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Record W3137656297 · doi:10.1080/01621459.2021.1904957

Count Time Series: A Methodological Review

2021· review· en· W3137656297 on OpenAlexaff
Richard A. Davis, Konstantinos Fokianos, Scott H. Holan, Harry Joe, James Livsey, Robert Lund, Vladas Pipiras, Налини Равишанкер

Bibliographic record

VenueJournal of the American Statistical Association · 2021
Typereview
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of British Columbia
FundersNational Science Foundation
KeywordsSeries (stratigraphy)EconometricsStatisticsMathematicsComputer scienceGeology

Abstract

fetched live from OpenAlex

A growing interest in non-Gaussian time series, particularly in series comprised of nonnegative integers (counts), is taking place in today’s statistics literature. Count series naturally arise in fields, such as agriculture, economics, epidemiology, finance, geology, meteorology, and sports. Unlike stationary Gaussian series where autoregressive moving-averages are the primary modeling vehicle, no single class of models dominates the count landscape. As such, the literature has evolved somewhat ad-hocly, with different model classes being developed to tackle specific situations. This article is an attempt to summarize the current state of count time series modeling. The article first reviews models having prescribed marginal distributions, including some recent developments. This is followed by a discussion of state-space approaches. Multivariate extensions of the methods are then studied and Bayesian approaches to the problem are considered. The intent is to inform researchers and practitioners about the various types of count time series models arising in the modern literature. While estimation issues are not pursued in detail, reference to this literature is made.

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

Direct model labels (unvalidated)

Per-model category and study-design labels from the labeling rounds. They are machine output, unvalidated, and the disagreement between models ships as data. No study design here is MEDLINE-validated yet.

Model armCategoriesStudy designConfidence
gemmano category
Domain: not available · Genre: Review
About the Canadian research system: no · About a Canadian topic: no
Not applicablelow
gptno category
Domain: not available · Genre: Review
About the Canadian research system: no · About a Canadian topic: no
Theoretical or conceptualhigh
models splitAgreement compares identical category sets and study designs across arms.

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)0.004
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.006
Threshold uncertainty score0.020

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.010
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0060.011
Science and technology studies0.0000.001
Scholarly communication0.0020.004
Open science0.0020.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0040.002

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 head0.128
GPT teacher head0.370
Teacher spread0.242 · 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

Labeled directly by 2 models reading the full record.

The models applied no category: nothing in the taxonomy fit this work.

The models disagree on parts of this classification; every voice is preserved in the section at the end of the page.

Study designNot applicable · Theoretical or conceptual
Domainnot available
GenreReview

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

Citations132
Published2021
Admission routes1
Has abstractyes

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