Statistical Analysis of Spatio-Temporal Data Based on Poisson Conditional Autoregressive Model
Volume 26, Issue 1 (2015), pp. 67–87
Pub. online: 1 January 2015
Type: Article
Received
1 July 2014
1 July 2014
Accepted
1 March 2015
1 March 2015
Published
1 January 2015
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.