[PDF][PDF] Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties

BN Ruchjana, SA Borovkova, HP Lopuhaa… - … -American Institute of …, 2012 - researchgate.net
In this paper we studied a least squares estimation parameters of the Generalized Space
Time AutoRegressive (GSTAR) model and its properties, especially in consistency and …

[PDF][PDF] S-GSTAR-SUR model for seasonal spatio temporal data forecasting

S Setiawan, M Prastuti - Malaysian Journal of Mathematical …, 2016 - researchgate.net
ABSTRACT Generalized Space Time Autoregressive (GSTAR) is one of space-time models
that frequently used for forecasting spatio-temporal data. Up to now, the researches about …

[HTML][HTML] Generalised Space-Time Seasonal Autoregressive Integrated Moving Average Seemingly Unrelated Regression Modelling of Seasonal and Non-stationary …

S Ajobo, OO Alaba, A Zaenal - Scientific African, 2024 - Elsevier
ABSTRACT The Generalised Space-Time Seasonal Autoregressive Integrated Moving
Average (GSTSARIMA) model is known to efficiently handle non-stationary and seasonal …

Cross covariance normalized weight of GSTAR-SUR model as input of neural network model on precipitation forecasting

A Iriany, D Rosyida, AD Sulistyono… - … Information & Decision …, 2022 - sdbindex.com
A neural network constitutes a non-linear model requiring no statistical assumption. Along
with the development of which, the neural network model has been frequently combined …

[PDF][PDF] Implementation of Generalized Space Time Autoregressive (GSTAR)-Kriging model for predicting rainfall data at unobserved locations in West Java

AS Abdullah, S Matoha, DA Lubis… - Applied Mathematics …, 2018 - researchgate.net
A Generalized Space Time Autoregressive or GSTAR is a special model of Vector
Autoregressive (VAR) model which is a combination of time series and spatial models which …

Spatial weight determination of GSTAR (1; 1) model by using kernel function

US Pasaribu, U Mukhaiyar… - Journal of Physics …, 2018 - iopscience.iop.org
The stochastic process models with the index parameters such as time and location were
investigated in this paper. The model used was GSTAR (1; 1), and it was applied to the …

Development of generalized space time autoregressive integrated with ARCH error (GSTARI–ARCH) model based on consumer price index phenomenon at several …

H Bonar, BN Ruchjana, G Darmawan - AIP Conference Proceedings, 2017 - pubs.aip.org
Inflation is defined as a situation where generally the price of goods has increased
continuously. In order to measure inflation, Statistics of Indonesia (BPS) use the Consumer …

Generalized space time autoregressive with exogenous variable model and its application

D Astuti, BN Ruchjana - Journal of Physics: Conference Series, 2017 - iopscience.iop.org
In this paper we proposed the Generalized Space Time Autoregressive with variable
Exogenous, abbreviated GSTARX as GSTAR development with the addition of exogenous …

Application of Generalized Space Time Autoregressive Integrated (GSTARI) model in the phenomenon of covid-19

M Alawiyah, DA Kusuma… - Journal of Physics …, 2021 - iopscience.iop.org
Covid-19 has occurred throughout the world, including Indonesia. The spread of the
coronavirus from human to human is happening very rapidly. This has caused the spread of …

Stationary process in GSTAR (1; 1) through kernel function approach

Y Yundari, NM Huda, US Pasaribu… - AIP Conference …, 2020 - pubs.aip.org
Stationarity is an essential requirement in modeling GSTAR space-time. GSTAR modeling
adopted from the three iterative Box-Jenkins time series modeling. The stages are model …