Research

Mathematical Sciences

Title :

Contributions to Integer Time Series Models

Area of research :

Mathematical Sciences

Focus area :

Statistical Modeling

Principal Investigator :

Mrs. Gauri Shreyash Thakre, Savitribai Phule Pune University, Pune, Maharashtra (411007)

Timeline Start Year :

2024

Timeline End Year :

2028

Contact info :

Details

Executive Summary :

The author's M.Phil. dissertation explores zero-inflated integer autoregressive INAR models, including Poisson, geometric, Poisson-Lindley, and zero-one-inflated models. The dissertation focuses on statistical investigations, parameter estimation, consistency, asymptotic normality, and forecasting procedures. The proposal aims to identify research gaps in zero-inflated INAR models, including serial dependence tests, non-parametric test procedures for stationarity, randomness tests, and INARMA-type models for non-stationary data sets with zero inflation. The proposal also plans to develop coherent and Bayesian forecasts, a new class of INAR models using hyper-Poisson or alternative hyper-Poisson distributions, and machine learning algorithms for forecasting INAR models.

Total Budget (INR):

28,55,520

Organizations involved