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Spatial Statistics and Spatio-Temporal Data: Covariance Functions and Directional Properties [Kõva köide]

(Texas A&M University)
  • Formaat: Hardback, 304 pages, kõrgus x laius x paksus: 236x158x21 mm, kaal: 567 g
  • Sari: Wiley Series in Probability and Statistics
  • Ilmumisaeg: 23-Nov-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470699582
  • ISBN-13: 9780470699584
Teised raamatud teemal:
  • Formaat: Hardback, 304 pages, kõrgus x laius x paksus: 236x158x21 mm, kaal: 567 g
  • Sari: Wiley Series in Probability and Statistics
  • Ilmumisaeg: 23-Nov-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 0470699582
  • ISBN-13: 9780470699584
Teised raamatud teemal:
In the spatial or spatio-temporal context, specifying the correct covariance function is fundamental to obtain efficient predictions, and to understand the underlying physical process of interest. This book focuses on covariance and variogram functions, their role in prediction, and appropriate choice of these functions in applications. Both recent and more established methods are illustrated to assess many common assumptions on these functions, such as, isotropy, separability, symmetry, and intrinsic correlation.

After an extensive introduction to spatial methodology, the book details the effects of common covariance assumptions and addresses methods to assess the appropriateness of such assumptions for various data structures.

Key features:

  • An extensive introduction to spatial methodology including a survey of spatial covariance functions and their use in spatial prediction (kriging) is given.
  • Explores methodology for assessing the appropriateness of assumptions on covariance functions in the spatial, spatio-temporal, multivariate spatial, and point pattern settings.
  • Provides illustrations of all methods based on data and simulation experiments to demonstrate all methodology and guide to proper usage of all methods.
  • Presents a brief survey of spatial and spatio-temporal models, highlighting the Gaussian case and the binary data setting, along with the different methodologies for estimation and model fitting for these two data structures.
  • Discusses models that allow for anisotropic and nonseparable behaviour in covariance functions in the spatial, spatio-temporal and multivariate settings.
  • Gives an introduction to point pattern models, including testing for randomness, and fitting regular and clustered point patterns. The importance and assessment of isotropy of point patterns is detailed.

Statisticians, researchers, and data analysts working with spatial and space-time data will benefit from this book as well as will graduate students with a background in basic statistics following courses in engineering, quantitative ecology or atmospheric science.

Preface xi
1 Introduction
1(20)
1.1 Stationarity
4(1)
1.2 The effect of correlation in estimation and prediction
5(9)
1.2.1 Estimation
5(7)
1.2.2 Prediction
12(2)
1.3 Texas tidal data
14(7)
2 Geostatistics
21(24)
2.1 A model for optimal prediction and error assessment
23(2)
2.2 Optimal prediction (kriging)
25(9)
2.2.1 An example: phosphorus prediction
28(4)
2.2.2 An example in the power family of variogram functions
32(2)
2.3 Prediction intervals
34(4)
2.3.1 Predictions and prediction intervals for lognormal observations
35(3)
2.4 Universal kriging
38(2)
2.4.1 Optimal prediction in universal kriging
39(1)
2.5 The intuition behind kriging
40(5)
2.5.1 An example: the kriging weights in the phosphorus data
41(4)
3 Variogram and covariance models and estimation
45(26)
3.1 Empirical estimation of the variogram or covariance function
45(2)
3.1.1 Robust estimation
46(1)
3.1.2 Kernel smoothing
47(1)
3.2 On the necessity of parametric variogram and covariance models
47(1)
3.3 Covariance and variogram models
48(7)
3.3.1 Spectral methods and the Matern covariance model
51(4)
3.4 Convolution methods and extensions
55(2)
3.4.1 Variogram models where no covariance function exists
56(1)
3.4.2 Jumps at the origin and the nugget effect
56(1)
3.5 Parameter estimation for variogram and covariance models
57(6)
3.5.1 Estimation with a nonconstant mean function
62(1)
3.6 Prediction for the phosphorus data
63(6)
3.7 Nonstationary covariance models
69(2)
4 Spatial models and statistical inference
71(16)
4.1 Estimation in the Gaussian case
74(4)
4.1.1 A data example: model fitting for the wheat yield data
75(3)
4.2 Estimation for binary spatial observations
78(9)
4.2.1 Edge effects
83(1)
4.2.2 Goodness of model fit
84(3)
5 Isotropy
87(36)
5.1 Geometric anisotropy
91(1)
5.2 Other types of anisotropy
92(1)
5.3 Covariance modeling under anisotropy
93(1)
5.4 Detection of anisotropy: the rose plot
94(2)
5.5 Parametric methods to assess isotropy
96(1)
5.6 Nonparametric methods of assessing anisotropy
97(14)
5.6.1 Regularly spaced data case
97(4)
5.6.2 Irregularly spaced data case
101(3)
5.6.3 Choice of spatial lags for assessment of isotropy
104(1)
5.6.4 Test statistics
105(2)
5.6.5 Numerical results
107(4)
5.7 Assessment of isotropy for general sampling designs
111(9)
5.7.1 A stochastic sampling design
111(1)
5.7.2 Covariogram estimation and asymptotic properties
112(1)
5.7.3 Testing for spatial isotropy
113(2)
5.7.4 Numerical results for general spatial designs
115(2)
5.7.5 Effect of bandwidth and block size choice
117(3)
5.8 An assessment of isotropy for the longleaf pine sizes
120(3)
6 Space-time data
123(26)
6.1 Space-time observations
123(1)
6.2 Spatio-temporal stationarity and spatio-temporal prediction
124(1)
6.3 Empirical estimation of the variogram, covariance models, and estimation
125(2)
6.3.1 Space-time symmetry and separability
126(1)
6.4 Spatio-temporal covariance models
127(3)
6.4.1 Nonseparable space-time covariance models
128(2)
6.5 Space-time models
130(2)
6.6 Parametric methods of assessing full symmetry and space-time separability
132(1)
6.7 Nonparametric methods of assessing full symmetry and space-time separability
133(14)
6.7.1 Irish wind data
139(2)
6.7.2 Pacific Ocean wind data
141(1)
6.7.3 Numerical experiments based on the Irish wind data
142(2)
6.7.4 Numerical experiments on the test for separability for data on a grid
144(1)
6.7.5 Taylor's hypothesis
145(2)
6.8 Nonstationary space-time covariance models
147(2)
7 Spatial point patterns
149(18)
7.1 The Poisson process and spatial randomness
150(6)
7.2 Inhibition models
156(2)
7.3 Clustered models
158(9)
8 Isotropy for spatial point patterns
167(14)
8.1 Some large sample results
169(1)
8.2 A test for isotropy
170(1)
8.3 Practical issues
171(2)
8.4 Numerical results
173(4)
8.4.1 Poisson cluster processes
173(3)
8.4.2 Simple inhibition processes
176(1)
8.5 An application to leukemia data
177(4)
9 Multivariate spatial and spatio-temporal models
181(34)
9.1 Cokriging
183(3)
9.2 An alternative to cokriging
186(8)
9.2.1 Statistical model
187(1)
9.2.2 Model fitting
188(3)
9.2.3 Prediction
191(1)
9.2.4 Validation
192(2)
9.3 Multivariate covariance functions
194(4)
9.3.1 Variogram function or covariance function?
195(1)
9.3.2 Intrinsic correlation, separable models
196(1)
9.3.3 Coregionalization and kernel convolution models
197(1)
9.4 Testing and assessing intrinsic correlation
198(7)
9.4.1 Testing procedures for intrinsic correlation and symmetry
201(1)
9.4.2 Determining the order of a linear model of coregionalization
202(2)
9.4.3 Covariance estimation
204(1)
9.5 Numerical experiments
205(4)
9.5.1 Symmetry
205(2)
9.5.2 Intrinsic correlation
207(2)
9.5.3 Linear model of coregionalization
209(1)
9.6 A data application to pollutants
209(4)
9.7 Discussion
213(2)
10 Resampling for correlated observations
215(36)
10.1 Independent observations
218(6)
10.1.1 U-statistics
218(2)
10.1.2 The jackknife
220(1)
10.1.3 The bootstrap
221(3)
10.2 Other data structures
224(1)
10.3 Model-based bootstrap
225(3)
10.3.1 Regression
225(2)
10.3.2 Time series: autoregressive models
227(1)
10.4 Model-free resampling methods
228(8)
10.4.1 Resampling for stationary dependent observations
230(2)
10.4.2 Block bootstrap
232(1)
10.4.3 Block jackknife
233(1)
10.4.4 A numerical experiment
233(3)
10.5 Spatial resampling
236(4)
10.5.1 Model-based resampling
237(1)
10.5.2 Monte Carlo maximum likelihood
238(2)
10.6 Model-free spatial resampling
240(6)
10.6.1 A spatial numerical experiment
244(2)
10.6.2 Spatial bootstrap
246(1)
10.7 Unequally spaced observations
246(5)
Bibliography 251(12)
Index 263
Michael Sherman, Professor of Statistics, Texas A&M University Michael Sherman has done extensive research on re-sampling methods for temporally or spatially dependent data and spatial statistics. He has published various papers in JASA, Biometrics and JRSS-B.  In 2000 he created a course in Spatial Statistics at Texas A&M University and has given over 35 invited presentations at University seminars, ASA meetings and special topic meetings.