Forecasting of Categorical Time Series Using a Regression Model

DOI10.1515/EQC.2003.223MaRDI QIDQ5454845zbMATH OpenOpenAlexFDO

Authors Helmut Pruscha, Axel Göttlein

Publication date 3 April 2008

Published in Economic Quality Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/eqc.2003.223

zbMATH Keywords

generalized linear modelscategorical time seriesforest inventorymultivariate logistic regressioncumulative regression modelsforecast methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)

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• Regression theory for categorical time series
• Categorical time semes with a recursive scheme and with covariates
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• scientific article; zbMATH DE number 1808197

Cites work

• scientific article; zbMATH DE number 802804 (Why is no real title available?)
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Prediction and classification of non-stationary categorical time series
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Time Series Models Based on Generalized Linear Models: Some Further Results

Cited in

(2)

• Regression theory for categorical time series
• Bayesian forecasting for time series of categorical data

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