A comparison of statistical models for short categorical or ordinal time series with applications in ecology

Noëlle Bru (1) , Laurence Despres (2) , Christian Paroissin (1)

1 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]
2 LECA - Laboratoire d'Ecologie Alpine

We study two statistical models for short-length categorical (or ordinal) time series. The first one is a regression model based on generalized linear model. The second one is a parametrized Markovian model, particularizing the discrete autoregressive model to the case of categorical data. These models are used to analyze two data-sets: annual larch cone production and weekly planktonic abundance.

Mots clés: regression model; estimation; time series; categorical variable; ordinal variable; Markov chain; auto-regressive process; estimation.

Domaines: Statistiques [math.ST]

Noëlle Bru, Laurence Despres, Christian Paroissin. A comparison of statistical models for short categorical or ordinal time series with applications in ecology. 2007. ⟨hal-00133124⟩