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001-es BibID:	BIBFORM070850
035-os BibID:	(WoS)000413152100008 (Scopus)85020421624
Első szerző:	Subba Rao, Tata
Cím:	A new covariance function and spatio-temporal prediction (kriging) for a stationary spatio-temporal random process / T. Subba Rao, Gyorgy Terdik
Dátum:	2017
ISSN:	0143-9782
Megjegyzések:	Consider a stationary spatio-temporal random process {Y-t (s); s is an element of R-d , t is an element of Z} and let {Y-t (s) ; i = 1, 2, ... , m; t = 1, ... , n} be a sample from the process. Our object here is to predict, given the sample, {Y-t (s(o))} for all t at the location s(o). To obtain the predictors, we define a sequence of discrete Fourier transforms {J(si) (omega(j)) ; i = 1, 2, ... , m} using the observed time series. We consider these discrete Fourier transforms as a sample from the complex valued random variable (J(s) (omega)}. Assuming that the discrete Fourier transforms satisfy a complex stochastic partial differential equation of the Laplacian type with a scaling function that is a polynomial in the temporal spectral frequency , we obtain, in a closed form, expressions for the second-order spatio-temporal spectrum and the covariance function. The spectral density function obtained corresponds to a non-separable random process. The optimal predictor of the discrete Fourier transform J(so) (omega) is in terms of the covariance functions. The estimation of the parameters of the spatio-temporal covariance function is considered and is based on the recently introduced frequency variogram method. The methods given here can be extended to situations where the observations are corrupted by independent white noise. The methods are illustrated with a real data set.
Tárgyszavak:	Természettudományok Matematika- és számítástudományok idegen nyelvű folyóiratközlemény külföldi lapban folyóiratcikk Complex stochastic partial differential equations covariance functions discrete Fourier transforms measurement errors spatio-temporal processes prediction (kriging) frequency variogram
Megjelenés:	Journal of Time Series Analysis. - 38 : 6 (2017), p. 936-959. -
További szerzők:	Terdik György (1949-) (matematikus, informatikus)
Internet cím:	Szerző által megadott URL DOI Intézményi repozitóriumban (DEA) tárolt változat
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