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Lookup NU author(s): Professor Emilio Porcu
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© 2019, Springer-Verlag GmbH Germany, part of Springer Nature.The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space–time data arising from, e.g., climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance structure allows to capture both the space–time dependencies between the observations and the development of accurate predictions. For data observed over large portions of planet earth it is necessary to take into account the curvature of the planet. Hence the need for random field models defined over spheres across time. In particular, the associated covariance function should depend on the geodesic distance, which is the most natural metric over the spherical surface. In this work, we propose a flexible parametric family of matrix-valued covariance functions, with both marginal and cross structure being of the Gneiting type. We also introduce a different multivariate Gneiting model based on the adaptation of the latent dimension approach to the spherical context. Finally, we assess the performance of our models through the study of a bivariate space–time data set of surface air temperatures and precipitable water content.
Author(s): Alegria A, Porcu E, Furrer R, Mateu J
Publication type: Article
Publication status: Published
Journal: Stochastic Environmental Research and Risk Assessment
Year: 2019
Volume: 33
Pages: 1593-1608
Print publication date: 01/09/2019
Online publication date: 18/07/2019
Acceptance date: 02/04/2016
ISSN (print): 1436-3240
ISSN (electronic): 1436-3259
Publisher: Springer New York LLC
URL: https://doi.org/10.1007/s00477-019-01707-w
DOI: 10.1007/s00477-019-01707-w
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