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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| Format: | Article |
| Language: | English |
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Vilnius University Press
2005-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/27391 |
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| _version_ | 1832593203965984768 |
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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.
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| 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 |