Discovery Projects - Grant ID: DP0450257

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0450257

Funding Status
Closed

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Funded Activity Summary

New Approaches to the Analysis of Count Time Series. The focus of this proposal is on the analysis of data that enumerate events over time. Occurrences of such count data abound in economics and business, examples being observations on insurance claims, loan defaults and individual product demand. This project develops a suite of innovative methods for modelling and predicting event counts. The methods explicitly accommodate both the discreteness of the data and possible complexities in its evolution over time. In so doing, they enable both accurate inferences regarding the dynamic structure of the data to be drawn and accurate forecasts of future event counts to be produced.

Funded Activity Details

Start Date: 2004

End Date: 12-2007

Funding Scheme: Discovery Projects

Funding Amount: $165,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Economic Models And Forecasting | Econometric And Statistical Methods | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Economic issues not elsewhere classified | Industry costs and structure | Mathematical sciences

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