Book Chapter

Bilinear varying-coefficient models for seasonal time series and tables

Marx, B. D., Eilers, P. H. C., Gampe, J., Rau, R.
In: Eilers, P. H. C. (Ed.): Proceedings of the 23rd International Workshop on Statistical Modelling, Utrecht 7 - 11 July, 2008, 339–344
Utrecht, Koninklijke Nederlandse Akademie van Wetenschappen (2008)


We propose generalized linear models for time series or age-time tables of seasonal counts. The linear predictor contains a smooth component for the trend and the product of a smooth varying-coefficient (the modulation) and a periodic time series (the carrier wave) of arbitrary shape. The model is applied to female deaths in the US due to respiratory diseases.
The Max Planck Institute for Demographic Research (MPIDR) in Rostock is one of the leading demographic research centers in the world. It's part of the Max Planck Society, the internationally renowned German research society.