Dynamic models for space-time prediction via Karhunen-Loève expansion

MaRDI QIDQ1766992zbMATH OpenFDO

Authors Lara Fontanella, Luigi Ippoliti

Publication date 3 March 2005

Published in Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

ARIMA modelsdynamic linear modelKalman filterKarhunen-Loève expansionkriging

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30)

Recommendations

• Conditional simulation in dynamic linear models for spatial and temporal predictions of diffusive phenomena
• On-line spatio-temporal prediction by a state space representation of the generalised space time autoregressive model
• A dimension-reduced approach to space-time Kalman filtering
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure
• On spatiotemporal prediction for on-line monitoring data

Cited in

(3)

• Conditional simulation in dynamic linear models for spatial and temporal predictions of diffusive phenomena
• Covariance tapering for multivariate Gaussian random fields estimation
• Solving Fredholm integral equations of the second kind via Wasserstein gradient flows

This page was built for publication: Dynamic models for space-time prediction via Karhunen-Loève expansion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1766992)