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Bayes Inference for the Spatial Time Series Model
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 Title & Authors
Bayes Inference for the Spatial Time Series Model
Lee, Sung-Duck; Kim, In-Kyu; Kim, Duk-Ki; Chung, Ae-Ran;
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 Abstract
Spatial time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations. In this paper, We estimate the parameters of spatial time autoregressive moving average (SIARMA) process by method of Gibbs sampling. Finally, We apply this method to a set of U.S. Mumps data over a 12 states region.
 Keywords
Space time series data;Gibbs sampling;Mumps data;STARMA;STBL;
 Language
Korean
 Cited by
 References
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