GNAR

swMATH31350CRANGNARMaRDI QIDQ43061

Methods for Fitting Network Time Series Models

Daniel Salnikov, James Wei, Guy Nason, Matt Nunes, Kathryn Leeming

Last update: 18 December 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.1.1, 1.1.2, 0.2.7, 0.2.9, 0.3.6, 1.0, 1.1.0, 1.1.3

Source code repository: https://github.com/cran/GNAR

Description

Simulation of, and fitting models for, Generalised Network Autoregressive (GNAR) time series models which take account of network structure, potentially with exogenous variables. Such models are described in Knight et al. (2020) <doi:10.18637/jss.v096.i05> and Nason and Wei (2021) <doi:10.1111/rssa.12875>. Diagnostic tools for GNAR(X) models can be found in Nason et al (2023) <arXiv:2312.00530>.

Cites work

• Generalized Network Autoregressive Processes and the GNAR Package
• Quantifying the Economic Response to COVID-19 Mitigations and Death Rates Via Forecasting Purchasing Managers' Indices Using Generalised Network Autoregressive Models with Exogenous Variables
• New tools for network time series with an application to COVID-19 hospitalisations

Related Items (3)

SARS-CoV-2 dissemination using a network of the US counties ⋮ Likelihood theory for the graph Ornstein-Uhlenbeck process ⋮ Time series modeling on dynamic networks

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