A comparison of statistical models for short categorical or ordinal time series with applications in ecology
نویسندگان
چکیده
We study two statistical models for short-length categorical (or ordinal) time series. The first one is a regression model based on generalized linear model. The second one is a parametrized Markovian model, particularizing the discrete autoregressive model to the case of categorical data. These models are used to analyze two data-sets: annual larch cone production and weekly planktonic abundance.
منابع مشابه
A Novel Method for Detection of Epilepsy in Short and Noisy EEG Signals Using Ordinal Pattern Analysis
Introduction: In this paper, a novel complexity measure is proposed to detect dynamical changes in nonlinear systems using ordinal pattern analysis of time series data taken from the system. Epilepsy is considered as a dynamical change in nonlinear and complex brain system. The ability of the proposed measure for characterizing the normal and epileptic EEG signals when the signal is short or is...
متن کاملOverview and Comparison of Short-term Interval Models for Financial Time Series Forecasting
In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...
متن کاملPairwise likelihood inference for ordinal categorical time series
Ordinal categorical time seriesmay be analyzed as censored observations from a suitable latent stochastic process, which describes the underlying evolution of the system. This approach may be considered as an alternative to Markov chain models or to regression methods for categorical time series data. The problem of parameter estimation is solved through a simple pseudolikelihood, called pairwi...
متن کاملPartial Association Components in Multi-way Contingency Tables and Their Statistiical Analysis
In analyses of contingency tables made up of categorical variables, the study of relationship between the variables is usually the major objective. So far, many association measures and association models have been used to measure the association structure present in the table. Although the association measures merely determine the degree of strength of association between the study varia...
متن کاملNew phase II control chart for monitoring ordinal contingency table based processes
In some statistical process monitoring applications, quality of a process or product is described by more than one ordinal factors called ordinal multivariate process. To show the relationship between these factors, an ordinal contingency table is used and modeled with ordinal log-linear model. In this paper, a new control charts based on ordinal-normal statistic is developed to monitor the ord...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007