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Statistical Analysis of Spatio-Temporal Data Based on Poisson Conditional Autoregressive Model
Volume 26, Issue 1 (2015), pp. 67–87
Yuriy Kharin   Maryna Zhurak  

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https://doi.org/10.15388/Informatica.2015.39
Pub. online: 1 January 2015      Type: Article     

Received
1 July 2014
Accepted
1 March 2015
Published
1 January 2015

Abstract

Abstract
Poisson conditional autoregressive model of spatio-temporal data is proposed. Markov property and probabilistic characteristics of this model are presented. Algorithms for maximum likelihood estimation of the model parameters are constructed. Optimal forecasting statistic minimizing probability of forecast error is given. The “plug-in” principle based on ML-estimators is used for forecasting in the case of unknown parameters. The results of computer experiments on simulated and real medical data are presented.

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Vilnius University

Keywords
spatio-temporal data Poisson conditional autoregressive model Markov chain maximum likelihood estimator optimal forecast

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INFORMATICA

  • Online ISSN: 1822-8844
  • Print ISSN: 0868-4952
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