A Class of Models for Aggregated Traffic Volume Time Series

DOI10.1111/1467-9876.00414zbMath1111.62321OpenAlexW1987782635MaRDI QIDQ3435777

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Publication date: 7 May 2007

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Class_of_Models_for_Aggregated_Traffic_Volume_Time_Series/6586490

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Communication networks in operations research (90B18) Traffic problems in operations research (90B20)

Uses Software

• Algorithm 611

Cites Work

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• Bayesian forecasting and dynamic models.
• Estimation of dynamic and ARCH Tobit models
• Smoothness priors analysis of time series
• Sequential Monte Carlo Methods in Practice
• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• Regression Analsis with Censored Autocorrelated Data
• The scan sampler for time series models
• Particle Filtering for Partially Observed Gaussian State Space Models
• A multifractal wavelet model with application to network traffic

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