A Note on the Properties of Generalised Separable Spatial Autoregressive Process
نویسندگان
چکیده
Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geography, and so forth. In time series a class of models known as Generalised Autoregressive GAR has been introduced by Peiris 2003 that includes an index parameter δ. It has been shown that the inclusion of this additional parameter aids in modelling and forecasting many real data sets. This paper studies the properties of a new class of spatial autoregressive process of order 1 with an index. We will call this a Generalised Separable Spatial Autoregressive GENSSAR Model. The spectral density function SDF , the autocovariance function ACVF , and the autocorrelation function ACF are derived. The theoretical ACF and SDF plots are presented as three-dimensional figures.
منابع مشابه
A Simulation Study of the Covariance and Correlation Properties of the Fractionally Integrated Separable Spatial Autoregressive (fissar) Model
Spatial modelling has its applications in many fields. In time series, there exists a class of models known as long memory models, where the autocorrelation function decays rather slowly. These types of time series data are modelled as fractionally integrated ARMA processes. Spatial data may also exhibit a long memory structure and in order to model such structure, a class of models called as t...
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 کاملA NOTE ON THE UNSTEADY FLOW OF A VISCO-ELASTIC MAXWELL FLUID THROUGH A RECTILINEAR PIPE
The unsteady flow of a visco-elastic Maxwell fluid through a rectilinear pipe having its cross-section as a parallelogram under the influence of a axial pressure gradient (I) varying linearly with time , and (II) decreasing exponentially with time has been discussed in the present paper. Variables separable and Laplace transform methods have been used to solve the problem.
متن کاملA note on decision making in medical investigations using new divergence measures for intuitionistic fuzzy sets
Srivastava and Maheshwari (Iranian Journal of Fuzzy Systems 13(1)(2016) 25-44) introduced a new divergence measure for intuitionisticfuzzy sets (IFSs). The properties of the proposed divergence measurewere studied and the efficiency of the proposed divergence measurein the context of medical diagnosis was also demonstrated. In thisnote, we point out some errors in ...
متن کاملSignal Prediction by Layered Feed - Forward Neural Network (RESEARCH NOTE).
In this paper a nonparametric neural network (NN) technique for prediction of future values of a signal based on its past history is presented. This approach bypasses modeling, identification, and parameter estimation phases that are required by conventional parametric techniques. A multi-layer feed forward NN is employed. It develops an internal model of the signal through a training operation...
متن کامل