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Mixture Transition Distribution Modelling of Multivariate Time Series of Discrete State Processes: With an Application to Modelling Flowering Synchronisation with Respect to Climate Dynamics

In: Probability, Combinatorics and Control

Author

Listed:
  • Irene Lena Hudson
  • Susan Kim
  • Marie Keatley

Abstract

A new approach to assess synchronicity developed in this chapter is a novel bivariate extension of the generalised mixture transition distribution (MTDg) model (we coin this B-MTD). The aim of this chapter is to test MTDg an extended MTD with interactions model and its bivariate extension of MTD (B-MTD) to investigate synchrony of flowering of four Eucalypts species--E. leucoxylon, E. microcarpa, E. polyanthemos and E. tricarpa over a 31 year period. The mixture transition distribution (MTDg) is a method to estimate transition probabilities of high order Markov chains. Our B-MTD approach allows us the derive rules of thumb for synchrony and asynchrony between pairs of species, e.g. flowering of the four species. The latter B-MTD rules are based on transition probabilities between all possible on and off flowering states from previous to current time. We also apply MTDg modelling using lagged flowering states and climate covariates as predictors to model current flowering status (on/off) to assess synchronisation using residuals from the resultant models via our adaptation of Moran's classic synchrony statistic. We compare these MTDg (with covariates)-based synchrony measures with our B-MTD results in addition to those from extended Kalman filter (EKF)-based residuals.

Suggested Citation

  • Irene Lena Hudson & Susan Kim & Marie Keatley, 2020. "Mixture Transition Distribution Modelling of Multivariate Time Series of Discrete State Processes: With an Application to Modelling Flowering Synchronisation with Respect to Climate Dynamics," Chapters, in: Andrey Kostogryzov & Victor Korolev (ed.), Probability, Combinatorics and Control, IntechOpen.
  • Handle: RePEc:ito:pchaps:201440
    DOI: 10.5772/intechopen.88554
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    More about this item

    Keywords

    multivariate mixed transition distributions; Markov chains; synchrony; climate; eucalypt flowering;
    All these keywords.

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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