Nonparametric spectral methods for multivariate spatial and spatial-temporal data
From MaRDI portal
Nonparametric estimation (62G05) Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10)
Abstract: We propose computationally efficient methods for estimating stationary multivariate spatial and spatial-temporal spectra from incomplete gridded data. The methods are iterative and rely on successive imputation of data and updating of model estimates. Imputations are done according to a periodic model on an expanded domain. The periodicity of the imputations is a key feature that reduces edge effects in the periodogram and is facilitated by efficient circulant embedding techniques. In addition, we describe efficient methods for decomposing the estimated cross spectral density function into a linear model of coregionalization plus a residual process. The methods are applied to two storm datasets, one of which is from Hurricane Florence, which struck the souteastern United States in September 2018. The application demonstrates how fitted models from different datasets can be compared, and how the methods are computationally feasible on datasets with more than 200,000 total observations.
Recommendations
- Spectral methods in spatial statistics
- Spectral density estimation for random fields via periodic embeddings
- Spectral methods for nonstationary spatial processes
- A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes
- Automatic estimation of spatial spectra via smoothing splines
Cites work
- A general framework for Vecchia approximations of Gaussian processes
- A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
- Coherence for Multivariate Random Fields
- Cross-covariance functions for multivariate geostatistics
- Edge effects and efficient parameter estimation for stationary random fields
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- Likelihood approximation with hierarchical matrices for large spatial datasets
- Matérn cross-covariance functions for multivariate random fields
- Multivariate spatial modeling for geostatistical data using convolved covariance functions
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- Parameter estimation for a stationary process on a d-dimensional lattice
- Properties of spatial cross-periodograms using fixed-domain asymptotics
- Spectral density estimation for random fields via periodic embeddings
- When doesn't cokriging outperform Kriging?
Cited in
(7)- Spatial regression with non-parametric modeling of Fourier coefficients
- A kernel-based spectral model for non-Gaussian spatio-temporal processes
- Spectral methods for nonstationary spatial processes
- Spectral density estimation for random fields via periodic embeddings
- Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso
- Bayesian nonparametric generative modeling of large multivariate non-Gaussian spatial fields
- Multivariate Matérn models -- a spectral approach
This page was built for publication: Nonparametric spectral methods for multivariate spatial and spatial-temporal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2057833)
