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Record W4409184329 · doi:10.1007/s00362-025-01691-0

Forecasting natural disaster frequencies using nonstationary count time series models

2025· article· en· W4409184329 on OpenAlexafffundabout
Jian Pei, Yang Lu

Bibliographic record

VenueStatistical Papers · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsConcordia University
FundersInstitut Louis BachelierNatural Sciences and Engineering Research Council of CanadaUniversité d'Orléans
KeywordsSeries (stratigraphy)Natural disasterTime seriesComputer scienceEconometricsMeteorologyGeographyMathematicsGeologyMachine learning

Abstract

fetched live from OpenAlex

Because of the climate change, the frequency of natural disaster might be evolving. This could mean an increasing expected risk, and/or more and more uncertainties. In this paper, we identify three potentially suitable models, that are the nonstationary INGARCH(1, 1), the nonstationary INAR( p ), and the state-space model of Harvey and Fernandes (J Bus Econ Stat 7(4):407–417, 1989). We derive properties of their long-run behavior, discuss their link and differences, and assess their suitability for Canadian climate event data. We show that first, the Harvey–Fernandes model or INGARCH(1, 1) model often provides better fit and better prediction performance. Second, the long-run prediction of these models can differ substantially, highlighting model uncertainty.

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)0.002
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.064
Threshold uncertainty score0.127

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.008
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.042
GPT teacher head0.244
Teacher spread0.202 · 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 designSimulation or modeling
Domainnot available
GenreEmpirical

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
Published2025
Admission routes3
Has abstractyes

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