平衡的离散伯尔-哈特克模型和混合INAR过程:属性,估计,预测和COVID-19应用
Seyedeh Mahbubeh Hoseini Baladezaei1, Einolah Deiri1, Ezzatallah Baloui Jamkhaneh1
1Department of Statistics, Qaemshahr Branch, Islamic Azad University, Qaemshahr, Iran.
Journal of applied statistics
|June 5, 2024
概括
本研究介绍了各种分散类型的灵活离散Burr-Hatke模型. 新的整数值自回归 (INAR) 过程有效地模拟了传染性COVID-19死亡人数数据,贝叶斯预测被证明是最可靠的.
科学领域:
- 统计 统计 统计 统计
- 离散数据建模 离散数据建模
背景情况:
- 现有的离散模型在同等,过多和不足分散方面扎.
- 传染病计数数据,就像每日死亡数据一样,需要专门的建模方法.
研究的目的:
- 引入一个灵活的离散伯尔-哈特克分布.
- 为传染病计数数据开发一个全数值自回归 (INAR) 过程.
- 评估模型在COVID-19每日死亡人数数据上的表现.
主要方法:
- 对于离散的伯尔-哈特克分布的平衡离谱化方法.
- 使用Pegram和双项稀释运算符的整数值自回归 (INAR) 过程.
- 蒙特卡洛模拟用于参数估计的比较.
- 应用到来自奥地利,瑞士,尼日利亚和斯洛文尼亚的COVID-19每日死亡人数数据集.
主要成果:
- 拟议的离散伯尔-哈特克分布表现出部分时刻保存特性.
- 新的INAR过程有效地建模了传染性计数数据,在COVID-19数据集上表现优于竞争对手的模型.
- 合适度测量证实了模型对分析数据的充分性.
结论:
- 开发的INAR过程与离散的Burr-Hatke创新为传染性计数数据提供了一个灵活和适当的模型.
- 贝叶斯预测方法为这种类型的时间序列数据提供了更可靠的预测,而不是与经典和Sieve引导方法相比.
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