Modelling nonnegative integer time series

SWIM S. 06/12/2018. 1 answers, 122 views
time-series arima data-preprocessing

I have a time series of integer values $x \geqslant 0$. I would like to model it using, say, ARIMA, or Holt-Winters. How do I properly preprocess it for the task? I tried log-transform of $x' = x + 1$. Are there any other ways?

1 Answers


Rob Hyndman 06/26/2018.

Use a model for integer time series, not ARIMA or Holt-Winters' method. You could try an INAR for example, or an autoregressive conditional Poisson model, or a GLARMA model. See Fokianos (2012) for a comprehensive review. Some possibilities in R are described in Liboschik et al (2017).


HighResolutionMusic.com - Download Hi-Res Songs

1 Martin Garrix

Yottabyte flac

Martin Garrix. 2018. Writer: Martin Garrix.
2 Alan Walker

Diamond Heart flac

Alan Walker. 2018. Writer: Alan Walker;Sophia Somajo;Mood Melodies;James Njie;Thomas Troelsen;Kristoffer Haugan;Edvard Normann;Anders Froen;Gunnar Greve;Yann Bargain;Victor Verpillat;Fredrik Borch Olsen.
3 Sia

I'm Still Here flac

Sia. 2018. Writer: Sia.
4 Blinders

Breach (Walk Alone) flac

Blinders. 2018. Writer: Dewain Whitmore;Ilsey Juber;Blinders;Martin Garrix.
5 Dyro

Latency flac

Dyro. 2018. Writer: Martin Garrix;Dyro.
6 Cardi B

Taki Taki flac

Cardi B. 2018. Writer: Bava;Juan Vasquez;Vicente Saavedra;Jordan Thorpe;DJ Snake;Ozuna;Cardi B;Selena Gomez.
7 Bradley Cooper

Shallow flac

Bradley Cooper. 2018. Writer: Andrew Wyatt;Anthony Rossomando;Mark Ronson;Lady Gaga.
8 Halsey

Without Me flac

Halsey. 2018. Writer: Halsey;Delacey;Louis Bell;Amy Allen;Justin Timberlake;Timbaland;Scott Storch.
9 Lady Gaga

I'll Never Love Again flac

Lady Gaga. 2018. Writer: Benjamin Rice;Lady Gaga.
10 Kelsea Ballerini

This Feeling flac

Kelsea Ballerini. 2018. Writer: Andrew Taggart;Alex Pall;Emily Warren.
11 Mako

Rise flac

Mako. 2018. Writer: Riot Music Team;Mako;Justin Tranter.
12 Dewain Whitmore

Burn Out flac

Dewain Whitmore. 2018. Writer: Dewain Whitmore;Ilsey Juber;Emilio Behr;Martijn Garritsen.
13 Bradley Cooper

Always Remember Us This Way flac

Bradley Cooper. 2018. Writer: Lady Gaga;Dave Cobb.
14 Little Mix

Woman Like Me flac

Little Mix. 2018. Writer: Nicki Minaj;Steve Mac;Ed Sheeran;Jess Glynne.
15 Charli XCX

1999 flac

Charli XCX. 2018. Writer: Charli XCX;Troye Sivan;Leland;Oscar Holter;Noonie Bao.
16 Rita Ora

Let You Love Me flac

Rita Ora. 2018. Writer: Rita Ora.
17 Diplo

Electricity flac

Diplo. 2018. Writer: Diplo;Mark Ronson;Picard Brothers;Wynter Gordon;Romy Madley Croft;Florence Welch.
18 Jonas Blue

Polaroid flac

Jonas Blue. 2018. Writer: Jonas Blue;Liam Payne;Lennon Stella.
19 Lady Gaga

Look What I Found flac

Lady Gaga. 2018. Writer: DJ White Shadow;Nick Monson;Mark Nilan Jr;Lady Gaga.
20 Avril Lavigne

Head Above Water flac

Avril Lavigne. 2018. Writer: Stephan Moccio;Travis Clark;Avril Lavigne.

Related questions

Hot questions

Language

Popular Tags