Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes

Directional data naturally arise in many scientific fields, such as oceanography (wave direction), meteorology (wind direction), and biology (animal movement direction). Our contribution is to develop a fully model-based approach to capture structured spatial dependence for modeling directional data at different spatial locations. We build a projected Gaussian spatial process, induced from an inline bivariate Gaussian spatial process. We discuss the properties of the projected Gaussian process and show how to fit this process as a model for data, using suitable latent variables, with Markov chain Monte Carlo methods. We also show how to implement spatial interpolation and conduct model comparison in this setting. Simulated examples are provided as proof of concept. A data application arises for modeling wave direction data in the Adriatic sea, off the coast of Italy. In fact, this directional data is available across time, requiring a spatio-temporal model for its analysis. We discuss and illustrate this extension.

[1]  K. Mardia Statistics of Directional Data , 1972 .

[2]  David G. Kendall,et al.  Pole‐Seeking Brownian Motion and Bird Navigation , 1974 .

[3]  Thomas E. Wehrly,et al.  Bivariate models for dependence of angular observations and a related Markov process , 1980 .

[4]  J. Breckling The Analysis of Directional Time Series: Applications to Wind Speed and Direction , 1989 .

[5]  M. Stein The Analysis of Directional Time Series: Applications to Wind Speed and Direction , 1991 .

[6]  Nicholas I. Fisher,et al.  Statistical Analysis of Circular Data , 1993 .

[7]  N. Fisher,et al.  Statistical Analysis of Circular Data , 1993 .

[8]  Nicholas I. Fisher,et al.  Time Series Analysis of Circular Data , 1994 .

[9]  Rikard Berthilsson,et al.  A Statistical Theory of Shape , 1998, SSPR/SPR.

[10]  Stuart G. Coles,et al.  Extreme hurricane wind speeds: estimation, extrapolation and spatial smoothing. , 1998 .

[11]  Ramon C. Littell,et al.  Projected multivariate linear models for directional data , 1998 .

[12]  S. R. Jammalamadaka,et al.  Topics in Circular Statistics , 2001 .

[13]  T. Gneiting Nonseparable, Stationary Covariance Functions for Space–Time Data , 2002 .

[14]  Sw. Banerjee,et al.  Hierarchical Modeling and Analysis for Spatial Data , 2003 .

[15]  Claudio Agostinelli,et al.  circular: Circular Statistics, from "Topics in circular Statistics" (2001) S. Rao Jammalamadaka and A. SenGupta, World Scientific. , 2004 .

[16]  M. Stein Space–Time Covariance Functions , 2005 .

[17]  Gabriel Núñez-Antonio,et al.  A Bayesian analysis of directional data using the projected normal distribution , 2005 .

[18]  T. Gneiting,et al.  The continuous ranked probability score for circular variables and its application to mesoscale forecast ensemble verification , 2006 .

[19]  A. Raftery,et al.  Strictly Proper Scoring Rules, Prediction, and Estimation , 2007 .

[20]  William J. Morphet,et al.  Simulation, kriging, and visualization of circular-spatial data , 2008 .

[21]  Shogo Kato,et al.  A Family of Distributions on the Circle With Links to, and Applications Arising From, Möbius Transformation , 2010 .

[22]  Yuefeng Wu,et al.  The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation , 2010, J. Multivar. Anal..

[23]  Shogo Kato A Markov process for circular data , 2010 .

[24]  Noel A Cressie,et al.  Statistics for Spatio-Temporal Data , 2011 .

[25]  A Bayesian regression model for circular data based on the projected normal distribution , 2011 .

[26]  Giovanna Jona-Lasinio,et al.  Spatial analysis of wave direction data using wrapped Gaussian processes , 2012, 1301.1446.

[27]  Danny Modlin,et al.  Circular conditional autoregressive modeling of vector fields , 2012, Environmetrics.

[28]  A. Gelfand,et al.  Directional data analysis under the general projected normal distribution. , 2013, Statistical methodology.

[29]  J. Landes,et al.  Strictly Proper Scoring Rules , 2014 .

[30]  F. Breidt,et al.  Hierarchical Bayesian small area estimation for circular data , 2016 .