Temporal Forecasting with a Bayesian Spatial Predictor: Application to Ozone

This paper develops and empirically compares two Bayesian and empirical Bayes space-time approaches for forecasting next-day hourly ground-level ozone concentrations. The comparison involves the Chicago area in the summer of 2000 and measurements from fourteen monitors as reported in the EPA's AQS database. One of these approaches adapts a multivariate method originally designed for spatial prediction. The second is based on a state-space modeling approach originally developed and used in a case study involving one week in Mexico City with ten monitoring sites. The first method proves superior to the second in the Chicago Case Study, judged by several criteria, notably root mean square predictive accuracy, computing times, and calibration of 95% predictive intervals