2019
DOI: 10.1214/18-aoas1212
|View full text |Cite
|
Sign up to set email alerts
|

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

Abstract: We present a multivariate hierarchical space-time model to describe the joint series of monthly extreme temperatures and amounts of rainfall. Data are available for 360 monitoring stations over 60 years, with missing data affecting almost all series. Model components account for spatiotemporal dependence with annual cycles, dependence on covariates and between responses. The very large amount of data is tackled modeling the spatio-temporal dependence by the nearest neighbor Gaussian process. Response multivari… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
15
0

Year Published

2019
2019
2023
2023

Publication Types

Select...
7
1

Relationship

2
6

Authors

Journals

citations
Cited by 23 publications
(15 citation statements)
references
References 50 publications
0
15
0
Order By: Relevance
“…This has been advocated in recent papers: Random fields defined over scriptD×S1, where scriptD is the spatial domain (a path or a planar surface) and S1 is time wrapped over the circle, have been considered by Benigni and Furrer (2012) to analyze improvised explosive device attacks along a main supply route in Baghdad, or by Shirota and Gelfand (2017) to analyze daily crime events in San Francisco. Similar approaches are then adopted by Mastrantonio et al (2019), who consider Bayesian hierarchical modeling where seasonality is modeled through conditioning sets. A similar approach under the Bayesian framework has been adopted by White and Porcu (2019a).…”
Section: Discussionmentioning
confidence: 99%
“…This has been advocated in recent papers: Random fields defined over scriptD×S1, where scriptD is the spatial domain (a path or a planar surface) and S1 is time wrapped over the circle, have been considered by Benigni and Furrer (2012) to analyze improvised explosive device attacks along a main supply route in Baghdad, or by Shirota and Gelfand (2017) to analyze daily crime events in San Francisco. Similar approaches are then adopted by Mastrantonio et al (2019), who consider Bayesian hierarchical modeling where seasonality is modeled through conditioning sets. A similar approach under the Bayesian framework has been adopted by White and Porcu (2019a).…”
Section: Discussionmentioning
confidence: 99%
“…In some practical scenarios, several spatial phenomena are monitored simultaneously [5]. Though each spatially distributed process can be modelled individually, crosscorrelation between them is ubiquitous [10].…”
Section: B Multivariate Spatial Predictionmentioning
confidence: 99%
“…In cases there exist multiple or multivariate spatial processes in the same environment, e.g. indoor temperature and humidity, they may have cross-correlation [5]. If those spatial phenomena are simultaneously observed, presence of their cross-correlation may influence on results of the spatial sensor selection for monitoring multivariate spatial fields, which here we define as the multivariate sensor selection.…”
Section: Introductionmentioning
confidence: 99%
“…The usual choice is the Cholesky decomposition, however it is well known that this induces an ordering between the variables [56] that is against one of the principle of compositional data analysis. We follow the approach of [43] by setting…”
Section: A New Parametrizationmentioning
confidence: 99%