Count time series with excess zeros: A Bayesian perspective using zero-adjusted distributions

Luiz Otávio de Oliveira Pala; Marcela de Marillac Carvalho; Thelma Sáfadi

doi:10.5433/1679-0375.2022v43n2p147

Séries temporais de contagem com excesso de zeros: Uma perspectiva Bayesiana utilizando distribuições zero-ajustadas

Autores

Luiz Otávio de Oliveira Pala Universidade Federal de Lavras - - UFLA https://orcid.org/0000-0002-9941-7951
Marcela de Marillac Carvalho Universidade Federal de Lavras - UFAL https://orcid.org/0000-0001-5998-5551
Thelma Sáfadi Universidade Federal de Lavras - UFLA https://orcid.org/0000-0002-4918-300X

DOI:

https://doi.org/10.5433/1679-0375.2022v43n2p147

Palavras-chave:

ARMA(p, q) process , Count data , Metropolis-hastings

Resumo

Modelos para dados de contagem temporalmente correlacionados tem sido estudados utilizando diversas distribuicoes condicionais, como a Poisson, e com a insercao de diferentes estruturas de dependencia. No entanto, os fenomenos de contagem podem apresentar caracteristicas como excesso de zeros e alta dispersao, que devem ser levadas em consideracao durante a modelagem e escolha de uma distribuicao condicional. Estetrabalho tem como objetivo estudar modelos para series de contagem utilizando tres distribuicoes condicionais zero-ajustadas com estruturas de dependencia na forma ARMA(p, q), em uma perspectiva via inferencia Bayesiana. De forma geral, foi realizado um breve estudo de simulacao a partir da analise Bayesiana proposta e a serie temporal do numero de obitos em decorrencia de febre hemorragica causada pelo virus da dengue (CID-A91) no Brasil foi analisada.

Biografia do Autor

Luiz Otávio de Oliveira Pala, Universidade Federal de Lavras - - UFLA

Doutorando em Estatística e Experimentação Agrícola, UFLA, Lavras, MG

Marcela de Marillac Carvalho, Universidade Federal de Lavras - UFAL

Doutoranda em Estatística e Experimentação Agrícola, UFLA, Lavras, MG

Thelma Sáfadi, Universidade Federal de Lavras - UFLA

Prof. Dr., Departamento de Estatística, UFLA, Lavras, MG

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