Modelling irregularly spaced time series under preferential sampling

Detalhes bibliográficos
Autor(a) principal: Monteiro, Andreia Alves Forte Oliveira
Data de Publicação: 2020
Outros Autores: Menezes, Raquel, Silva, Maria Eduarda
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/72290
Resumo: Irregularly spaced time series are commonly encountered in the analysis of time series. A particular case is that in which the collection procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modeled and the times at which the observations are made. Ignoring this dependence can lead to biased estimates and misleading inferences. In this paper, we introduce the concept of preferential sampling in the temporal dimension and we propose a model to make inference and prediction. The methodology is illustrated using artificial data as well a real data set.
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spelling Modelling irregularly spaced time series under preferential samplingPreferential samplingTime seriesContinuous time autoregressive processSPDEScience & TechnologyIrregularly spaced time series are commonly encountered in the analysis of time series. A particular case is that in which the collection procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modeled and the times at which the observations are made. Ignoring this dependence can lead to biased estimates and misleading inferences. In this paper, we introduce the concept of preferential sampling in the temporal dimension and we propose a model to make inference and prediction. The methodology is illustrated using artificial data as well a real data set.The authors acknowledge Foundation FCT (Fundacao para a Ciencia e Tecnologia) for funding through Individual Scholarship PhD PD/BD/105743/2014, Centre of Mathematics of Minho University and Center for Research & Development in Mathematics and Applications of Aveiro University within project UID/MAT/04106/2019.Instituto Nacional de Estatística (INE)Universidade do MinhoMonteiro, Andreia Alves Forte OliveiraMenezes, RaquelSilva, Maria Eduarda20202020-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/72290eng1645-6726info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:09:17Zoai:repositorium.sdum.uminho.pt:1822/72290Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:00:39.559033Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Modelling irregularly spaced time series under preferential sampling
title Modelling irregularly spaced time series under preferential sampling
spellingShingle Modelling irregularly spaced time series under preferential sampling
Monteiro, Andreia Alves Forte Oliveira
Preferential sampling
Time series
Continuous time autoregressive process
SPDE
Science & Technology
title_short Modelling irregularly spaced time series under preferential sampling
title_full Modelling irregularly spaced time series under preferential sampling
title_fullStr Modelling irregularly spaced time series under preferential sampling
title_full_unstemmed Modelling irregularly spaced time series under preferential sampling
title_sort Modelling irregularly spaced time series under preferential sampling
author Monteiro, Andreia Alves Forte Oliveira
author_facet Monteiro, Andreia Alves Forte Oliveira
Menezes, Raquel
Silva, Maria Eduarda
author_role author
author2 Menezes, Raquel
Silva, Maria Eduarda
author2_role author
author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Monteiro, Andreia Alves Forte Oliveira
Menezes, Raquel
Silva, Maria Eduarda
dc.subject.por.fl_str_mv Preferential sampling
Time series
Continuous time autoregressive process
SPDE
Science & Technology
topic Preferential sampling
Time series
Continuous time autoregressive process
SPDE
Science & Technology
description Irregularly spaced time series are commonly encountered in the analysis of time series. A particular case is that in which the collection procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modeled and the times at which the observations are made. Ignoring this dependence can lead to biased estimates and misleading inferences. In this paper, we introduce the concept of preferential sampling in the temporal dimension and we propose a model to make inference and prediction. The methodology is illustrated using artificial data as well a real data set.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/72290
url http://hdl.handle.net/1822/72290
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1645-6726
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Nacional de Estatística (INE)
publisher.none.fl_str_mv Instituto Nacional de Estatística (INE)
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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