Publications

Authors:

Guolo, Annamaria; Cristiano, Varin

Title:

Beta regression for time series analysis of bounded data, with application to Canada Google Flu Trends.

Year:

2014

Type of item:

Articolo in Rivista

Tipologia ANVUR:

Articolo su rivista

Language:

Inglese

Format:

Elettronico

Referee:

Sì

Name of journal:

THE ANNALS OF APPLIED STATISTICS

ISSN of journal:

1932-6157

N° Volume:

8

Number or Folder:

1

Page numbers:

74-88

Keyword:

Beta regression; bounded time series; Gaussian copula; Google Flu Trends; surveillance

Short description of contents:

Bounded time series consisting of rates or proportions are often encountered in applications. This manuscript proposes a practical approach to analyze bounded time series, through a beta regression model. The method allows the direct interpretation of the regression parameters on the original response scale, while properly accounting for the heteroskedasticity typical of bounded variables. The serial de- pendence is modeled by a Gaussian copula, with a correlation matrix corresponding to a stationary autoregressive and moving average pro- cess. It is shown that inference, prediction, and control can be carried out straightforwardly, with minor modifications to standard analysis of autoregressive and moving average models. The methodology is motivated by an application to the influenza-like-illness incidence es- timated by the Google Flu Trends project.

Web page:

http://projecteuclid.org/euclid.aoas/1396966279

Product ID:

78871

Handle IRIS:

11562/645552

Deposited On:

December 13, 2013

Last Modified:

November 15, 2022

Bibliographic citation:

Guolo, Annamaria; Cristiano, Varin, Beta regression for time series analysis of bounded data, with application to Canada Google Flu Trends. «THE ANNALS OF APPLIED STATISTICS» , vol. 8 , n. 1 , 2014 , pp. 74-88

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