作者: Jung Min Kong , Dong-Hun Seo , Won Don Lee
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摘要: The Space Time Bilinear (STBL) model is a special form of multiple bilinear time series which can be used to exhibit behavior on spatial neighborhood structure. STBL and its identification have been proposed discussed by Dai Billard (1998). In this paper, we compare the with STARMA single ARMA model. All problems are addressed setting up in state space applying Kalman filter. An application epidemic surveillance data given results com pared those from other models.