Bayes Inference for the Spatial Bilinear Time Series Model with Application to Epidemic Data

Lee, Sung-Duck;Kim, Duk-Ki

  • Received : 2012.05.12
  • Accepted : 2012.06.13
  • Published : 2012.08.31


Spatial time series data can be viewed as a set of time series simultaneously collected at a number of spatial locations. This paper studies Bayesian inferences in a spatial time bilinear model with a Gibbs sampling algorithm to overcome problems in the numerical analysis techniques of a spatial time series model. For illustration, the data set of mumps cases reported from the Korea Center for Disease Control and Prevention monthly over the years 2001~2009 are selected for analysis.


Spatial time series data;STARMA;STBL;Bayesian;MCMC;Gibbs sampling;Mumps data


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Supported by : National Research Foundation of Korea(NRF)