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Change of spatiotemporal scale in dynamic models

Author

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  • Kim, Yongku
  • Berliner, L. Mark

Abstract

Spatiotemporal processes show complicated and different patterns across different space–time scales. Each process that we attempt to model must be considered in the context of its own spatial and temporal resolution. Both scientific understanding and observed data vary in form and content across scale. Such information sources can be combined through Bayesian hierarchical framework. This approach restricts a few essential scales. However, it is common in the trade-off view between simple modeling and analysis strategy with complicate modeling. Wikle and Berliner (2005) suggested a specialized, though useful, approach to the change of support (COS) problem within hierarchical framework. We extended their strategy by adding temporal modeling in their style and allowing discretized time-varying parameters. We apply a Bayesian inference based on combining information across spatiotemporal scale to some climate temperature data, which are point-referenced data and areal unit data. The inference focuses on the temperature process on specific prediction grid scale and maybe different time scale.

Suggested Citation

  • Kim, Yongku & Berliner, L. Mark, 2016. "Change of spatiotemporal scale in dynamic models," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 80-92.
  • Handle: RePEc:eee:csdana:v:101:y:2016:i:c:p:80-92
    DOI: 10.1016/j.csda.2016.02.013
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    References listed on IDEAS

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    1. Patrick E. Brown & Gareth O. Roberts & Kjetil F. Kåresen & Stefano Tonellato, 2000. "Blur‐generated non‐separable space–time models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 847-860.
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    4. Wikle C. K. & Milliff R. F. & Nychka D. & Berliner L.M., 2001. "Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 382-397, June.
    5. Huang, Hsin-Cheng & Cressie, Noel, 1996. "Spatio-temporal prediction of snow water equivalent using the Kalman filter," Computational Statistics & Data Analysis, Elsevier, vol. 22(2), pages 159-175, July.
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