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:	Panisara Phochanachan, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
Format:	Journal
Published:	2018
Subjects:	Business, Management and Accounting Economics, Econometrics and Finance
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/56888
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-56888
record_format	dspace
spelling	th-cmuir.6653943832-568882018-09-05T03:37:05Z Threshold regression for modeling symbolic interval data Panisara Phochanachan Pathairat Pastpipatkul Woraphon Yamaka Songsak Sriboonchitta Business, Management and Accounting Economics, Econometrics and Finance © 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. 2018-09-05T03:31:31Z 2018-09-05T03:31:31Z 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/6653943832/56888
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Business, Management and Accounting Economics, Econometrics and Finance
spellingShingle	Business, Management and Accounting Economics, Econometrics and Finance Panisara Phochanachan Pathairat Pastpipatkul Woraphon Yamaka Songsak Sriboonchitta Threshold regression for modeling symbolic interval data
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	Panisara Phochanachan Pathairat Pastpipatkul Woraphon Yamaka Songsak Sriboonchitta
author_facet	Panisara Phochanachan Pathairat Pastpipatkul Woraphon Yamaka Songsak Sriboonchitta
author_sort	Panisara Phochanachan
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	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85019584625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/56888
_version_	1681424776156938240

Threshold regression for modeling symbolic interval data

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