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001-es BibID:	BIBFORM070849
035-os BibID:	(WoS)000398533800010 (Scopus)85011841587
Első szerző:	Subba Rao, Tata
Cím:	On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data / Tata Subba Rao, Gyorgy Terdik
Dátum:	2017
ISSN:	0143-9782
Megjegyzések:	here is to present an alternative way, based on frequency domain methods, for modelling the data. We consider the discreteFourier transforms (DFTs) defined for the (intrinsic) time-series data observed at several locations as our data. We use thewell-known property that DFTs are asymptotically uncorrelated and distributed as complex Gaussian in deriving many results.Our objective here is to emphasize the usefulness of the DFTs in the analysis of spatio-temporal data. Under the assumption ofintrinsic stationarity, we consider the estimation of frequency variogram (FV) and discuss its asymptotic sampling properties.We show that FV introduced earlier is a frequency decomposition of space-time variogram. The DFTs can be computed veryfast using fast Fourier transform algorithms. Assuming that the DFTs of the incremental process satisfy a Laplacian model, ananalytic expression for the space?time spectral density and an expression for the FV in terms of the spectral density functionfor the intrinsic stationary process are derived. The estimation of the parameters of the spectral density is also considered. Astatistical test for spatial independence of spatio-temporal data is proposed.
Tárgyszavak:	Természettudományok Matematika- és számítástudományok idegen nyelvű folyóiratközlemény külföldi lapban folyóiratcikk Intrinsic stationarity spatio-temporal random processes frequency variogram Laplacian model test for spatial independence
Megjelenés:	Journal of Time Series Analysis. - 38 : 2 (2017), p. 308-325. -
További szerzők:	Terdik György (1949-) (matematikus, informatikus)
Internet cím:	Szerző által megadott URL DOI Intézményi repozitóriumban (DEA) tárolt változat
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