GENERALIZED ADDITIVE MODEL FOR COUNT TIME SERIES: AN APPLICATION TO QUANTIFY THE IMPACT OF AIR POLLUTANTS ON HUMAN HEALTH

• Autor(a) principal: Camara,Ana Julia A.
• Data de Publicação: 2021
• Outros Autores: Franco,Glaura C., Reisen,Valderio A., Bondon,Pascal
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Pesquisa operacional (Online)
• Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382021000100206
• topic: GAM; ARMA model; semiparametric model; Poisson-valued time series

ABSTRACT The generalized additive model (GAM) has been used in many epidemiological studies where frequently the response variable is a nonnegative integer-valued time series. However, GAM assume that the observations are independent, which is generally not the case in time series. In this paper, an autoregressive moving average (ARMA) component is incorporated to the GAM. The resulting GAM-ARMA model is based on the generalized linear autoregressive moving average (GLARMA) model where some linear components are replaced by natural splines. Numerical simulations are presented and show that the ARMA component influences the estimation. In a real data analysis of the effects of air pollution on respiratory disease in the metropolitan area of Belo Horizonte, Brazil, it is shown that the proposed model presents a better fit when compared to the classical GAM approach, that does not take into account the autocorrelation of the data.