Σεμινάριο Ξανθή Πεντελή

ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ ΙΑΝΟΥΑΡΙΟΣ 2021

Ξανθή Πεντελή, Επίκουρη Καθηγήτρια, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών

Modeling Multivariate Surveillance Data

ΠΑΡΑΣΚΕΥΗ 15/1/2021, 13:30 – 14:00

ΠΕΡΙΛΗΨΗ

We suggest a multivariate integer-valued autoregressive model that allows for both serial and cross correlation between the series and can easily accommodate overdispersion and covariate information. Moreover, its structure implies a natural decomposition into an endemic and an epidemic component, a common distinction in dynamic models for infectious disease counts. Detection of disease outbreaks is achieved through the comparison of surveillance data with one-step-ahead predictions obtained after fitting the suggested model to a set of clean historical data.

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