Flexible distributions in both the continuous and discrete environments allowing for asymmetry and overdispersion
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Focusing on the modelling of time series data, the pariticular study applies and illustrates theoretical contributions using existing, publicly accessible secondary data. The data is either continuous or discrete of nature with asymmetric attributes.
Survival.txt: survival times (in days) of guinea pigs infected with virulent tubercle bacilli. Shanker, R., Shukla, K. K., Shanker, R. and Tekie, A. (2017). A three-parameter Lindley distribution, American Journal of Mathematics and Statistics 7(1): 15-26.
Psych.txt: the length of stay on a psychiatric ward of male patients. Data set 75 of Hand, D. J., Daly, F., McConway, K., Lunn, D. and Ostrowski, E. (1993). A handbook of small data sets, cRc Press.
Waiting.txt: waiting times (in minutes) before service of banking customers. Ghitany, M. E., Atieh, B. and Nadarajah, S. (2008). Lindley distribution and its application, Mathematics and computers in simulation 78(4): 493-506.
Austres.txt: quarterly estimated Australian resident population data (in 1000) for June 1971 to June 1993. http://users.stat.umn.edu/~kb/classes/5932/data/austres.txt; also available in the tseries package of R software.
Downloads.txt: daily number of downloads of certain software for June 2006 to February 2007. Weiss, C. H. (2008). Thinning operations for modeling time series of counts-a survey, AStA Advances in Statistical Analysis 92(3): 319-341.
Goldparticles.txt: number of gold particles measured in a fixed volume element of a colloidal solution over time. Weiss, C. H. (2018). An Introduction to Discrete-Valued Time Series, John Wiley & Sons.
Insolvencies.txt: monthly (seasonally adjusted) number of insolvencies in SA for January 2000 to November 2019.
Stats SA, http://www.statssa.gov.za/?page_id=1854&PPN=P0043&SCH=72647 (accessed December 2019).
Strike.txt: monthly number of strikes leading to at least 1000 workers being idle for January 1994 to December 2002. U.S. Bureau of Labor Statistics, http://www.bls.gov/wsp/.
Terrorism.txt: yearly number of terrorism incidents in Australia for years 1970 to 2015. Available in the Ecdat package of R software.
Viscosity.txt: hourly measurements of viscosity during a chemical process. Series D in Box, G. E. and Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control, Holden Day, San Francisco.
本研究所聚焦于时间序列数据的建模,通过运用现有且可公开获取的二手数据,具体阐述了理论贡献。数据性质上既可以是连续的,亦可以是离散的,并具有非对称属性。
Survival.txt:感染致病性结核杆菌的豚鼠的生存时间(以天为单位)。Shanker, R.,Shukla, K. K.,Shanker, R. 和 Tekie, A.(2017)在《美国数学与统计学杂志》第7卷第1期中提出了三参数Lindley分布,论文编号为15-26。
Psych.txt:男性患者在精神病房的停留时长。Hand, D. J.,Daly, F.,McConway, K.,Lunn, D. 和 Ostrowski, E.(1993)在《小型数据集手册》中收录了第75个数据集,出版社为cRc Press。
Waiting.txt:银行客户在服务前等待时间(以分钟为单位)。Ghitany, M. E.,Atieh, B. 和 Nadarajah, S.(2008)在《数学与计算机模拟》第78卷第4期中探讨了Lindley分布及其应用,论文编号为493-506。
Austres.txt:1971年6月至1993年6月期间,澳大利亚居民季度人口估计数据(以千为单位)。数据来源:http://users.stat.umn.edu/~kb/classes/5932/data/austres.txt;亦可在R软件的tseries包中找到。
Downloads.txt:2006年6月至2007年2月期间,某款软件的每日下载量。Weiss, C. H.(2008)在《AStA 统计分析进展》第92卷第3期中对建模计数时间序列的稀疏操作进行了综述,论文编号为319-341。
Goldparticles.txt:在固定体积的胶体溶液中随时间测量的金粒子数量。Weiss, C. H.(2018)在《离散值时间序列导论》一书中进行了介绍,出版社为John Wiley & Sons。
Insolvencies.txt:2000年1月至2019年11月期间,SA每月(季节性调整后)的破产数量。数据来源:Stats SA,http://www.statssa.gov.za/?page_id=1854&PPN=P0043&SCH=72647(最后访问日期:2019年12月)。
Strike.txt:1994年1月至2002年12月期间,导致至少1000名工人闲置的罢工事件每月发生次数。数据来源:美国劳工统计局,http://www.bls.gov/wsp/。
Terrorism.txt:1970年至2015年期间,澳大利亚每年恐怖主义事件的数量。数据来源:R软件的Ecdat包。
Viscosity.txt:在化学过程中,对粘度的小时测量。Box, G. E. 和 Jenkins, G. M.(1970)在《时间序列分析:预测与控制》一书中提出了D系列,出版社为Holden Day,位于旧金山。
提供机构:
University of Pretoria



