• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.91-102
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• 2007

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).

• 한국데이터정보과학회:학술대회논문집
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• 2006.11a
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• pp.129-142
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• 2006

본 논문은 공간시계열자료가 공간의 위치와 시간의 흐름에 따라 동시에 관측되는 분야인 기상, 지질, 천문, 생태, 역학 등에서 아주 넓이 사용되고 있고 그 수요가 점차 증가하는 이 시기에 복잡한 공간시계열 중선형(STBL) 모형에 대한 모수 추정 방법 중 수치 해석적 방법인 Newton-Raphson 방법과 Kalman-Filter 방법을 비교하고, 두 가지 방법에 의한 예측력을 비교하여 보았다.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.17-29
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• 2007

The major purpose of this article is the comparison of estimation method with Newton-Raphson, Kalman-filter, and prediction method with Kalman prediction. Conditional expectation in space time bilinear(STBL) model, which is a very powerful and parsimonious nonlinear time-series model for the space time series data can be viewed as a set of time series collected simultaneously at a number of spatial locations and time points, and which have appeared in a important applications areas: geography, geology, natural resources, ecology, epidemiology, etc.

• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.79-87
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• 2011

A spatial time series model was used for analyzing the method of spatial time series (not the ARIMA model that is popular for analyzing spatial time series) by using chicken pox data which is a highly contagious disease and grid data due to ARIMA not reflecting the spatial processes. Time series model contains a weighting matrix, because that spatial time series model influences the time variation as well as the spatial location. The weighting matrix reflects that the more geographically contiguous region has the higher spatial dependence. It is hypothesized that the weighting matrix gives neighboring areas the same influence in the study of the spatial time series model. Therefore, we try to present the conclusion with a weighting matrix in a way that gives the same weight to existing neighboring areas in the study of the suitability of the STARMA model, spatial time series model and STBL model, in the comparative study of the predictive power for statistical inference, and the results. Furthermore, through the Kalman-Filter method we try to show the superiority of the Kalman-Filter method through a parameter assumption and the processes of prediction.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.11-20
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• 2017

In this paper, we introduced linear spatial time series (space-time autoregressive and moving average model) and nonlinear spatial time series (space-time bilinear model). Also we estimated the parameters by Kalman Filter method and made comparative studies of power of forecast in the final model. We proposed several weight matrices such as equal proportion allocation, reciprocal proportion between distances, and proportion of population sizes. For applications, we collected Mumps data at Korea Center for Disease Control and Prevention from January 2001 until August 2008. We compared three approaches of weight matrices using the Mumps data. Finally, we also decided the most effective model based on sum of square forecast error.

• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.641-650
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• 2012

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.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.31-40
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• 2009

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.