Modeling Time Series with SARIMAX and Skew-Normal and Zero-Inflated Skew-Normal Errors
This study proposes an extension of Seasonal Autoregressive Integrated Moving Average models with exogenous regressors (SARIMAX) by incorporating skew-normal and zero-inflated skew-normal error structures to better accommodate asymmetry and excess zeros in time series data. The proposed framework de...
Gorde:
| Egile Nagusiak: | , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
MDPI AG
2025-06-01
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| Saila: | Mathematics |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.mdpi.com/2227-7390/13/11/1892 |
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