Consider a spatio-temporal process and suppose it is of interest to predict at some fixed time point t0. We consider a modelling strategy which combines the two well-established approaches of spatial stochastic process decomposition in the field of spatial statistics, and the Kalman Filter in general state space formulation of multivariate time series analysis.
Decomposizione di Processi Stocastici Spaziali a Fini Previstivi
COLI, Mauro;FONTANELLA, Lara;IPPOLITI, Luigi
2000-01-01
Abstract
Consider a spatio-temporal process and suppose it is of interest to predict at some fixed time point t0. We consider a modelling strategy which combines the two well-established approaches of spatial stochastic process decomposition in the field of spatial statistics, and the Kalman Filter in general state space formulation of multivariate time series analysis.File in questo prodotto:
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