910111213141512 of 70
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A Matsuoka-Based GARMA Model for Environmental and Energy Systems: Theory, Estimation, and Applications
Universidade Federal do Rio Grande do Sul, Brazil.
Universidade Federal do Rio Grande do Sul, Brazil.
Universidade Federal do Rio Grande do Sul, Brazil.
Blekinge Institute of Technology, Faculty of Engineering, Department of Mathematics and Natural Sciences.ORCID iD: 0000-0003-0423-9927
2026 (English)In: Environmetrics, ISSN 1180-4009, E-ISSN 1099-095X, Vol. 37, no 3, article id e70095Article in journal (Refereed) Published
Abstract [en]

We propose a new time series model for continuous data supported on the open unit interval (Formula presented.), motivated by applications in environmental and energy systems. The Matsuoka autoregressive moving average (MARMA) model combines the Matsuoka distribution-a uniparametric member of the canonical exponential family-as the conditional distribution with a flexible ARMA-type structure for the conditional mean. Parameters are estimated via partial maximum likelihood, allowing for random, time-dependent covariates and enabling standard asymptotic inference. To construct out-of-sample prediction intervals, we explore a bootstrap-based procedure that captures the uncertainty in the dynamic structure. A simulation study evaluates the finite-sample performance of the method. The model is applied to the monthly proportion of electricity generated in the United States from all sources, except conventional hydropower. This application highlights the model's utility in capturing serial dependence, ensuring predictions remain within bounds, and providing reliable forecast intervals-key features for robust energy system planning and environmental policy analysis. 

Place, publisher, year, edition, pages
John Wiley & Sons, 2026. Vol. 37, no 3, article id e70095
Keywords [en]
non-Gaussian time series, partial maximum likelihood, regression models, time series analysis
National Category
Probability Theory and Statistics Energy Systems
Identifiers
URN: urn:nbn:se:bth-29468DOI: 10.1002/env.70095ISI: 001747236900003Scopus ID: 2-s2.0-105036325296OAI: oai:DiVA.org:bth-29468DiVA, id: diva2:2056982
Available from: 2026-05-04 Created: 2026-05-04 Last updated: 2026-05-04Bibliographically approved

Open Access in DiVA

fulltext(3427 kB)6 downloads
File information
File name FULLTEXT01.pdfFile size 3427 kBChecksum SHA-512
c6ba97b5aa7ff7878522f5a0bbcc140d0f69d51dfdf70f89227a4378fff72466a3ff8b4a17b5500205357efef2cf80f6b0708468cc7c39fc22a43efaab4b9555
Type fulltextMimetype application/pdf

Other links

Publisher's full textScopus

Authority records

Gregory Palm, Bruna

Search in DiVA

By author/editor
Gregory Palm, Bruna
By organisation
Department of Mathematics and Natural Sciences
In the same journal
Environmetrics
Probability Theory and StatisticsEnergy Systems

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 24 hits
910111213141512 of 70
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf