Every week, we select a recently published Open Access article to feature. This week’s article is from the Journal of Time Series Analysis and studies seasonal count time series. 

The article’s abstract is given below, with the full article available to read here.

Kong, J. and Lund, R. (2022), Seasonal count time series. J. Time Ser. Anal.. https://doi.org/10.1111/jtsa.12651

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This article uses a recent advance in stationary count time series to develop a general seasonal count time series modeling paradigm. The model constructed here permits any marginal distribution for the series and the most flexible autocorrelations possible, including those with negative dependence. Likelihood methods of inference are explored. The article first develops the modeling methods, which entail a discrete transformation of a Gaussian process having seasonal dynamics. Properties of this model class are then established and particle filtering likelihood methods of parameter estimation are developed. A simulation study demonstrating the efficacy of the methods is presented and an application to the number of rainy days in successive weeks in Seattle, Washington is given.