A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models

作者：Bruno Francesca^*; Cocchi Daniela; Paci Lucia

来源：ASTA-Advances in Statistical Analysis, 2013, 97(2): 93-108.

DOI：10.1007/s10182-012-0193-6

• Spatio-temporal models
• Hierarchical models
• Groups of spatial sites
• Tropospheric ozone

Hierarchical spatio-temporal models allow for the consideration and estimation of many sources of variability. A general spatio-temporal model can be written as the sum of a spatio-temporal trend and a spatio-temporal random effect. When spatial locations are considered to be homogeneous with respect to some exogenous features, the groups of locations may share a common spatial domain. Differences between groups can be highlighted both in the large-scale, spatio-temporal component and in the spatio-temporal dependence structure. When these differences are not included in the model specification, model performance and spatio-temporal predictions may be weak. This paper proposes a method for evaluating and comparing models that progressively include group differences. Hierarchical modeling under a Bayesian perspective is followed, allowing flexible models and the statistical assessment of results based on posterior predictive distributions. This procedure is applied to tropospheric ozone data in the Italian Emilia-Romagna region for 2001, where 30 monitoring sites are classified according to environmental laws into two groups by their relative position with respect to traffic emissions.

• 出版日期2013-4