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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Bibliographic Details
Main Author: Rizky Kurniawan, Muhammad
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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