时空计数的近似线性INGARCH模型

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-03-16 DOI:10.1093/jrsssc/qlad018

Malte Jahn, C. Weiß, Hee-Young Kim

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引用次数: 3

摘要

现有的用于时空计数的整数值广义自回归条件异方差(INGARCH)模型不允许负参数和自相关值。利用近似线性的INGARCH模型，提出了用于无界计数建模的统一、灵活的时空INGARCH框架。这些模型将消极依赖与长期记忆相结合。它们很容易适应特殊的边缘特征或交叉依赖:当建模降水数据(降雨时数)时，我们考虑零通货膨胀，而对于云覆盖数据(okta计数)，我们处理缺失数据和额外的相互关联。与空间误差模型相关的联结关系表现出令人满意的性能。

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Approximately linear INGARCH models for spatio-temporal counts

Existing integer-valued generalised autoregressive conditional heteroskedasticity (INGARCH) models for spatio-temporal counts do not allow for negative parameter and autocorrelation values. Using approximately linear INGARCH models, the unified and flexible spatio-temporal (B)INGARCH framework for modelling unbounded (bounded) counts is proposed. These models combine negative dependencies with kinds of a long memory. They are easily adapted to special marginal features or cross-dependencies: When modelling precipitation data (counts of rainy hours), we account for zero-inflation, while for cloud-coverage data (counts of okta), we deal with missing data and additional cross-correlation. A copula related to the spatial error model shows an appealing performance.

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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.