Time series models on the simplex, with an application to dynamic modeling of relative abundance data in Ecology
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Motivated by the dynamic modeling of relative abundance data in ecology, we introduce a general approach to model time series on the simplex. Our approach is based on a general construction of infinite memory models, called chains with complete connections. Simple conditions ensuring the existence of stationary paths are given for the transition kernel that defines the dynamic. We then study in details two specific examples with a Dirichlet and a multivariate logistic-normal conditional distribution. Inference methods can be based on either likelihood maximization or on some convex criteria that can be used to initialize likelihood optimization. We also give an interpretation of our models in term of additive perturbations on the simplex and relative risk ratios which are useful to analyze abundance data in ecosystems. An illustration concerning the evolution of the distribution of three species of Scandinavian birds is provided.
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