Skip to main content
Go to the home page of the European Commission (opens in new window)
English English
CORDIS - EU research results
CORDIS

Sparse Composite Likelihood Inference in Count Time Series

Objective

The availability of many interesting datasets consisting of count time series has motivated a steadily increasing research activity towards the development of appropriate statistical models. Nowadays, a variety of time series models constructed on the basis of the integer-valued property of count data is available. However, their practical usefulness is often limited because of difficulties to implement efficient estimation procedures. These difficulties grow significantly when higher-order autoregressive and moving average terms are included in the model or when multivariate time series data are considered. The SCouT project aims to enhance the flexibility of time series models for counts and facilitate their application to data characterized by complex dependence structures. To this end, the SCouT project proposes an innovative methodological approach that integrates two powerful statistical tools, that is sparsity techniques and composite likelihood methods. The project will provide a unified framework for simultaneous order selection and estimation of autoregressive and moving average terms in count time series models, reducing considerably the computational burden of traditional model selection approaches and improving the predictive performance of the fitted model. The potential of the suggested methodology will be further highlighted by investigating its extensions to spatial and spatio-temporal data that are usually characterized by complex dependence structures. Such data are often met in the field of temporal and spatial analysis of public health surveillance data that will be the main application field of the project. The simultaneous order selection and estimation procedure established by the SCouT project will offer great support to statistical methods for public health surveillance and significantly contribute to the achievement of the effective and timely detection of disease outbreaks.

Fields of science (EuroSciVoc)

CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: https://op.europa.eu/en/web/eu-vocabularies/euroscivoc.

You need to log in or register to use this function

Programme(s)

Multi-annual funding programmes that define the EU’s priorities for research and innovation.

Topic(s)

Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.

Funding Scheme

Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.

MSCA-IF-EF-ST - Standard EF

See all projects funded under this funding scheme

Call for proposal

Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.

(opens in new window) H2020-MSCA-IF-2015

See all projects funded under this call

Coordinator

UNIVERSITA CA' FOSCARI VENEZIA
Net EU contribution

Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.

€ 168 277,20
Address
DORSODURO 3246
30123 VENEZIA
Italy

See on map

Region
Nord-Est Veneto Venezia
Activity type
Higher or Secondary Education Establishments
Links
Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

€ 168 277,20
My booklet 0 0