scholarly journals Model Selection in Time Series Studies of Influenza-Associated Mortality

PLoS ONE ◽  
2012 ◽  
Vol 7 (6) ◽  
pp. e39423 ◽  
Author(s):  
Xi-Ling Wang ◽  
Lin Yang ◽  
King-Pan Chan ◽  
Susan S. Chiu ◽  
Kwok-Hung Chan ◽  
...  
2011 ◽  
Vol 2 (4) ◽  
pp. 428-435 ◽  
Author(s):  
Ya–Hsiu Chuang ◽  
Sati Mazumdar ◽  
Taeyoung Park ◽  
Gong Tang ◽  
Vincent. C. Arena ◽  
...  

1997 ◽  
Vol 81 (2) ◽  
pp. 490-490
Author(s):  
David Lester

For 1950–1985 age adjusted suicide rates were associated with marriage, birth, and divorce rates in Canada in the same way as were crude suicide rates.


2018 ◽  
Vol 6 (6) ◽  
pp. 1101-1108
Author(s):  
P Mariyappan ◽  
◽  
P Arumugam ◽  

2016 ◽  
Vol 16 (6) ◽  
pp. 98-110
Author(s):  
Gao Xuedong ◽  
Gu Kan

Abstract The traditional time series studies consider the time series as a whole while carrying on the trend detection; therefore not enough attention is paid to the stage characteristic. On the other hand, the piecewise linear fitting type methods for trend detection are lacking consideration of the possibility that the same node belongs to multiple trends. The above two methods are affected by the start position of the sequence. In this paper, the concept of overlapping trend is proposed, and the definition of milestone nodes is given on its base; these way not only the recognition of overlapping trend is realized, but also the negative influence of the starting point of sequence is effectively reduced. The experimental results show that the computational accuracy is not affected by the improved algorithm and the time cost is greatly reduced when dealing with the processing tasks on dynamic growing data sequence.


2021 ◽  
pp. 1471082X2110347
Author(s):  
Panagiota Tsamtsakiri ◽  
Dimitris Karlis

There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.


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