Space–time modelling of coupled spatiotemporal environmental variables

Summary.  The paper is concerned with a dynamic factor model for spatiotemporal coupled environmental variables. The model is proposed in a state space formulation which, through Kalman recursions, allows a unified approach to prediction and estimation. Full probabilistic inference for the model parameters is facilitated by adapting standard Markov chain Monte Carlo algorithms for dynamic linear models to our model formulation. The predictive ability of the model is discussed for two different data sets with variables measured at two different scales. Some possibilities for further research are also outlined.