.org/10.48550/arxiv.2310.10798 |
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