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: | , , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46514 |
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| Institution: | Chiang Mai University |
| Summary: | © 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. |
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