Journal of Mathematical and Fundamental Sciences
Vol. 44 No. 2 (2012)

A New Procedure for Generalized STAR Modeling using IAcM Approach

Utriweni Mukhaiyar (Statistics Research Division, Institut Teknologi Bandung, Jalan Ganesha 10 Bandung, Jawa Barat 40132, Indonesia)
Udjianna S. Pasaribu (Statistics Research Division, Institut Teknologi Bandung, Jalan Ganesha 10 Bandung, Jawa Barat 40132, Indonesia)

Article Info

Publish Date
21 Jul 2013

Abstract

A new procedure of space-time modeling through the Invers of Autocovariance Matrix (IAcM) is proposed. By evaluating the IAcM behaviors on behalf of the Generalized Space-Time Autoregressive (GSTAR) process stationarity, we may find an appropriate model to space-time data series. This method can complete the Space-Time ACF and PACF methods for identifying space-time models. For study case, we apply the GSTAR models to the monthly tea production of some plantations in West Java, Indonesia.

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Journal Info
Journal of Mathematical and Fundamental Sciences
Website

Abbrev

jmfs

Publisher

Institut Teknologi Bandung

Subject

Astronomy Chemistry Earth & Planetary Sciences Mathematics Physics

Description

Journal of Mathematical and Fundamental Sciences welcomes full research articles in the area of Mathematics and Natural Sciences from the following subject areas: Astronomy, Chemistry, Earth Sciences (Geodesy, Geology, Geophysics, Oceanography, Meteorology), Life Sciences (Agriculture, Biochemistry, ...