4 papers · 1 filter
Wavelet Based Time Series Models with Time-Varying Thresholds
Rhea Davis, N. Balakrishna
This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as…
Bayesian estimation for novel geometric INGARCH model
Divya Kuttenchalil Andrews, N. Balakrishna
This paper introduces an integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) model based on the novel geometric distribution and discusses some of it…
Softplus and Neural Architectures for Enhanced Negative Binomial INGARCH Modeling
Divya Kuttenchalil Andrews, N. Balakrishna
The study addresses a significant gap in the literature by introducing the Softplus negative binomial Integer-valued Generalized Autoregressive Conditional Heteroskedasticity (sp N…
Coherent forecasting of NoGeAR(1) model
Divya Kuttenchalil Andrews, N. Balakrishna
This article focuses on the coherent forecasting of the recently introduced novel geometric AR(1) (NoGeAR(1)) model - an INAR model based on inflated - parameter binomial thinning…