Forecasting overdispersed INAR(1) count time series with negative binomial marginal.
Manik AwaleAkanksha S. KashikarT. V. RamanathanPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- negative binomial
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- box jenkins
- forecasting model
- chaotic time series
- hybrid model
- hierarchical model
- short term
- contingency tables
- stock market
- garch model
- moving average
- support vector regression
- mackey glass
- arima model
- short term prediction
- multivariate time series
- exchange rate
- three dimensional
- probability distribution
- bayesian networks