Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing space-time dependence. We accommodate covariates, implement full kriging and forecasting, and also allow for a nugget which can be time dependent. We work within a Bayesian framework, introducing suitable latent variables to facilitate Markov chain Monte Carlo (MCMC) model fitting. The Bayesian framework enables us to implement full inference, obtaining predictive distributions for kriging and forecasting. We offer comparison between the less flexible but more interpretable wrapped Gaussian process and the more flexible but less interpretable projected Gaussian process. We do this illustratively using both simulated data and data from computer model output for wave directions in the Adriatic Sea off the coast of Italy

Spatio-temporal circular models with non-separable covariance structure / Mastrantonio, Gianluca; Jona Lasinio, Giovanna; Gelfand, Alan E.. - In: TEST. - ISSN 1133-0686. - 25:2(2016), pp. 331-350. [10.1007/s11749-015-0458-y]

Spatio-temporal circular models with non-separable covariance structure

MASTRANTONIO, GIANLUCA;
2016

Abstract

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing space-time dependence. We accommodate covariates, implement full kriging and forecasting, and also allow for a nugget which can be time dependent. We work within a Bayesian framework, introducing suitable latent variables to facilitate Markov chain Monte Carlo (MCMC) model fitting. The Bayesian framework enables us to implement full inference, obtaining predictive distributions for kriging and forecasting. We offer comparison between the less flexible but more interpretable wrapped Gaussian process and the more flexible but less interpretable projected Gaussian process. We do this illustratively using both simulated data and data from computer model output for wave directions in the Adriatic Sea off the coast of Italy
2016
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2664909