具有一般创新族的整数值分裂-BREAK 过程及其在事故计数数据建模中的应用

IF 1.9 3区 数学 Q1 MATHEMATICS, APPLIED Axioms Pub Date : 2024-01-07 DOI:10.3390/axioms13010040
Vladica S. Stojanović, Hassan S. Bakouch, Zorica Gajtanović, Fatimah E. Almuhayfith, Kristijan Kuk
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引用次数: 0

摘要

本文提出了一个新颖的计数时间序列模型,命名为一阶整数值 Split-BREAK 过程,简称 INSB(1) 模型。本文研究了该过程的基本随机性质,如平稳性、均值、方差和相关结构。此外,还考察了 INSB(1) 过程的边际分布、过度分散和零通胀特性。为了估计 INSB(1) 过程的未知参数,提出了一种基于概率生成函数(PGF)的估计程序。对于获得的估计值,研究了它们的渐近特性以及适当的模拟研究。最后,INSB(1) 过程被应用于一些现实世界序列的动态分析,即塞尔维亚的严重交通事故数量和希腊的森林火灾数量。
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Integer-Valued Split-BREAK Process with a General Family of Innovations and Application to Accident Count Data Modeling
This paper presents a novel count time-series model, named integer-valued Split-BREAK process of the first order, abbr. INSB(1) model. This process is examined in terms of its basic stochastic properties, such as stationarity, mean, variance and correlation structure. In addition, the marginal distribution, over-dispersion and zero-inflation properties of the INSB(1) process are also examined. To estimate the unknown parameters of the INSB(1) process, an estimation procedure based on probability generating functions (PGFs) is proposed. For the obtained estimators, their asymptotic properties, as well as the appropriate simulation study, are examined. Finally, the INSB(1) process is applied in the dynamic analysis of some real-world series, namely, the numbers of serious traffic accidents in Serbia and forest fires in Greece.
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来源期刊
Axioms
Axioms Mathematics-Algebra and Number Theory
自引率
10.00%
发文量
604
审稿时长
11 weeks
期刊介绍: Axiomatic theories in physics and in mathematics (for example, axiomatic theory of thermodynamics, and also either the axiomatic classical set theory or the axiomatic fuzzy set theory) Axiomatization, axiomatic methods, theorems, mathematical proofs Algebraic structures, field theory, group theory, topology, vector spaces Mathematical analysis Mathematical physics Mathematical logic, and non-classical logics, such as fuzzy logic, modal logic, non-monotonic logic. etc. Classical and fuzzy set theories Number theory Systems theory Classical measures, fuzzy measures, representation theory, and probability theory Graph theory Information theory Entropy Symmetry Differential equations and dynamical systems Relativity and quantum theories Mathematical chemistry Automata theory Mathematical problems of artificial intelligence Complex networks from a mathematical viewpoint Reasoning under uncertainty Interdisciplinary applications of mathematical theory.
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