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Record W4307248954 · doi:10.5539/ijsp.v11n6p28

Review of Copula for Bivariate Distributions of Zero-Inflated Count Time Series Data

2022· article· en· W4307248954 on OpenAlexvenueno aff
Dimuthu Fernando, Mohammed Alqawba, Manar D. Samad, Norou Diawara

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2022
Typearticle
Languageen
FieldSocial Sciences
TopicInsurance, Mortality, Demography, Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsCopula (linguistics)Bivariate analysisCount dataMathematicsPoisson distributionEconometricsMarkov chainOverdispersionInferenceBivariate dataStatisticsComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

The class of bivariate integer-valued time series models, described via copula theory, is gaining popularity in the literature because of applications in health sciences, engineering, financial management and more. Each time series follows a Markov chain with the serial dependence captured using copula-based distribution functions from the Poisson and the zero-inflated Poisson margins. The copula theory is again used to capture the dependence between the two series. However, the efficiency and adaptability of the copula are being challenged because of the discrete nature of data and also in the case of zero-inflation of count time series. Likelihood-based inference is used to estimate the model parameters for simulated and real data with the bivariate integral of copula functions. While such copula functions offer great flexibility in capturing dependence, there remain challenges related to identifying the best copula type for a given application. This paper presents a survey of the literature on bivariate copula for discrete data with an emphasis on the zero-inflated nature of the modelling. We demonstrate additional experiments on to confirm that the copula has potential as greater research area.

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)0.004
metaresearch head score (Gemma)0.017
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: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.017
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0040.007
Science and technology studies0.0010.001
Scholarly communication0.0030.004
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.002

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 head0.034
GPT teacher head0.347
Teacher spread0.313 · 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

Citations1
Published2022
Admission routes1
Has abstractyes

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Same venueInternational Journal of Statistics and ProbabilitySame topicInsurance, Mortality, Demography, Risk ManagementFrench-language works237,207