First Order Space Time Autoregressive Stationary Model on Petroleum Data
نویسندگان
چکیده
منابع مشابه
Stationary space-time Gaussian fields and their time autoregressive representation
We compare two different modelling strategies for continuous space discrete time data. The rst strategy is in the spirit of Gaussian kriging. The model is a general stationary space–time Gaussian eld where the key point is the choice of a parametric form for the covariance function. In the main, covariance functions that are used are separable in space and time. Nonseparable covariance functi...
متن کاملIs First-Order Vector Autoregressive Model Optimal for fMRI Data?
We consider the problem of selecting the optimal orders of vector autoregressive (VAR) models for fMRI data. Many previous studies used model order of one and ignored that it may vary considerably across data sets depending on different data dimensions, subjects, tasks, and experimental designs. In addition, the classical information criteria (IC) used (e.g., the Akaike IC (AIC)) are biased and...
متن کاملhidden state estimation in the state space model with first-order autoregressive process noise
in this article, the discrete time state space model with first-order autoregressive dependent process noise is considered and the recursive method for filtering, prediction and smoothing of the hidden state from the noisy observation is designed. the explicit solution is obtained for the hidden state estimation problem. finally, in a simulation study, the performance of the designed method ...
متن کاملConditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model
‎Recently a first-order Spatial Integer-valued Autoregressive‎ ‎SINAR(1,1) model was introduced to model spatial data that comes‎ ‎in counts citep{ghodsi2012}‎. ‎Some properties of this model‎ ‎have been established and the Yule-Walker estimator has been‎ ‎proposed for this model‎. ‎In this paper‎, ‎we introduce the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: EKSAKTA: Berkala Ilmiah Bidang MIPA
سال: 2018
ISSN: 2549-7464,1411-3724
DOI: 10.24036/eksakta/vol19-iss2/152