Index

  1.  
  2. a
  3. Absorbing state, see States
  4. ACP model
  5. Alarm
  6. AR model
  7. ARCH model
  8. ARMA model
  9. Assignable cause
  10. Attributes data
  11. Autocorrelation function
    1. partial
    2. sample
  12. Autocorrelation matrix
  13. Autocovariance function
    1. sample
  14. Autoregressive conditional Poisson model
  15. Average number of events
  16. Average number of observations to signal
  17. Average run length
  18. Average time to signal
  19.  
  20. b
  21. Backshift operator
  22. Bessel function
  23. Beta function
  24. Bilinear models
  25. BIN model
  26. BINAR(1) model
  27. Binarization
  28. Binary ARMA model
  29. Binary autoregression
    1. logit
  30. Binary process
  31. Binomial AR(1) model
    1. beta-
    2. bivariate
  32. Binomial AR(p) model
  33. Binomial coefficient
  34. Binomial subsampling, see Binomial thinning
  35. Binomial thinning
    1. beta-
    2. bivariate
    3. matrix-
    4. signed
  36. Branching processes withimmigration
  37.  
  38. c
  39. Categorical autoregression
    1. logit
  40. Categorical dispersion
  41. Central limit theorem
  42. Central moments
  43. Change point
  44. Characteristic polynomial
  45. CINAR(p) model
  46. CLAR(1) model
  47. Cohen's κ
    1. partial
  48. Coherent forecasting
  49. Compositional data
  50. Conditional expected delay
  51. Control chart
    1. ARL-unbiased
    2. c
    3. cumulative sum
    4. CUSUM
      1. Bernoulli
      2. log-LR
    5. EWMA
    6. exponentially weighted moving-average
    7. np
    8. p
    9. runs
    10. Shewhart
  52. Control limits
  53. Copula
  54. Correlogram
  55. Count data
  56. Counting series
  57. Cramer's v
    1. partial
  58. Cumulant generating function
  59. Cumulants
  60. Cumulative distribution function
  61.  
  62. d
  63. DAR model
  64. DAR(1) model
  65. Datasets
  66. Discrete ARMA models
  67. Discrete autoregressive models
  68. Distribution
    1. Bernoulli
      1. bivariate
    2. beta-binomial
    3. binomial
      1. bivariate
      2. Markov
    4. compound Poisson
    5. convolution-closed
    6. discrete self-decomposable
    7. geometric
      1. shifted
    8. Good
    9. Hermite
    10. infinitely divisible
    11. logarithmic series
    12. multinomial
      1. Markov
    13. negative binomial
      1. multivariate
    14. one-point
    15. Poisson
      1. compound
      2. Conway—Maxwell
      3. double
      4. generalized
      5. multivariate
      6. of order ν
      7. power-law weighted
    16. Poisson-stopped sum
    17. Skellam
    18. two-point
    19. uniform
    20. zero-inflated
    21. zero-modified
  69. DMA model
  70. Double-chain Markov model
  71.  
  72. e
  73. Eigenvalues
  74. EM algoithm
  75. Entropy
  76. Equidispersion
  77. Estimating functions
  78. Estimation
    1. conditional least squares
    2. maximum likelihood
    3. method of moments
  79. Exponential AR model
  80. Extra-binomial variation
  81.  
  82. f
  83. Factorial cumulants
  84. Factorial moments
  85. Factorial-cumulant generatingfunction
  86. Falling factorial
  87. False alarm
  88. Fast initial response
  89. Feedback mechanism
  90. Filter
    1. absolutely summable
    2. causal
    3. inverse
  91. Fisher information
    1. expected
    2. observed
  92. Forecast horizon aggregation
  93. Fundamental matrix
  94.  
  95. g
  96. Gamma function
  97. GARCH model
  98. GLARMA model
  99. Generalized linear models
  100. Generalized thinning
  101. GINAR(p) model
  102. Gini index
  103.  
  104. h
  105. Heteroskedasticity
  106. Hidden-Markov models
    1. Baum—Welch algorithm
    2. forecasting
    3. global decoding
    4. higher-order
    5. local decoding
    6. Poisson
  107.  
  108. i
  109. i.i.d.
  110. In-control
    1. ARL
  111. INAR(1) model
    1. compound Poisson
    2. CP-
    3. forecasting
    4. geometric
    5. MC approximation
    6. NB-
    7. Poisson
    8. properties
    9. simulation
  112. INAR(p) model
  113. INARCH model
    1. dispersed
    2. Poisson
  114. INARMA model
  115. INARS(p) model
  116. INBL model
  117. Index of dispersion
    1. binomial
  118. Indicator function
  119. Information criteria
  120. INGARCH model
    1. binomial
    2. bivariate binomial
    3. bivariate Poisson
    4. CP-
    5. GP-
    6. NB-
    7. Poisson
    8. ZIP-
  121. Initial distribution
  122. INMA(1) model
  123. INMA(q) model
  124. Innovations
  125. Invariant distribution
  126.  
  127.  
  128. k
  129. Kronecker delta
  130.  
  131. l
  132. Lag
  133. Laurent series
  134. Likelihood function
    1. partial
  135. Likelihood ratio
  136. Linear process
  137. Link function
    1. canonical
    2. identity
    3. log
    4. logit
    5. natural
  138. Logarithmic score
  139.  
  140. m
  141. MA model
  142. Marginal calibration diagram
  143. Markov chain
    1. aperiodic
    2. binary
    3. categorical
    4. classification
    5. discrete-valued
    6. ergodic
    7. finite
    8. homogeneous
    9. irreducible
    10. mixing
    11. null recurrent
    12. positive recurrent
    13. primitive
    14. transient
  144. Markov chain approach
  145. Markov process
    1. binary
  146. Markov-switching AR model
  147. Mathematica
  148. Matlab
  149. Matrix
    1. non-negative
    2. sparse
    3. stochastic
  150. MINAR(1) model
  151. Mixing
    1. α-
    2. Π-
    3. strongly
  152. Mixture transition distribution
  153. M/M/∞ queue
  154. Moment generating function
  155. Moments
    1. sample
  156. Moving-average
  157. MTD model
    1. binary
  158. Multiplication problem
  159.  
  160. n
  161. NDARMA model
  162. Negative binomial thinning
  163. NGINAR(1) process
  164. Numerical optimization
  165.  
  166. o
  167. Observation-driven model
    1. Markov
    2. Poisson
  168. Odds
  169. Ordinal autoregression
    1. logit
  170. Out-of-control
    1. ARL
  171. Overdispersion
  172.  
  173. p
  174. Parameter-driven model
    1. multivariate
  175. Pearson residuals
  176. Pearson's χ2-statistic
  177. Periodically varying parameters
  178. Perron—Frobenius theorem
  179. Phase I
  180. Phase II
  181. PIT histogram
  182. Point forecast
  183. Poisson autoregression
    1. linear
    2. log-linear
    3. non-linear
  184. Poisson INAR(1) model, see INAR(1) model
  185. Poisson thinning
  186. Polylogarithm
  187. Prediction interval
  188. Prediction region
  189. Probability generating function
    1. bivariate
  190. Probability integral transform
  191. Probability mass function
  192. Process
    1. categorical
    2. continuous-valued
    3. count
    4. discrete-valued
    5. linear
    6. real-valued
  193. Pseudo-residuals
  194.  
  195. q
  196. Quadratic score
  197.  
  198. r
  199. R
  200. R codes
  201. Random coefficient thinning
  202. Random variable
    1. categorical
      1. nominal
      2. ordinal
    2. continuously distributed
    3. count
    4. discretely distributed
    5. real-valued
  203. Random walk
  204. Ranked probability score
  205. Rate evolution graph
  206. RCINAR(1) model
  207. Realization
  208. Regression model
    1. binary
    2. categorical
    3. complementary log-log
    4. conditional
    5. log-log
    6. log-linear
    7. logit
    8. marginal
    9. negative binomial
    10. ordered logit
    11. ordinal
    12. Poisson
    13. probit
    14. proportional odds
    15. random component
    16. systematic component
  209. Response function
  210. Run length
  211.  
  212. s
  213. Sample path
  214. Sample variance
  215. Scoring rules
  216. Seasonal log-linear model
  217. Self-exciting threshold model
  218. Sequential probability ratio test
  219. Serial dependence
    1. signed
    2. unsigned
  220. Serial independence
  221. Simulation
  222. Spectral envelope
  223. State space
  224. State space model
    1. observation equation
    2. State equation
  225. State-dependent parameters
  226. States
    1. absorbing
    2. communicating
    3. inessential
  227. Stationarity
    1. weak
  228. Statistical process control
  229. Steady-state ARL
  230. Stirling numbers
  231. Stochastic process, see Process
  232.  
  233. t
  234. Thinning operation
  235. Time reversibility
  236. Time series
    1. categorical
    2. count
  237. Time series model
  238. Transition matrix
    1. eigenvalues
  239. Transition probability
    1. h-step-ahead
  240.  
  241. u
  242. Underdispersion
  243. Unit simplex
  244.  
  245. v
  246. Variable-length Markov model
  247. Variables data
  248. VARMA model
  249. Viterbi algorithm
  250.  
  251. w
  252. White noise
    1. multivariate
    2. weak
  253.  
  254.  
  255. y
  256. Yule—Walker equations
  257.  
  258. z
  259. ℤ-valued time series
  260. Zero deflation
  261. Zero index
  262. Zero inflation
  263. Zero-state ARL
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