Space–time correlation analysis: a comparative study

Space-time correlation modelling is one of the crucial steps of traditional structural analysis, since space-time models are used for prediction purposes. A comparative study among some classes of space-time covariance functions is proposed. The relevance of choosing a suitable model by taking into account the characteristic behaviour of the models is proved by using a space-time data set of ozone daily averages and the flexibility of the product-sum model is also highlighted through simulated data sets.

[1]  D. E. Myers,et al.  The Linear Coregionalization Model and the Product–Sum Space–Time Variogram , 2003 .

[2]  Donato Posa,et al.  Spatial-Temporal Modeling of SO2 in Milan District , 1997 .

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

[4]  S. De Iaco,et al.  Modeling and prediction of multivariate space-time random fields , 2005, Comput. Stat. Data Anal..

[5]  G. Christakos On the Problem of Permissible Covariance and Variogram Models , 1984 .

[6]  Donato Posa,et al.  Product‐sum covariance for space‐time modeling: an environmental application , 2001 .

[7]  D. Myers,et al.  Estimating and modeling space–time correlation structures , 2001 .

[8]  D. Myers,et al.  Variograms with zonal anisotropies and noninvertible kriging systems , 1990 .

[9]  D. E. Myers,et al.  Nonseparable Space-Time Covariance Models: Some Parametric Families , 2002 .

[10]  D. Myers,et al.  Space–time analysis using a general product–sum model , 2001 .

[11]  Chunsheng Ma,et al.  Spatio-Temporal Covariance Functions Generated by Mixtures , 2002 .

[12]  Some space-time models: an application to NO2 pollution in an urban area , 2000 .

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

[14]  Donato Posa,et al.  FORTRAN programs for space-time modeling , 2002 .

[15]  Phaedon C. Kyriakidis,et al.  Geostatistical Space–Time Models: A Review , 1999 .

[16]  N. Cressie,et al.  Classes of nonseparable, spatio-temporal stationary covariance functions , 1999 .

[17]  Chunsheng Ma,et al.  Families of spatio-temporal stationary covariance models , 2003 .

[18]  Mike Rees,et al.  5. Statistics for Spatial Data , 1993 .

[19]  Roussos Dimitrakopoulos,et al.  Spatiotemporal Modelling: Covariances and Ordinary Kriging Systems , 1994 .

[20]  Noel A. C. Cressie,et al.  Statistics for Spatial Data: Cressie/Statistics , 1993 .

[21]  S. De Iaco,et al.  Space-time variograms and a functional form for total air pollution measurements , 2002, Comput. Stat. Data Anal..

[22]  Noel A Cressie,et al.  Statistics for Spatial Data. , 1992 .

[23]  Shahrokh Rouhani,et al.  Space-Time Kriging of Groundwater Data , 1989 .

[24]  Clayton V. Deutsch,et al.  GSLIB: Geostatistical Software Library and User's Guide , 1993 .

[25]  Chunsheng Ma,et al.  Linear combinations of space-time covariance functions and variograms , 2005, IEEE Transactions on Signal Processing.