Time series multistep-ahead predictability estimation and ranking

Article Abstract:

A study was conducted to analyze a novel algorithm for determining the predictability index. The relationship between the predictability index and the position of the poles and lag of a time series were characterized as an AR(p) model. Numerical examples were then presented to determine the effectiveness of the algorithm. Results indicated that the estimator is an effective tool in predictability ranking applications and time series analysis.

Algorithms, Time-series analysis, Time series analysis

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Predictions in overdispersed series of counts using an approximate predictive likelihood

Article Abstract:

A study shows how the generalized autoregression model (GARM) is expressed as a GLM using a linear model for some transform of the location parameter, thus allowing the use of the IWLS algorithm available in most statistical software. By using the Butler approximate predictive likelihood, likelihood prediction envelopes are then defined.

Negative binomial distribution, Predictive value of tests, Predictive value of tests (Medical)

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