Statistics for Spatio-Temporal Data
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portes grátis
Statistics for Spatio-Temporal Data
Wikle, Christopher K.; Cressie, Noel
John Wiley & Sons Inc
04/2011
624
Dura
Inglês
9780471692744
15 a 20 dias
1127
Descrição não disponível.
Preface xv
Acknowledgments xix
1 Space-Time: The Next Frontier 1
2 Statistical Preliminaries 17
2.1 Conditional Probabilities and Hierarchical Modeling (HM), 20
2.2 Inference and Diagnostics, 33
2.3 Computation of the Posterior Distribution, 42
2.4 Graphical Representations of Statistical Dependencies, 48
2.5 Data/Model/Computing Compromises, 53
3 Fundamentals of Temporal Processes 55
3.1 Characterization of Temporal Processes, 56
3.2 Introduction to Deterministic Dynamical Systems, 59
3.3 Time Series Preliminaries, 80
3.4 Basic Time Series Models, 84
3.5 Spectral Representation of Temporal Processes, 100
3.6 Hierarchical Modeling of Time Series, 112
3.7 Bibliographic Notes, 116
4 Fundamentals of Spatial Random Processes 119
4.1 Geostatistical Processes, 124
4.2 Lattice Processes, 167
4.3 Spatial Point Processes, 204
4.4 Random Sets, 224
4.5 Bibliographic Notes, 231
5 Exploratory Methods for Spatio-Temporal Data 243
5.1 Visualization, 244
5.2 Spectral Analysis, 259
5.3 Empirical Orthogonal Function (EOF) Analysis, 266
5.4 Extensions of EOF Analysis, 271
5.5 Principal Oscillation Patterns (POPs), 279
5.6 Spatio-Temporal Canonical Correlation Analysis (CCA), 284
5.7 Spatio-Temporal Field Comparisons, 291
5.8 Bibliographic Notes, 292
6 Spatio-Temporal Statistical Models 297
6.1 Spatio-Temporal Covariance Functions, 304
6.2 Spatio-Temporal Kriging, 321
6.3 Stochastic Differential and Difference Equations, 327
6.4 Time Series of Spatial Processes, 336
6.5 Spatio-Temporal Point Processes, 347
6.6 Spatio-Temporal Components-of-Variation Models, 351
6.7 Bibliographic Notes, 356
7 Hierarchical Dynamical Spatio-Temporal Models 361
7.1 Data Models for the DSTM, 363
7.2 Process Models for the DSTM: Linear Models, 382
7.3 Process Models for the DSTM: Nonlinear Models, 403
7.4 Process Models for the DSTM: Multivariate Models, 418
7.5 DSTM Parameter Models, 425
7.6 Dynamical Design of Monitoring Networks, 430
7.7 Switching the Emphasis of Time and Space, 432
7.8 Bibliographic Notes, 433
8 Hierarchical DSTMs: Implementation and Inference 441
8.1 DSTM Process: General Implementation and Inference, 441
8.2 Inference for the DSTM Process: Linear/Gaussian Models, 444
8.3 Inference for the DSTM Parameters: Linear/Gaussian Models, 450
8.4 Inference for the Hierarchical DSTM: Nonlinear/Non-Gaussian Models, 460
8.5 Bibliographic Notes, 472
9 Hierarchical DSTMs: Examples 475
9.1 Long-Lead Forecasting of Tropical Pacific Sea Surface Temperatures, 476
9.2 Remotely Sensed Aerosol Optical Depth, 488
9.3 Modeling and Forecasting the Eurasian Collared Dove Invasion, 499
9.4 Mediterranean Surface Vector Winds, 507
Epilogue 519
References 523
Index 571
Acknowledgments xix
1 Space-Time: The Next Frontier 1
2 Statistical Preliminaries 17
2.1 Conditional Probabilities and Hierarchical Modeling (HM), 20
2.2 Inference and Diagnostics, 33
2.3 Computation of the Posterior Distribution, 42
2.4 Graphical Representations of Statistical Dependencies, 48
2.5 Data/Model/Computing Compromises, 53
3 Fundamentals of Temporal Processes 55
3.1 Characterization of Temporal Processes, 56
3.2 Introduction to Deterministic Dynamical Systems, 59
3.3 Time Series Preliminaries, 80
3.4 Basic Time Series Models, 84
3.5 Spectral Representation of Temporal Processes, 100
3.6 Hierarchical Modeling of Time Series, 112
3.7 Bibliographic Notes, 116
4 Fundamentals of Spatial Random Processes 119
4.1 Geostatistical Processes, 124
4.2 Lattice Processes, 167
4.3 Spatial Point Processes, 204
4.4 Random Sets, 224
4.5 Bibliographic Notes, 231
5 Exploratory Methods for Spatio-Temporal Data 243
5.1 Visualization, 244
5.2 Spectral Analysis, 259
5.3 Empirical Orthogonal Function (EOF) Analysis, 266
5.4 Extensions of EOF Analysis, 271
5.5 Principal Oscillation Patterns (POPs), 279
5.6 Spatio-Temporal Canonical Correlation Analysis (CCA), 284
5.7 Spatio-Temporal Field Comparisons, 291
5.8 Bibliographic Notes, 292
6 Spatio-Temporal Statistical Models 297
6.1 Spatio-Temporal Covariance Functions, 304
6.2 Spatio-Temporal Kriging, 321
6.3 Stochastic Differential and Difference Equations, 327
6.4 Time Series of Spatial Processes, 336
6.5 Spatio-Temporal Point Processes, 347
6.6 Spatio-Temporal Components-of-Variation Models, 351
6.7 Bibliographic Notes, 356
7 Hierarchical Dynamical Spatio-Temporal Models 361
7.1 Data Models for the DSTM, 363
7.2 Process Models for the DSTM: Linear Models, 382
7.3 Process Models for the DSTM: Nonlinear Models, 403
7.4 Process Models for the DSTM: Multivariate Models, 418
7.5 DSTM Parameter Models, 425
7.6 Dynamical Design of Monitoring Networks, 430
7.7 Switching the Emphasis of Time and Space, 432
7.8 Bibliographic Notes, 433
8 Hierarchical DSTMs: Implementation and Inference 441
8.1 DSTM Process: General Implementation and Inference, 441
8.2 Inference for the DSTM Process: Linear/Gaussian Models, 444
8.3 Inference for the DSTM Parameters: Linear/Gaussian Models, 450
8.4 Inference for the Hierarchical DSTM: Nonlinear/Non-Gaussian Models, 460
8.5 Bibliographic Notes, 472
9 Hierarchical DSTMs: Examples 475
9.1 Long-Lead Forecasting of Tropical Pacific Sea Surface Temperatures, 476
9.2 Remotely Sensed Aerosol Optical Depth, 488
9.3 Modeling and Forecasting the Eurasian Collared Dove Invasion, 499
9.4 Mediterranean Surface Vector Winds, 507
Epilogue 519
References 523
Index 571
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
spatio-temporal statistics, spatial statistics, hierarchical statistical model, Bayesian statistics, dynamical model, dimension reduction, geography, spatial ecology, geographical information systems, cressie, wikle
Preface xv
Acknowledgments xix
1 Space-Time: The Next Frontier 1
2 Statistical Preliminaries 17
2.1 Conditional Probabilities and Hierarchical Modeling (HM), 20
2.2 Inference and Diagnostics, 33
2.3 Computation of the Posterior Distribution, 42
2.4 Graphical Representations of Statistical Dependencies, 48
2.5 Data/Model/Computing Compromises, 53
3 Fundamentals of Temporal Processes 55
3.1 Characterization of Temporal Processes, 56
3.2 Introduction to Deterministic Dynamical Systems, 59
3.3 Time Series Preliminaries, 80
3.4 Basic Time Series Models, 84
3.5 Spectral Representation of Temporal Processes, 100
3.6 Hierarchical Modeling of Time Series, 112
3.7 Bibliographic Notes, 116
4 Fundamentals of Spatial Random Processes 119
4.1 Geostatistical Processes, 124
4.2 Lattice Processes, 167
4.3 Spatial Point Processes, 204
4.4 Random Sets, 224
4.5 Bibliographic Notes, 231
5 Exploratory Methods for Spatio-Temporal Data 243
5.1 Visualization, 244
5.2 Spectral Analysis, 259
5.3 Empirical Orthogonal Function (EOF) Analysis, 266
5.4 Extensions of EOF Analysis, 271
5.5 Principal Oscillation Patterns (POPs), 279
5.6 Spatio-Temporal Canonical Correlation Analysis (CCA), 284
5.7 Spatio-Temporal Field Comparisons, 291
5.8 Bibliographic Notes, 292
6 Spatio-Temporal Statistical Models 297
6.1 Spatio-Temporal Covariance Functions, 304
6.2 Spatio-Temporal Kriging, 321
6.3 Stochastic Differential and Difference Equations, 327
6.4 Time Series of Spatial Processes, 336
6.5 Spatio-Temporal Point Processes, 347
6.6 Spatio-Temporal Components-of-Variation Models, 351
6.7 Bibliographic Notes, 356
7 Hierarchical Dynamical Spatio-Temporal Models 361
7.1 Data Models for the DSTM, 363
7.2 Process Models for the DSTM: Linear Models, 382
7.3 Process Models for the DSTM: Nonlinear Models, 403
7.4 Process Models for the DSTM: Multivariate Models, 418
7.5 DSTM Parameter Models, 425
7.6 Dynamical Design of Monitoring Networks, 430
7.7 Switching the Emphasis of Time and Space, 432
7.8 Bibliographic Notes, 433
8 Hierarchical DSTMs: Implementation and Inference 441
8.1 DSTM Process: General Implementation and Inference, 441
8.2 Inference for the DSTM Process: Linear/Gaussian Models, 444
8.3 Inference for the DSTM Parameters: Linear/Gaussian Models, 450
8.4 Inference for the Hierarchical DSTM: Nonlinear/Non-Gaussian Models, 460
8.5 Bibliographic Notes, 472
9 Hierarchical DSTMs: Examples 475
9.1 Long-Lead Forecasting of Tropical Pacific Sea Surface Temperatures, 476
9.2 Remotely Sensed Aerosol Optical Depth, 488
9.3 Modeling and Forecasting the Eurasian Collared Dove Invasion, 499
9.4 Mediterranean Surface Vector Winds, 507
Epilogue 519
References 523
Index 571
Acknowledgments xix
1 Space-Time: The Next Frontier 1
2 Statistical Preliminaries 17
2.1 Conditional Probabilities and Hierarchical Modeling (HM), 20
2.2 Inference and Diagnostics, 33
2.3 Computation of the Posterior Distribution, 42
2.4 Graphical Representations of Statistical Dependencies, 48
2.5 Data/Model/Computing Compromises, 53
3 Fundamentals of Temporal Processes 55
3.1 Characterization of Temporal Processes, 56
3.2 Introduction to Deterministic Dynamical Systems, 59
3.3 Time Series Preliminaries, 80
3.4 Basic Time Series Models, 84
3.5 Spectral Representation of Temporal Processes, 100
3.6 Hierarchical Modeling of Time Series, 112
3.7 Bibliographic Notes, 116
4 Fundamentals of Spatial Random Processes 119
4.1 Geostatistical Processes, 124
4.2 Lattice Processes, 167
4.3 Spatial Point Processes, 204
4.4 Random Sets, 224
4.5 Bibliographic Notes, 231
5 Exploratory Methods for Spatio-Temporal Data 243
5.1 Visualization, 244
5.2 Spectral Analysis, 259
5.3 Empirical Orthogonal Function (EOF) Analysis, 266
5.4 Extensions of EOF Analysis, 271
5.5 Principal Oscillation Patterns (POPs), 279
5.6 Spatio-Temporal Canonical Correlation Analysis (CCA), 284
5.7 Spatio-Temporal Field Comparisons, 291
5.8 Bibliographic Notes, 292
6 Spatio-Temporal Statistical Models 297
6.1 Spatio-Temporal Covariance Functions, 304
6.2 Spatio-Temporal Kriging, 321
6.3 Stochastic Differential and Difference Equations, 327
6.4 Time Series of Spatial Processes, 336
6.5 Spatio-Temporal Point Processes, 347
6.6 Spatio-Temporal Components-of-Variation Models, 351
6.7 Bibliographic Notes, 356
7 Hierarchical Dynamical Spatio-Temporal Models 361
7.1 Data Models for the DSTM, 363
7.2 Process Models for the DSTM: Linear Models, 382
7.3 Process Models for the DSTM: Nonlinear Models, 403
7.4 Process Models for the DSTM: Multivariate Models, 418
7.5 DSTM Parameter Models, 425
7.6 Dynamical Design of Monitoring Networks, 430
7.7 Switching the Emphasis of Time and Space, 432
7.8 Bibliographic Notes, 433
8 Hierarchical DSTMs: Implementation and Inference 441
8.1 DSTM Process: General Implementation and Inference, 441
8.2 Inference for the DSTM Process: Linear/Gaussian Models, 444
8.3 Inference for the DSTM Parameters: Linear/Gaussian Models, 450
8.4 Inference for the Hierarchical DSTM: Nonlinear/Non-Gaussian Models, 460
8.5 Bibliographic Notes, 472
9 Hierarchical DSTMs: Examples 475
9.1 Long-Lead Forecasting of Tropical Pacific Sea Surface Temperatures, 476
9.2 Remotely Sensed Aerosol Optical Depth, 488
9.3 Modeling and Forecasting the Eurasian Collared Dove Invasion, 499
9.4 Mediterranean Surface Vector Winds, 507
Epilogue 519
References 523
Index 571
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
