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On modeling positive continuous data with spatiotemporal dependence
Author(s) -
Bevilacqua Moreno,
CaamañoCarrillo Christian,
Gaetan Carlo
Publication year - 2020
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.2632
Subject(s) - weibull distribution , inference , computer science , bivariate analysis , pairwise comparison , data mining , wind speed , marginal distribution , econometrics , mathematics , statistics , random variable , machine learning , artificial intelligence , physics , meteorology
In this article, we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatiotemporal dependence. Specifically, we propose to consider stochastic processes obtained through a monotone transformation of scaled version of χ 2 random processes. The latter is well known in the specialized literature and originates by summing independent copies of a squared Gaussian process. However, their use as stochastic models and related inference has not been much considered. Motivated by a spatiotemporal analysis of wind speed data from a network of meteorological stations in the Netherlands, we exemplify our modeling strategy by means of a nonstationary process with Weibull marginal distributions. For the proposed Weibull process we study the second‐order and geometrical properties and we provide analytic expressions for the bivariate distribution. Since the likelihood is intractable, even for a relatively small data set, we suggest adopting the pairwise likelihood as a tool for inference. Moreover, we tackle the prediction problem and we propose to use a linear prediction. The effectiveness of our modeling strategy is illustrated by analyzing the aforementioned Netherland wind speed data that we integrate with a simulation study. The proposed method is implemented in the R package GeoModels .