Generalized spatio-temporal models

An important problem in statistics is the study of spatio-temporal data taking into account the effect of explanatory variables such as latitude, longitude and time. In this paper, a new Bayesian approach for analyzing spatial longitudinal data is proposed. It takes into account linear time regressi...

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Detalles Bibliográficos
Autor: Cepeda-Cuervo, Edilberto|||0000-0002-0653-7699
Tipo de recurso: artículo
Fecha de publicación:2011
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:97724
Acceso en línea:https://ddd.uab.cat/record/97724
Access Level:acceso abierto
Palabra clave:Bayesian
Fisher scoring
Mean-covariance modelling
Antedependence
Spatial statistics
Spatial temporal models
Spatial longitudinal data
Descripción
Sumario:An important problem in statistics is the study of spatio-temporal data taking into account the effect of explanatory variables such as latitude, longitude and time. In this paper, a new Bayesian approach for analyzing spatial longitudinal data is proposed. It takes into account linear time regression structures on the mean and linear regression structures on the variance-covariance matrix of normal observations. The spatial structure is included in the time regression parameters and also in the regression structure of the variance covariance matrix. Initially, we present a summary of the spatial models and the Bayesian methodology used to fit the models, as a extension of the longitudinal data analysis. Next, the general spatial temporal model is proposed. Finally, this proposal is used to study rainfall data.