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...
Sábháilte in:
| Príomhchruthaitheoirí: | , , , |
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| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
MDPI AG
2025-06-01
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| Sraith: | Mathematics |
| Ábhair: | |
| Rochtain ar líne: | https://www.mdpi.com/2227-7390/13/11/1892 |
| Clibeanna: |
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