Time series analysis of categorical data using auto-mutual information

DOI10.1016/J.JSPI.2009.02.009zbMATH Open1168.62078OpenAlexW2082547049MaRDI QIDQ2390467FDOQ2390467

Authors Atanu Biswas, Apratim Guha

Publication date 22 July 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.02.009

zbMATH Keywords

simulationsmixture distributionmaximum likelihood estimatesauto-correlation functionthinning operatorpartial auto-correlation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• A mutual information-based \(k\)-sample test for discrete distributions
• Auto-association measures for stationary time series of categorical data
• Time series analysis of hybrid neurophysiological data and application of mutual information
• Time series analysis of categorical data using auto-odds ratio function
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• Bayesian forecasting for time series of categorical data
• Coherent forecasting for stationary time series of discrete data
• Detecting conditional independence for modeling non-Gaussian time series
• Modelling and coherent forecasting of zero-inflated count time series
• Time series analysis of categorical data using auto-mutual information
• Discovering patterns in categorical time series using IFS

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