Generalized spatio-temporal models

An important problem in statistics is the study of spatio-te mporal data taking into account the effect of explanatory variables such as latitude, longitud e and time. In this paper, a new Bayesian approach for analyzing spatial longitudinal data is propos ed. It takes into account linear time regre...

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Detalles Bibliográficos
Autor: Cepeda Cuervo, Edilberto
Tipo de recurso: artículo
Fecha de publicación:2011
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/13275
Acceso en línea:https://hdl.handle.net/2099/13275
Access Level:acceso abierto
Palabra clave:Mathematical statistics
fisher scoring
mean-covariance modelling
antedependence
spatial statistics
spatial temporal models,
spatial longitudinal data
Bayesian
Estadística matemàtica
Classificació AMS::62 Statistics::62F Parametric inference
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
Descripción
Sumario:An important problem in statistics is the study of spatio-te mporal data taking into account the effect of explanatory variables such as latitude, longitud e and time. In this paper, a new Bayesian approach for analyzing spatial longitudinal data is propos ed. It takes into account linear time regression structures on the mean and linear regression str uctures on the variance-covariance matrix of normal observations. The spatial structure is inc luded in the time regression parameters and also in the regression structure of the variance covaria nce matrix. Initially, we present a summary of the spatial models and the Bayesian methodology u sed to fit the models, as a extension of the longitudinal data analysis. Next, the gene ral spatial temporal model is proposed. Finally, this proposal is used to study rainfall data