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[Untitled]
- Source :
- Entropy.
-
Abstract
- A new software package for the Julia language, CountTimeSeries.jl, is under review, which provides likelihood based methods for integer-valued time series. The package’s functionalities are showcased in a simulation study on finite sample properties of Maximum Likelihood (ML) estimation and three real-life data applications. First, the number of newly infected COVID-19 patients is predicted. Then, previous findings on the need for overdispersion and zero inflation are reviewed in an application on animal submissions in New Zealand. Further, information criteria are used for model selection to investigate patterns in corporate insolvencies in Rhineland-Palatinate. Theoretical background and implementation details are described, and complete code for all applications is provided online. The CountTimeSeries package is available at the general Julia package registry.
- Subjects :
- Series (mathematics)
Computer science
Model selection
05 social sciences
General Physics and Astronomy
Sample (statistics)
Information Criteria
computer.software_genre
01 natural sciences
010104 statistics & probability
Overdispersion
0502 economics and business
Code (cryptography)
Data mining
0101 mathematics
Time series
computer
050205 econometrics
Count data
Subjects
Details
- ISSN :
- 10994300
- Database :
- OpenAIRE
- Journal :
- Entropy
- Accession number :
- edsair.doi...........97e68b722eac60ce68077d4a934d7f35