0585174 20250317090802.120240413235959.9 85190740835 001211403600001 10.14736/kyb-2024-1-0110 A model and application of binary random sequence with probabilities depending on history 15 s. P cav_un_epca*02971630023-5954Kybernetika601 (2024)110-124Ústav teorie informace a automatizace AV ČR, v. v. i. statistics discrete time process logistic regression, cav_un_auth*0101227 Volf Petr UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics 50 Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0393231 Kouřim T. CZ 50 http://library.utia.cas.cz/separaty/2024/SI/volf-0585174.pdf https://www.kybernetika.cz/content/2024/1/110 This paper presents a model of binary random sequence with probabilities depending on previous sequence values as well as on a set of covariates. Both these dependencies are expressed via the logistic regression model, such a choice enables an easy and reliable model parameters estimation. Further, a model with time-depending parameters is considered and method of solution proposed. The main objective is then the application dealing with both artificial and real data cases, illustrating the method of model evaluation and its use. WOS BB 10000 10100 10103 2025 2 RVO:67985556 https://hdl.handle.net/11104/0353495 S A COMPUTERSCIENCE.CYBERNETICS 1.1 0.1 14.7 0.00058 0.288 978 43 0.378 34 2.47 255 Q3 2.000 43 Q3 42.2 0.27 Q3 42.2 2024 85190740835 SCOPUS PUBMED 001211403600001 WOS cav_un_epca*0297163 Kybernetika Roč. 60 č. 1 2024 110 124 0023-5954 Ústav teorie informace a automatizace AV ČR, v. v. i.