Forecasting of Categorical Time Series Using a Regression Model
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| 024 | 7 | 0 | |a 10.1515/EQC.2003.223 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/EQC.2003.223 | ||
| 245 | 0 | 0 | |a Forecasting of Categorical Time Series Using a Regression Model |h [Elektronische Daten] |c [Helmut Pruscha, Axel Göttlein] |
| 520 | 3 | |a This paper deals with time series of categorical or ordinal variables, which are combined with time varying covariates. The conditional expectations (probabilities) are modelled as a regression model in a GLM-type manner, its parameters are estimated using a (partial) likelihood-approach. Special attention is given to the multivariate and the cumulative logistic regression model, with a regression term defined by a recursive scheme. The main concern is directed at forecasts for such time series. Using an approximation formula for conditional expectations l-step predictors are developed. Bias and mean square errors are estimated by using expansion formulas and by employing Box-Jenkins as well as nonparametric methods. The procedures proposed are numerically applied to a data set of yearly forest health inventories. | |
| 540 | |a © Heldermann Verlag | ||
| 690 | 7 | |a Categorical time series |2 nationallicence | |
| 690 | 7 | |a multivariate logistic regression |2 nationallicence | |
| 690 | 7 | |a cumulative regression models |2 nationallicence | |
| 690 | 7 | |a forecast methods |2 nationallicence | |
| 690 | 7 | |a generalized linear models |2 nationallicence | |
| 690 | 7 | |a forest inventory |2 nationallicence | |
| 700 | 1 | |a Pruscha |D Helmut |u Mathematical Institute, University of Munich, Theresienstr. 39, D-80333 Munich, Germany. pruscha@mathematik.uni-muenchen.de |4 aut | |
| 700 | 1 | |a Göttlein |D Axel |u Forest Nutrition and Water Resources, Technical University of Munich, Am Hochanger 13, D-85354 Freising, Germany. goettlein@forst.tu-muenchen.de |4 aut | |
| 773 | 0 | |t Economic Quality Control |d Walter de Gruyter GmbH & Co. KG |g 18/2(2003-10), 223-240 |x 0940-5151 |q 18:2<223 |1 2003 |2 18 |o EQC | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/EQC.2003.223 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/EQC.2003.223 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Pruscha |D Helmut |u Mathematical Institute, University of Munich, Theresienstr. 39, D-80333 Munich, Germany. pruscha@mathematik.uni-muenchen.de |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Göttlein |D Axel |u Forest Nutrition and Water Resources, Technical University of Munich, Am Hochanger 13, D-85354 Freising, Germany. goettlein@forst.tu-muenchen.de |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Economic Quality Control |d Walter de Gruyter GmbH & Co. KG |g 18/2(2003-10), 223-240 |x 0940-5151 |q 18:2<223 |1 2003 |2 18 |o EQC | ||
| 900 | 7 | |b CC0 |u http://creativecommons.org/publicdomain/zero/1.0 |2 nationallicence | |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||