Bayesian Forecasting of Bounded Poisson Distributed Time Series

This research models and forecasts bounded ordinal time series data that can appear in various contexts, such as air quality index (AQI) levels, economic situations, and credit ratings. This class of time series data is characterized by being bounded and exhibiting a concentration of large probabili...

Full description

Bibliographic Details
Main Authors: Feng-Chi Liu, Cathy W. S. Chen, Cheng-Ying Ho
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/26/1/16