An Introduction to discrete-valued time series/ Christian H Weiss

Includes bibliography and index

Introduction -- Part I: Count time series -- A First approach for modeling time series of counts: the thinning-based INAR (1) model -- Further thinning-based models for count time series -- INGARCH models for count time series -- Part II: Categorical time series -- Analyzing categorical time series -- Models for categorical time series -- Part III: Monitoring discrete-valued processes -- Control charts for count processes -- Control charts for categorical processes -- Part IV: Appendices

The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website.