Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections

DOI10.1080/01621459.2022.2078330arXiv2205.10943OpenAlexW4280640912MaRDI QIDQ6185571FDOQ6185571

Authors: Mary Lai O. Salvaña, Amanda Lenzi, Marc G. Genton 

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: When analyzing the spatio-temporal dependence in most environmental and earth sciences variables such as pollutant concentrations at different levels of the atmosphere, a special property is observed: the covariances and cross-covariances are stronger in certain directions. This property is attributed to the presence of natural forces, such as wind, which cause the transport and dispersion of these variables. This spatio-temporal dynamics prompted the use of the Lagrangian reference frame alongside any Gaussian spatio-temporal geostatistical model. Under this modeling framework, a whole new class was birthed and was known as the class of spatio-temporal covariance functions under the Lagrangian framework, with several developments already established in the univariate setting, in both stationary and nonstationary formulations, but less so in the multivariate case. Despite the many advances in this modeling approach, efforts have yet to be directed to probing the case for the use of multiple advections, especially when several variables are involved. Accounting for multiple advections would make the Lagrangian framework a more viable approach in modeling realistic multivariate transport scenarios. In this work, we establish a class of Lagrangian spatio-temporal cross-covariance functions with multiple advections, study its properties, and demonstrate its use on a bivariate pollutant dataset of particulate matter in Saudi Arabia.

Full work available at URL: https://arxiv.org/abs/2205.10943

zbMATH Keywords

spatio-temporalLagrangian frameworkmultivariate random fieldcross-covariance functionmultiple advectionstransport effect

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Matérn cross-covariance functions for multivariate random fields
• Space–Time Covariance Functions
• An approach to modeling asymmetric multivariate spatial covariance structures
• Spatio-temporal modeling of particulate matter concentration through the SPDE approach
• Asymptotics for REML estimation of spatial covariance parameters
• Cross-covariance functions for multivariate geostatistics
• Flexible modeling of variable asymmetries in cross-covariance functions for multivariate random fields
• When doesn't cokriging outperform Kriging?
• Title not available (Why is that?)
• Title not available (Why is that?)
• Modeling nonstationary processes through dimension expansion
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Title not available (Why is that?)
• Some covariance models based on normal scale mixtures
• Statistical Methods for Regular Monitoring Data
• On the robustness of two-stage estimators
• Practical large-scale spatio-temporal modeling of particulate matter concentrations
• Lagrangian Spatio-Temporal Nonstationary Covariance Functions

Cited In (3)

• Integrated nested Laplace approximations for large-scale spatiotemporal Bayesian modeling
• Cross-covariances and localization for EnKF in multiphase flow data assimilation
• Corrections to “Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections”

This page was built for publication: Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6185571)