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Python lib to build, estimate and validate spatio-temporal ARIMA models

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pySTARMA


Works on python 2.7 and 3.x

pySTARMA is a Python library for modelling space-time-ARMA processes. It follows the STARIMA model proposed by Pfeifer und Deutsch (1980). It implements the estimation of the space-time autocorrelation function and the partial space-time autocorrelation function. It also implements the model estimation by kalman filtering, based on Cipra and Motyková(1987) and Cheysson (2016).

All documentation can be found in the "docs" directory

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Python lib to build, estimate and validate spatio-temporal ARIMA models

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