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.
The research was supported by the National Natural Science Foundation of China (NSFC 10971042).
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© 2011 Springer-Verlag Berlin Heidelberg
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Wu, Q., Li, Y. (2011). Modeling Spatial Time Series by Graphical Models. In: Wu, D., Zhou, Y. (eds) Modeling Risk Management for Resources and Environment in China. Computational Risk Management. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-18387-4_60
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DOI: https://doi.org/10.1007/978-3-642-18387-4_60
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