On-line spatio-temporal prediction by a state space representation of the generalised space time autoregressive model

MaRDI QIDQ1606006zbMATH OpenFDO

Authors Luigi Ippoliti

Publication date 29 July 2002

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

cross-validationspatio-temporal modellingkrigingdynamic model

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Inference from stochastic processes and prediction (62M20)

Recommendations

• On spatiotemporal prediction for on-line monitoring data
• The kriged Kalman filter. (With discussion)
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure
• A dimension-reduced approach to space-time Kalman filtering
• A State Space Modeling Approach for Time Series Forecasting

Cited in

(11)

• Spatial prediction and spatial dependence monitoring on georeferenced data streams
• A dimension-reduced approach to space-time Kalman filtering
• Temperature prediction based on a space-time regression-kriging model
• The kriging update model and recursive space-time function estimation
• On spatiotemporal prediction for on-line monitoring data
• A new covariance function and spatio-temporal prediction (kriging) for a stationary spatio-temporal random process
• Dynamic models for space-time prediction via Karhunen-Loève expansion
• Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
• Conditional simulation in dynamic linear models for spatial and temporal predictions of diffusive phenomena
• Linear smoothing of noisy spatial temporal series
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure

This page was built for publication: On-line spatio-temporal prediction by a state space representation of the generalised space time autoregressive model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1606006)