一种新的时间序列数据计数负二项samade模型的贝叶斯推断及其性质和应用

Q3 Mathematics

WSEAS Transactions on Mathematics Pub Date : 2023-07-27 DOI:10.37394/23206.2023.22.65

S. Aryuyuen, Issaraporn Thaimsorn, U. Tonggumnead

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引用次数: 0

摘要

提出了一种混合负二项分布和Samade分布的新分布，称为负二项-Samade分布。研究了该分布的性质，并利用广义线性模型的框架建立了时间序列数据计数模型。将计数响应变量的过分散和重尾分布特征应用到实际数据集建模中。采用贝叶斯方法估计分布参数和回归系数。结果表明，与经典的NB和泊松模型相比，NB- sa模型在分析泰国每日COVID-19死亡人数影响因素方面的效率最高。

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Bayesian Inference for a New Negative Binomial-Samade Model for Time Series Data Counts with Its Properties and Applications

A new distribution was developed that mixed the negative binomial (NB) and Samade distributions, called the negative binomial-Samade (NB-SA) distribution. The properties of this distribution were studied, and the newly created distribution was applied using the framework of generalized linear models to build a time series data count model. The characteristics of overdispersion and heavy-tailed distribution of the count response variables were applied in the actual dataset modeling. Distribution parameters and the regression coefficient were estimated using a Bayesian approach. Results showed that the NB-SA model had significantly the highest efficiency compared with the classical NB and Poisson models for analyzing factors influencing the daily number of COVID-19 deaths in Thailand.

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来源期刊

WSEAS Transactions on Mathematics Mathematics-Discrete Mathematics and Combinatorics

CiteScore

1.30

自引率

0.00%

发文量

期刊介绍： WSEAS Transactions on Mathematics publishes original research papers relating to applied and theoretical mathematics. We aim to bring important work to a wide international audience and therefore only publish papers of exceptional scientific value that advance our understanding of these particular areas. The research presented must transcend the limits of case studies, while both experimental and theoretical studies are accepted. It is a multi-disciplinary journal and therefore its content mirrors the diverse interests and approaches of scholars involved with linear algebra, numerical analysis, differential equations, statistics and related areas. We also welcome scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations.