Spatiotemporal forecasting models with and without a confounded covariate
Author
Abstract
Suggested Citation
DOI: 10.1007/s10109-024-00454-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Garritt L. Page & Yajun Liu & Zhuoqiong He & Donchu Sun, 2017. "Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 780-797, September.
- Sachio Muto & Shonosuke Sugasawa & Masatomo Suzuki, 2023. "Hedonic real estate price estimation with the spatiotemporal geostatistical model," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-37, December.
- I Gede Nyoman Mindra Jaya & Henk Folmer & Johan Lundberg, 2024. "A joint Bayesian spatiotemporal risk prediction model of COVID-19 incidence, IC admission, and death with application to Sweden," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(1), pages 107-140, January.
- Lisa Gianmoena & Vicente Rios, 2024. "The diffusion of COVID-19 across Italian provinces: a spatial dynamic panel data approach with common factors," Regional Studies, Taylor & Francis Journals, vol. 58(2), pages 285-305, February.
- Giacomini, Raffaella & Granger, Clive W. J., 2004.
"Aggregation of space-time processes,"
Journal of Econometrics, Elsevier, vol. 118(1-2), pages 7-26.
- Giacomini, Raffaella & Granger, Clive W.J., 2001. "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series qt77f76455, Department of Economics, UC San Diego.
- Raffaella Giacomini & Clive W.J. Granger, 2002. "Aggregation of Space-Time Processes," Boston College Working Papers in Economics 582, Boston College Department of Economics.
- Daniel Peña & Ismael Sánchez, 2007. "Measuring the Advantages of Multivariate vs. Univariate Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 886-909, November.
- Jarno Vanhatalo & Scott D. Foster & Geoffrey R. Hosack, 2021. "Spatiotemporal clustering using Gaussian processes embedded in a mixture model," Environmetrics, John Wiley & Sons, Ltd., vol. 32(7), November.
- Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
- I. Gede Nyoman Mindra Jaya & Henk Folmer, 2020. "Bayesian spatiotemporal mapping of relative dengue disease risk in Bandung, Indonesia," Journal of Geographical Systems, Springer, vol. 22(1), pages 105-142, January.
- Lindsay W. Turner & Stephen F. Witt, 2001. "Forecasting Tourism Using Univariate and Multivariate Structural Time Series Models," Tourism Economics, , vol. 7(2), pages 135-147, June.
- Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- I Gede Nyoman Mindra Jaya & Henk Folmer, 2024. "High-Resolution Spatiotemporal Forecasting with Missing Observations Including an Application to Daily Particulate Matter 2.5 Concentrations in Jakarta Province, Indonesia," Mathematics, MDPI, vol. 12(18), pages 1-29, September.
- I. Gede Nyoman Mindra Jaya & Budhi Handoko & Yudhie Andriyana & Anna Chadidjah & Farah Kristiani & Mila Antikasari, 2023. "Multivariate Bayesian Semiparametric Regression Model for Forecasting and Mapping HIV and TB Risks in West Java, Indonesia," Mathematics, MDPI, vol. 11(17), pages 1-23, August.
- Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
- Laura Serra & Claudio Detotto & Pablo Juan & Marco Vannini, 2022. "Intersectoral and spatial spill-overs of firms’ bankruptcy in Spain," Letters in Spatial and Resource Sciences, Springer, vol. 15(2), pages 197-211, August.
- Laura Serra & Claudio Detotto & Marco Vannini, 2022. "Public lands as a mitigator of wildfire burned area using a spatio-temporal model applied in Sardinia," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 621-635, December.
- I. Gede Nyoman M. Jaya & Henk Folmer, 2021. "Bayesian spatiotemporal forecasting and mapping of COVID‐19 risk with application to West Java Province, Indonesia," Journal of Regional Science, Wiley Blackwell, vol. 61(4), pages 849-881, September.
- I Gede Nyoman Mindra Jaya & Farah Kristiani & Yudhie Andriyana & Anna Chadidjah, 2024. "Sensitivity Analysis on Hyperprior Distribution of the Variance Components of Hierarchical Bayesian Spatiotemporal Disease Mapping," Mathematics, MDPI, vol. 12(3), pages 1-16, January.
- I Gede Nyoman Mindra Jaya & Henk Folmer & Johan Lundberg, 2024. "A joint Bayesian spatiotemporal risk prediction model of COVID-19 incidence, IC admission, and death with application to Sweden," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(1), pages 107-140, January.
- I. Gede Nyoman Mindra Jaya & Henk Folmer, 2022. "Spatiotemporal high-resolution prediction and mapping: methodology and application to dengue disease," Journal of Geographical Systems, Springer, vol. 24(4), pages 527-581, October.
- Isa Marques & Thomas Kneib, 2022. "Discussion on “Spatial+: A novel approach to spatial confounding” by Emiko Dupont, Simon N. Wood, and Nicole H. Augustin," Biometrics, The International Biometric Society, vol. 78(4), pages 1295-1299, December.
- Nikoline N. Knudsen & Jörg Schullehner & Birgitte Hansen & Lisbeth F. Jørgensen & Søren M. Kristiansen & Denitza D. Voutchkova & Thomas A. Gerds & Per K. Andersen & Kristine Bihrmann & Morten Grønbæk , 2017. "Lithium in Drinking Water and Incidence of Suicide: A Nationwide Individual-Level Cohort Study with 22 Years of Follow-Up," IJERPH, MDPI, vol. 14(6), pages 1-13, June.
- Francesco Finazzi & Jacopo Rodeschini & Lorenzo Tedesco, 2025. "Discussion on Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models," Environmetrics, John Wiley & Sons, Ltd., vol. 36(2), March.
- Leonardo Padilla & Bernado Lagos‐Álvarez & Jorge Mateu & Emilio Porcu, 2020. "Space‐time autoregressive estimation and prediction with missing data based on Kalman filtering," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
- Scott, Ryan P. & Scott, Tyler A., 2019. "Investing in collaboration for safety: Assessing grants to states for oil and gas distribution pipeline safety program enhancement," Energy Policy, Elsevier, vol. 124(C), pages 332-345.
- Cho, Daegon & Hwang, Youngdeok & Park, Jongwon, 2018. "More buzz, more vibes: Impact of social media on concert distribution," Journal of Economic Behavior & Organization, Elsevier, vol. 156(C), pages 103-113.
- Brown, Paul T. & Joshi, Chaitanya & Joe, Stephen & Rue, Håvard, 2021. "A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
- Hengzhou Xu & Chuanrong Zhang & Weidong Li & Wenjing Zhang & Hongchun Yin, 2018. "Economic growth and carbon emission in China:a spatial econometric Kuznets curve?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(1), pages 11-28.
- E. M. Ekanayake & Mihalis Halkides & John R. Ledgerwood, 2012. "Inbound International Tourism To The United States: A Panel Data Analysis," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, vol. 5(3), pages 15-27.
- Andre Python & Andreas Bender & Marta Blangiardo & Janine B. Illian & Ying Lin & Baoli Liu & Tim C.D. Lucas & Siwei Tan & Yingying Wen & Davit Svanidze & Jianwei Yin, 2022. "A downscaling approach to compare COVID‐19 count data from databases aggregated at different spatial scales," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 202-218, January.
- Guizzardi, Andrea & Mazzocchi, Mario, 2010. "Tourism demand for Italy and the business cycle," Tourism Management, Elsevier, vol. 31(3), pages 367-377.
More about this item
Keywords
Spatiotemporal prediction model; Bayesian forecasting model; confoundedness; simulation; Mean-squared prediction error (MSPE); Univariate model; Multivariate model; Full multivariate model; Discrete response variable; Continuous response variable; COVID-19;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- I18 - Health, Education, and Welfare - - Health - - - Government Policy; Regulation; Public Health
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:jgeosy:v:27:y:2025:i:1:d:10.1007_s10109-024-00454-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.