A process-convolution approach to modelling temperatures in the North Atlantic Ocean |
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Authors: | David Higdon |
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Affiliation: | (1) Institute of Statistics and Decision Sciences, Duke University, Durham, NC 27708-0251, USA |
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Abstract: | This paper develops a process-convolution approach for space-time modelling. With this approach, a dependent process is constructed by convolving a simple, perhaps independent, process. Since the convolution kernel may evolve over space and time, this approach lends itself to specifying models with non-stationary dependence structure. The model is motivated by an application from oceanography: estimation of the mean temperature field in the North Atlantic Ocean as a function of spatial location and time. The large amount of this data poses some difficulties; hence computational considerations weigh heavily in some modelling aspects. A Bayesian approach is taken here which relies on Markov chain Monte Carlo for exploring the posterior distribution. |
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Keywords: | Bayesian inference moving average non-stationarity oceanography space-time modelling spatial correlation |
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