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Spatio-Temporal Covariance Modeling With Some Arma Temporal Margins, Samuel Seth Demel, Juan Du

Conference on Applied Statistics in Agriculture

A valid covariance structure is needed to model spatio-temporal data in various disciplines, such as environmental science, climatology and agriculture. In this work we propose a collection of spatio-temporal functions whose discrete temporal margins are some autoregressive and moving average (ARMA) models, obtain a necessary and sufficient condition for them to be covariance functions. An asymmetric version of this model is also provided to account for space-time irreversibility property in practice. Finally, a spatio-temporal model with AR(2) discrete margin is fitted to wind data from Ireland for estimation and prediction, which are compared with some general existing parametric models in …