| Texto completo | |
| Autor(es): |
Chen, Yangyang
;
Morettin, Pedro A.
;
Chiann, Chang
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION; v. N/A, p. 27-pg., 2025-08-20. |
| Resumo | |
The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies concerning multivariate stationary time series. However, in practice, the assumption of stationarity is not always guaranteed. One way to proceed is to consider locally stationary processes. In this paper, we propose a time-varying spatio-temporal autoregressive and moving average (tvSTARMA) modelling based on the local stationarity assumption. The time-varying parameters are expanded as linear combinations of wavelet bases, and some procedures are proposed to estimate the coefficients. Some simulations and an application to historical weekly mean temperature records of Western states of the USA are illustrated. (AU) | |
| Processo FAPESP: | 19/05917-6 - Novas metodologias em deformação de espaços temporais |
| Beneficiário: | Yangyang Chen |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado Direto |
| Processo FAPESP: | 18/04654-9 - Séries temporais, ondaletas e dados de alta dimensão |
| Beneficiário: | Pedro Alberto Morettin |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |