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

zbMATH Open0996.62088MaRDI QIDQ1606006FDOQ1606006

Authors: Luigi Ippoliti 

Publication date: 29 July 2002

Published in: Metron (Search for Journal in Brave)

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zbMATH Keywords

cross-validationspatio-temporal modellingkrigingdynamic model

Mathematics Subject Classification ID

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

Cited In (11)

• Spatial prediction and spatial dependence monitoring on georeferenced data streams
• 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
• A dimension-reduced approach to space-time Kalman filtering

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