Threshold regression for modeling symbolic interval data

© Serials Publications Pvt.Ltd. This paper proposes a threshold regression model for symbolic interval data to explain the structural change in interval time series data. In this study, the center method and center-range method are applied in the thresold regression model and the parameters are esti...

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Main Authors:	Phochanachan P., Pastpipatkul P., Yamaka W., Sriboonchitta S.
Format:	Journal
Published:	2017
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41035
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-41035
record_format	dspace
spelling	th-cmuir.6653943832-410352017-09-28T04:15:10Z Threshold regression for modeling symbolic interval data Phochanachan P. Pastpipatkul P. Yamaka W. Sriboonchitta S. © Serials Publications Pvt.Ltd. This paper proposes a threshold regression model for symbolic interval data to explain the structural change in interval time series data. In this study, the center method and center-range method are applied in the thresold regression model and the parameters are estimated by Bayesian approach. The study employs Gibb sampler and Metropolis-Hastings alogorisms for drawing the parameter values. The results of simulation study and applications to real data are used to evaluate and show the usefullness of our proposed model. 2017-09-28T04:15:10Z 2017-09-28T04:15:10Z 2017-01-01 Journal 09727302 2-s2.0-85019584625 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41035
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
description	© Serials Publications Pvt.Ltd. This paper proposes a threshold regression model for symbolic interval data to explain the structural change in interval time series data. In this study, the center method and center-range method are applied in the thresold regression model and the parameters are estimated by Bayesian approach. The study employs Gibb sampler and Metropolis-Hastings alogorisms for drawing the parameter values. The results of simulation study and applications to real data are used to evaluate and show the usefullness of our proposed model.
format	Journal
author	Phochanachan P. Pastpipatkul P. Yamaka W. Sriboonchitta S.
spellingShingle	Phochanachan P. Pastpipatkul P. Yamaka W. Sriboonchitta S. Threshold regression for modeling symbolic interval data
author_facet	Phochanachan P. Pastpipatkul P. Yamaka W. Sriboonchitta S.
author_sort	Phochanachan P.
title	Threshold regression for modeling symbolic interval data
title_short	Threshold regression for modeling symbolic interval data
title_full	Threshold regression for modeling symbolic interval data
title_fullStr	Threshold regression for modeling symbolic interval data
title_full_unstemmed	Threshold regression for modeling symbolic interval data
title_sort	threshold regression for modeling symbolic interval data
publishDate	2017
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41035
_version_	1681421927667728384

Threshold regression for modeling symbolic interval data

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