Modified STARIMA model for space-time data

In this paper we propose spatial time series model. ARIMA model class is considered for each location. Model for each location is built by spatial  ``connection'' of identified ARIMA models in observed locations. Spatial  ``connection'' is implemented by spatial averaging of the...

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Main Author: Laura Šaltytė
Format: Article
Language:English
Published: Vilnius University Press 2005-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/27391
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author Laura Šaltytė
author_facet Laura Šaltytė
author_sort Laura Šaltytė
collection DOAJ
description In this paper we propose spatial time series model. ARIMA model class is considered for each location. Model for each location is built by spatial  ``connection'' of identified ARIMA models in observed locations. Spatial  ``connection'' is implemented by spatial averaging of the coefficients of ARIMA models and by ordinary kriging procedure for means. Comparison between proposed model which can be considered as modified STARIMA model and general STARIMA model developed by Pfeifer and Deutch is presented. Mean square prediction error (MSPE) for proposed procedure of prediction is presented. Values of MSPE for real data are calculated.
format Article
id doaj-art-848f64db16af4b1498673316603d60f3
institution Kabale University
issn 0132-2818
2335-898X
language English
publishDate 2005-12-01
publisher Vilnius University Press
record_format Article
series Lietuvos Matematikos Rinkinys
spelling doaj-art-848f64db16af4b1498673316603d60f32025-01-20T18:15:48ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2005-12-0145spec.10.15388/LMR.2005.27391Modified STARIMA model for space-time dataLaura Šaltytė0Klaipeda University In this paper we propose spatial time series model. ARIMA model class is considered for each location. Model for each location is built by spatial  ``connection'' of identified ARIMA models in observed locations. Spatial  ``connection'' is implemented by spatial averaging of the coefficients of ARIMA models and by ordinary kriging procedure for means. Comparison between proposed model which can be considered as modified STARIMA model and general STARIMA model developed by Pfeifer and Deutch is presented. Mean square prediction error (MSPE) for proposed procedure of prediction is presented. Values of MSPE for real data are calculated. https://www.journals.vu.lt/LMR/article/view/27391spatial connectionspatial time series modelingARIMAkrigingsemivariogram
spellingShingle Laura Šaltytė
Modified STARIMA model for space-time data
Lietuvos Matematikos Rinkinys
spatial connection
spatial time series modeling
ARIMA
kriging
semivariogram
title Modified STARIMA model for space-time data
title_full Modified STARIMA model for space-time data
title_fullStr Modified STARIMA model for space-time data
title_full_unstemmed Modified STARIMA model for space-time data
title_short Modified STARIMA model for space-time data
title_sort modified starima model for space time data
topic spatial connection
spatial time series modeling
ARIMA
kriging
semivariogram
url https://www.journals.vu.lt/LMR/article/view/27391
work_keys_str_mv AT laurasaltyte modifiedstarimamodelforspacetimedata