Predictive spatio-temporal models for spatially sparse environmental data

Xavier De Luna*, Marc G. Genton

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

45 Scopus citations

Abstract

We present a family of spatio-temporal models which are geared to provide time-forward predictions in environmental applications where data is spatially sparse but temporally rich. That is measurements are made at few spatial locations (stations), but at many regular time intervals. When predictions in the time direction is the purpose of the analysis, then spatial-stationarity assumptions which are commonly used in spatial modeling, are not necessary. The family of models proposed does not make such assumptions and consists of a vector autoregressive (VAR) specification, where there are as many time series as stations. However, by taking into account the spatial dependence structure, a model building strategy is introduced which borrows its simplicity from the Box-Jenkins strategy for univariate autoregressive (AR) models for time series. As for AR models, model building may be performed either by displaying sample partial correlation functions, or by minimizing an information criterion. A simulation study illustrates the gain resulting from our modeling strategy. Two environmental data sets are studied. In particular, we find evidence that a parametric modeling of the spatio-temporal correlation function is not appropriate because it rests on too strong assumptions. Moreover, we propose to compare model selection strategies with an out-of-sample validation method based on recursive prediction errors.

Original languageEnglish (US)
Pages (from-to)547-568
Number of pages22
JournalStatistica Sinica
Volume15
Issue number2
StatePublished - Apr 2005
Externally publishedYes

Keywords

  • Accumulated prediction errors
  • Partial correlation
  • Spatio-temporal correlation
  • Vector autoregression

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

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