[Statlist] séminaire institut statistique, le 5.05.2009

[ISTAT Messagerie]

SEMINAIRE DE STATISTIQUE
Institut de Statistique, Université de Neuchâtel, PAM 101 - Pierre à Mazel, 7  Neuchâtel

http://www2.unine.ch/statistics

Mardi 5 mai 2009, 11h00 - 12h00
Anthea Monod, Institut de Statistique, Université de Neuchâtel   

Covariance Models for Space-Time Processes 

With the recent phenomena of globalization and the rapid advancement in technology, the collection of data over vast surface areas and over several time periods (that is, space-time data) has become increasingly accessible, revealing complex data structures that inspire a demand for new analysis and modeling techniques. The applications of such techniques are wide-reaching and becoming increasingly prominent in various scientific disciplines, including physical, environmental, and biological sciences, hydrology and fluid dynamics.  
A pivotal concern for statistical analysis aimed at optimal spatial-temporal interpolation and prediction is the modeling and estimation of the covariance structure.  In this talk, I will present an overview of existing models for covariance structures for spatial data, including a discussion on notions associated with, and desirable properties of, spatial covariance functions; I will also present an explicit construction of the celebrated Matérn class of spatial covariances.  I will then discuss difficulties of introducing a time component into existing models for spatial covariance, and give an overview of existing spatial-temporal covariance models and discuss their advantages and limitations.  I will close with a discussion on future directions for subsequent development in the construction of covariance functions for space-time stochastic processes.
This work is conducted under the supervision of Stephan Morgenthaler (EPFL).