The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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A Comparison on Forecasting Performance of STARMA and STBL Models with Application to Mumps Data

공간시계열 자료에 대한 STARMA 모형과 STBL 모형의 예측력 비교

  • Lee, S.D. (Department of Computer Science Graduate School, Chungbuk National University) ;
  • Lee, Y.J. (Department of Statistics, Sungkyunkwan University) ;
  • Park, Y.S. (Department of Statistics, Sungkyunkwan University) ;
  • Joo, J.S. (Department of Statistics, Sungkyunkwan University) ;
  • Lee, K.M. (School of Electronics & Computer Science, Cuungbuk National University)
  • 이성덕 (충북대학교 정보통계학과, 기초과학연구소) ;
  • 이응준 (성균관대학교 통계학과, 대학원) ;
  • 박용석 (성균관대학교 통계학과, 대학원) ;
  • 주재선 (성균관대학교 통계학과, 대학원) ;
  • 이건명 (충북대학교 전기전자컴퓨터학부)
  • Published : 2007.03.31
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Abstract

The major purpose of this article is to formulate a class of Space Time Autoregressive Moving Average(STARMA) model and Space Time Bilinear model(STBL), to discuss some of the their statistical properties such as model, identification approaches, some procedure for estimation and the predictions, and to compare the STARMA model with the STBL model. For illustration, The Mumps data reported from eight city & provinces monthly over the years 2001-2006 are used and the result from STARMA and STBL model are compared with using SSF(Sum of Square Prediction Error).

본 논문은 공간시계열 자기회귀 이동평균(STARMA) 모형과 공간 시계열 중선형(STBL) 모형에 대해 식별, 추정, 예측 등의 통계적 절차와 특징들을 논하고, 두 모형을 비교하는데 목적이 있다. 사례 연구를 위 해 2001년부터 2006년까지 8개 지역으로부터 보고된 월별 Mumps 자료를 사용했고, 예측오차제곱합(SSF)을 활용하여 두 모형의 적합도를 비교하였다.

Keywords

References

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