Physical Sciences and Mathematics Commons^™

Count Data Time Series Models And Their Applications, Yi Zhang

Doctoral Dissertations

“Due to fast developments of advanced sensors, count data sets have become ubiquitous in many fields. Modeling and forecasting such time series have generated great interest. Modeling can shed light on the behavior of the count series and to see how they are related to other factors such as the environmental conditions under which the data are generated. In this research, three approaches to modeling such count data are proposed.

First, a periodic autoregressive conditional Poisson (PACP) model is proposed as a natural generalization of the autoregressive conditional Poisson (ACP) model. By allowing for cyclical variations in the parameters of …