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    ASIA unversity > 資訊學院 > 會議論文 >  Item 310904400/7120

    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/7120

    Title: Some improvements on the procedure of modeling and analysis for space-time ARMA models
    Other Titles: 對於時空ARMA序列分析及建模程序的一些改進
    Authors: Cheng-Yu Lee
    Contributors: Asia University
    Keywords: space-time autoregressive moving average model;STARMA;Hannan-Rissanen Algorithm
    Date: 2007-12-20
    Issue Date: 2010-01-12 16:23:20 (UTC+8)
    Publisher: 亞洲大學資訊學院;中華電腦學會
    Abstract: Correlation in space and in time is a common phenomenon among biological and environmental processes. However, in space-time ARMA modeling which is a widely used modeling for space-time correlated process, there exist some difficulties in the modeling procedure, that have impeded practical applications since the statistical theory was developed. The difficulties include no robust optimization algorithm and no appropriate criteria for space-time model evaluation. In this paper, a space-time extension of Hannan-Rissanen algorithm is suggested for accelerating the modeling process and improving robustness while optimizing model parameters. This study makes the space-time modeling practical.
    Relation: 2007NCS全國計算機會議 12-20~21
    Appears in Collections:[資訊學院] 會議論文

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