Environmental data usually have a spatio-temporal structure; pollutant concentrations, for example, are recorded along time and space. Generalized Additive Models (GAMs) represent a suitable tool to model spatial and/or temporal trends of this kind of data, that can be treated as functional, although they are collected as discrete observations. Frequently, the attention is focused on the prediction of a single pollutant at an unmonitored site and, at this aim, we extend kriging for functional data to a multivariate context by exploiting the correlation with the other pollutants. In particular, we propose two procedures: the first one (FKED) combines the regression of a variable (pollutant), of primary interest on the other variables, with functional kriging of the regression residuals; the second one (FCK) is based on linear unbiased prediction of spatially correlated multivariate random processes. The performance of the two proposed procedures is assessed by cross validation; data recorded during a year (2011) from the monitoring network of the state of California (USA) are considered.

francesca di salvo, mariantonietta ruggieri, antonella plaia (2020). Extending Functional kriging to a multivariate context. INTERNATIONAL JOURNAL OF STATISTICAL ANALYSIS.

Extending Functional kriging to a multivariate context

francesca di salvo;mariantonietta ruggieri
;
antonella plaia
2020

Abstract

Environmental data usually have a spatio-temporal structure; pollutant concentrations, for example, are recorded along time and space. Generalized Additive Models (GAMs) represent a suitable tool to model spatial and/or temporal trends of this kind of data, that can be treated as functional, although they are collected as discrete observations. Frequently, the attention is focused on the prediction of a single pollutant at an unmonitored site and, at this aim, we extend kriging for functional data to a multivariate context by exploiting the correlation with the other pollutants. In particular, we propose two procedures: the first one (FKED) combines the regression of a variable (pollutant), of primary interest on the other variables, with functional kriging of the regression residuals; the second one (FCK) is based on linear unbiased prediction of spatially correlated multivariate random processes. The performance of the two proposed procedures is assessed by cross validation; data recorded during a year (2011) from the monitoring network of the state of California (USA) are considered.
Settore SECS-S/01 - Statistica
http://ijstatisticalanalysis.org/articles/
francesca di salvo, mariantonietta ruggieri, antonella plaia (2020). Extending Functional kriging to a multivariate context. INTERNATIONAL JOURNAL OF STATISTICAL ANALYSIS.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10447/395151
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