Symbolic interval-valued data analysis for time series based on auto-interval-regressive models

DOI10.1007/S10260-020-00525-7MaRDI QIDQ2665008zbMATH OpenOpenAlexFDO

Authors Liang-Ching Lin, Hsiang-Lin Chien, Sangyeol Lee

Publication date 18 November 2021

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-020-00525-7

zbMATH Keywords

AIR modelHVAIR modelinterval-valued time seriesorder statisticssymbolic data analysis

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical aspects of big data and data science (62R07)

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Cites work

• Centre and range method for fitting a linear regression model to symbolic interval data
• scientific article; zbMATH DE number 3141622 (Why is no real title available?)
• scientific article; zbMATH DE number 1975301 (Why is no real title available?)
• scientific article; zbMATH DE number 2034572 (Why is no real title available?)
• Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
• Modeling interval time series with space-time processes
• Modelling interval data with normal and skew-normal distributions
• Parameter estimation from interval-valued data using the expectation-maximization algorithm
• Symbolic Data Analysis

Cited in

(11)

• Threshold autoregressive models for interval-valued time series data
• Analysis of dependent data aggregated into intervals
• Modeling interval time series with space-time processes
• Modeling the variance of return intervals toward volatility prediction
• Bivariate symbolic regression models for interval-valued variables
• Set-valued and interval-valued stationary time series
• Monitoring photochemical pollutants based on symbolic interval-valued data analysis
• Comprehensive interval-valued time series model with application to the S\&P 500 index and PM2.5 level data analysis
• Detecting structural shifts and estimating single change-points in interval-based time series
• On Smooth Transition Interval Autoregressive Models
• Interval time series analysis with an application to the sterling-dollar exchange rate

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