Space-time correlation analysis: a comparative study

作者：De Iaco Sandra^*

来源：Journal of Applied Statistics, 2010, 37(6): 1027-1041.

DOI：10.1080/02664760903019422

• space-time random field
• space-time covariance
• characteristic behaviour
• product-sum model
• structural analysis

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.

• 出版日期2010