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Modeling Spatial Time Series by Graphical Models

  • Qifeng Wu
  • Yuan Li
Conference paper
Part of the Computational Risk Management book series (Comp. Risk Mgmt)

Abstract

We propose the spatial temporal autoregressive models based on graph for spatial time series. With Granger’s causal relation, we first define the spatial temporal chain graph for spatial time series. Based on the chain graph, the spatial temporal autoregressive model is constructed. Model building procedures are given by graph selection and Bayesian method.

Keywords

Causality Graphical models Spatial time series 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Qifeng Wu
    • 1
  • Yuan Li
    • 2
  1. 1.Shaozhou Nomal ColledgeShaoguan UniversityShaoguanChina
  2. 2.School of Mathematics & Information ScienceGuangzhou UniversityGuangzhouChina

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