Time Series Analysis of a Contagious Process
传染性事件过程的时间序列分析AI 解读 ↓
← 返回论文列表与筛选
阅读说明
本页整理公开书目信息，不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成，未完成全文核验，可能有误；具体假设、证明与结论请核对原文。摘要保留来源文本，未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要；缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录，不合计多个记录；关联记录可能包含正式发表版本，不等于此版本单独引用。缺失不视为零，引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配，同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列，再参考通用方法与发表日期。
分类依据与纠错
AI 根据所提供的论文材料归类：摘要明确提出泊松计数的平稳 ARMA 模型，分类依据是时间序列方法，而非应用对象属于宏观经济。
反馈分类问题
正在核对关联版本…
代码、数据与补充材料
正在核对对应版本的资源…
关注这篇论文的作者
传染性事件过程的时间序列分析
- 研究问题
- 事件发生率的序列依赖如何表现为后续事件的激发或抑制，且如何区分不同类型历史事件与外生序列的影响？
- 方法与思路
- 作者建立泊松计数的 ARMA 时间序列模型，以参数约束表达传染或自抑制机制，描述似然估计和检验，并应用于美国劫机尝试。
- 材料陈述的贡献
- 摘要称，该模型描述平稳随机过程而非流行病过程；应用估计提示成功劫机提高后续尝试率，失败尝试未显示激发或抑制效应。
- 阅读关注点
- 核对泊松 ARMA 的概率构造、平稳条件和参数约束，检查事件分类、外生因素与时间聚合，以及激发效应的不确定性。
- 阅读边界
- 仅据 OpenAlex 索引摘要，稿件版本未注明，刊本差异未核验；估计的序列依赖不能直接视为模仿行为的因果证据。
原文摘要
Between 1968 and 1972 there were 326 attempts to hijack aircraft worldwide, including 137 attempts in the United States. Those attempts were often attributed to imitation of previous hijacking incidents, and aircraft hijacking, like many other types of behavior, was described as a “contagious” phenomenon. In this article a general mathematical model is developed for serial dependence of rates at which events occur and is applied to data on the hijacking attempts in the U.S. during the 1968–1972 period. The general model leads to a class of autoregressive moving average (ARMA) time series models for Poisson-distributed variates. The ARMA parameters are constrained in such a way that clear interpretation of a process as either contagious or self-inhibiting is possible. The time series models can be generalized to distinguish effects of various subsets of prior incidents (e.g., previous successful and unsuccessful hijacking attempts) and to allow for effects of exogenous time series on the rate of occurrences. Procedures for maximum likelihood estimation and hypothesis testing are described in the Appendix. Unlike many other contagion models, ours is a model for a stationary stochastic process rather than for an epidemic. The underlying probability model is appropriate for aircraft hijacking data since it takes into account the rarity of hijackers in the U.S. population and the fact that the entire U.S. population was in contact with those “infected” individuals as a result of the nationwide publicity that hijacking attempts received. As a model for a stationary process, it takes into account the fact that aircraft hijacking neither began in 1968 nor ended in 1972. Parameter estimates for the models suggest that successful hijackings in the United States did indeed increase the subsequent rate of hijacking attempts during the 1968–1972 period; each successful hijacking generated about .5 new attempts, with a median delay of about 33 days. Unsuccessful attempts had neither a stimulating nor an inhibiting effect.