A new approach to model the counts of earthquakes: INARPQX(1) process

This paper introduces a first-order integer-valued autoregressive process with a new innovation distribution, shortly INARPQX(1) process. A new innovation distribution is obtained by mixing Poisson distribution with quasi-xgamma distribution. The statistical properties and estimation procedure of a...

Descripción completa

Detalles Bibliográficos
Autores principales: Altun, Emrah, Bhati, Deepesh, Khan, Naushad Mamode
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7856626/
https://www.ncbi.nlm.nih.gov/pubmed/33554048
http://dx.doi.org/10.1007/s42452-020-04109-8
_version_ 1783646284468453376
author Altun, Emrah
Bhati, Deepesh
Khan, Naushad Mamode
author_facet Altun, Emrah
Bhati, Deepesh
Khan, Naushad Mamode
author_sort Altun, Emrah
collection PubMed
description This paper introduces a first-order integer-valued autoregressive process with a new innovation distribution, shortly INARPQX(1) process. A new innovation distribution is obtained by mixing Poisson distribution with quasi-xgamma distribution. The statistical properties and estimation procedure of a new distribution are studied in detail. The parameter estimation of INARPQX(1) process is discussed with two estimation methods: conditional maximum likelihood and Yule-Walker. The proposed INARPQX(1) process is applied to time series of the monthly counts of earthquakes. The empirical results show that INARPQX(1) process is an important process to model over-dispersed time series of counts and can be used to predict the number of earthquakes with a magnitude greater than four.
format Online
Article
Text
id pubmed-7856626
institution National Center for Biotechnology Information
language English
publishDate 2021
publisher Springer International Publishing
record_format MEDLINE/PubMed
spelling pubmed-78566262021-02-03 A new approach to model the counts of earthquakes: INARPQX(1) process Altun, Emrah Bhati, Deepesh Khan, Naushad Mamode SN Appl Sci Research Article This paper introduces a first-order integer-valued autoregressive process with a new innovation distribution, shortly INARPQX(1) process. A new innovation distribution is obtained by mixing Poisson distribution with quasi-xgamma distribution. The statistical properties and estimation procedure of a new distribution are studied in detail. The parameter estimation of INARPQX(1) process is discussed with two estimation methods: conditional maximum likelihood and Yule-Walker. The proposed INARPQX(1) process is applied to time series of the monthly counts of earthquakes. The empirical results show that INARPQX(1) process is an important process to model over-dispersed time series of counts and can be used to predict the number of earthquakes with a magnitude greater than four. Springer International Publishing 2021-02-03 2021 /pmc/articles/PMC7856626/ /pubmed/33554048 http://dx.doi.org/10.1007/s42452-020-04109-8 Text en © The Author(s) 2021 Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
spellingShingle Research Article
Altun, Emrah
Bhati, Deepesh
Khan, Naushad Mamode
A new approach to model the counts of earthquakes: INARPQX(1) process
title A new approach to model the counts of earthquakes: INARPQX(1) process
title_full A new approach to model the counts of earthquakes: INARPQX(1) process
title_fullStr A new approach to model the counts of earthquakes: INARPQX(1) process
title_full_unstemmed A new approach to model the counts of earthquakes: INARPQX(1) process
title_short A new approach to model the counts of earthquakes: INARPQX(1) process
title_sort new approach to model the counts of earthquakes: inarpqx(1) process
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7856626/
https://www.ncbi.nlm.nih.gov/pubmed/33554048
http://dx.doi.org/10.1007/s42452-020-04109-8
work_keys_str_mv AT altunemrah anewapproachtomodelthecountsofearthquakesinarpqx1process
AT bhatideepesh anewapproachtomodelthecountsofearthquakesinarpqx1process
AT khannaushadmamode anewapproachtomodelthecountsofearthquakesinarpqx1process
AT altunemrah newapproachtomodelthecountsofearthquakesinarpqx1process
AT bhatideepesh newapproachtomodelthecountsofearthquakesinarpqx1process
AT khannaushadmamode newapproachtomodelthecountsofearthquakesinarpqx1process

Ejemplares similares