Spatio-temporal circular models with non-separable covariance structure
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Abstract: Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing space-time dependence. We accommodate covariates, implement full kriging and forecasting, and also allow for a nugget which can be time dependent. We work within a Bayesian framework, introducing suitable latent variables to facilitate Markov chain Monte Carlo (MCMC) model fitting. The Bayesian framework enables us to implement full inference, obtaining predictive distributions for kriging and forecasting. We offer comparison between the less flexible but more interpretable wrapped Gaussian process and the more flexible but less interpretable projected Gaussian process. We do this illustratively using both simulated data and data from computer model output for wave directions in the Adriatic Sea off the coast of Italy.
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Cited in
(18)- The joint projected normal and skew-normal: a distribution for poly-cylindrical data
- Modeling space and space-time directional data using projected Gaussian processes
- Recent advances in directional statistics
- Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data
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- A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
- Clustering of longitudinal interval-valued data via mixture distribution under covariance separability
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