Space-Time Bilinear Time Series Models and Their Application

Lynne Billard and Yuqing Dai

Abstract

Many phenomena are modeled by time series models. Bilinear time series models are useful for series that display shocks such as disease outbreaks or earthquakes. Spatial time series models deal with processes that feature both spatial and temporal dependencies. This paper reviews these models. Then the focus is on spatial-time bilinear (STBL) models for processes exhibiting both shocks and spatial-time dependency. Some properties of STBL models are given and used to identify the parameter orders of the underlying STBL model. Some examples are provided.