Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables

2021 ◽  
Vol 131 (2) ◽  
Author(s):  
Jingwen Huang ◽  
Dehui Wang
Keyword(s):  
Time Series ◽  
Statistical Inference ◽  
Time Series Model ◽  
Explanatory Variables ◽  
Varying Coefficient ◽  
Single Index

Time series models for insurance claims

1989 ◽  
Vol 116 (3) ◽  
pp. 513-528 ◽  
Author(s):  
A. C. Harvey ◽  
C. Fernandes
Keyword(s):  
Time Series ◽  
Time Series Model ◽  
Time Series Models ◽  
Random Sum ◽  
Insurance Claims ◽  
Explanatory Variables ◽  
Structural Time Series ◽  
Time Period ◽  
Structural Time ◽  
Time Series Methodology

ABSTRACTThe distribution of insurance claims in a given time period is usually regarded as a random sum. This paper sets up a time series model for the value of the claims and combines it with a model for the number of claims. Thus past observations can be used to make predictions of future values of the random sum, and the overall model ensures that they are discounted appropriately. It is shown that explanatory variables can be introduced into the model, and how it can be extended to handle several groups. The general approach is based on the recently developed structural time series methodology.

About One Approach to Defuzzifikation of Outputs of Fuzzy Time Series Model

2011 ◽  
Vol 3 (9) ◽  
pp. 562-566
Author(s):  
Ramin Rzayev ◽  
◽  
Musa Agamaliyev ◽  
Nijat Askerov
Keyword(s):  
Time Series ◽  
Time Series Model ◽  
Fuzzy Time Series

Time Series Model of Wind Power Forecasting Error by using Beta Distribution for Optimal Sizing of Battery Storage

2019 ◽  
Vol 139 (3) ◽  
pp. 212-224
Author(s):  
Xiaowei Dui ◽  
Masakazu Ito ◽  
Yu Fujimoto ◽  
Yasuhiro Hayashi ◽  
Guiping Zhu ◽  
...  
Keyword(s):  
Time Series ◽  
Wind Power ◽  
Beta Distribution ◽  
Time Series Model ◽  
Battery Storage ◽  
Wind Power Forecasting ◽  
Optimal Sizing ◽  
Forecasting Error ◽  
Power Forecasting
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