A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles

Mastrantonio, G.; Lasinio, G. J.; Pollice, A.; Capotorti, G.; Teodonio, L.; Genova, G.; Di Blasi, Colomba

doi:10.1214/18-AOAS1212

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

A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles / Mastrantonio, G.; Lasinio, G. J.; Pollice, A.; Capotorti, G.; Teodonio, L.; Genova, G.; DI BLASI, COLOMBA. - In: THE ANNALS OF APPLIED STATISTICS. - ISSN 1932-6157. - 13:2(2019), pp. 797-823.

Titolo:	A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles
Autori:	MASTRANTONIO, GIANLUCA Lasinio G. J. Pollice A. Capotorti G. Teodonio L. Genova G. DI BLASI, COLOMBA mostra contributor esterni nascondi contributor esterni
Data di pubblicazione:	2019
Rivista:	THE ANNALS OF APPLIED STATISTICS
Digital Object Identifier (DOI):	http://dx.doi.org/10.1214/18-AOAS1212
Appare nelle tipologie:	1.1 Articolo in rivista

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2019 - A HIERARCHICAL MULTIVARIATE SPATIO-TEMPORAL MODEL FOR CLUSTERED CLIMATE DATA WITH ANNUAL CYCLES.pdf		2a Post-print versione editoriale / Version of Record	Non Pubblico - Accesso privato/ristretto	Administrator Richiedi una copia
1801.00274.pdf		2. Post-print / Author's Accepted Manuscript	PUBBLICO - Tutti i diritti riservati	Visibile a tuttiVisualizza/Apri

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http://hdl.handle.net/11583/2777035

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