โมเดล SUE-Poisson INARCH(1)

Authors

อ.ดร.วรรณฤดี สกุลภักดี, นายมงคล หุ่นกระจก

Published

Proceeding of The 2022 6th International Conference on Compute and Data Analysis (ICCDA 2022)

Abstract

This article illustrates the connection between a time series of counts and pure birth processes. The rejection of the Poisson INARCH (1) model is so universal in real applications. A reasonable explanation is that the Poisson process is a pure birth process with constant rates. Typically, the conditional over-, under-, and equidispersed distributions of a time series of counts are related to pure birth processes with unequal (monotonic or non-monotonic) and equal rates. Thus, a new INARCH (1) model with conditional unequal-rate and equal-rate distributions is proposed. This parsimonious model is applied to the time series of strike counts and yields considerably better results to the Poisson INARCH (1) model and other conventional models in the literature.

(2564). ภาพความเป็นชายในโฆษณาเครื่องสำอางสำหรับผู้ชายในญี่ปุ่น. วารสารเครือข่ายญี่ปุ่นศึกษา, 11(1), 50-68.