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http://dx.doi.org/10.5351/KJAS.2012.25.4.641

Bayes Inference for the Spatial Bilinear Time Series Model with Application to Epidemic Data  

Lee, Sung-Duck (Department of Information & Statistics, Chungbuk National University)
Kim, Duk-Ki (Department of Information & Statistics, Chungbuk National University)
Publication Information
The Korean Journal of Applied Statistics / v.25, no.4, 2012 , pp. 641-650 More about this Journal
Abstract
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.
Keywords
Spatial time series data; STARMA; STBL; Bayesian; MCMC; Gibbs sampling; Mumps data;
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