利用最近的细化算子和余弦泊松创新，通过INAR(1)过程对COVID-19和药物数据进行统计建模。

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-10-28 eCollection Date: 2023-11-01 DOI:10.1515/ijb-2022-0053

Zohreh Mohammadi, Hassan S Bakouch, Maryam Sharafi

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引用次数: 1

摘要

本文提出了基于负二项稀疏算子的一阶平稳整值自回归过程的余弦泊松创新。它可以是等分散、欠分散和过分散。因此，对于整数值时间序列的建模是灵活的。推导了该过程的一些统计性质。采用两种估计方法对过程参数进行了估计，并通过仿真研究对估计器的性能进行了评价。最后，我们通过对COVID-19每日死亡人数和药物呼叫数据的一些实际计数时间序列数据进行建模和分析，证明了所提出模型的实用性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Statistical modelling of COVID-19 and drug data via an INAR(1) process with a recent thinning operator and cosine Poisson innovations.

In this paper, we propose the first-order stationary integer-valued autoregressive process with the cosine Poisson innovation, based on the negative binomial thinning operator. It can be equi-dispersed, under-dispersed and over-dispersed. Therefore, it is flexible for modelling integer-valued time series. Some statistical properties of the process are derived. The parameters of the process are estimated by two methods of estimation and the performances of the estimators are evaluated via some simulation studies. Finally, we demonstrate the usefulness of the proposed model by modelling and analyzing some practical count time series data on the daily deaths of COVID-19 and the drug calls data.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.