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http://dx.doi.org/10.5351/KJAS.2007.20.1.091

A Comparison on Forecasting Performance of STARMA and STBL Models with Application to Mumps Data  

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)
Publication Information
The Korean Journal of Applied Statistics / v.20, no.1, 2007 , pp. 91-102 More about this Journal
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).
Keywords
Space time Autoregressive Moving Average Model(STARMA); Space Time Bilinear model(STBL); maximum likelihood estimation; prediction; mumps data;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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