Longitudinal Data Analysis and Time Series Commons^™

Multiple Changepoint Detection For Non-Gaussian Time Series, Robert Lund, Thomas J. Fisher, Norou Diawara, Michael Wehner

Mathematics & Statistics Faculty Publications

This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by …

Copula Based Models For Bivariate Zero-Inflated Count Time Series Data, Dimuthu Fernando

Mathematics & Statistics Theses & Dissertations

Count time series data have multiple applications. The applications can be found in areas of finance, climate, public health and crime data analyses. In most scenarios, time is an important part of the data. Time series counts then come as multivariate vectors that exhibit not only serial dependence within each time series but also with cross-correlation among the series. When considering these observed counts, and when a value, say zero, occurs more often than usual, analysis presents crucial challenges. There is presence of zeroinflation in the data. The literature on bivariate or multivariate count time series, as well as zero-inflated …

Copula-Based Models For Bivariate And Multivariate Zero-Inflated Count Time Series Data, Dimuthu Fernando, Norou Diawara

College of Sciences Posters

Count time series data have multiple applications. The applications can be found in areas of finance, climate, public health and crime data analyses. In some scenarios, count time series come as multivariate vectors that exhibit not only serial dependence within each time series but also with cross correlation among the series. When considering these observed counts, analysis presents crucial challenges when a value, say zero, occurs more often than usual. There is presence of zero-inflation in the data.

In this presentation, we mainly focus on modeling bivariate zero-inflated count time series model based on a joint distribution of the two …

Copula-Based Zero-Inflated Count Time Series Models, Mohammed Sulaiman Alqawba

Mathematics & Statistics Theses & Dissertations

Count time series data are observed in several applied disciplines such as in environmental science, biostatistics, economics, public health, and finance. In some cases, a specific count, say zero, may occur more often than usual. Additionally, serial dependence might be found among these counts if they are recorded over time. Overlooking the frequent occurrence of zeros and the serial dependence could lead to false inference. In this dissertation, we propose two classes of copula-based time series models for zero-inflated counts with the presence of covariates. Zero-inflated Poisson (ZIP), zero-inflated negative binomial (ZINB), and zero-inflated Conway-Maxwell-Poisson (ZICMP) distributed marginals of the …