Dissemin is shutting down on January 1st, 2025

Published in

SAGE Publications, Statistical Modelling, 3(17), p. 172-195, 2017

DOI: 10.1177/1471082x16683113

Links

Tools

Export citation

Search in Google Scholar

Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale

Journal article published in 2017 by Amanda Fernández-Fontelo ORCID, Sara Fontdecaba, Anna Alba, Pedro Puig ORCID
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

Full text: Download

Green circle
Preprint: archiving allowed
Green circle
Postprint: archiving allowed
Red circle
Published version: archiving forbidden
Data provided by SHERPA/RoMEO

Abstract

In this article we present a new INteger-valued AutoRegressive (INAR) model with the aim of extracting baseline patterns of cattle fallen stock registered over an 5-year period at a local scale. We introduce HINAR as a generalization of the classical Poisson-based INAR models whose innovations follow a Hermite distribution. In order to assess trends and seasonality in these time series, we fit different models with time-dependent parameters by specifying proper functions. Using real world examples, we illustrate how to estimate parameters by maximum likelihood and validate the fitted models. We also show a detailed method to forecast. Our proposed model supposes a good solution for studying discrete time series when the counts have many zeros, low counts and moderate overdispersion. This model has been applied to the analysis of fallen cattle registered at a local scale as part of the development of a veterinary syndromic surveillance system.