• Title/Summary/Keyword: conditionally autoregressive model

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Directional conditionally autoregressive models (방향성을 고려한 공간적 조건부 자기회귀 모형)

  • Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.835-847
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    • 2016
  • To analyze lattice or areal data, a conditionally autoregressive (CAR) model has been widely used in the eld of spatial analysis. The spatial neighborhoods within CAR model are generally formed using only inter-distance or boundaries between regions. Kyung and Ghosh (2010) proposed a new class of models to accommodate spatial variations that may depend on directions. The proposed model, a directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Properties of maximum likelihood estimators of a Gaussian DCAR are discussed. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

Bayesian analysis of directional conditionally autoregressive models (방향성 공간적 조건부 자기회귀 모형의 베이즈 분석 방법)

  • Kyung, Minjung
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1133-1146
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    • 2016
  • Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

Bayesian spatial analysis of obesity proportion data (비만율 자료에 대한 베이지안 공간 분석)

  • Choi, Jungsoon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1203-1214
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    • 2016
  • Obesity is a risk factor for various diseases as well as itself a disease and associated with socioeconomic factors. The obesity proportion has been increasing in Korea over about 15 years so that investigation of the socioeconomic factors related with obesity is important in terms of preventation of obesity. In particular, the association between obesity and socioeconomic status varies with gender and has spatial dependency. In the paper, we estimate the effects of socioeconomic factors on obesity proportion by gender, considering the spatial correlation. Here, a conditional autoregressive model under the Bayesian framework is used in order to take into account the spatial dependency. For the real applicaiton, we use the obestiy proportion dataset at 25 districts of Seoul in 2010. We compare the proposed spatial model with a non-spatial model in terms of the goodness-of-fit and prediction measures so the spatial model performs well.

Statistical Properties of News Coverage Data

  • Lim, Eunju;Hahn, Kyu S.;Lim, Johan;Kim, Myungsuk;Park, Jeongyeon;Yoon, Jihee
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.771-780
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    • 2012
  • In the current analysis, we examine news coverage data widely used in media studies. News coverage data is usually time series data to capture the volume or the tone of the news media's coverage of a topic. We first describe the distributional properties of autoregressive conditionally heteroscadestic(ARCH) effects and compare two major American newspaper's coverage of U.S.-North Korea relations. Subsequently, we propose a change point detection model and apply it to the detection of major change points in the tone of American newspaper coverage of U.S.-North Korea relations.