The compound Poisson INAR(1) model for time series of overdispersed counts is considered. For such CPINAR(1) processes, explicit results are derived for joint moments, for the k-step-ahead distribution as well as for the stationary distribution. It is shown that a CPINAR(1) process is strongly...

The detection of patterns in categorical time series data is an important task in many fields of science. Several efficient algorithms for finding frequent sequential patterns have been proposed. An online-approach for sequential pattern analysis based on transforming the categorical alphabet to...