Generalized network autoregressive processes and the GNAR package
Author(s)
Knight, Marina
Leeming, Kathryn
Nason, Guy
Nunes, Matthew
Type
Journal Article
Abstract
This article introduces the GNAR package, which fits, predicts, and simulates from a powerful new class of generalized network autoregressive processes. Such processes consist of a multivariate time series along with a real, or inferred, network that provides information about inter-variable relationships. The GNAR model relates values of a time series for a given variable and time to earlier values of the same variable and of neighboring variables, with inclusion controlled by the network structure. The GNAR package is designed to fit this new model, while working with standard 'ts' objects and the igraph package for ease of use.
Date Issued
2020-11
Date Acceptance
2020-11-01
Citation
Journal of Statistical Software, 2020, 96 (5), pp.1-36
ISSN
1548-7660
Publisher
Foundation for Open Access Statistics
Start Page
1
End Page
36
Journal / Book Title
Journal of Statistical Software
Volume
96
Issue
5
Copyright Statement
Article: Creative Commons Attribution License (CC-BY)
License URL
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000609208800001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
Subjects
Computer Science
Computer Science, Interdisciplinary Applications
Mathematics
missing data
multivariate time series
network time series
networks
Physical Sciences
R-PACKAGE
Science & Technology
Statistics & Probability
Technology
TIME-SERIES
Publication Status
Published
Date Publish Online
2020-11-29