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A class of nonseparable and nonstationary spatial temporal covariance functions
10.1002/env.891.abs
Spectral methods are powerful tools to study and model the dependency structure of spatial temporal processes. However, standard spectral approaches as well as geostatistical methods assume separability and stationarity of the covariance function; these can be very unrealistic assumptions in many settings. In this work, we introduce a general and flexible parametric class of spatial temporal covariance models, that allows for lack of stationarity and separability by using a spectral representation of the process. This new class of covariance models has a unique parameter that indicates the strength of the interaction between the spatial and temporal components; it has the separable covariance model as a particular case. We introduce an application with ambient ozone air pollution data provided by the U.S. Environmental Protection Agency (U.S. EPA). Copyright © 2007 John Wiley & Sons, Ltd.
A class of nonseparable and nonstationary spatial temporal covariance functions
10.1002/env.891.abs
Spectral methods are powerful tools to study and model the dependency structure of spatial temporal processes. However, standard spectral approaches as well as geostatistical methods assume separability and stationarity of the covariance function; these can be very unrealistic assumptions in many settings. In this work, we introduce a general and flexible parametric class of spatial temporal covariance models, that allows for lack of stationarity and separability by using a spectral representation of the process. This new class of covariance models has a unique parameter that indicates the strength of the interaction between the spatial and temporal components; it has the separable covariance model as a particular case. We introduce an application with ambient ozone air pollution data provided by the U.S. Environmental Protection Agency (U.S. EPA). Copyright © 2007 John Wiley & Sons, Ltd.
A class of nonseparable and nonstationary spatial temporal covariance functions
Fuentes, Montserrat (author) / Chen, Li (author) / Davis, Jerry M. (author)
Environmetrics ; 19 ; 487-507
2008-08-01
21 pages
Article (Journal)
Electronic Resource
English
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