Parameter Estimation STAR (1;1) Model Using Binary Weight

Khafsah Joebaedi; Iin Irianingsih; Badrulfalah Badrulfalah; Dwi Susanti; Kankan Parmikanti

doi:10.24036/eksakta/vol20-iss2/199

EKSAKTA: Berkala Ilmiah Bidang MIPA

Open Access

Parameter Estimation STAR (1;1) Model Using Binary Weight

Khafsah Joebaedi ¹

, Iin Irianingsih ¹

, Badrulfalah Badrulfalah ¹

, Dwi Susanti ¹

, Kankan Parmikanti ¹

¹ Department of Mathematics, Faculty of Mathematics and Natural Science (FMIPA), Universitas Padjajaran, Bandung, Indonesia

Published 2019-08-31

Vol. 20 No. 2 (2019) PAGES 33-41

DOI 10.24036/eksakta/vol20-iss2/199

Views / Downloads 643 380

Download PDF

Abstract

Space Time Auto Regressive(1;1) Model or STAR(1;1) model is a form of model that involves location and time. The STAR(1;1) model is a stationary space time model in mean and variance. The STAR model can be used to forecast future observations at these locations by involving the effects of observations at other nearby locations in spatial lag 1 and lag time 1 [2]. The STAR model can be written as a linear model assuming that error is normally distributed with zero mean and constant variance. In this research, the parameter estimation procedure for STAR model using binary weight, MKT method and STAR model for the estimation of petroleum production in 3 wells is assumed to be in a homogeneous reservoir.

References

1

Hoffman SJ, Poirier MJP, Rogers Van Katwyk S, Baral P, Sritharan L. Impact of the WHO Framework Convention on Tobacco Control on global cigarette consumption: quasi-experimental evaluations using interrupted time series analysis and in-sample forecast event modelling. Bmj. 2019;365:l2287.

2

Wu W, An SY, Guan P, Huang DS, Zhou BS. Time series analysis of human brucellosis in mainland China by using Elman and Jordan recurrent neural networks. BMC infectious diseases. 2019;19(1):414.

3

Watad A, Watad S, Mahroum N, Sharif K, Amital H, Bragazzi NL, et al. Forecasting the West Nile Virus in the United States: An Extensive Novel Data Streams-Based Time Series Analysis and Structural Equation Modeling of Related Digital Searching Behavior. JMIR public health and surveillance. 2019;5(1):e9176.

4

Hoffman SJ, Poirier MJP, Rogers Van Katwyk S, Baral P, Sritharan L. Impact of the WHO Framework Convention on Tobacco Control on global cigarette consumption: quasi-experimental evaluations using interrupted time series analysis and in-sample forecast event modelling. Bmj. 2019;365:l2287.

5

Wu W, An SY, Guan P, Huang DS, Zhou BS. Time series analysis of human brucellosis in mainland China by using Elman and Jordan recurrent neural networks. BMC infectious diseases. 2019;19(1):414.

6

Watad A, Watad S, Mahroum N, Sharif K, Amital H, Bragazzi NL, et al. Forecasting the West Nile Virus in the United States: An Extensive Novel Data Streams-Based Time Series Analysis and Structural Equation Modeling of Related Digital Searching Behavior. JMIR public health and surveillance. 2019;5(1):e9176.

7

Zhao Y, Ge L, Zhou Y, Sun Z, Zheng E, Wang X, et al. A new Seasonal Difference Space-Time Autoregressive Integrated Moving Average (SD-STARIMA) model and spatiotemporal trend prediction analysis for Hemorrhagic Fever with Renal Syndrome (HFRS). PloS one. 2018;13(11):e0207518.

8

Ombao H, Fiecas M, Ting CM, Low YF. Statistical models for brain signals with properties that evolve across trials. NeuroImage. 2018;180(Pt B):609-18.

9

Molenaar PCM. Equivalent Dynamic Models. Multivariate behavioral research. 2017;52(2):242-58.

10

Samdin SB, Ting CM, Ombao H, Salleh SH. A Unified Estimation Framework for State-Related Changes in Effective Brain Connectivity. IEEE transactions on bio-medical engineering. 2017;64(4):844-58.

11

Samdin SB, Ting CM, Salleh Sh H, Ariff AK, Mohd Noor AB. Linear dynamic models for classification of single-trial EEG. Conference proceedings : Annual International Conference of the IEEE Engineering in Medicine and Biology Society IEEE Engineering in Medicine and Biology Society Annual Conference. 2013;2013:4827-30.

12

Tolakanahalli R, Tewatia D, Tome W. SU-E-J-146: Time Series Prediction of Lung Cancer Patients' Breathing Pattern Based on Nonlinear Dynamics. Medical physics. 2012;39(6Part8):3686.

Parameter Estimation STAR (1;1) Model Using Binary Weight

Abstract

References

How to Cite

Most read articles by the same author(s)

Parameter Estimation STAR (1;1) Model Using Binary Weight

Abstract

References

How to Cite

Cite Article

Article Update

Most read articles by the same author(s)