Title Spatial time-series modeling with R system
Translation of Title Erdvės-laiko duomenų modeliavimas sistemos R aplinkoje.
Authors Šaltytė, Laura ; Dučinskas, Kęstutis
DOI 10.15388/LMR.2004.32262
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Is Part of Lietuvos matematikos rinkinys : Lietuvos matematikų draugijos XLV konferencijos mokslo darbai.. Vilnius : Matematikos ir informatikos institutas. 2004, t. 44, spec. Nr., p. 770-773.. ISSN 0132-2818. eISSN 2335-898X
Keywords [eng] spatial time series modeling ; ARIMA ; kriging ; semivariogram
Abstract [eng] In this paper we propose modeling technique, which was applied to multivariate time series data that correspond to different spatial locations (spatial time series). ARIMA model class is considered for each location. Forecasting model for new location is built by spatial "connection" of identified models in observed locations. Spatial "connection" is implemented by spatial averaging of the coefficients of mod­els and by ordinary kriging procedure for means. This modeling technique is illustrated by a substantive example using R system.
Published Vilnius : Matematikos ir informatikos institutas
Type Journal article
Language English
Publication date 2004
CC license CC license description