ANALYSIS OF SPATIAL TIME SERIES BY THE STATE SPACE MODEL AND KALMAN FILTER APPROACH
The GSTARMA (generalised space-time autoregressive moving average) is a model that can be used to model observed values of an endogenous or output variable in several locations if the observed value for a location depends on the observed values and errors of neighbouring locations. This model can...
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Main Author: | Rizky Kurniawan, Muhammad |
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/65340 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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