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Analysis of low count time series data by poisson autoregression

2004· article· en· W2066764941 on OpenAlexaff
R. Keith Freeland, Brendan McCabe

Bibliographic record

VenueJournal of Time Series Analysis · 2004
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsMathematicsAutoregressive modelCount dataPoisson distributionStatisticsSeries (stratigraphy)EconometricsData setOverdispersionPoisson regressionInformation CriteriaGoodness of fitFisher informationTime seriesApplied mathematicsModel selection

Abstract

fetched live from OpenAlex

Abstract. This study provides new methods of assessing the adequacy of the Poisson autoregressive time‐series model for count data. New expressions are given for the score function and the information matrix and these lead to the construction of new types of residuals for this model. However, these residuals often need to be supplemented by formal statistical procedures and an overall test of the model adequacy is given via the information matrix equality that holds for correctly specified models. The techniques are applied to a monthly count data set of claimants for wage loss benefit, in order to estimate the the expected duration of claimants in the system.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.014
metaresearch head score (Gemma)0.093
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.014
Threshold uncertainty score0.075

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0140.093
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.034
GPT teacher head0.349
Teacher spread0.315 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations164
Published2004
Admission routes1
Has abstractyes

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