Count time series prediction using particle filters

Triantafyllopoulos, K. orcid.org/0000-0002-4144-4092, Shakandli, M. and Campbell, M. (2019) Count time series prediction using particle filters. Quality and Reliability Engineering International. ISSN 0748-8017

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2019 Wiley. This is an author-produced version of a paper subsequently published in Quality and Reliability Engineering International. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Count time series; medical statistics; particle filter; non-normal time series; dynamic generalised linear model; Poisson distribution
Dates:
  • Accepted: 7 June 2019
  • Published (online): 30 July 2019
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 21 Jun 2019 10:26
Last Modified: 30 Jul 2020 00:38
Status: Published online
Publisher: Wiley
Refereed: Yes
Identification Number: https://doi.org/10.1002/qre.2534

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